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portfolio andre 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHI 5%BTC-USD 5%SCHG 50%IDMO 20%AVUV 20%BondBondCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
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


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
10.56%
7.02%
portfolio andre 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of SCHI

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
23.11%-0.36%7.02%23.15%12.80%11.01%
portfolio andre 228.68%1.23%10.56%29.08%20.48%N/A
SCHG
Schwab U.S. Large-Cap Growth ETF
35.44%3.33%10.58%35.25%19.92%16.66%
IDMO
Invesco S&P International Developed Momentum ETF
13.74%-0.82%2.01%15.79%11.05%9.52%
AVUV
Avantis U.S. Small Cap Value ETF
8.74%-4.71%9.47%8.79%13.97%N/A
BTC-USD
Bitcoin
136.70%10.49%54.00%136.67%69.18%77.58%
SCHI
Schwab 5-10 Year Corporate Bond ETF
5.54%-0.27%3.11%6.27%2.21%N/A
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.30%7.07%4.42%-4.98%5.47%2.70%2.46%0.05%1.53%-0.59%8.65%28.68%
20239.96%-1.37%4.40%1.05%1.14%7.13%3.95%-1.90%-3.59%-0.85%9.93%6.31%41.25%
2022-7.10%-1.95%3.25%-10.09%-0.34%-10.28%10.69%-4.85%-9.20%7.23%4.43%-5.76%-23.72%
20211.29%4.63%4.52%4.96%-1.51%2.93%2.36%4.15%-3.55%8.44%-1.34%1.19%31.18%
20201.40%-7.30%-14.35%14.97%6.34%3.71%6.63%7.57%-3.55%0.10%13.48%8.46%39.15%
2019-0.99%2.25%2.67%3.95%

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.


Expense ratio chart for IDMO: 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%
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%
Expense ratio chart for SCHI: 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%
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 portfolio andre 2 is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of portfolio andre 2 is 3030
Overall Rank
The Sharpe Ratio Rank of portfolio andre 2 is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of portfolio andre 2 is 3333
Sortino Ratio Rank
The Omega Ratio Rank of portfolio andre 2 is 3434
Omega Ratio Rank
The Calmar Ratio Rank of portfolio andre 2 is 1111
Calmar Ratio Rank
The Martin Ratio Rank of portfolio andre 2 is 3737
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for portfolio andre 2, currently valued at 1.46, compared to the broader market-6.00-4.00-2.000.002.004.001.461.90
The chart of Sortino ratio for portfolio andre 2, currently valued at 1.98, compared to the broader market-6.00-4.00-2.000.002.004.006.001.982.54
The chart of Omega ratio for portfolio andre 2, currently valued at 1.26, compared to the broader market0.400.600.801.001.201.401.601.801.261.35
The chart of Calmar ratio for portfolio andre 2, currently valued at 0.65, compared to the broader market0.002.004.006.008.0010.0012.000.652.81
The chart of Martin ratio for portfolio andre 2, currently valued at 8.56, compared to the broader market0.0010.0020.0030.0040.0050.008.5612.39
portfolio andre 2
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHG
Schwab U.S. Large-Cap Growth ETF
1.822.321.330.919.25
IDMO
Invesco S&P International Developed Momentum ETF
0.140.301.040.020.80
AVUV
Avantis U.S. Small Cap Value ETF
0.560.991.120.252.84
BTC-USD
Bitcoin
1.282.011.201.085.88
SCHI
Schwab 5-10 Year Corporate Bond ETF
1.922.921.350.028.19

The current portfolio andre 2 Sharpe ratio is 1.46. 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 1.25 to 2.05, 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 portfolio andre 2 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.46
1.90
portfolio andre 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

portfolio andre 2 provided a 1.25% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio1.25%1.45%1.60%0.96%1.02%0.93%1.29%1.12%0.96%1.11%0.98%0.88%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.42%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
IDMO
Invesco S&P International Developed Momentum ETF
1.98%2.89%3.66%1.81%1.64%2.10%3.27%3.08%2.18%2.52%2.18%1.70%
AVUV
Avantis U.S. Small Cap Value ETF
1.62%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
6.40%6.18%4.85%2.55%3.82%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.06%
-3.58%
portfolio andre 2
Benchmark (^GSPC)
Portfolio components

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 4.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.72%Feb 20, 202033Mar 23, 2020119Jul 20, 2020152
-30.49%Nov 9, 2021328Oct 2, 2022432Dec 8, 2023760
-10.64%Jul 17, 202420Aug 5, 202467Oct 11, 202487
-8.77%Sep 3, 202021Sep 23, 202019Oct 12, 202040
-6.32%Apr 17, 202126May 12, 202143Jun 24, 202169

Volatility

Volatility Chart

The current portfolio andre 2 volatility is 4.69%, 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%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.69%
3.64%
portfolio andre 2
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.

SCHIBTC-USDAVUVIDMOSCHG
SCHI1.000.100.120.230.26
BTC-USD0.101.000.230.240.27
AVUV0.120.231.000.540.48
IDMO0.230.240.541.000.62
SCHG0.260.270.480.621.00
The correlation results are calculated based on daily price changes starting from Oct 11, 2019
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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