ACB - OPTIMIZADO - BIT + stocks
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ACB - OPTIMIZADO - BIT + stocks, 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 Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| ACB - OPTIMIZADO - BIT + stocks | 26.34% | -0.60% | 9.21% | 45.00% | N/A | N/A |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 22.49% | -0.89% | 8.96% | 35.22% | 19.54% | 16.03% |
SMH VanEck Vectors Semiconductor ETF | 33.65% | -7.01% | 5.62% | 61.01% | 34.14% | 27.98% |
AVUV Avantis U.S. Small Cap Value ETF | 6.54% | 1.22% | 4.71% | 22.77% | N/A | N/A |
ARGT Global X MSCI Argentina ETF | 33.45% | 7.02% | 28.50% | 53.75% | 25.92% | 13.47% |
DXJ WisdomTree Japan Hedged Equity Fund | 16.06% | -4.31% | -5.62% | 13.19% | 18.22% | 11.05% |
INCO Columbia India Consumer ETF | 28.90% | 2.86% | 22.01% | 45.96% | 19.93% | 11.47% |
TUR iShares MSCI Turkey ETF | 15.20% | -4.89% | 4.96% | 3.00% | 11.06% | -0.49% |
DE Deere & Company | 0.26% | 6.70% | 1.74% | 1.28% | 21.09% | 19.15% |
AAPL Apple Inc | 13.03% | -4.03% | 21.64% | 21.68% | 32.43% | 25.54% |
EGY VAALCO Energy, Inc. | 35.60% | -9.74% | -2.14% | 41.87% | 26.96% | -3.01% |
NRIM Northrim BanCorp, Inc. | 25.59% | 6.85% | 45.18% | 84.93% | 16.14% | 13.98% |
HRB H&R Block, Inc. | 33.77% | -2.22% | 33.74% | 57.80% | 26.89% | 11.11% |
ESI Element Solutions Inc | 12.11% | 0.50% | 5.14% | 33.07% | 21.02% | -0.14% |
BTC-USD Bitcoin | 42.69% | 1.37% | -11.20% | 121.63% | 42.49% | 64.77% |
IAU iShares Gold Trust | 24.34% | 2.49% | 17.51% | 32.67% | 11.22% | 7.55% |
Monthly Returns
The table below presents the monthly returns of ACB - OPTIMIZADO - BIT + stocks, 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 | 2.50% | 8.41% | 5.67% | -2.69% | 6.69% | 2.90% | 1.06% | 0.10% | 26.34% | ||||
| 2023 | 11.83% | -0.72% | 5.52% | -0.42% | 3.88% | 7.63% | 4.37% | -1.44% | -3.79% | -0.17% | 11.32% | 5.70% | 51.66% |
| 2022 | -4.89% | -0.41% | 3.96% | -9.07% | -0.47% | -11.17% | 11.25% | -3.11% | -7.93% | 6.33% | 6.57% | -5.10% | -15.51% |
| 2021 | 1.97% | 6.99% | 4.54% | 2.62% | -0.61% | 2.28% | 2.40% | 5.12% | -4.25% | 7.40% | -0.97% | 1.11% | 31.86% |
| 2020 | 1.50% | -7.38% | -16.01% | 14.04% | 7.57% | 4.57% | 7.04% | 6.18% | -3.20% | 0.92% | 16.99% | 11.38% | 46.55% |
| 2019 | -0.06% | 3.70% | 1.35% | 4.77% | 10.05% |
Expense Ratio
ACB - OPTIMIZADO - BIT + stocks has an expense ratio of 0.26%, 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 ACB - OPTIMIZADO - BIT + stocks is 64, 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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 1.94 | 2.56 | 1.35 | 0.96 | 9.80 |
