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Midpoint

Last updated Feb 24, 2024

Asset Allocation


TLT 6.82%BNDX 3.6%AVUV 21.55%VXUS 15.54%VTV 10.78%VUG 10.78%VO 10.78%VOE 10.78%VSS 6.77%VTI 2.3%BondBondEquityEquity
PositionCategory/SectorWeight
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

6.82%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

3.60%

VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
Inflation-Protected Bonds

0.30%

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

21.55%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

15.54%

VTV
Vanguard Value ETF
Large Cap Value Equities

10.78%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

10.78%

VO
Vanguard Mid-Cap ETF
Mid Cap Growth Equities

10.78%

VOE
Vanguard Mid-Cap Value ETF
Mid Cap Blend Equities

10.78%

VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
Foreign Small & Mid Cap Equities

6.77%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

2.30%

S&P 500

Performance

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


30.00%40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2024February
54.62%
70.90%
Midpoint
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Midpoint1.43%2.08%11.15%14.50%N/AN/A
VTI
Vanguard Total Stock Market ETF
6.23%4.08%16.20%28.34%13.73%12.05%
VTV
Vanguard Value ETF
4.37%3.26%11.40%14.14%10.47%10.30%
VUG
Vanguard Growth ETF
8.99%4.96%21.60%47.95%18.29%14.78%
VO
Vanguard Mid-Cap ETF
2.38%3.24%11.71%13.04%10.04%9.38%
VOE
Vanguard Mid-Cap Value ETF
1.67%2.65%9.85%7.67%8.71%8.49%
AVUV
Avantis U.S. Small Cap Value ETF
-1.74%-0.61%12.77%11.60%N/AN/A
VXUS
Vanguard Total International Stock ETF
1.71%3.10%9.73%13.59%5.81%4.28%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
-1.44%1.14%6.20%8.75%4.58%3.43%
TLT
iShares 20+ Year Treasury Bond ETF
-4.76%0.42%0.49%-3.74%-2.90%1.08%
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
-0.04%-0.17%3.18%4.98%3.23%1.92%
BNDX
Vanguard Total International Bond ETF
-1.01%0.28%4.25%6.50%0.40%2.14%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.24%
20234.20%-3.16%-4.27%-3.75%8.75%7.16%

Sharpe Ratio

The current Midpoint Sharpe ratio is 1.10. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.10

The Sharpe ratio of Midpoint is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.10
2.23
Midpoint
Benchmark (^GSPC)
Portfolio components

Dividend yield

Midpoint granted a 2.24% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Midpoint2.24%2.24%2.07%1.82%1.66%1.86%1.95%1.62%1.72%1.70%1.68%1.55%
VTI
Vanguard Total Stock Market ETF
1.35%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VTV
Vanguard Value ETF
2.35%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
0.53%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
1.48%1.52%1.60%1.12%1.45%1.48%1.82%1.35%1.45%1.47%1.29%1.17%
VOE
Vanguard Mid-Cap Value ETF
2.23%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
1.68%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
3.19%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
3.19%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
3.60%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
3.36%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
4.52%4.42%1.51%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%

Expense Ratio

The Midpoint features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.25%
0.00%2.15%
0.15%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Midpoint
1.10
VTI
Vanguard Total Stock Market ETF
2.15
VTV
Vanguard Value ETF
1.22
VUG
Vanguard Growth ETF
2.92
VO
Vanguard Mid-Cap ETF
0.86
VOE
Vanguard Mid-Cap Value ETF
0.52
AVUV
Avantis U.S. Small Cap Value ETF
0.55
VXUS
Vanguard Total International Stock ETF
0.94
VSS
Vanguard FTSE All-World ex-US Small-Cap ETF
0.59
TLT
iShares 20+ Year Treasury Bond ETF
-0.23
VTIP
Vanguard Short-Term Inflation-Protected Securities ETF
1.56
BNDX
Vanguard Total International Bond ETF
1.20

Asset Correlations Table

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

BNDXTLTVTIPVUGAVUVVTVVXUSVSSVOEVTIVO
BNDX1.000.740.420.14-0.030.020.090.110.040.090.10
TLT0.741.000.35-0.02-0.20-0.17-0.09-0.07-0.15-0.09-0.07
VTIP0.420.351.000.180.160.170.230.260.180.190.20
VUG0.14-0.020.181.000.570.640.740.730.650.930.84
AVUV-0.03-0.200.160.571.000.850.730.730.910.780.84
VTV0.02-0.170.170.640.851.000.760.750.950.850.87
VXUS0.09-0.090.230.740.730.761.000.960.770.830.83
VSS0.11-0.070.260.730.730.750.961.000.770.820.83
VOE0.04-0.150.180.650.910.950.770.771.000.860.91
VTI0.09-0.090.190.930.780.850.830.820.861.000.96
VO0.10-0.070.200.840.840.870.830.830.910.961.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
Midpoint
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.84%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-23.66%Nov 9, 2021225Sep 30, 2022345Feb 15, 2024570
-7.08%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-5.84%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-4.18%Mar 16, 20217Mar 24, 20217Apr 5, 202114

Volatility Chart

The current Midpoint 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%SeptemberOctoberNovemberDecember2024February
3.77%
3.90%
Midpoint
Benchmark (^GSPC)
Portfolio components
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