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Ginger Ale
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


EDV 10%VOO 25%AVUV 25%VEA 10%AVDV 10%VWO 10%DGS 10%BondBondEquityEquity
PositionCategory/SectorWeight
AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed

10%

AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

25%

DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
Asia Pacific Equities

10%

EDV
Vanguard Extended Duration Treasury ETF
Government Bonds

10%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

25%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

10%

S&P 500

Performance

Performance Chart

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


50.00%60.00%70.00%80.00%2024FebruaryMarchAprilMayJune
59.56%
83.52%
Ginger Ale
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
14.57%2.97%14.93%24.71%13.14%10.88%
Ginger Ale5.17%0.53%5.77%17.28%N/AN/A
VOO
Vanguard S&P 500 ETF
15.25%3.79%15.65%27.47%14.99%12.92%
AVUV
Avantis U.S. Small Cap Value ETF
-0.91%-2.75%-1.28%20.86%N/AN/A
VEA
Vanguard FTSE Developed Markets ETF
4.04%-1.46%4.89%12.51%6.58%4.51%
AVDV
Avantis International Small Cap Value ETF
4.91%-1.47%5.49%18.19%N/AN/A
VWO
Vanguard FTSE Emerging Markets ETF
7.45%0.14%9.69%13.27%3.88%3.11%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
5.07%0.65%6.82%17.31%6.85%4.84%
EDV
Vanguard Extended Duration Treasury ETF
-5.53%4.53%-4.97%-9.87%-6.49%0.41%

Monthly Returns

The table below presents the monthly returns of Ginger Ale, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.68%2.67%3.70%-3.79%4.38%5.17%
20238.34%-3.23%0.09%0.54%-2.59%6.27%4.73%-3.44%-4.15%-4.07%8.86%7.58%18.93%
2022-3.27%-1.20%0.71%-7.30%1.13%-8.69%6.36%-3.30%-9.87%5.81%8.90%-4.19%-15.68%
20210.58%4.90%3.51%3.53%2.30%0.71%-0.29%2.17%-2.63%3.60%-1.92%3.45%21.43%
2020-3.31%-6.53%-15.82%12.30%4.07%3.03%4.59%4.92%-2.67%-0.51%12.71%5.44%15.68%
2019-0.21%2.34%1.89%3.50%7.70%

Expense Ratio

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.


Expense ratio chart for DGS: current value at 0.63% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.63%
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
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 VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for EDV: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VEA: 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Ginger Ale is 23, indicating that it is in the bottom 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Ginger Ale is 2323
Ginger Ale
The Sharpe Ratio Rank of Ginger Ale is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of Ginger Ale is 2323Sortino Ratio Rank
The Omega Ratio Rank of Ginger Ale is 2323Omega Ratio Rank
The Calmar Ratio Rank of Ginger Ale is 2525Calmar Ratio Rank
The Martin Ratio Rank of Ginger Ale is 2222Martin 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.


Ginger Ale
Sharpe ratio
The chart of Sharpe ratio for Ginger Ale, currently valued at 1.27, compared to the broader market0.002.004.001.27
Sortino ratio
The chart of Sortino ratio for Ginger Ale, currently valued at 1.87, compared to the broader market-2.000.002.004.006.001.87
Omega ratio
The chart of Omega ratio for Ginger Ale, currently valued at 1.22, compared to the broader market0.801.001.201.401.601.801.22
Calmar ratio
The chart of Calmar ratio for Ginger Ale, currently valued at 0.94, compared to the broader market0.002.004.006.008.0010.000.94
Martin ratio
The chart of Martin ratio for Ginger Ale, currently valued at 3.68, compared to the broader market0.0010.0020.0030.0040.0050.003.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.24, compared to the broader market0.002.004.002.24
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.16, compared to the broader market-2.000.002.004.006.003.16
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.78, compared to the broader market0.002.004.006.008.0010.001.78
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.36, compared to the broader market0.0010.0020.0030.0040.0050.008.36

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.393.361.422.329.31
AVUV
Avantis U.S. Small Cap Value ETF
0.971.521.171.453.69
VEA
Vanguard FTSE Developed Markets ETF
0.801.201.140.602.43
AVDV
Avantis International Small Cap Value ETF
1.071.561.181.064.17
VWO
Vanguard FTSE Emerging Markets ETF
0.831.261.150.402.30
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
1.181.761.211.193.86
EDV
Vanguard Extended Duration Treasury ETF
-0.43-0.470.95-0.17-0.74

Sharpe Ratio

The current Ginger Ale Sharpe ratio is 1.27. 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 1.46 to 2.42, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Ginger Ale 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 Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.27
2.24
Ginger Ale
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Ginger Ale granted a 2.24% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Ginger Ale2.24%2.58%2.74%2.04%2.17%1.98%1.85%1.53%1.93%1.90%1.75%1.84%
VOO
Vanguard S&P 500 ETF
1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
AVUV
Avantis U.S. Small Cap Value ETF
1.24%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
VEA
Vanguard FTSE Developed Markets ETF
3.40%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
AVDV
Avantis International Small Cap Value ETF
1.36%3.29%3.17%2.39%1.67%0.37%0.00%0.00%0.00%0.00%0.00%0.00%
VWO
Vanguard FTSE Emerging Markets ETF
3.19%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
4.21%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%3.45%
EDV
Vanguard Extended Duration Treasury ETF
3.92%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%5.03%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-1.01%
-0.41%
Ginger Ale
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Ginger Ale. 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 Ginger Ale was 32.86%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.

The current Ginger Ale drawdown is 1.01%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.86%Jan 17, 202045Mar 23, 2020111Aug 28, 2020156
-24.7%Nov 9, 2021225Sep 30, 2022355Mar 1, 2024580
-6.73%Sep 3, 202014Sep 23, 202012Oct 9, 202026
-5.76%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-4.86%Apr 1, 202414Apr 18, 202418May 14, 202432

Volatility

Volatility Chart

The current Ginger Ale volatility is 3.00%, 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.


2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
3.00%
2.38%
Ginger Ale
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.

EDVAVUVVOOVWODGSAVDVVEA
EDV1.00-0.18-0.07-0.07-0.05-0.11-0.08
AVUV-0.181.000.740.570.590.760.74
VOO-0.070.741.000.670.670.740.83
VWO-0.070.570.671.000.890.730.79
DGS-0.050.590.670.891.000.760.79
AVDV-0.110.760.740.730.761.000.94
VEA-0.080.740.830.790.790.941.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019