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Ginger Ale

Last updated Sep 23, 2023

By John Williamson - https://www.optimizedportfolio.com/ginger-ale-portfolio/

Asset Allocation


EDV 10%VOO 25%AVUV 25%VEA 10%AVDV 10%VWO 10%DGS 10%BondBondEquityEquity
PositionCategory/SectorWeight
EDV
Vanguard Extended Duration Treasury ETF
Government Bonds10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities25%
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed25%
VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities10%
AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed10%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities10%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
Asia Pacific Equities10%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
4.24%
8.61%
Ginger Ale
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 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
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

EDVAVUVVWOVOODGSAVDVVEA
EDV1.00-0.25-0.12-0.13-0.11-0.17-0.14
AVUV-0.251.000.580.750.600.770.74
VWO-0.120.581.000.670.890.740.79
VOO-0.130.750.671.000.670.760.84
DGS-0.110.600.890.671.000.770.80
AVDV-0.170.770.740.760.771.000.94
VEA-0.140.740.790.840.800.941.00

Sharpe Ratio

The current Ginger Ale Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.69

The Sharpe ratio of Ginger Ale lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.69
0.81
Ginger Ale
Benchmark (^GSPC)
Portfolio components

Dividend yield

Ginger Ale granted a 2.65% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Ginger Ale2.65%2.78%2.14%2.33%2.19%2.13%1.79%2.34%2.37%2.25%2.45%2.91%
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.


0.63%
0.00%2.15%
0.36%
0.00%2.15%
0.25%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-11.47%
-9.93%
Ginger Ale
Benchmark (^GSPC)
Portfolio components

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, 202045Mar 23, 2020111Aug 28, 2020156
-24.7%Nov 9, 2021225Sep 30, 2022
-6.73%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-5.76%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-4.21%May 10, 20213May 12, 202113Jun 1, 202116

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.32%
3.41%
Ginger Ale
Benchmark (^GSPC)
Portfolio components