Midpoint
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Midpoint, 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Midpoint | 14.93% | 0.80% | 7.86% | 25.21% | 11.08% | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 26.15% | 2.74% | 13.54% | 35.28% | 15.15% | 12.89% |
VTV Vanguard Value ETF | 21.21% | 0.33% | 10.23% | 30.33% | 11.68% | 10.67% |
VUG Vanguard Growth ETF | 31.93% | 4.20% | 16.57% | 39.73% | 19.31% | 15.83% |
VO Vanguard Mid-Cap ETF | 20.67% | 2.89% | 12.31% | 32.44% | 11.67% | 10.31% |
VOE Vanguard Mid-Cap Value ETF | 20.06% | 1.57% | 11.24% | 31.00% | 10.63% | 9.38% |
AVUV Avantis U.S. Small Cap Value ETF | 15.62% | 5.42% | 10.35% | 30.84% | 16.16% | N/A |
VXUS Vanguard Total International Stock ETF | 6.31% | -5.47% | -1.23% | 13.51% | 5.34% | 4.87% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 3.17% | -5.13% | -1.49% | 11.12% | 4.47% | 4.54% |
TLT iShares 20+ Year Treasury Bond ETF | -6.14% | -3.91% | -0.56% | 4.03% | -5.92% | -0.37% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 4.37% | -0.33% | 2.86% | 6.48% | 3.51% | 2.38% |
BNDX Vanguard Total International Bond ETF | 2.78% | -0.12% | 2.97% | 7.26% | -0.08% | 2.00% |
Monthly Returns
The table below presents the monthly returns of Midpoint, 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 | -1.25% | 3.09% | 3.84% | -4.17% | 4.04% | -0.14% | 4.82% | 0.93% | 1.92% | -2.02% | 14.93% | ||
| 2023 | 7.90% | -2.76% | -0.49% | 0.41% | -2.49% | 6.75% | 4.20% | -3.16% | -4.27% | -3.75% | 8.75% | 7.16% | 18.24% |
| 2022 | -4.24% | -1.11% | 1.35% | -7.05% | 1.28% | -8.95% | 7.58% | -3.44% | -9.47% | 7.65% | 7.10% | -4.74% | -15.03% |
| 2021 | 0.55% | 5.23% | 3.74% | 3.63% | 2.17% | 0.43% | 0.13% | 2.29% | -2.97% | 4.49% | -1.98% | 3.60% | 23.10% |
| 2020 | -2.23% | -7.37% | -16.39% | 12.53% | 4.66% | 2.52% | 4.54% | 4.89% | -2.58% | -0.26% | 12.68% | 4.86% | 15.10% |
| 2019 | -0.12% | 1.84% | 2.33% | 2.89% | 7.09% |
Expense Ratio
Midpoint has an expense ratio of 0.10%, 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 Midpoint is 46, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 3.04 | 4.05 | 1.57 | 4.47 | 19.73 |
VTV Vanguard Value ETF | 3.18 | 4.47 | 1.59 | 6.42 | 20.69 |
VUG Vanguard Growth ETF | 2.53 | 3.26 | 1.46 | 3.28 | 12.97 |
VO Vanguard Mid-Cap ETF | 2.90 | 4.02 | 1.51 | 2.29 | 17.94 |
VOE Vanguard Mid-Cap Value ETF | 2.91 | 4.08 | 1.52 | 3.70 | 18.25 |
AVUV Avantis U.S. Small Cap Value ETF | 1.72 | 2.55 | 1.31 | 3.41 | 9.00 |
VXUS Vanguard Total International Stock ETF | 1.26 | 1.82 | 1.22 | 1.36 | 7.18 |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 1.10 | 1.60 | 1.20 | 0.79 | 6.19 |
TLT iShares 20+ Year Treasury Bond ETF | 0.43 | 0.70 | 1.08 | 0.14 | 1.05 |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.16 | 5.62 | 1.73 | 4.45 | 25.76 |
BNDX Vanguard Total International Bond ETF | 1.93 | 2.96 | 1.34 | 0.71 | 7.14 |
Dividends
Dividend yield
