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growth
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Risk-Adjusted Performance
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Asset Allocation


SPLG 30%SCHG 25%AVUV 25%VXUS 15%AVDV 5%EquityEquity
PositionCategory/SectorWeight
AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed

5%

AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

25%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

25%

SPLG
SPDR Portfolio S&P 500 ETF
Large Cap Blend Equities

30%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in growth, 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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
20.80%
19.38%
growth
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
growth4.80%-2.44%20.80%24.93%N/AN/A
SPLG
SPDR Portfolio S&P 500 ETF
6.76%-3.00%20.25%24.45%13.53%12.77%
SCHG
Schwab U.S. Large-Cap Growth ETF
7.84%-4.23%22.52%38.33%17.39%15.70%
VXUS
Vanguard Total International Stock ETF
2.26%-1.65%15.74%8.74%5.37%4.25%
AVUV
Avantis U.S. Small Cap Value ETF
1.02%-0.76%22.88%24.88%N/AN/A
AVDV
Avantis International Small Cap Value ETF
3.84%-0.05%19.42%12.18%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.08%4.37%3.61%
2023-4.26%-2.94%9.24%6.57%

Expense Ratio

The growth features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
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 SCHG: 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 SPLG: 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 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.


growth
Sharpe ratio
The chart of Sharpe ratio for growth, currently valued at 1.91, compared to the broader market-1.000.001.002.003.004.005.001.91
Sortino ratio
The chart of Sortino ratio for growth, currently valued at 2.77, compared to the broader market0.002.004.006.002.77
Omega ratio
The chart of Omega ratio for growth, 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 growth, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for growth, currently valued at 7.55, compared to the broader market0.0010.0020.0030.0040.0050.007.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPLG
SPDR Portfolio S&P 500 ETF
2.093.011.361.818.73
SCHG
Schwab U.S. Large-Cap Growth ETF
2.393.281.411.6513.00
VXUS
Vanguard Total International Stock ETF
0.711.091.130.492.12
AVUV
Avantis U.S. Small Cap Value ETF
1.251.971.221.485.24
AVDV
Avantis International Small Cap Value ETF
0.901.371.160.893.40

Sharpe Ratio

The current growth Sharpe ratio is 1.91. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.91

The Sharpe ratio of growth lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.91
1.92
growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

growth granted a 1.60% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
growth1.60%1.61%1.70%1.38%1.30%1.32%1.46%1.19%1.24%1.32%1.32%1.19%
SPLG
SPDR Portfolio S&P 500 ETF
1.39%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.45%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%
VXUS
Vanguard Total International Stock ETF
3.36%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
AVUV
Avantis U.S. Small Cap Value ETF
1.63%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.16%3.29%3.17%2.39%1.67%0.37%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.17%
-3.50%
growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the growth. 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 growth was 36.63%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current growth drawdown is 3.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.63%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.34%Nov 9, 2021225Sep 30, 2022300Dec 11, 2023525
-8.93%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-7.04%Oct 13, 202014Oct 30, 20206Nov 9, 202020
-5.38%Apr 1, 202415Apr 19, 2024

Volatility

Volatility Chart

The current growth volatility is 3.77%, 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.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.77%
3.58%
growth
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.

AVUVSCHGAVDVVXUSSPLG
AVUV1.000.560.760.730.74
SCHG0.561.000.630.730.93
AVDV0.760.631.000.920.75
VXUS0.730.730.921.000.82
SPLG0.740.930.750.821.00