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AVUV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


AVUV 100%EquityEquity
PositionCategory/SectorWeight
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

100%

S&P 500

Performance

Performance Chart

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


40.00%50.00%60.00%70.00%80.00%90.00%100.00%NovemberDecember2024FebruaryMarchApril
88.68%
66.82%
AVUV
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
4.14%-4.93%17.59%20.28%11.33%10.22%
AVUV-1.61%-3.34%19.14%22.20%N/AN/A
AVUV
Avantis U.S. Small Cap Value ETF
-1.61%-3.34%19.14%22.20%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-2.90%2.14%5.56%
2023-3.55%-5.02%8.54%12.31%

Expense Ratio

The AVUV has a high expense ratio of 0.25%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

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.


AVUV
Sharpe ratio
The chart of Sharpe ratio for AVUV, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.01
Sortino ratio
The chart of Sortino ratio for AVUV, currently valued at 1.63, compared to the broader market-2.000.002.004.006.001.63
Omega ratio
The chart of Omega ratio for AVUV, currently valued at 1.18, compared to the broader market0.801.001.201.401.601.801.18
Calmar ratio
The chart of Calmar ratio for AVUV, currently valued at 1.19, compared to the broader market0.002.004.006.008.001.19
Martin ratio
The chart of Martin ratio for AVUV, currently valued at 4.20, compared to the broader market0.0010.0020.0030.0040.004.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVUV
Avantis U.S. Small Cap Value ETF
1.011.631.181.194.20

Sharpe Ratio

The current AVUV Sharpe ratio is 1.01. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.01

The Sharpe ratio of AVUV is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.01
1.66
AVUV
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AVUV granted a 1.67% dividend yield in the last twelve months.


TTM20232022202120202019
AVUV1.67%1.65%1.74%1.28%1.21%0.38%
AVUV
Avantis U.S. Small Cap Value ETF
1.67%1.65%1.74%1.28%1.21%0.38%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.03%
-5.46%
AVUV
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AVUV. 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 AVUV was 49.42%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.

The current AVUV drawdown is 6.03%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.42%Dec 20, 201963Mar 23, 2020171Nov 23, 2020234
-20.57%Nov 9, 2021221Sep 26, 202288Feb 1, 2023309
-17.16%Feb 3, 202363May 4, 202358Jul 28, 2023121
-12.48%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-12.19%Jun 9, 202128Jul 19, 202164Oct 18, 202192

Volatility

Volatility Chart

The current AVUV volatility is 5.33%, 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%NovemberDecember2024FebruaryMarchApril
5.33%
3.15%
AVUV
Benchmark (^GSPC)
Portfolio components