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 Every 3 months.
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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
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio ACB - OPTIMIZADO - BIT + stocks | -0.09% | -1.45% | -0.55% | 3.15% | 27.01% | 28.74% | 19.18% | — |
| Portfolio components: | ||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.03% | -3.86% | -9.70% | -8.38% | 16.03% | 22.25% | 12.77% | 17.00% |
SMH VanEck Semiconductor ETF | 0.09% | 0.32% | 8.94% | 16.35% | 83.82% | 44.85% | 26.17% | 31.69% |
AVUV Avantis US Small Cap Value ETF | 0.68% | -0.56% | 9.54% | 12.30% | 27.33% | 16.21% | 10.57% | — |
ARGT Global X MSCI Argentina ETF | 0.73% | 8.82% | 2.71% | 37.51% | 16.42% | 35.28% | 28.28% | 18.60% |
DXJ WisdomTree Japan Hedged Equity Fund | -0.57% | 0.26% | 11.84% | 27.12% | 49.43% | 34.98% | 24.74% | 17.53% |
INCO Columbia India Consumer ETF | -0.62% | -9.68% | -15.37% | -15.84% | -9.82% | 9.31% | 6.16% | 8.44% |
TUR iShares MSCI Turkey ETF | 0.67% | 0.44% | 13.16% | 14.23% | 23.17% | 8.97% | 13.81% | 1.62% |
DE Deere & Company | 0.88% | -6.75% | 24.02% | 25.46% | 23.86% | 13.09% | 10.56% | 24.46% |
AAPL Apple Inc | 0.11% | -2.97% | -5.78% | -0.28% | 14.80% | 16.04% | 16.39% | 26.10% |
EGY VAALCO Energy, Inc. | 2.79% | 18.34% | 74.12% | 65.42% | 75.95% | 13.93% | 27.06% | 24.68% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, ACB - OPTIMIZADO - BIT + stocks's average daily return is +0.07%, while the average monthly return is +2.04%. At this rate, your investment would double in approximately 2.9 years.
Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +17.0%, while the worst month was Mar 2020 at -16.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, ACB - OPTIMIZADO - BIT + stocks closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +10.0%, while the worst single day was Mar 12, 2020 at -12.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.56% | -0.48% | -4.31% | 0.84% | -0.55% | ||||||||
| 2025 | 2.19% | -4.99% | -4.35% | 1.82% | 6.88% | 5.23% | 2.38% | 1.53% | 3.27% | 6.20% | -1.67% | 0.55% | 19.88% |
| 2024 | 2.49% | 8.41% | 5.67% | -2.68% | 6.69% | 2.90% | 1.06% | 0.10% | 2.16% | -0.04% | 8.32% | -1.33% | 38.50% |
| 2023 | 11.84% | -0.71% | 5.52% | -0.42% | 3.88% | 7.63% | 4.37% | -1.44% | -3.79% | -0.17% | 11.33% | 5.70% | 51.68% |
| 2022 | -4.88% | -0.41% | 3.96% | -9.08% | -0.45% | -11.10% | 11.16% | -3.10% | -7.93% | 6.33% | 6.58% | -5.27% | -15.65% |
| 2021 | 1.98% | 7.00% | 4.48% | 2.64% | -0.62% | 2.28% | 2.36% | 5.14% | -4.24% | 7.40% | -0.98% | 1.00% | 31.67% |
Benchmark Metrics
ACB - OPTIMIZADO - BIT + stocks has an annualized alpha of 10.78%, beta of 1.03, and R² of 0.88 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio captured 128.70% of S&P 500 Index gains but only 83.62% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 10.78% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 1.03 and R² of 0.88, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 10.78%
