Big Portfolio - 10 Positions

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Big Portfolio - 10 Positions

Currency in USD · Last updated May 23, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AVUV Avantis U.S. Small Cap Value ETF	Small Cap Value Equities, Actively Managed	20%
CALF Pacer US Small Cap Cash Cows 100 ETF	Small Cap Blend Equities	5%
COWZ Pacer US Cash Cows 100 ETF	All Cap Equities	5%
DSTL Distillate US Fundamental Stability & Value ETF	Large Cap Growth Equities	5%
IYW iShares U.S. Technology ETF	Technology Equities	20%
RDVY First Trust Rising Dividend Achievers ETF	Large Cap Blend Equities, Dividend	5%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Growth Equities	10%
SPGP Invesco S&P 500 GARP ETF	Large Cap Growth Equities	5%
SYLD Cambria Shareholder Yield ETF	All Cap Equities, Actively Managed	5%
VGT Vanguard Information Technology ETF	Technology Equities	20%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-0.67%	10.48%	-1.79%	10.08%	14.60%	10.64%
Big Portfolio - 10 Positions	-3.99%	13.03%	-6.62%	5.13%	19.45%	N/A
Portfolio components:
AVUV Avantis U.S. Small Cap Value ETF	-8.98%	8.41%	-14.14%	-3.54%	20.40%	N/A
DSTL Distillate US Fundamental Stability & Value ETF	-2.46%	5.20%	-6.91%	3.86%	14.44%	N/A
SCHX Schwab U.S. Large-Cap ETF	-0.22%	10.87%	-1.43%	12.96%	17.08%	13.91%
SYLD Cambria Shareholder Yield ETF	-7.10%	7.20%	-13.86%	-8.19%	18.63%	9.87%
VGT Vanguard Information Technology ETF	-3.03%	19.52%	-2.52%	12.13%	19.49%	19.66%
CALF Pacer US Small Cap Cash Cows 100 ETF	-12.91%	11.00%	-18.26%	-16.31%	14.32%	N/A
COWZ Pacer US Cash Cows 100 ETF	-4.69%	6.31%	-9.84%	-0.97%	18.65%	N/A
IYW iShares U.S. Technology ETF	-1.49%	19.94%	-1.11%	12.44%	20.81%	19.84%
RDVY First Trust Rising Dividend Achievers ETF	1.84%	8.96%	-4.07%	10.38%	17.94%	12.22%
SPGP Invesco S&P 500 GARP ETF	-2.83%	9.03%	-7.35%	-1.16%	15.47%	12.67%

*Annualized

Monthly Returns

The table below presents the monthly returns of Big Portfolio - 10 Positions, 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
2025	1.44%	-3.60%	-6.63%	-1.76%	7.03%								-3.99%
2024	0.30%	4.24%	3.61%	-5.42%	5.59%	2.54%	3.54%	-0.43%	1.61%	-1.20%	7.70%	-4.05%	18.62%
2023	9.40%	-1.09%	2.48%	-0.29%	2.26%	7.92%	5.28%	-2.32%	-4.36%	-2.99%	10.15%	7.08%	37.32%
2022	-5.50%	-1.62%	2.17%	-8.70%	1.14%	-10.61%	10.80%	-4.08%	-10.63%	9.93%	5.94%	-7.05%	-19.39%
2021	2.30%	5.79%	4.73%	4.39%	1.47%	2.97%	0.99%	3.23%	-4.10%	6.28%	0.35%	3.68%	36.66%
2020	-1.45%	-8.48%	-15.97%	15.91%	6.20%	4.57%	4.73%	8.76%	-4.18%	-1.02%	14.42%	5.85%	27.64%
2019									-0.18%	3.12%	4.51%	3.54%	11.38%

Expense Ratio

Big Portfolio - 10 Positions has an expense ratio of 0.30%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SYLD

Cambria Shareholder Yield ETF

CALF

Pacer US Small Cap Cash Cows 100 ETF

RDVY

First Trust Rising Dividend Achievers ETF

COWZ

Pacer US Cash Cows 100 ETF

IYW

iShares U.S. Technology ETF

DSTL

Distillate US Fundamental Stability & Value ETF

SPGP

Invesco S&P 500 GARP ETF

AVUV

Avantis U.S. Small Cap Value ETF

VGT

Vanguard Information Technology ETF

SCHX

Schwab U.S. Large-Cap ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Big Portfolio - 10 Positions is 11, meaning it’s performing worse than 89% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AVUV Avantis U.S. Small Cap Value ETF	-0.14	-0.08	0.99	-0.16	-0.43
DSTL Distillate US Fundamental Stability & Value ETF	0.23	0.38	1.05	0.17	0.57
SCHX Schwab U.S. Large-Cap ETF	0.66	1.03	1.15	0.67	2.55
SYLD Cambria Shareholder Yield ETF	-0.38	-0.44	0.94	-0.33	-0.89
VGT Vanguard Information Technology ETF	0.40	0.77	1.11	0.45	1.46
CALF Pacer US Small Cap Cash Cows 100 ETF	-0.63	-0.82	0.90	-0.49	-1.25
COWZ Pacer US Cash Cows 100 ETF	-0.05	-0.04	1.00	-0.11	-0.33
IYW iShares U.S. Technology ETF	0.42	0.79	1.11	0.48	1.50
RDVY First Trust Rising Dividend Achievers ETF	0.50	0.81	1.11	0.51	1.73
SPGP Invesco S&P 500 GARP ETF	-0.05	0.05	1.01	-0.07	-0.24

