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All World minus Small Cap Growth (BTC/GOLD added)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

All World minus Small Cap Growth (BTC/GOLD added)

Last updated May 7, 2024

Asset Allocation

GLDM 5%BTC-USD 5%SPLG 36%VEA 18%AVUV 18%AVDV 9%AVES 9%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AVDV
Avantis International Small Cap Value ETF		Foreign Small & Mid Cap Equities, Actively Managed

9%

AVES
Avantis Emerging Markets Value ETF		Emerging Markets Equities, Actively Managed

9%

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

18%

BTC-USD
Bitcoin

5%

GLDM
SPDR Gold MiniShares Trust		Precious Metals, Gold

5%

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

36%

VEA
Vanguard FTSE Developed Markets ETF		Foreign Large Cap Equities

18%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All World minus Small Cap Growth (BTC/GOLD added), 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%December2024FebruaryMarchAprilMay
23.98%
20.27%
All World minus Small Cap Growth (BTC/GOLD added)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2021, corresponding to the inception date of AVES

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		8.61%-0.45%18.66%25.25%12.50%10.70%
All World minus Small Cap Growth (BTC/GOLD added)9.11%-0.16%21.39%26.75%N/AN/A
Portfolio components:
BTC-USD
Bitcoin		49.44%-8.32%80.27%121.97%60.12%63.97%
SPLG
SPDR Portfolio S&P 500 ETF		9.06%-0.36%19.53%27.16%14.33%12.95%
VEA
Vanguard FTSE Developed Markets ETF		4.88%0.48%15.55%11.03%7.23%4.86%
AVUV
Avantis U.S. Small Cap Value ETF		2.50%0.05%19.43%30.63%N/AN/A
AVDV
Avantis International Small Cap Value ETF		5.79%0.32%16.82%14.52%N/AN/A
GLDM
SPDR Gold MiniShares Trust		12.66%0.07%17.52%15.08%12.54%N/A
AVES
Avantis Emerging Markets Value ETF		6.96%2.78%15.49%17.61%N/AN/A

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.58%5.55%4.91%-3.80%
2023-1.13%8.30%6.57%

Expense Ratio

All World minus Small Cap Growth (BTC/GOLD added) features an expense ratio of 0.14%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

AVDV
Avantis International Small Cap Value ETF
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%
AVES
Avantis Emerging Markets Value ETF
Expense ratio chart for AVES: 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%
AVUV
Avantis U.S. Small Cap Value ETF
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%
GLDM
SPDR Gold MiniShares Trust
Expense ratio chart for GLDM: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
VEA
Vanguard FTSE Developed Markets ETF
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
SPLG
SPDR Portfolio S&P 500 ETF
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.

All World minus Small Cap Growth (BTC/GOLD added)
Sharpe ratio
The chart of Sharpe ratio for All World minus Small Cap Growth (BTC/GOLD added), currently valued at 2.73, compared to the broader market0.002.004.002.73
Sortino ratio
The chart of Sortino ratio for All World minus Small Cap Growth (BTC/GOLD added), currently valued at 3.83, compared to the broader market-2.000.002.004.006.003.83
Omega ratio
The chart of Omega ratio for All World minus Small Cap Growth (BTC/GOLD added), currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for All World minus Small Cap Growth (BTC/GOLD added), currently valued at 0.97, compared to the broader market0.002.004.006.008.0010.000.97
Martin ratio
The chart of Martin ratio for All World minus Small Cap Growth (BTC/GOLD added), currently valued at 14.12, compared to the broader market0.0010.0020.0030.0040.0014.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.36, compared to the broader market0.002.004.002.36
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.36, compared to the broader market-2.000.002.004.006.003.36
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.93, compared to the broader market0.002.004.006.008.0010.001.93
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.14, compared to the broader market0.0010.0020.0030.0040.009.14
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BTC-USD
Bitcoin		5.064.521.522.6540.09
SPLG
SPDR Portfolio S&P 500 ETF		2.263.191.400.7210.20
VEA
Vanguard FTSE Developed Markets ETF		1.562.291.280.326.77
AVUV
Avantis U.S. Small Cap Value ETF		1.231.881.220.585.22
AVDV
Avantis International Small Cap Value ETF		1.652.401.280.477.70
GLDM
SPDR Gold MiniShares Trust		2.453.571.440.9114.49
AVES
Avantis Emerging Markets Value ETF		1.682.421.290.4210.10

Sharpe Ratio

The current All World minus Small Cap Growth (BTC/GOLD added) Sharpe ratio is 2.73. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.61 to 2.61, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of All World minus Small Cap Growth (BTC/GOLD added) with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
2.73
2.36
All World minus Small Cap Growth (BTC/GOLD added)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

All World minus Small Cap Growth (BTC/GOLD added) granted a 1.98% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
All World minus Small Cap Growth (BTC/GOLD added)1.98%2.04%2.06%1.52%1.29%1.29%1.41%1.13%1.26%1.24%1.31%1.08%
Portfolio components:
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPLG
SPDR Portfolio S&P 500 ETF		1.36%1.44%1.69%1.25%1.54%1.79%2.23%1.75%1.97%1.98%1.79%1.71%
VEA
Vanguard FTSE Developed Markets ETF		3.28%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
AVUV
Avantis U.S. Small Cap Value ETF		1.61%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		3.11%3.29%3.17%2.39%1.67%0.37%0.00%0.00%0.00%0.00%0.00%0.00%
GLDM
SPDR Gold MiniShares 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%
AVES
Avantis Emerging Markets Value ETF		3.70%3.96%3.70%0.62%0.00%0.00%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.

-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-0.89%
-1.40%
All World minus Small Cap Growth (BTC/GOLD added)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All World minus Small Cap Growth (BTC/GOLD added). 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 All World minus Small Cap Growth (BTC/GOLD added) was 26.49%, occurring on Oct 2, 2022. Recovery took 437 trading sessions.

The current All World minus Small Cap Growth (BTC/GOLD added) drawdown is 0.89%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.49%Nov 9, 2021328Oct 2, 2022437Dec 13, 2023765
-4.53%Apr 1, 202417Apr 17, 2024———
-3.36%Dec 28, 202321Jan 17, 202412Jan 29, 202433
-1.83%Feb 13, 20241Feb 13, 20242Feb 15, 20243
-1.58%Oct 26, 20212Oct 27, 20215Nov 1, 20217

Volatility

Volatility Chart

The current All World minus Small Cap Growth (BTC/GOLD added) volatility is 4.10%, 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.

1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%December2024FebruaryMarchAprilMay
4.10%
4.08%
All World minus Small Cap Growth (BTC/GOLD added)
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.
GLDMBTC-USDSPLGAVUVAVESAVDVVEA
GLDM1.000.090.080.150.310.330.29
BTC-USD0.091.000.310.290.280.290.32
SPLG0.080.311.000.740.610.690.77
AVUV0.150.290.741.000.590.730.71
AVES0.310.280.610.591.000.750.77
AVDV0.330.290.690.730.751.000.92
VEA0.290.320.770.710.770.921.00