MODERATO ETF
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Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MODERATO ETF, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends. The portfolio is rebalanced Quarterly
The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IEFA
Returns By Period
As of Aug 28, 2024, the MODERATO ETF returned 11.02% Year-To-Date and 7.23% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.95% | 3.05% | 10.78% | 26.90% | 14.03% | 10.90% |
| MODERATO ETF | 11.02% | 2.87% | 8.58% | 17.86% | 8.38% | 7.23% |
| Portfolio components: | ||||||
VIG Vanguard Dividend Appreciation ETF | 15.00% | 3.07% | 9.93% | 22.49% | 12.55% | 11.77% |
BIV Vanguard Intermediate-Term Bond ETF | 4.13% | 2.81% | 6.20% | 9.39% | 0.38% | 2.09% |
VTV Vanguard Value ETF | 15.69% | 2.32% | 11.14% | 22.84% | 12.51% | 10.36% |
IEFA iShares Core MSCI EAFE ETF | 11.51% | 4.33% | 8.90% | 19.90% | 8.60% | 5.40% |
VXUS Vanguard Total International Stock ETF | 10.60% | 3.68% | 8.78% | 18.23% | 7.90% | 4.63% |
SCHB Schwab U.S. Broad Market ETF | 17.65% | 2.71% | 10.74% | 27.96% | 15.10% | 12.35% |
SCHN Schnitzer Steel Industries, Inc. | 0.00% | 0.00% | 0.00% | -25.69% | 3.52% | 1.44% |
IJH iShares Core S&P Mid-Cap ETF | 11.61% | 0.11% | 8.01% | 20.01% | 12.11% | 9.59% |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 6.32% | 2.35% | 5.95% | 12.25% | 1.95% | 2.99% |
Monthly Returns
The table below presents the monthly returns of MODERATO ETF, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.07% | 2.26% | 2.88% | -3.21% | 3.28% | 0.16% | 3.25% | 11.02% | |||||
| 2023 | 5.07% | -2.91% | 1.62% | 1.54% | -2.64% | 4.11% | 2.48% | -2.30% | -3.40% | -2.47% | 6.73% | 4.71% | 12.48% |
| 2022 | -3.57% | -2.38% | 0.75% | -5.26% | 0.82% | -6.32% | 5.02% | -3.33% | -7.52% | 5.29% | 7.89% | -2.41% | -11.68% |
| 2021 | -0.96% | 1.97% | 3.03% | 2.86% | 1.92% | -0.27% | 1.20% | 1.23% | -3.24% | 3.57% | -2.29% | 3.97% | 13.46% |
| 2020 | -0.75% | -5.54% | -11.72% | 8.15% | 3.94% | 1.54% | 3.42% | 3.76% | -1.50% | -1.57% | 9.34% | 3.42% | 11.14% |
| 2019 | 5.76% | 2.50% | 1.05% | 2.41% | -3.58% | 5.17% | 0.42% | -0.71% | 1.61% | 1.54% | 1.58% | 2.25% | 21.56% |
| 2018 | 3.27% | -3.50% | -0.78% | -0.35% | 0.51% | -0.33% | 2.71% | 0.35% | 0.61% | -5.16% | 1.85% | -5.05% | -6.11% |
| 2017 | 1.71% | 2.41% | 0.42% | 1.38% | 1.36% | 0.75% | 1.52% | 0.22% | 1.71% | 1.42% | 1.89% | 1.22% | 17.21% |
| 2016 | -2.91% | 0.04% | 6.22% | 1.49% | 0.14% | 0.85% | 2.65% | 0.21% | 0.29% | -1.43% | 1.04% | 1.38% | 10.15% |
| 2015 | -1.07% | 3.91% | -0.80% | 1.53% | 0.49% | -2.23% | 1.01% | -4.64% | -2.40% | 5.34% | -0.15% | -1.66% | -1.07% |
| 2014 | -2.94% | 3.88% | 0.89% | 0.74% | 1.65% | 1.40% | -1.73% | 2.22% | -2.39% | 1.34% | 1.22% | -1.13% | 5.02% |
| 2013 | 3.29% | 0.45% | 2.05% | 2.24% | -0.83% | -2.62% | 3.77% | -2.62% | 4.65% | 3.33% | 0.91% | 1.34% | 16.83% |
Expense Ratio
MODERATO ETF has an expense ratio of 0.12%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MODERATO ETF is 56, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
This table presents a comparison of risk-adjusted performance metrics for positions. Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VIG Vanguard Dividend Appreciation ETF | 2.30 | 3.21 | 1.42 | 2.37 | 9.88 |
BIV Vanguard Intermediate-Term Bond ETF | 1.47 | 2.19 | 1.26 | 0.54 | 5.04 |
