30-60yo Fund
Moderately Aggrssive
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 30-60yo Fund, 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| 30-60yo Fund | 11.06% | 1.70% | 10.72% | 17.67% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 13.57% | 0.23% | 11.80% | 19.69% | 13.46% | 12.08% |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.68% | 0.67% | 1.62% | 3.63% | -0.01% | 1.18% |
VXUS Vanguard Total International Stock ETF | 5.87% | 0.25% | 7.94% | 8.47% | 5.99% | 4.07% |
AVUV Avantis U.S. Small Cap Value ETF | 7.61% | 7.35% | 10.27% | 18.63% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 30-60yo Fund, 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 | -0.01% | 4.11% | 3.57% | -4.30% | 4.62% | 1.37% | 11.06% | ||||||
| 2023 | 7.47% | -2.36% | 0.53% | 0.62% | -0.84% | 6.93% | 4.47% | -2.44% | -4.26% | -3.10% | 8.80% | 6.52% | 23.32% |
| 2022 | -4.93% | -1.50% | 2.22% | -7.89% | 0.94% | -8.72% | 8.69% | -3.46% | -9.21% | 8.69% | 5.84% | -5.48% | -15.84% |
| 2021 | 0.81% | 4.93% | 4.04% | 4.06% | 1.57% | 1.25% | 0.38% | 2.57% | -3.27% | 5.40% | -1.77% | 3.65% | 25.87% |
| 2020 | -2.02% | -7.95% | -15.82% | 13.41% | 5.03% | 2.58% | 4.71% | 6.73% | -3.43% | -0.59% | 12.68% | 5.26% | 18.04% |
| 2019 | -0.14% | 2.15% | 3.02% | 3.03% | 8.29% |
Expense Ratio
30-60yo Fund has an expense ratio of 0.08%, 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 30-60yo Fund is 48, 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 | 1.69 | 2.37 | 1.30 | 1.42 | 6.24 |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.65 | 0.99 | 1.11 | 0.23 | 2.05 |
VXUS Vanguard Total International Stock ETF | 0.74 | 1.12 | 1.13 | 0.49 | 2.12 |
AVUV Avantis U.S. Small Cap Value ETF | 0.97 | 1.55 | 1.17 | 1.48 | 3.67 |
Dividends
Dividend yield
30-60yo Fund granted a 1.68% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 30-60yo Fund | 1.68% | 1.73% | 1.83% | 1.44% | 1.49% | 1.65% | 1.75% | 1.47% | 1.63% | 1.66% | 1.56% | 1.48% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.24% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
VXUS Vanguard Total International Stock ETF | 3.05% | 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 | 1.60% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the 30-60yo Fund. 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 30-60yo Fund was 35.00%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current 30-60yo Fund drawdown is 3.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -23.56% | Nov 9, 2021 | 225 | Sep 30, 2022 | 302 | Dec 13, 2023 | 527 |
| -8.39% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -6.57% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -5.37% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current 30-60yo Fund volatility is 3.49%, 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
| VGIT | VXUS | AVUV | VTI | |
|---|---|---|---|---|
| VGIT | 1.00 | 0.01 | -0.12 | -0.02 |
| VXUS | 0.01 | 1.00 | 0.72 | 0.83 |
| AVUV | -0.12 | 0.72 | 1.00 | 0.77 |
| VTI | -0.02 | 0.83 | 0.77 | 1.00 |