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MODERATO ETF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIV 15%CEMB 15%VIG 20%VTV 15%IEFA 15%VXUS 10%IJH 5%SCHB 4.2%BondBondEquityEquity
PositionCategory/SectorWeight
BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market

15%

CEMB
iShares J.P. Morgan EM Corporate Bond ETF
Corporate Bonds

15%

IEFA
iShares Core MSCI EAFE ETF
Foreign Large Cap Equities

15%

IJH
iShares Core S&P Mid-Cap ETF
Small Cap Growth Equities

5%

SCHB
Schwab U.S. Broad Market ETF
Large Cap Growth Equities

4.20%

SCHN
Schnitzer Steel Industries, Inc.
Basic Materials

0.80%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

20%

VTV
Vanguard Value ETF
Large Cap Value Equities

15%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

10%

S&P 500

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


150.00%200.00%250.00%300.00%FebruaryMarchAprilMayJuneJuly
145.66%
283.94%
MODERATO ETF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IEFA

Returns By Period

As of Jul 22, 2024, the MODERATO ETF returned 7.48% Year-To-Date and 6.89% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
MODERATO ETF7.48%1.75%7.91%11.17%7.27%6.92%
VIG
Vanguard Dividend Appreciation ETF
10.97%1.91%9.61%15.24%11.69%11.44%
BIV
Vanguard Intermediate-Term Bond ETF
0.87%0.75%1.84%4.14%0.33%1.86%
VTV
Vanguard Value ETF
11.81%2.58%11.69%15.69%10.78%10.08%
IEFA
iShares Core MSCI EAFE ETF
7.02%2.34%8.91%10.46%6.71%4.78%
VXUS
Vanguard Total International Stock ETF
6.89%1.95%9.82%10.15%6.05%4.17%
SCHB
Schwab U.S. Broad Market ETF
15.08%1.33%13.51%22.07%13.84%12.30%
SCHN
Schnitzer Steel Industries, Inc.
0.00%0.00%0.00%-25.69%0.29%1.61%
IJH
iShares Core S&P Mid-Cap ETF
9.29%2.90%9.58%13.20%10.45%9.63%
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
3.67%0.81%3.95%8.17%1.57%2.79%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.07%2.26%2.88%-3.21%3.28%0.16%7.48%
20235.07%-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%
20195.76%2.50%1.05%2.41%-3.58%5.17%0.42%-0.71%1.61%1.54%1.58%2.25%21.56%
20183.27%-3.50%-0.78%-0.35%0.51%-0.33%2.71%0.35%0.61%-5.16%1.85%-5.05%-6.11%
20171.71%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%
20133.29%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.


Expense ratio chart for CEMB: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for IEFA: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for IJH: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for BIV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for SCHB: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MODERATO ETF is 33, 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.


The Risk-Adjusted Performance Rank of MODERATO ETF is 3333
MODERATO ETF
The Sharpe Ratio Rank of MODERATO ETF is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of MODERATO ETF is 3838Sortino Ratio Rank
The Omega Ratio Rank of MODERATO ETF is 3737Omega Ratio Rank
The Calmar Ratio Rank of MODERATO ETF is 2828Calmar Ratio Rank
The Martin Ratio Rank of MODERATO ETF is 2626Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


MODERATO ETF
Sharpe ratio
The chart of Sharpe ratio for MODERATO ETF, currently valued at 1.40, compared to the broader market-1.000.001.002.003.004.001.40
Sortino ratio
The chart of Sortino ratio for MODERATO ETF, currently valued at 2.08, compared to the broader market-2.000.002.004.006.002.08
Omega ratio
The chart of Omega ratio for MODERATO ETF, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for MODERATO ETF, currently valued at 0.90, compared to the broader market0.002.004.006.008.0010.000.90
Martin ratio
The chart of Martin ratio for MODERATO ETF, currently valued at 3.82, compared to the broader market0.0010.0020.0030.0040.003.82
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VIG
Vanguard Dividend Appreciation ETF
1.712.451.301.665.25
BIV
Vanguard Intermediate-Term Bond ETF
0.540.821.090.201.61
VTV
Vanguard Value ETF
1.732.491.301.735.45
IEFA
iShares Core MSCI EAFE ETF
0.831.251.150.612.43
VXUS
Vanguard Total International Stock ETF
0.821.231.150.532.32
SCHB
Schwab U.S. Broad Market ETF
1.832.601.321.516.61
SCHN
Schnitzer Steel Industries, Inc.
-1.34-1.820.66-0.42-0.83
IJH
iShares Core S&P Mid-Cap ETF
0.791.231.140.702.42
CEMB
iShares J.P. Morgan EM Corporate Bond ETF
1.782.731.330.586.53

Sharpe Ratio

The current MODERATO ETF Sharpe ratio is 1.40. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of MODERATO ETF with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.40
1.82
MODERATO ETF
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MODERATO ETF granted a 2.88% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MODERATO ETF2.88%2.88%2.66%2.60%2.38%2.73%3.00%2.54%2.73%2.91%2.92%2.67%
VIG
Vanguard Dividend Appreciation ETF
1.79%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
3.49%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
2.39%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
3.08%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
3.02%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
1.26%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
1.31%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
5.03%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.46%
-2.86%
MODERATO ETF
Benchmark (^GSPC)
Portfolio components

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.

The current MODERATO ETF drawdown is 1.46%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.09%Feb 13, 202027Mar 23, 2020111Aug 28, 2020138
-20.74%Jan 5, 2022194Oct 12, 2022337Feb 15, 2024531
-13.5%Jan 29, 2018229Dec 24, 201879Apr 18, 2019308
-12.45%May 22, 2015167Jan 20, 2016119Jul 11, 2016286
-7.58%May 22, 201323Jun 24, 201360Sep 18, 201383

Volatility

Volatility Chart

The current MODERATO ETF volatility is 1.97%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.97%
2.76%
MODERATO ETF
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BIVCEMBSCHNIEFAVXUSVIGIJHVTVSCHB
BIV1.000.36-0.10-0.02-0.02-0.05-0.09-0.12-0.07
CEMB0.361.000.110.280.290.230.220.200.24
SCHN-0.100.111.000.440.460.450.530.510.47
IEFA-0.020.280.441.000.970.770.760.780.81
VXUS-0.020.290.460.971.000.770.770.780.82
VIG-0.050.230.450.770.771.000.860.920.92
IJH-0.090.220.530.760.770.861.000.880.91
VTV-0.120.200.510.780.780.920.881.000.89
SCHB-0.070.240.470.810.820.920.910.891.00
The correlation results are calculated based on daily price changes starting from Oct 23, 2012