VTV Vanguard Value ETF | 2.25 | 3.13 | 1.40 | 2.38 | 9.61 |
IEFA iShares Core MSCI EAFE ETF | 1.64 | 2.33 | 1.28 | 1.28 | 7.50 |
VXUS Vanguard Total International Stock ETF | 1.53 | 2.17 | 1.27 | 1.06 | 7.15 |
SCHB Schwab U.S. Broad Market ETF | 2.26 | 3.08 | 1.41 | 2.06 | 10.21 |
SCHN Schnitzer Steel Industries, Inc. | -1.58 | -2.09 | 0.53 | -0.42 | -0.94 |
IJH iShares Core S&P Mid-Cap ETF | 1.27 | 1.83 | 1.22 | 1.20 | 4.82 |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 2.84 | 4.39 | 1.57 | 0.89 | 14.44 |
Dividends
Dividend yield
MODERATO ETF granted a 2.80% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MODERATO ETF | 2.80% | 2.88% | 2.66% | 2.60% | 2.38% | 2.73% | 3.00% | 2.54% | 2.73% | 2.91% | 2.92% | 2.67% |
| Portfolio components: | ||||||||||||
VIG Vanguard Dividend Appreciation ETF | 1.73% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
BIV Vanguard Intermediate-Term Bond ETF | 3.44% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 2.38% | 3.02% | 3.96% | 4.22% |
VTV Vanguard Value ETF | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
IEFA iShares Core MSCI EAFE ETF | 2.95% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
VXUS Vanguard Total International Stock ETF | 2.92% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
SCHB Schwab U.S. Broad Market ETF | 1.24% | 1.40% | 1.61% | 1.21% | 1.63% | 1.80% | 2.13% | 1.65% | 2.31% | 2.00% | 1.72% | 1.63% |
SCHN Schnitzer Steel Industries, Inc. | 0.00% | 2.34% | 2.45% | 1.44% | 2.35% | 3.46% | 3.48% | 2.24% | 2.92% | 5.22% | 3.32% | 2.30% |
IJH iShares Core S&P Mid-Cap ETF | 1.28% | 1.46% | 1.68% | 1.18% | 1.28% | 1.62% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% | 1.29% |
CEMB iShares J.P. Morgan EM Corporate Bond ETF | 4.93% | 4.77% | 4.29% | 3.51% | 3.86% | 4.19% | 4.66% | 4.06% | 4.26% | 4.76% | 4.23% | 3.93% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the MODERATO ETF. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The maximum drawdown for the MODERATO ETF was 27.09%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.09% | Feb 13, 2020 | 27 | Mar 23, 2020 | 111 | Aug 28, 2020 | 138 |
| -20.74% | Jan 5, 2022 | 194 | Oct 12, 2022 | 337 | Feb 15, 2024 | 531 |
| -13.5% | Jan 29, 2018 | 229 | Dec 24, 2018 | 79 | Apr 18, 2019 | 308 |
| -12.45% | May 22, 2015 | 167 | Jan 20, 2016 | 119 | Jul 11, 2016 | 286 |
| -7.58% | May 22, 2013 | 23 | Jun 24, 2013 | 60 | Sep 18, 2013 | 83 |
Volatility
Volatility Chart
The current MODERATO ETF volatility is 3.41%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.
Diversification
Asset Correlations Table
| BIV | CEMB | SCHN | IEFA | VXUS | VIG | IJH | VTV | SCHB | |
|---|---|---|---|---|---|---|---|---|---|
| BIV | 1.00 | 0.36 | -0.10 | -0.01 | -0.02 | -0.05 | -0.09 | -0.12 | -0.07 |
| CEMB | 0.36 | 1.00 | 0.11 | 0.28 | 0.29 | 0.24 | 0.22 | 0.20 | 0.24 |
| SCHN | -0.10 | 0.11 | 1.00 | 0.43 | 0.45 | 0.44 | 0.52 | 0.50 | 0.47 |
| IEFA | -0.01 | 0.28 | 0.43 | 1.00 | 0.97 | 0.77 | 0.76 | 0.78 | 0.81 |
| VXUS | -0.02 | 0.29 | 0.45 | 0.97 | 1.00 | 0.77 | 0.77 | 0.78 | 0.82 |
| VIG | -0.05 | 0.24 | 0.44 | 0.77 | 0.77 | 1.00 | 0.86 | 0.92 | 0.92 |
| IJH | -0.09 | 0.22 | 0.52 | 0.76 | 0.77 | 0.86 | 1.00 | 0.88 | 0.91 |
| VTV | -0.12 | 0.20 | 0.50 | 0.78 | 0.78 | 0.92 | 0.88 | 1.00 | 0.89 |
| SCHB | -0.07 | 0.24 | 0.47 | 0.81 | 0.82 | 0.92 | 0.91 | 0.89 | 1.00 |