SMH VanEck Vectors Semiconductor ETF | 1.48 | 2.00 | 1.26 | 0.90 | 6.04 |
AVUV Avantis U.S. Small Cap Value ETF | 0.72 | 1.10 | 1.14 | 0.32 | 3.48 |
ARGT Global X MSCI Argentina ETF | 2.28 | 2.93 | 1.35 | 1.72 | 9.00 |
DXJ WisdomTree Japan Hedged Equity Fund | 0.87 | 1.17 | 1.18 | 0.23 | 3.05 |
INCO Columbia India Consumer ETF | 3.20 | 4.58 | 1.58 | 3.81 | 33.50 |
TUR iShares MSCI Turkey ETF | 0.82 | 1.27 | 1.15 | 0.26 | 2.55 |
DE Deere & Company | 0.13 | 0.33 | 1.04 | 0.02 | 0.37 |
AAPL Apple Inc | 1.11 | 1.72 | 1.21 | 0.48 | 3.65 |
EGY VAALCO Energy, Inc. | 1.18 | 1.96 | 1.24 | 0.50 | 4.78 |
NRIM Northrim BanCorp, Inc. | 1.48 | 2.12 | 1.26 | 0.98 | 7.01 |
HRB H&R Block, Inc. | 2.08 | 3.32 | 1.38 | 2.82 | 14.16 |
ESI Element Solutions Inc | 0.74 | 1.35 | 1.16 | 0.40 | 3.53 |
BTC-USD Bitcoin | 0.86 | 1.51 | 1.15 | 0.44 | 3.75 |
IAU iShares Gold Trust | 2.75 | 3.63 | 1.48 | 2.52 | 18.17 |
Dividends
Dividend yield
ACB - OPTIMIZADO - BIT + stocks granted a 1.07% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ACB - OPTIMIZADO - BIT + stocks | 1.07% | 1.41% | 2.11% | 1.43% | 0.89% | 1.76% | 1.60% | 1.18% | 1.08% | 1.81% | 1.80% | 1.26% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
SMH VanEck Vectors Semiconductor ETF | 0.45% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
AVUV Avantis U.S. Small Cap Value ETF | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARGT Global X MSCI Argentina ETF | 1.08% | 1.59% | 2.45% | 0.93% | 0.28% | 1.21% | 1.34% | 0.49% | 0.36% | 0.89% | 0.47% | 0.62% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.41% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
INCO Columbia India Consumer ETF | 2.96% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
TUR iShares MSCI Turkey ETF | 2.31% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% | 1.63% | 2.34% |
DE Deere & Company | 1.45% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% | 2.23% |
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
EGY VAALCO Energy, Inc. | 4.25% | 5.57% | 2.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NRIM Northrim BanCorp, Inc. | 3.51% | 4.20% | 3.34% | 3.45% | 4.06% | 3.29% | 3.10% | 2.54% | 2.47% | 2.78% | 2.67% | 2.44% |
HRB H&R Block, Inc. | 2.10% | 2.52% | 3.07% | 4.54% | 6.56% | 4.39% | 3.90% | 3.59% | 3.74% | 2.40% | 2.38% | 2.75% |
ESI Element Solutions Inc | 1.25% | 1.38% | 1.76% | 1.03% | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 ACB - OPTIMIZADO - BIT + stocks. 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 ACB - OPTIMIZADO - BIT + stocks was 34.02%, occurring on Mar 22, 2020. Recovery took 122 trading sessions.
