Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Jan-2025 - No VGT no BTC, 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 Every year.
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVDV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 0.61% | -0.42% | 4.03% | 29.40% | 18.38% | 10.55% | 12.70% |
Portfolio Jan-2025 - No VGT no BTC | -0.13% | 3.49% | 7.69% | 15.11% | 45.03% | 20.31% | 12.29% | — |
| Portfolio components: | ||||||||
VOO Vanguard S&P 500 ETF | -0.07% | 0.73% | -0.09% | 4.64% | 31.12% | 19.99% | 12.14% | 14.61% |
VYMI Vanguard International High Dividend Yield ETF | 0.23% | 3.81% | 10.18% | 20.85% | 48.31% | 21.41% | 13.22% | 10.57% |
AVDV Avantis International Small Cap Value ETF | 0.54% | 2.73% | 12.43% | 22.79% | 66.72% | 26.06% | 14.23% | — |
EWX SPDR S&P Emerging Markets Small Cap ETF | 0.68% | 3.63% | 6.01% | 8.30% | 36.54% | 13.65% | 7.22% | 8.76% |
AVEM Avantis Emerging Markets Equity ETF | 0.36% | 3.35% | 11.69% | 19.51% | 58.16% | 20.76% | 8.37% | — |
AVUV Avantis US Small Cap Value ETF | -0.63% | 6.24% | 12.79% | 21.28% | 49.58% | 17.69% | 11.29% | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, Jan-2025 - No VGT no BTC's average daily return is +0.06%, while the average monthly return is +1.30%. At this rate, an investment would double in approximately 4.5 years.
Historically, 60% of months were positive and 40% were negative. The best month was Nov 2020 with a return of +14.4%, while the worst month was Mar 2020 at -20.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Jan-2025 - No VGT no BTC closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +9.4%, while the worst single day was Mar 16, 2020 at -11.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.94% | 3.10% | -4.75% | 4.50% | 7.69% | ||||||||
| 2025 | 2.22% | -1.85% | -3.14% | -1.09% | 6.20% | 4.39% | 1.41% | 5.22% | 2.21% | 0.50% | 2.01% | 1.40% | 20.81% |
| 2024 | -1.03% | 3.26% | 4.23% | -3.76% | 5.02% | -0.27% | 5.01% | 0.10% | 1.81% | -1.98% | 5.95% | -4.18% | 14.34% |
| 2023 | 8.08% | -2.28% | -1.50% | 0.74% | -2.39% | 7.48% | 5.62% | -2.86% | -3.47% | -3.46% | 8.33% | 7.38% | 22.29% |
| 2022 | -3.15% | -0.78% | 1.98% | -6.78% | 2.30% | -10.14% | 7.93% | -3.23% | -9.72% | 9.77% | 7.34% | -4.91% | -11.28% |
| 2021 | 1.48% | 7.09% | 5.18% | 3.59% | 3.07% | -0.20% | -0.69% | 2.47% | -2.23% | 4.58% | -2.40% | 4.53% | 29.30% |
Benchmark Metrics
Jan-2025 - No VGT no BTC has an annualized alpha of 2.17%, beta of 0.96, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio captured 103.80% of S&P 500 Index gains but only 97.99% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 2.17% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.96 and R² of 0.87, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.17%
- Beta
- 0.96
- R²
- 0.87
- Upside Capture
- 103.80%
- Downside Capture
- 97.99%
Expense Ratio
Jan-2025 - No VGT no BTC has an expense ratio of 0.18%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Jan-2025 - No VGT no BTC ranks 90 for risk / return — in the top 90% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.42 | 2.23 | +1.19 |
Sortino ratioReturn per unit of downside risk | 4.73 | 3.12 | +1.62 |
Omega ratioGain probability vs. loss probability | 1.62 | 1.42 | +0.20 |
Calmar ratioReturn relative to maximum drawdown | 6.49 | 4.05 | +2.45 |
Martin ratioReturn relative to average drawdown | 25.87 | 17.91 | +7.96 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 70 | 2.37 | 3.29 | 1.44 | 4.31 | 19.24 |
VYMI Vanguard International High Dividend Yield ETF | 92 | 3.85 | 5.12 | 1.73 | 5.48 | 22.54 |
AVDV Avantis International Small Cap Value ETF | 94 | 4.47 | 5.68 | 1.83 | 5.80 | 25.09 |
EWX SPDR S&P Emerging Markets Small Cap ETF | 75 | 2.60 | 3.53 | 1.48 | 5.49 | 18.02 |
AVEM Avantis Emerging Markets Equity ETF | 86 | 3.27 | 4.15 | 1.61 | 5.05 | 20.58 |
AVUV Avantis US Small Cap Value ETF | 80 | 2.67 | 3.75 | 1.46 | 6.92 | 19.82 |
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Dividends
Dividend yield
Jan-2025 - No VGT no BTC provided a 1.78% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.78% | 1.92% | 2.28% | 2.19% | 2.32% | 1.85% | 1.66% | 1.43% | 1.33% | 1.08% | 1.07% | 0.83% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.14% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
VYMI Vanguard International High Dividend Yield ETF | 3.48% | 3.68% | 4.84% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 2.83% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
EWX SPDR S&P Emerging Markets Small Cap ETF | 2.74% | 2.91% | 2.90% | 2.32% | 3.00% | 2.77% | 2.24% | 2.73% | 3.26% | 2.30% | 2.46% | 3.04% |
AVEM Avantis Emerging Markets Equity ETF | 2.26% | 2.45% | 3.17% | 3.06% | 2.77% | 2.61% | 1.60% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis US Small Cap Value ETF | 1.35% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Jan-2025 - No VGT no BTC. 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 Jan-2025 - No VGT no BTC was 40.18%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.
The current Jan-2025 - No VGT no BTC drawdown is 1.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.18% | Jan 21, 2020 | 44 | Mar 23, 2020 | 165 | Nov 13, 2020 | 209 |
| -22.1% | Jan 5, 2022 | 186 | Sep 30, 2022 | 199 | Jul 19, 2023 | 385 |
| -18.32% | Dec 5, 2024 | 84 | Apr 8, 2025 | 45 | Jun 12, 2025 | 129 |
| -10.71% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
| -8.53% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 6 assets, with an effective number of assets of 3.63, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | EWX | AVUV | AVEM | VOO | AVDV | VYMI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.63 | 0.72 | 0.69 | 1.00 | 0.71 | 0.72 | 0.88 |
| EWX | 0.63 | 1.00 | 0.55 | 0.89 | 0.63 | 0.71 | 0.76 | 0.70 |
| AVUV | 0.72 | 0.55 | 1.00 | 0.58 | 0.73 | 0.72 | 0.72 | 0.94 |
| AVEM | 0.69 | 0.89 | 0.58 | 1.00 | 0.69 | 0.76 | 0.82 | 0.74 |
| VOO | 1.00 | 0.63 | 0.73 | 0.69 | 1.00 | 0.71 | 0.72 | 0.88 |
| AVDV | 0.71 | 0.71 | 0.72 | 0.76 | 0.71 | 1.00 | 0.92 | 0.85 |
| VYMI | 0.72 | 0.76 | 0.72 | 0.82 | 0.72 | 0.92 | 1.00 | 0.86 |
| Portfolio | 0.88 | 0.70 | 0.94 | 0.74 | 0.88 | 0.85 | 0.86 | 1.00 |