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Big Portfolio - 10 Positions Sharpe ratios as of May 23, 2025 (values are recalculated daily):

1-Year: 0.22
5-Year: 0.92
All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Big Portfolio - 10 Positions compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Big Portfolio - 10 Positions provided a 1.13% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.13%	1.07%	1.19%	1.28%	1.02%	1.12%	1.04%	1.09%	0.83%	0.93%	1.17%	0.99%
Portfolio components:
AVUV Avantis U.S. Small Cap Value ETF	1.82%	1.61%	1.65%	1.74%	1.28%	1.21%	0.38%	0.00%	0.00%	0.00%	0.00%	0.00%
DSTL Distillate US Fundamental Stability & Value ETF	1.49%	1.34%	1.30%	1.35%	1.01%	0.83%	0.97%	0.45%	0.00%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.23%	1.22%	1.39%	1.64%	1.21%	1.64%	1.82%	2.17%	1.70%	1.93%	2.04%	1.76%
SYLD Cambria Shareholder Yield ETF	2.23%	2.04%	1.92%	2.20%	2.22%	2.00%	2.07%	2.52%	1.48%	1.92%	6.45%	3.89%
VGT Vanguard Information Technology ETF	0.53%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%	1.12%
CALF Pacer US Small Cap Cash Cows 100 ETF	1.19%	1.07%	1.18%	0.85%	2.63%	0.82%	0.99%	1.39%	0.70%	0.00%	0.00%	0.00%
COWZ Pacer US Cash Cows 100 ETF	1.89%	1.82%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.94%	0.13%	0.00%	0.00%
IYW iShares U.S. Technology ETF	0.21%	0.21%	0.53%	0.50%	0.31%	0.56%	0.72%	0.91%	0.82%	1.13%	1.12%	1.13%
RDVY First Trust Rising Dividend Achievers ETF	1.67%	1.65%	2.09%	2.21%	1.04%	1.53%	1.55%	1.68%	1.25%	2.07%	2.14%	1.91%
SPGP Invesco S&P 500 GARP ETF	1.51%	1.38%	1.24%	1.22%	0.69%	1.10%	0.86%	0.95%	0.68%	0.89%	1.12%	1.52%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Big Portfolio - 10 Positions. 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 Big Portfolio - 10 Positions was 36.68%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current Big Portfolio - 10 Positions drawdown is 9.05%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.68%	Feb 20, 2020	23	Mar 23, 2020	94	Aug 5, 2020	117
-26.19%	Jan 5, 2022	186	Sep 30, 2022	197	Jul 17, 2023	383
-24.7%	Dec 5, 2024	84	Apr 8, 2025	—	—	—
-10.68%	Aug 1, 2023	63	Oct 27, 2023	24	Dec 1, 2023	87
-10.66%	Jul 17, 2024	16	Aug 7, 2024	46	Oct 11, 2024	62

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 10 assets, with an effective number of assets of 6.90, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	^GSPC	IYW	VGT	CALF	SYLD	AVUV	COWZ	DSTL	SCHX	RDVY	SPGP	Portfolio
^GSPC	1.00	0.89	0.91	0.72	0.73	0.73	0.76	0.90	0.99	0.85	0.89	0.95
IYW	0.89	1.00	0.99	0.54	0.51	0.52	0.55	0.73	0.90	0.66	0.74	0.86
VGT	0.91	0.99	1.00	0.57	0.54	0.55	0.58	0.76	0.91	0.69	0.77	0.88
CALF	0.72	0.54	0.57	1.00	0.92	0.95	0.88	0.79	0.73	0.86	0.83	0.85
SYLD	0.73	0.51	0.54	0.92	1.00	0.95	0.92	0.82	0.73	0.91	0.85	0.84
AVUV	0.73	0.52	0.55	0.95	0.95	1.00	0.90	0.80	0.74	0.90	0.85	0.85
COWZ	0.76	0.55	0.58	0.88	0.92	0.90	1.00	0.87	0.77	0.91	0.89	0.84
DSTL	0.90	0.73	0.76	0.79	0.82	0.80	0.87	1.00	0.90	0.90	0.92	0.91
SCHX	0.99	0.90	0.91	0.73	0.73	0.74	0.77	0.90	1.00	0.85	0.90	0.96
RDVY	0.85	0.66	0.69	0.86	0.91	0.90	0.91	0.90	0.85	1.00	0.93	0.91
SPGP	0.89	0.74	0.77	0.83	0.85	0.85	0.89	0.92	0.90	0.93	1.00	0.93
Portfolio	0.95	0.86	0.88	0.85	0.84	0.85	0.84	0.91	0.96	0.91	0.93	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

Big Portfolio - 10 Positions

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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