The current ACB - OPTIMIZADO - BIT + stocks drawdown is 3.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.02% | Feb 13, 2020 | 39 | Mar 22, 2020 | 122 | Jul 22, 2020 | 161 |
| -26.17% | Nov 9, 2021 | 341 | Oct 15, 2022 | 234 | Jun 6, 2023 | 575 |
| -12.5% | Jul 17, 2024 | 20 | Aug 5, 2024 | — | — | — |
| -9.1% | Sep 3, 2020 | 21 | Sep 23, 2020 | 19 | Oct 12, 2020 | 40 |
| -6.82% | Feb 22, 2021 | 11 | Mar 4, 2021 | 13 | Mar 17, 2021 | 24 |
Volatility
Volatility Chart
The current ACB - OPTIMIZADO - BIT + stocks volatility is 5.65%, 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
| IAU | BTC-USD | TUR | HRB | EGY | NRIM | INCO | AAPL | DE | DXJ | ARGT | ESI | SMH | SCHG | AVUV | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.11 | 0.13 | -0.01 | 0.13 | 0.03 | 0.15 | 0.07 | 0.06 | -0.01 | 0.19 | 0.07 | 0.10 | 0.10 | 0.09 |
| BTC-USD | 0.11 | 1.00 | 0.14 | 0.09 | 0.11 | 0.12 | 0.14 | 0.19 | 0.16 | 0.15 | 0.24 | 0.20 | 0.25 | 0.26 | 0.23 |
| TUR | 0.13 | 0.14 | 1.00 | 0.11 | 0.18 | 0.17 | 0.23 | 0.21 | 0.20 | 0.24 | 0.27 | 0.22 | 0.22 | 0.23 | 0.26 |
| HRB | -0.01 | 0.09 | 0.11 | 1.00 | 0.19 | 0.28 | 0.20 | 0.21 | 0.32 | 0.30 | 0.22 | 0.33 | 0.21 | 0.26 | 0.46 |
| EGY | 0.13 | 0.11 | 0.18 | 0.19 | 1.00 | 0.23 | 0.17 | 0.16 | 0.32 | 0.26 | 0.31 | 0.30 | 0.22 | 0.19 | 0.46 |
| NRIM | 0.03 | 0.12 | 0.17 | 0.28 | 0.23 | 1.00 | 0.20 | 0.15 | 0.41 | 0.34 | 0.27 | 0.41 | 0.21 | 0.22 | 0.57 |
| INCO | 0.15 | 0.14 | 0.23 | 0.20 | 0.17 | 0.20 | 1.00 | 0.31 | 0.26 | 0.34 | 0.36 | 0.31 | 0.38 | 0.41 | 0.37 |
| AAPL | 0.07 | 0.19 | 0.21 | 0.21 | 0.16 | 0.15 | 0.31 | 1.00 | 0.26 | 0.36 | 0.38 | 0.36 | 0.58 | 0.75 | 0.37 |
| DE | 0.06 | 0.16 | 0.20 | 0.32 | 0.32 | 0.41 | 0.26 | 0.26 | 1.00 | 0.40 | 0.36 | 0.41 | 0.35 | 0.34 | 0.60 |
| DXJ | -0.01 | 0.15 | 0.24 | 0.30 | 0.26 | 0.34 | 0.34 | 0.36 | 0.40 | 1.00 | 0.43 | 0.45 | 0.47 | 0.48 | 0.57 |
| ARGT | 0.19 | 0.24 | 0.27 | 0.22 | 0.31 | 0.27 | 0.36 | 0.38 | 0.36 | 0.43 | 1.00 | 0.43 | 0.50 | 0.54 | 0.52 |
| ESI | 0.07 | 0.20 | 0.22 | 0.33 | 0.30 | 0.41 | 0.31 | 0.36 | 0.41 | 0.45 | 0.43 | 1.00 | 0.48 | 0.50 | 0.67 |
| SMH | 0.10 | 0.25 | 0.22 | 0.21 | 0.22 | 0.21 | 0.38 | 0.58 | 0.35 | 0.47 | 0.50 | 0.48 | 1.00 | 0.79 | 0.49 |
| SCHG | 0.10 | 0.26 | 0.23 | 0.26 | 0.19 | 0.22 | 0.41 | 0.75 | 0.34 | 0.48 | 0.54 | 0.50 | 0.79 | 1.00 | 0.49 |
| AVUV | 0.09 | 0.23 | 0.26 | 0.46 | 0.46 | 0.57 | 0.37 | 0.37 | 0.60 | 0.57 | 0.52 | 0.67 | 0.49 | 0.49 | 1.00 |