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KidRoth30smh30schg10vgt5avuv
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

KidRoth30smh30schg10vgt5avuv

Last updated Nov 15, 2024

Asset Allocation

SMH 30%SCHG 30%VGT 10%AVUV 5%AVAV 5%AXON 5%CRWD 5%MCK 5%VRT 5%EquityEquity
PositionCategory/SectorWeight
AVAV
AeroVironment, Inc.		Industrials
5%
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
5%
AXON
Axon Enterprise, Inc.		Industrials
5%
CRWD
CrowdStrike Holdings, Inc.		Technology
5%
MCK
McKesson Corporation		Healthcare
5%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
30%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
30%
VGT
Vanguard Information Technology ETF		Technology Equities
10%
VRT
Vertiv Holdings Co.		Industrials
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in KidRoth30smh30schg10vgt5avuv, 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

-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.56%
12.31%
KidRoth30smh30schg10vgt5avuv
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		24.72%2.30%12.31%32.12%13.81%11.31%
KidRoth30smh30schg10vgt5avuv46.81%6.26%16.56%59.45%32.83%N/A
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		41.92%0.41%6.88%54.88%32.98%28.72%
SCHG
Schwab U.S. Large-Cap Growth ETF		33.21%4.48%16.57%40.95%20.47%16.71%
VGT
Vanguard Information Technology ETF		28.36%3.53%16.09%36.83%22.58%20.89%
AVUV
Avantis U.S. Small Cap Value ETF		14.89%5.00%10.23%29.40%16.00%N/A
AVAV
AeroVironment, Inc.		62.05%-4.61%5.98%59.05%26.72%21.59%
AXON
Axon Enterprise, Inc.		134.03%39.26%108.15%173.46%55.26%41.06%
CRWD
CrowdStrike Holdings, Inc.		34.87%13.91%1.56%68.56%42.07%N/A
MCK
McKesson Corporation		32.26%18.78%10.05%37.36%33.79%12.46%
VRT
Vertiv Holdings Co.		152.21%12.62%24.47%178.63%64.05%N/A

Monthly Returns

The table below presents the monthly returns of KidRoth30smh30schg10vgt5avuv, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20244.33%10.15%5.23%-2.99%8.37%5.20%-3.60%2.25%2.16%0.79%46.81%
202310.85%0.86%7.20%-1.64%10.09%7.03%3.31%2.02%-4.14%-1.05%13.87%6.29%68.08%
2022-9.07%-1.97%5.76%-12.63%0.06%-11.08%14.38%-4.32%-10.78%8.34%7.77%-7.71%-22.90%
20214.86%2.67%0.46%4.14%0.94%6.20%2.09%3.05%-6.17%7.32%1.92%0.68%31.26%
20202.49%-6.02%-10.28%13.59%9.10%7.45%5.61%7.64%-2.13%0.40%15.53%5.69%56.98%
2019-0.73%2.60%6.70%4.86%13.95%

Expense Ratio

KidRoth30smh30schg10vgt5avuv has an expense ratio of 0.14%, 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.

SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of KidRoth30smh30schg10vgt5avuv is 57, 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.

The Risk-Adjusted Performance Rank of KidRoth30smh30schg10vgt5avuv is 5757
Combined Rank
The Sharpe Ratio Rank of KidRoth30smh30schg10vgt5avuv is 6969Sharpe Ratio Rank
The Sortino Ratio Rank of KidRoth30smh30schg10vgt5avuv is 5353Sortino Ratio Rank
The Omega Ratio Rank of KidRoth30smh30schg10vgt5avuv is 5757Omega Ratio Rank
The Calmar Ratio Rank of KidRoth30smh30schg10vgt5avuv is 6161Calmar Ratio Rank
The Martin Ratio Rank of KidRoth30smh30schg10vgt5avuv is 4343Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