- Beta
- 1.03
- R²
- 0.88
- Upside Capture
- 128.70%
- Downside Capture
- 83.62%
Expense Ratio
ACB - OPTIMIZADO - BIT + stocks has an expense ratio of 0.26%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
ACB - OPTIMIZADO - BIT + stocks ranks 42 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.32 | 0.88 | +0.44 |
Sortino ratioReturn per unit of downside risk | 1.98 | 1.37 | +0.61 |
Omega ratioGain probability vs. loss probability | 1.27 | 1.21 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.32 | 1.39 | -0.07 |
Martin ratioReturn relative to average drawdown | 4.44 | 6.43 | -2.00 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 35 | 0.72 | 1.19 | 1.17 | 1.04 | 3.47 |
SMH VanEck Semiconductor ETF | 94 | 2.28 | 2.89 | 1.41 | 5.34 | 18.94 |
AVUV Avantis US Small Cap Value ETF | 63 | 1.17 | 1.73 | 1.24 | 1.90 | 7.48 |
ARGT Global X MSCI Argentina ETF | 24 | 0.42 | 0.96 | 1.12 | 0.58 | 1.32 |
DXJ WisdomTree Japan Hedged Equity Fund | 92 | 2.18 | 2.82 | 1.44 | 3.95 | 15.29 |
INCO Columbia India Consumer ETF | 4 | -0.56 | -0.72 | 0.92 | -0.37 | -1.27 |
TUR iShares MSCI Turkey ETF | 52 | 1.04 | 1.68 | 1.19 | 1.76 | 4.18 |
DE Deere & Company | 64 | 0.80 | 1.42 | 1.17 | 1.30 | 2.65 |
AAPL Apple Inc | 55 | 0.47 | 0.92 | 1.13 | 0.66 | 2.04 |
EGY VAALCO Energy, Inc. | 83 | 1.62 | 2.20 | 1.27 | 3.71 | 7.88 |
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Dividends
Dividend yield
ACB - OPTIMIZADO - BIT + stocks provided a 0.70% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.70% | 0.74% | 1.16% | 1.41% | 1.94% | 1.35% | 0.79% | 1.08% | 1.31% | 0.97% | 0.89% | 1.49% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.36% | 0.39% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% |
SMH VanEck Semiconductor ETF | 0.28% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
AVUV Avantis US Small Cap Value ETF | 1.39% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
ARGT Global X MSCI Argentina ETF | 0.82% | 0.84% | 1.41% | 1.59% | 2.45% | 0.93% | 0.28% | 1.21% | 1.34% | 0.49% | 0.36% | 0.89% |
DXJ WisdomTree Japan Hedged Equity Fund | 1.16% | 1.29% | 3.48% | 3.44% | 3.02% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% |
INCO Columbia India Consumer ETF | 0.00% | 0.00% | 2.88% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% |
TUR iShares MSCI Turkey ETF | 2.12% | 2.40% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.64% | 2.89% | 3.04% |
DE Deere & Company | 1.13% | 1.39% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% |
AAPL Apple Inc | 0.41% | 0.38% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% |
EGY VAALCO Energy, Inc. | 3.99% | 6.87% | 5.72% | 5.57% | 2.85% | 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.
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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 34.05%, occurring on Mar 22, 2020. Recovery took 122 trading sessions.
