ACB bit
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ACB bit, 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 3 months.
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 2.22% | 0.69% | 10.04% | 22.93% | 12.98% | 11.70% |
| ACB bit | 5.55% | 3.79% | 19.77% | 43.76% | 23.19% | N/A |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 3.70% | 1.47% | 17.70% | 34.40% | 19.64% | 17.28% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 5.36% | 3.92% | 16.28% | 24.81% | 12.58% | 12.61% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 2.82% | 2.79% | -4.51% | -3.90% | 13.13% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | 3.41% | 3.45% | 2.43% | 14.31% | 16.34% | N/A |
DXJ WisdomTree Japan Hedged Equity Fund | 0.42% | -0.32% | 3.88% | 21.02% | 19.57% | 11.84% |
FLJH Franklin FTSE Japan Hedged ETF | 0.57% | -0.44% | 4.43% | 18.36% | 15.98% | N/A |
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | -0.67% | -0.26% | 2.63% | 15.33% | 14.29% | 11.54% |
TUR iShares MSCI Turkey ETF | 1.90% | -1.30% | -12.64% | 5.24% | 8.35% | -1.40% |
GXG Global X MSCI Colombia ETF | 7.89% | 8.65% | 5.26% | 10.37% | -2.69% | -2.91% |
ARGT Global X MSCI Argentina ETF | 4.12% | 2.41% | 55.99% | 62.84% | 29.07% | 18.09% |
INCO Columbia India Consumer ETF | -4.78% | -5.24% | -13.67% | 7.06% | 12.41% | 7.90% |
SMH VanEck Vectors Semiconductor ETF | 7.99% | 5.29% | 10.10% | 39.53% | 30.53% | 27.09% |
BTC-USD Bitcoin | 12.08% | 10.04% | 56.71% | 149.11% | 62.32% | 84.12% |
IAU iShares Gold Trust | 5.66% | 5.96% | 16.19% | 37.01% | 11.69% | 7.74% |
Monthly Returns
The table below presents the monthly returns of ACB bit, 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 | 2.49% | 10.86% | 5.73% | -4.75% | 6.81% | 1.82% | 0.46% | -0.78% | 2.57% | 1.10% | 10.67% | -1.31% | 40.50% |
| 2023 | 11.96% | -1.00% | 5.66% | -0.01% | 3.60% | 7.76% | 3.53% | -2.15% | -3.88% | 0.14% | 10.94% | 6.19% | 50.17% |
| 2022 | -8.50% | 0.02% | 3.16% | -10.89% | -2.44% | -13.03% | 11.46% | -4.52% | -8.42% | 5.65% | 5.22% | -5.79% | -27.15% |
| 2021 | 2.06% | 6.90% | 6.30% | 2.39% | -6.06% | 2.25% | 3.48% | 5.26% | -4.57% | 10.85% | -1.46% | -1.35% | 27.73% |
| 2020 | 0.89% | -7.34% | -14.54% | 14.07% | 7.47% | 4.07% | 7.17% | 6.02% | -3.13% | 0.07% | 14.32% | 9.44% | 40.47% |
| 2019 | -0.31% | 3.32% | 2.21% | 3.38% | 8.83% |
Expense Ratio
ACB bit has an expense ratio of 0.25%, 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 ACB bit is 31, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 1.86 | 2.38 | 1.34 | 0.93 | 9.41 |
IMCG iShares Morningstar Mid-Cap Growth ETF | 1.53 | 2.10 | 1.27 | 0.52 | 7.40 |
CALF Pacer US Small Cap Cash Cows 100 ETF | -0.10 | -0.00 | 1.00 | -0.19 | -0.36 |
AVUV Avantis U.S. Small Cap Value ETF | 0.56 | 0.99 | 1.12 | 0.24 | 2.28 |
DXJ WisdomTree Japan Hedged Equity Fund | 0.31 | 0.55 | 1.08 | 0.06 | 0.94 |
FLJH Franklin FTSE Japan Hedged ETF | 0.35 | 0.59 | 1.08 | 0.07 | 1.10 |
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 0.38 | 0.60 | 1.09 | 0.08 | 1.59 |
TUR iShares MSCI Turkey ETF | -0.85 | -1.10 | 0.88 | 0.25 | -1.26 |
GXG Global X MSCI Colombia ETF | -0.44 | -0.50 | 0.94 | 0.18 | -0.62 |
ARGT Global X MSCI Argentina ETF | 2.06 | 2.65 | 1.33 | 1.49 | 8.57 |
INCO Columbia India Consumer ETF | -0.51 | -0.67 | 0.93 | 0.41 | -0.82 |
SMH VanEck Vectors Semiconductor ETF | 0.58 | 0.99 | 1.13 | 0.24 | 1.77 |
BTC-USD Bitcoin | 1.84 | 2.56 | 1.25 | 1.67 | 8.28 |
IAU iShares Gold Trust | 1.39 | 1.87 | 1.25 | 0.75 | 6.14 |
Dividends
Dividend yield
ACB bit provided a 1.20% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.20% | 1.22% | 2.01% | 2.59% | 1.20% | 0.68% | 0.94% | 1.35% | 0.85% | 0.76% | 1.16% | 1.34% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.38% | 0.40% | 0.47% | 0.55% | 0.42% | 0.52% | 0.82% | 1.28% | 1.01% | 1.04% | 1.22% | 1.09% |
IMCG iShares Morningstar Mid-Cap Growth ETF | 0.74% | 0.78% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.04% | 1.07% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% |
AVUV Avantis U.S. Small Cap Value ETF | 1.56% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DXJ WisdomTree Japan Hedged Equity Fund | 3.47% | 3.48% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% |
FLJH Franklin FTSE Japan Hedged ETF | 5.03% | 5.06% | 25.59% | 26.67% | 1.29% | 0.00% | 0.00% | 5.92% | 0.05% | 0.00% | 0.00% | 0.00% |
DXJS WisdomTree Japan Hedged SmallCap Equity Fund | 4.04% | 4.02% | 2.71% | 2.63% | 2.96% | 3.04% | 2.16% | 2.06% | 1.53% | 1.66% | 3.99% | 8.65% |
TUR iShares MSCI Turkey ETF | 1.75% | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.63% | 2.89% | 3.04% | 1.63% |
GXG Global X MSCI Colombia ETF | 5.64% | 6.08% | 7.00% | 12.55% | 2.32% | 3.23% | 3.04% | 3.03% | 1.83% | 1.48% | 1.58% | 3.20% |
ARGT Global X MSCI Argentina ETF | 1.35% | 1.41% | 1.59% | 2.45% | 0.93% | 0.28% | 1.21% | 1.34% | 0.49% | 0.36% | 0.89% | 0.47% |
INCO Columbia India Consumer ETF | 3.03% | 2.88% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
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% |
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% |
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 ACB bit. 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 ACB bit was 36.69%, occurring on Oct 15, 2022. Recovery took 429 trading sessions.