KidRoth30smh30schg10vgt5avuv
Sharpe ratio
The chart of Sharpe ratio for KidRoth30smh30schg10vgt5avuv, currently valued at 2.69, compared to the broader market0.002.004.006.002.69
Sortino ratio
The chart of Sortino ratio for KidRoth30smh30schg10vgt5avuv, currently valued at 3.33, compared to the broader market-2.000.002.004.006.003.33
Omega ratio
The chart of Omega ratio for KidRoth30smh30schg10vgt5avuv, currently valued at 1.45, compared to the broader market0.801.001.201.401.601.802.001.45
Calmar ratio
The chart of Calmar ratio for KidRoth30smh30schg10vgt5avuv, currently valued at 3.62, compared to the broader market0.005.0010.0015.003.62
Martin ratio
The chart of Martin ratio for KidRoth30smh30schg10vgt5avuv, currently valued at 13.19, compared to the broader market0.0010.0020.0030.0040.0050.0013.19
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.66, compared to the broader market0.002.004.006.002.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.56, compared to the broader market-2.000.002.004.006.003.56
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.801.001.201.401.601.802.001.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.81, compared to the broader market0.005.0010.0015.003.81
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.03, compared to the broader market0.0010.0020.0030.0040.0050.0017.03
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SMH
VanEck Vectors Semiconductor ETF		1.602.121.282.226.05
SCHG
Schwab U.S. Large-Cap Growth ETF		2.423.141.443.3013.16
VGT
Vanguard Information Technology ETF		1.782.321.322.438.76
AVUV
Avantis U.S. Small Cap Value ETF		1.412.131.262.737.21
AVAV
AeroVironment, Inc.		1.161.961.272.314.42
AXON
Axon Enterprise, Inc.		3.987.521.9411.0130.68
CRWD
CrowdStrike Holdings, Inc.		1.421.941.281.483.72
MCK
McKesson Corporation		1.341.731.311.473.80
VRT
Vertiv Holdings Co.		3.353.291.444.8613.94

Sharpe Ratio

The current KidRoth30smh30schg10vgt5avuv Sharpe ratio is 2.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.74, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of KidRoth30smh30schg10vgt5avuv 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 Ratio1.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
2.69
2.66
KidRoth30smh30schg10vgt5avuv
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

KidRoth30smh30schg10vgt5avuv provided a 0.41% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio0.41%0.49%1.08%0.60%0.76%2.24%1.70%1.30%0.97%1.81%1.16%1.39%
Portfolio components:
SMH
VanEck Vectors Semiconductor ETF		0.42%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.40%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
VGT
Vanguard Information Technology ETF		0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
AVUV
Avantis U.S. Small Cap Value ETF		1.53%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
AVAV
AeroVironment, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AXON
Axon Enterprise, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRWD
CrowdStrike Holdings, Inc.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MCK
McKesson Corporation		0.42%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
VRT
Vertiv Holdings Co.		0.08%0.05%0.07%0.04%0.05%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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.18%
-0.87%
KidRoth30smh30schg10vgt5avuv
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the KidRoth30smh30schg10vgt5avuv. 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 KidRoth30smh30schg10vgt5avuv was 33.07%, occurring on Mar 18, 2020. Recovery took 53 trading sessions.

The current KidRoth30smh30schg10vgt5avuv drawdown is 2.18%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.07%Feb 20, 202020Mar 18, 202053Jun 3, 202073
-32.84%Nov 22, 2021226Oct 14, 2022164Jun 12, 2023390
-16.32%Jul 11, 202418Aug 5, 202448Oct 11, 202466
-13.37%Feb 16, 202115Mar 8, 202167Jun 11, 202182
-9.38%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The current KidRoth30smh30schg10vgt5avuv volatility is 6.37%, 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%4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
6.37%
3.81%
KidRoth30smh30schg10vgt5avuv
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.
MCKAVAVCRWDAXONVRTAVUVSMHSCHGVGT
MCK1.000.210.050.120.140.320.180.260.23
AVAV0.211.000.270.390.310.510.400.440.43
CRWD0.050.271.000.450.400.250.490.580.58
AXON0.120.390.451.000.440.390.490.530.52
VRT0.140.310.400.441.000.450.540.570.56
AVUV0.320.510.250.390.451.000.540.550.54
SMH0.180.400.490.490.540.541.000.830.89
SCHG0.260.440.580.530.570.550.831.000.97
VGT0.230.430.580.520.560.540.890.971.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019