Optimal gyro 2 avuv
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 12.50% |
IAU iShares Gold Trust | Precious Metals, Gold | 15% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 12.50% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 60% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Optimal gyro 2 avuv, 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% |
| Optimal gyro 2 avuv | 8.37% | -0.47% | 5.11% | 14.40% | 5.97% | N/A |
| Portfolio components: | ||||||
IAU iShares Gold Trust | 24.49% | -3.01% | 7.67% | 30.69% | 11.74% | 7.80% |
SCHD Schwab US Dividend Equity ETF | 17.47% | 1.12% | 10.72% | 27.61% | 12.74% | 11.66% |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.22% | -1.44% | 2.11% | 4.73% | -0.22% | 1.11% |
AVUV Avantis U.S. Small Cap Value ETF | 15.62% | 5.42% | 10.35% | 30.84% | 16.16% | N/A |
Monthly Returns
The table below presents the monthly returns of Optimal gyro 2 avuv, 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 | -0.39% | -0.37% | 2.87% | -2.03% | 2.00% | 0.20% | 4.40% | 0.81% | 1.61% | -0.92% | 8.37% | ||
| 2023 | 3.79% | -2.85% | 1.83% | 0.27% | -1.80% | 0.92% | 1.87% | -0.95% | -2.71% | -0.51% | 4.04% | 4.08% | 7.93% |
| 2022 | -1.94% | 0.66% | -1.11% | -3.05% | 0.92% | -3.21% | 2.60% | -2.76% | -4.69% | 2.63% | 4.36% | -1.44% | -7.20% |
| 2021 | -0.22% | 0.74% | 1.41% | 1.52% | 2.38% | -1.38% | 0.74% | 0.42% | -1.50% | 0.84% | -0.37% | 1.70% | 6.37% |
| 2020 | 0.70% | -1.27% | -2.44% | 5.14% | 1.79% | 0.85% | 2.94% | 1.41% | -1.54% | 0.18% | 3.41% | 2.56% | 14.32% |
| 2019 | -0.15% | 0.98% | -0.08% | 1.15% | 1.91% |
Expense Ratio
Optimal gyro 2 avuv 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 Optimal gyro 2 avuv is 56, 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 | |
|---|---|---|---|---|---|
IAU iShares Gold Trust | 2.16 | 2.88 | 1.38 | 4.13 | 13.70 |
SCHD Schwab US Dividend Equity ETF | 2.70 | 3.89 | 1.48 | 3.71 | 14.94 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.16 | 1.72 | 1.21 | 0.44 | 3.64 |
AVUV Avantis U.S. Small Cap Value ETF | 1.72 | 2.55 | 1.31 | 3.41 | 9.00 |
Dividends
Dividend yield
Optimal gyro 2 avuv provided a 2.76% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.76% | 2.28% | 1.69% | 1.52% | 1.89% | 1.76% | 1.61% | 1.33% | 1.38% | 1.39% | 1.26% | 1.29% |
| Portfolio components: | ||||||||||||
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.58% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
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% |
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 Optimal gyro 2 avuv. 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 Optimal gyro 2 avuv was 13.29%, occurring on Sep 27, 2022. Recovery took 314 trading sessions.
The current Optimal gyro 2 avuv drawdown is 1.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.29% | Nov 10, 2021 | 221 | Sep 27, 2022 | 314 | Dec 27, 2023 | 535 |
| -8.69% | Feb 24, 2020 | 18 | Mar 18, 2020 | 29 | Apr 29, 2020 | 47 |
| -3.49% | Jun 9, 2020 | 14 | Jun 26, 2020 | 20 | Jul 27, 2020 | 34 |
| -3.18% | Aug 11, 2020 | 31 | Sep 23, 2020 | 13 | Oct 12, 2020 | 44 |
| -2.77% | Jun 9, 2021 | 8 | Jun 18, 2021 | 98 | Nov 5, 2021 | 106 |
Volatility
Volatility Chart
The current Optimal gyro 2 avuv volatility is 1.56%, 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
| IAU | VGIT | SCHD | AVUV | |
|---|---|---|---|---|
| IAU | 1.00 | 0.39 | 0.10 | 0.09 |
| VGIT | 0.39 | 1.00 | -0.08 | -0.13 |
| SCHD | 0.10 | -0.08 | 1.00 | 0.84 |
| AVUV | 0.09 | -0.13 | 0.84 | 1.00 |