A GV group
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FNDA Schwab Fundamental US Small Co. Index ETF | Small Cap Blend Equities | 25% |
PAVE Global X US Infrastructure Development ETF | Utilities Equities | 25% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in A GV group, 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 Mar 8, 2017, corresponding to the inception date of PAVE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| A GV group | 25.25% | 1.95% | 15.87% | 53.04% | 22.88% | N/A |
| Portfolio components: | ||||||
PAVE Global X US Infrastructure Development ETF | 20.69% | 1.24% | 10.94% | 46.28% | 20.97% | N/A |
SMH VanEck Vectors Semiconductor ETF | 46.92% | 3.71% | 20.01% | 87.35% | 35.34% | 29.33% |
QQQ Invesco QQQ | 22.66% | 2.76% | 18.15% | 44.21% | 21.34% | 18.30% |
FNDA Schwab Fundamental US Small Co. Index ETF | 9.04% | 0.10% | 12.04% | 33.61% | 11.34% | 9.53% |
Monthly Returns
The table below presents the monthly returns of A GV group, 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 | 0.94% | 8.40% | 4.22% | -5.21% | 6.60% | 2.38% | 2.54% | -0.89% | 2.45% | 25.25% | |||
| 2023 | 11.98% | -0.02% | 3.25% | -2.52% | 4.96% | 9.08% | 4.65% | -2.23% | -5.82% | -4.26% | 11.24% | 9.07% | 44.42% |
| 2022 | -8.54% | -0.93% | 2.95% | -10.60% | 0.97% | -11.64% | 13.48% | -5.24% | -11.19% | 7.83% | 9.40% | -7.15% | -22.17% |
| 2021 | 1.44% | 6.46% | 4.14% | 2.83% | 1.97% | 2.40% | 0.87% | 2.98% | -5.01% | 6.86% | 2.27% | 3.66% | 34.97% |
| 2020 | -2.00% | -7.15% | -15.79% | 13.98% | 5.91% | 5.31% | 5.82% | 7.56% | -3.03% | 0.77% | 16.44% | 5.90% | 33.59% |
| 2019 | 10.64% | 4.74% | 1.12% | 5.91% | -10.67% | 9.32% | 2.35% | -3.45% | 3.51% | 3.91% | 4.01% | 5.75% | 41.68% |
| 2018 | 5.73% | -2.84% | -1.73% | -1.99% | 6.50% | -0.65% | 3.19% | 2.99% | -1.13% | -10.49% | 1.87% | -9.88% | -9.60% |
| 2017 | 1.55% | 0.68% | 1.72% | -0.80% | 2.33% | 0.72% | 4.35% | 3.82% | 1.99% | 1.48% | 19.23% |
Expense Ratio
A GV group features an expense ratio of 0.32%, falling within the medium range. 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 A GV group is 45, 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 | |
|---|---|---|---|---|---|
PAVE Global X US Infrastructure Development ETF | 2.70 | 3.51 | 1.45 | 3.85 | 14.13 |
SMH VanEck Vectors Semiconductor ETF | 2.54 | 2.99 | 1.41 | 3.50 | 9.92 |
QQQ Invesco QQQ | 2.67 | 3.42 | 1.47 | 3.38 | 12.40 |
FNDA Schwab Fundamental US Small Co. Index ETF | 1.85 | 2.64 | 1.32 | 1.93 | 10.42 |
Dividends
Dividend yield
A GV group provided a 1.10% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| A GV group | 1.10% | 1.01% | 1.51% | 0.99% | 1.17% | 2.29% | 1.99% | 1.32% | 1.21% | 1.84% | 1.40% | 1.11% |
| Portfolio components: | ||||||||||||
PAVE Global X US Infrastructure Development ETF | 0.57% | 0.68% | 0.84% | 0.48% | 0.44% | 0.67% | 0.78% | 0.30% | 0.00% | 0.00% | 0.00% | 0.00% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
FNDA Schwab Fundamental US Small Co. Index ETF | 2.81% | 2.16% | 2.04% | 2.04% | 2.30% | 1.73% | 2.52% | 1.30% | 2.17% | 2.08% | 1.87% | 0.32% |
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 A GV group. 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 A GV group was 36.30%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current A GV group drawdown is 0.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.3% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 4, 2020 | 116 |
| -30.35% | Jan 5, 2022 | 196 | Oct 14, 2022 | 184 | Jul 12, 2023 | 380 |
| -24.27% | Aug 30, 2018 | 80 | Dec 24, 2018 | 78 | Apr 17, 2019 | 158 |
| -13.08% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
| -12.92% | Jul 17, 2024 | 16 | Aug 7, 2024 | 47 | Oct 14, 2024 | 63 |
Volatility
Volatility Chart
The current A GV group volatility is 3.68%, 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
| SMH | QQQ | PAVE | FNDA | |
|---|---|---|---|---|
| SMH | 1.00 | 0.85 | 0.60 | 0.61 |
| QQQ | 0.85 | 1.00 | 0.60 | 0.63 |
| PAVE | 0.60 | 0.60 | 1.00 | 0.90 |
| FNDA | 0.61 | 0.63 | 0.90 | 1.00 |