Midpoint provided a 2.19% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.19% | 2.24% | 2.07% | 1.82% | 1.66% | 1.86% | 1.95% | 1.62% | 1.72% | 1.70% | 1.68% | 1.55% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.26% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VTV Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VUG Vanguard Growth ETF | 0.48% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VO Vanguard Mid-Cap ETF | 1.80% | 1.52% | 1.60% | 1.12% | 1.45% | 1.48% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.18% |
VOE Vanguard Mid-Cap Value ETF | 2.06% | 2.27% | 2.27% | 1.78% | 2.36% | 2.05% | 2.75% | 1.86% | 1.92% | 2.05% | 1.67% | 1.53% |
AVUV Avantis U.S. Small Cap Value ETF | 1.52% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 3.01% | 3.25% | 3.09% | 3.10% | 2.14% | 3.06% | 3.17% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
VSS Vanguard FTSE All-World ex-US Small-Cap ETF | 2.94% | 3.14% | 2.30% | 2.74% | 1.90% | 3.25% | 2.80% | 2.83% | 2.93% | 2.66% | 2.67% | 2.71% |
TLT iShares 20+ Year Treasury Bond ETF | 4.10% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
VTIP Vanguard Short-Term Inflation-Protected Securities ETF | 3.39% | 3.36% | 6.84% | 4.68% | 1.20% | 1.95% | 2.45% | 1.52% | 0.76% | 0.00% | 0.82% | 0.05% |
BNDX Vanguard Total International Bond ETF | 4.78% | 4.42% | 1.52% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
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 Midpoint. 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 Midpoint was 33.84%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Midpoint drawdown is 1.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.84% | Jan 21, 2020 | 44 | Mar 23, 2020 | 114 | Sep 2, 2020 | 158 |
| -23.66% | Nov 9, 2021 | 225 | Sep 30, 2022 | 345 | Feb 15, 2024 | 570 |
| -7.08% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
| -6.36% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -5.84% | Oct 13, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The current Midpoint volatility is 3.65%, 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
| TLT | BNDX | VTIP | VUG | AVUV | VXUS | VTV | VSS | VOE | VTI | VO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| TLT | 1.00 | 0.76 | 0.38 | -0.01 | -0.17 | -0.06 | -0.14 | -0.04 | -0.11 | -0.07 | -0.05 |
| BNDX | 0.76 | 1.00 | 0.44 | 0.14 | -0.01 | 0.11 | 0.03 | 0.13 | 0.06 | 0.10 | 0.11 |
| VTIP | 0.38 | 0.44 | 1.00 | 0.18 | 0.16 | 0.23 | 0.17 | 0.26 | 0.18 | 0.19 | 0.20 |
| VUG | -0.01 | 0.14 | 0.18 | 1.00 | 0.55 | 0.72 | 0.62 | 0.71 | 0.62 | 0.93 | 0.82 |
| AVUV | -0.17 | -0.01 | 0.16 | 0.55 | 1.00 | 0.72 | 0.85 | 0.73 | 0.91 | 0.77 | 0.83 |
| VXUS | -0.06 | 0.11 | 0.23 | 0.72 | 0.72 | 1.00 | 0.75 | 0.96 | 0.76 | 0.82 | 0.82 |
| VTV | -0.14 | 0.03 | 0.17 | 0.62 | 0.85 | 0.75 | 1.00 | 0.74 | 0.95 | 0.84 | 0.87 |
| VSS | -0.04 | 0.13 | 0.26 | 0.71 | 0.73 | 0.96 | 0.74 | 1.00 | 0.76 | 0.81 | 0.82 |
| VOE | -0.11 | 0.06 | 0.18 | 0.62 | 0.91 | 0.76 | 0.95 | 0.76 | 1.00 | 0.84 | 0.92 |
| VTI | -0.07 | 0.10 | 0.19 | 0.93 | 0.77 | 0.82 | 0.84 | 0.81 | 0.84 | 1.00 | 0.95 |
| VO | -0.05 | 0.11 | 0.20 | 0.82 | 0.83 | 0.82 | 0.87 | 0.82 | 0.92 | 0.95 | 1.00 |