The current ACB - OPTIMIZADO - BIT + stocks drawdown is 5.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.05% | Feb 13, 2020 | 39 | Mar 22, 2020 | 122 | Jul 22, 2020 | 161 |
| -26.23% | Nov 9, 2021 | 341 | Oct 15, 2022 | 234 | Jun 6, 2023 | 575 |
| -20.98% | Dec 17, 2024 | 113 | Apr 8, 2025 | 78 | Jun 25, 2025 | 191 |
| -12.49% | Jul 17, 2024 | 20 | Aug 5, 2024 | 67 | Oct 11, 2024 | 87 |
| -9.87% | Jan 29, 2026 | 61 | Mar 30, 2026 | — | — | — |
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 15 assets, with an effective number of assets of 6.82, 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
| Benchmark | IAU | HRB | TUR | BTC-USD | EGY | NRIM | INCO | DE | AAPL | DXJ | ARGT | ESI | SMH | SCHG | AVUV | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.10 | 0.35 | 0.29 | 0.33 | 0.26 | 0.39 | 0.45 | 0.49 | 0.70 | 0.62 | 0.58 | 0.64 | 0.80 | 0.93 | 0.72 | 0.90 |
| IAU | 0.10 | 1.00 | 0.00 | 0.12 | 0.11 | 0.12 | 0.00 | 0.14 | 0.04 | 0.04 | 0.01 | 0.15 | 0.06 | 0.10 | 0.08 | 0.08 | 0.15 |
| HRB | 0.35 | 0.00 | 1.00 | 0.08 | 0.08 | 0.16 | 0.25 | 0.19 | 0.28 | 0.18 | 0.24 | 0.16 | 0.26 | 0.15 | 0.22 | 0.40 | 0.26 |
| TUR | 0.29 | 0.12 | 0.08 | 1.00 | 0.13 | 0.16 | 0.16 | 0.21 | 0.18 | 0.19 | 0.22 | 0.26 | 0.22 | 0.23 | 0.24 | 0.25 | 0.34 |
| BTC-USD | 0.33 | 0.11 | 0.08 | 0.13 | 1.00 | 0.12 | 0.13 | 0.14 | 0.16 | 0.17 | 0.16 | 0.24 | 0.21 | 0.26 | 0.27 | 0.24 | 0.57 |
| EGY | 0.26 | 0.12 | 0.16 | 0.16 | 0.12 | 1.00 | 0.21 | 0.12 | 0.29 | 0.12 | 0.23 | 0.29 | 0.27 | 0.21 | 0.16 | 0.44 | 0.30 |
| NRIM | 0.39 | 0.00 | 0.25 | 0.16 | 0.13 | 0.21 | 1.00 | 0.19 | 0.38 | 0.16 | 0.33 | 0.24 | 0.38 | 0.22 | 0.22 | 0.56 | 0.34 |
| INCO | 0.45 | 0.14 | 0.19 | 0.21 | 0.14 | 0.12 | 0.19 | 1.00 | 0.23 | 0.27 | 0.33 | 0.31 | 0.29 | 0.33 | 0.37 | 0.33 | 0.43 |
| DE | 0.49 | 0.04 | 0.28 | 0.18 | 0.16 | 0.29 | 0.38 | 0.23 | 1.00 | 0.26 | 0.37 | 0.31 | 0.39 | 0.31 | 0.30 | 0.57 | 0.42 |
| AAPL | 0.70 | 0.04 | 0.18 | 0.19 | 0.17 | 0.12 | 0.16 | 0.27 | 0.26 | 1.00 | 0.35 | 0.35 | 0.33 | 0.53 | 0.69 | 0.37 | 0.56 |
| DXJ | 0.62 | 0.01 | 0.24 | 0.22 | 0.16 | 0.23 | 0.33 | 0.33 | 0.37 | 0.35 | 1.00 | 0.40 | 0.43 | 0.47 | 0.47 | 0.55 | 0.56 |
| ARGT | 0.58 | 0.15 | 0.16 | 0.26 | 0.24 | 0.29 | 0.24 | 0.31 | 0.31 | 0.35 | 0.40 | 1.00 | 0.39 | 0.47 | 0.52 | 0.48 | 0.63 |
| ESI | 0.64 | 0.06 | 0.26 | 0.22 | 0.21 | 0.27 | 0.38 | 0.29 | 0.39 | 0.33 | 0.43 | 0.39 | 1.00 | 0.48 | 0.49 | 0.65 | 0.57 |
| SMH | 0.80 | 0.10 | 0.15 | 0.23 | 0.26 | 0.21 | 0.22 | 0.33 | 0.31 | 0.53 | 0.47 | 0.47 | 0.48 | 1.00 | 0.78 | 0.49 | 0.78 |
| SCHG | 0.93 | 0.08 | 0.22 | 0.24 | 0.27 | 0.16 | 0.22 | 0.37 | 0.30 | 0.69 | 0.47 | 0.52 | 0.49 | 0.78 | 1.00 | 0.49 | 0.80 |
| AVUV | 0.72 | 0.08 | 0.40 | 0.25 | 0.24 | 0.44 | 0.56 | 0.33 | 0.57 | 0.37 | 0.55 | 0.48 | 0.65 | 0.49 | 0.49 | 1.00 | 0.65 |
| Portfolio | 0.90 | 0.15 | 0.26 | 0.34 | 0.57 | 0.30 | 0.34 | 0.43 | 0.42 | 0.56 | 0.56 | 0.63 | 0.57 | 0.78 | 0.80 | 0.65 | 1.00 |