The current ACB bit drawdown is 0.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.69% | Nov 9, 2021 | 341 | Oct 15, 2022 | 429 | Dec 18, 2023 | 770 |
| -33% | Feb 20, 2020 | 33 | Mar 23, 2020 | 119 | Jul 20, 2020 | 152 |
| -13.31% | Jul 17, 2024 | 20 | Aug 5, 2024 | 70 | Oct 14, 2024 | 90 |
| -11.44% | Apr 16, 2021 | 34 | May 19, 2021 | 96 | Aug 23, 2021 | 130 |
| -8.97% | Sep 3, 2020 | 21 | Sep 23, 2020 | 19 | Oct 12, 2020 | 40 |
Volatility
Volatility Chart
The current ACB bit volatility is 5.14%, 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 | BTC-USD | TUR | INCO | GXG | DXJS | ARGT | SMH | FLJH | DXJ | CALF | SCHG | AVUV | IMCG | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.12 | 0.12 | 0.14 | 0.22 | -0.01 | 0.19 | 0.10 | 0.01 | -0.00 | 0.08 | 0.11 | 0.09 | 0.15 |
| BTC-USD | 0.12 | 1.00 | 0.14 | 0.15 | 0.17 | 0.13 | 0.24 | 0.26 | 0.16 | 0.15 | 0.23 | 0.27 | 0.24 | 0.28 |
| TUR | 0.12 | 0.14 | 1.00 | 0.23 | 0.26 | 0.18 | 0.27 | 0.22 | 0.23 | 0.23 | 0.25 | 0.23 | 0.26 | 0.24 |
| INCO | 0.14 | 0.15 | 0.23 | 1.00 | 0.32 | 0.31 | 0.35 | 0.37 | 0.34 | 0.34 | 0.36 | 0.40 | 0.37 | 0.41 |
| GXG | 0.22 | 0.17 | 0.26 | 0.32 | 1.00 | 0.27 | 0.45 | 0.30 | 0.32 | 0.33 | 0.45 | 0.31 | 0.48 | 0.37 |
| DXJS | -0.01 | 0.13 | 0.18 | 0.31 | 0.27 | 1.00 | 0.35 | 0.38 | 0.76 | 0.79 | 0.40 | 0.42 | 0.43 | 0.42 |
| ARGT | 0.19 | 0.24 | 0.27 | 0.35 | 0.45 | 0.35 | 1.00 | 0.48 | 0.42 | 0.41 | 0.48 | 0.53 | 0.50 | 0.58 |
| SMH | 0.10 | 0.26 | 0.22 | 0.37 | 0.30 | 0.38 | 0.48 | 1.00 | 0.49 | 0.47 | 0.50 | 0.78 | 0.48 | 0.71 |
| FLJH | 0.01 | 0.16 | 0.23 | 0.34 | 0.32 | 0.76 | 0.42 | 0.49 | 1.00 | 0.91 | 0.48 | 0.50 | 0.51 | 0.51 |
| DXJ | -0.00 | 0.15 | 0.23 | 0.34 | 0.33 | 0.79 | 0.41 | 0.47 | 0.91 | 1.00 | 0.52 | 0.48 | 0.56 | 0.50 |
| CALF | 0.08 | 0.23 | 0.25 | 0.36 | 0.45 | 0.40 | 0.48 | 0.50 | 0.48 | 0.52 | 1.00 | 0.50 | 0.92 | 0.65 |
| SCHG | 0.11 | 0.27 | 0.23 | 0.40 | 0.31 | 0.42 | 0.53 | 0.78 | 0.50 | 0.48 | 0.50 | 1.00 | 0.48 | 0.82 |
| AVUV | 0.09 | 0.24 | 0.26 | 0.37 | 0.48 | 0.43 | 0.50 | 0.48 | 0.51 | 0.56 | 0.92 | 0.48 | 1.00 | 0.62 |
| IMCG | 0.15 | 0.28 | 0.24 | 0.41 | 0.37 | 0.42 | 0.58 | 0.71 | 0.51 | 0.50 | 0.65 | 0.82 | 0.62 | 1.00 |