portfolio andre 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 20% |
BTC-USD Bitcoin | 5% | |
IDMO Invesco S&P International Developed Momentum ETF | Global Equities | 20% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 50% |
SCHI Schwab 5-10 Year Corporate Bond ETF | Corporate Bonds | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in portfolio andre 2, 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 Oct 10, 2019, corresponding to the inception date of SCHI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| portfolio andre 2 | 18.56% | -0.23% | 5.43% | 33.73% | N/A | N/A |
| Portfolio components: | ||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 22.49% | -0.89% | 8.96% | 35.22% | 19.54% | 16.03% |
IDMO Invesco S&P International Developed Momentum ETF | 14.90% | -1.04% | 0.39% | 23.58% | 13.09% | 8.47% |
AVUV Avantis U.S. Small Cap Value ETF | 6.54% | 1.22% | 4.71% | 22.77% | N/A | N/A |
BTC-USD Bitcoin | 42.69% | 1.37% | -11.20% | 121.63% | 42.49% | 64.77% |
SCHI Schwab 5-10 Year Corporate Bond ETF | 6.61% | 2.10% | 7.28% | 13.89% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of portfolio andre 2, 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 | 1.30% | 7.07% | 4.42% | -5.00% | 5.45% | 2.67% | 2.44% | 0.05% | 18.56% | ||||
| 2023 | 9.96% | -1.37% | 4.38% | 1.05% | 1.14% | 7.11% | 3.95% | -1.92% | -3.59% | -0.87% | 9.93% | 6.29% | 41.12% |
| 2022 | -7.10% | -1.95% | 3.25% | -10.10% | -0.36% | -10.28% | 10.69% | -4.85% | -9.20% | 7.23% | 4.43% | -5.78% | -23.75% |
| 2021 | 1.29% | 4.63% | 4.52% | 4.96% | -1.51% | 2.93% | 2.36% | 4.14% | -3.55% | 8.43% | -1.35% | 1.17% | 31.12% |
| 2020 | 1.40% | -7.30% | -14.36% | 14.96% | 6.34% | 3.71% | 6.63% | 7.57% | -3.55% | 0.10% | 13.48% | 8.45% | 39.11% |
| 2019 | 3.96% | 2.14% | 2.59% | 8.93% |
Expense Ratio
portfolio andre 2 has an expense ratio of 0.12%, 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 portfolio andre 2 is 36, 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 | |
|---|---|---|---|---|---|
SCHG Schwab U.S. Large-Cap Growth ETF | 1.94 | 2.56 | 1.35 | 0.96 | 9.80 |
IDMO Invesco S&P International Developed Momentum ETF | 1.37 | 1.80 | 1.25 | 0.57 | 7.58 |
AVUV Avantis U.S. Small Cap Value ETF | 0.72 | 1.10 | 1.14 | 0.32 | 3.48 |
BTC-USD Bitcoin | 0.86 | 1.51 | 1.15 | 0.44 | 3.75 |
SCHI Schwab 5-10 Year Corporate Bond ETF | 1.97 | 2.75 | 1.35 | 0.21 | 8.54 |
Dividends
Dividend yield
portfolio andre 2 granted a 1.09% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| portfolio andre 2 | 1.09% | 1.35% | 1.51% | 0.93% | 0.94% | 0.93% | 1.29% | 1.12% | 1.07% | 1.11% | 0.98% | 0.88% |
| Portfolio components: | ||||||||||||
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
IDMO Invesco S&P International Developed Momentum ETF | 1.59% | 2.89% | 3.66% | 1.81% | 1.63% | 2.10% | 3.27% | 3.08% | 2.18% | 2.52% | 2.19% | 1.70% |
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% |
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% |
SCHI Schwab 5-10 Year Corporate Bond ETF | 4.87% | 4.27% | 3.10% | 1.93% | 2.31% | 0.53% | 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 portfolio andre 2. 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 portfolio andre 2 was 33.72%, occurring on Mar 23, 2020. Recovery took 119 trading sessions.
The current portfolio andre 2 drawdown is 2.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.72% | Feb 20, 2020 | 33 | Mar 23, 2020 | 119 | Jul 20, 2020 | 152 |
| -30.52% | Nov 9, 2021 | 328 | Oct 2, 2022 | 437 | Dec 13, 2023 | 765 |
| -10.64% | Jul 17, 2024 | 20 | Aug 5, 2024 | — | — | — |
| -8.77% | Sep 3, 2020 | 21 | Sep 23, 2020 | 19 | Oct 12, 2020 | 40 |
| -6.32% | Apr 17, 2021 | 26 | May 12, 2021 | 43 | Jun 24, 2021 | 69 |
Volatility
Volatility Chart
The current portfolio andre 2 volatility is 5.17%, 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
| SCHI | BTC-USD | AVUV | IDMO | SCHG | |
|---|---|---|---|---|---|
| SCHI | 1.00 | 0.09 | 0.12 | 0.23 | 0.27 |
| BTC-USD | 0.09 | 1.00 | 0.23 | 0.23 | 0.26 |
| AVUV | 0.12 | 0.23 | 1.00 | 0.54 | 0.49 |
| IDMO | 0.23 | 0.23 | 0.54 | 1.00 | 0.63 |
| SCHG | 0.27 | 0.26 | 0.49 | 0.63 | 1.00 |