Ginger Ale
By John Williamson - https://www.optimizedportfolio.com/ginger-ale-portfolio/
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Ginger Ale, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 9.79% | N/A |
| Ginger Ale | -1.28% | 4.45% | 6.49% | 14.83% | 7.99% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -1.14% | 9.62% | 13.90% | 18.91% | 11.58% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | -2.58% | 8.86% | 4.37% | 17.71% | 13.04% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 0.28% | 3.81% | 7.92% | 23.85% | 4.94% | N/A |
AVDV Avantis International Small Cap Value ETF | 1.93% | 5.81% | 7.85% | 24.68% | 6.83% | N/A |
VWO Vanguard FTSE Emerging Markets ETF | -0.71% | 1.22% | 3.19% | 8.96% | 2.27% | N/A |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 0.11% | 7.53% | 10.54% | 17.80% | 5.94% | N/A |
EDV Vanguard Extended Duration Treasury ETF | -5.17% | -18.00% | -10.16% | -16.58% | -12.16% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| EDV | AVUV | VWO | VOO | DGS | AVDV | VEA | |
|---|---|---|---|---|---|---|---|
| EDV | 1.00 | -0.25 | -0.12 | -0.13 | -0.11 | -0.17 | -0.14 |
| AVUV | -0.25 | 1.00 | 0.58 | 0.75 | 0.60 | 0.77 | 0.74 |
| VWO | -0.12 | 0.58 | 1.00 | 0.67 | 0.89 | 0.74 | 0.79 |
| VOO | -0.13 | 0.75 | 0.67 | 1.00 | 0.67 | 0.76 | 0.84 |
| DGS | -0.11 | 0.60 | 0.89 | 0.67 | 1.00 | 0.77 | 0.80 |
| AVDV | -0.17 | 0.77 | 0.74 | 0.76 | 0.77 | 1.00 | 0.94 |
| VEA | -0.14 | 0.74 | 0.79 | 0.84 | 0.80 | 0.94 | 1.00 |
Dividend yield
Ginger Ale granted a 2.65% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ginger Ale | 2.65% | 2.78% | 2.14% | 2.33% | 2.19% | 2.13% | 1.79% | 2.34% | 2.37% | 2.25% | 2.45% | 2.91% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.56% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
AVUV Avantis U.S. Small Cap Value ETF | 1.91% | 1.76% | 1.32% | 1.26% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 3.13% | 2.97% | 3.32% | 2.22% | 3.38% | 3.84% | 3.27% | 3.71% | 3.66% | 4.75% | 3.47% | 4.08% |
AVDV Avantis International Small Cap Value ETF | 3.29% | 3.23% | 2.52% | 1.80% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 3.07% | 4.17% | 2.77% | 2.06% | 3.58% | 3.30% | 2.71% | 3.03% | 4.03% | 3.64% | 3.58% | 2.95% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 4.57% | 5.46% | 4.29% | 4.14% | 4.61% | 5.17% | 3.55% | 4.47% | 4.43% | 4.44% | 4.94% | 4.37% |
EDV Vanguard Extended Duration Treasury ETF | 3.79% | 3.33% | 2.04% | 5.91% | 3.94% | 3.38% | 3.50% | 6.58% | 5.52% | 4.23% | 7.06% | 11.08% |
Expense Ratio
The Ginger Ale features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.92 | ||||
AVUV Avantis U.S. Small Cap Value ETF | 0.50 | ||||
VEA Vanguard FTSE Developed Markets ETF | 1.11 | ||||
AVDV Avantis International Small Cap Value ETF | 1.10 | ||||
VWO Vanguard FTSE Emerging Markets ETF | 0.36 | ||||
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 1.01 | ||||
EDV Vanguard Extended Duration Treasury ETF | -0.75 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Ginger Ale. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Ginger Ale is 32.86%, recorded on Mar 23, 2020. It took 111 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.86% | Jan 17, 2020 | 45 | Mar 23, 2020 | 111 | Aug 28, 2020 | 156 |
| -24.7% | Nov 9, 2021 | 225 | Sep 30, 2022 | — | — | — |
| -6.73% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
| -5.76% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
| -4.21% | May 10, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
Volatility Chart
The current Ginger Ale volatility is 3.32%, 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.