Ginger Ale
By John Williamson - https://www.optimizedportfolio.com/ginger-ale-portfolio/
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Ginger Ale | 0.08% | 9.59% | -3.69% | 4.95% | 12.75% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.41% | 7.59% | -5.06% | 9.79% | 15.86% | 12.42% |
AVUV Avantis U.S. Small Cap Value ETF | -10.04% | 11.04% | -15.40% | -4.81% | 20.92% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 12.77% | 11.62% | 8.93% | 10.01% | 11.74% | 5.66% |
AVDV Avantis International Small Cap Value ETF | 13.66% | 12.83% | 12.47% | 15.74% | 15.73% | N/A |
VWO Vanguard FTSE Emerging Markets ETF | 5.13% | 10.28% | 1.34% | 9.84% | 8.26% | 3.62% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 5.13% | 13.11% | 1.53% | 2.24% | 11.74% | 5.08% |
EDV Vanguard Extended Duration Treasury ETF | -1.39% | 1.71% | -8.18% | -3.20% | -13.56% | -1.59% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.78% | -0.49% | -2.57% | -0.77% | 2.21% | 0.08% | |||||||
| 2024 | -1.68% | 2.67% | 3.70% | -3.79% | 4.36% | 0.18% | 4.44% | 0.58% | 2.23% | -3.03% | 4.45% | -4.44% | 9.47% |
| 2023 | 8.34% | -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% |
| 2021 | 0.58% | 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 has an expense ratio of 0.19%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Ginger Ale is 19, meaning it’s performing worse than 81% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.57 | 2.18 |
AVUV Avantis U.S. Small Cap Value ETF | -0.21 | -0.05 | 0.99 | -0.14 | -0.38 |
VEA Vanguard FTSE Developed Markets ETF | 0.59 | 1.00 | 1.13 | 0.80 | 2.42 |
AVDV Avantis International Small Cap Value ETF | 0.85 | 1.34 | 1.19 | 1.18 | 4.15 |
VWO Vanguard FTSE Emerging Markets ETF | 0.55 | 0.92 | 1.12 | 0.54 | 1.77 |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 0.13 | 0.29 | 1.04 | 0.11 | 0.31 |
EDV Vanguard Extended Duration Treasury ETF | -0.19 | -0.14 | 0.98 | -0.07 | -0.37 |
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Dividends
Dividend yield
Ginger Ale provided a 2.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.58% | 2.60% | 2.58% | 2.74% | 2.04% | 2.17% | 1.98% | 1.85% | 1.53% | 1.93% | 1.90% | 1.75% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
AVUV Avantis U.S. Small Cap Value ETF | 1.84% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEA Vanguard FTSE Developed Markets ETF | 2.91% | 3.36% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% |
AVDV Avantis International Small Cap Value ETF | 3.79% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VWO Vanguard FTSE Emerging Markets ETF | 3.06% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | 3.25% | 3.36% | 4.55% | 5.34% | 3.98% | 3.69% | 3.95% | 4.24% | 2.81% | 3.42% | 3.28% | 3.20% |
EDV Vanguard Extended Duration Treasury ETF | 4.81% | 4.65% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% |
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.
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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 4.83%.
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 | 355 | Mar 1, 2024 | 580 |
| -16.51% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -7.06% | Jul 17, 2024 | 16 | Aug 7, 2024 | 12 | Aug 23, 2024 | 28 |
| -6.73% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 7 assets, with an effective number of assets of 5.71, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | EDV | VWO | AVUV | DGS | VOO | AVDV | VEA | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.05 | 0.65 | 0.73 | 0.66 | 1.00 | 0.72 | 0.81 | 0.88 |
| EDV | -0.05 | 1.00 | -0.05 | -0.14 | -0.03 | -0.05 | -0.07 | -0.03 | 0.03 |
| VWO | 0.65 | -0.05 | 1.00 | 0.56 | 0.89 | 0.65 | 0.73 | 0.79 | 0.77 |
| AVUV | 0.73 | -0.14 | 0.56 | 1.00 | 0.59 | 0.73 | 0.74 | 0.73 | 0.89 |
| DGS | 0.66 | -0.03 | 0.89 | 0.59 | 1.00 | 0.66 | 0.77 | 0.80 | 0.79 |
| VOO | 1.00 | -0.05 | 0.65 | 0.73 | 0.66 | 1.00 | 0.72 | 0.81 | 0.88 |
| AVDV | 0.72 | -0.07 | 0.73 | 0.74 | 0.77 | 0.72 | 1.00 | 0.93 | 0.87 |
| VEA | 0.81 | -0.03 | 0.79 | 0.73 | 0.80 | 0.81 | 0.93 | 1.00 | 0.91 |
| Portfolio | 0.88 | 0.03 | 0.77 | 0.89 | 0.79 | 0.88 | 0.87 | 0.91 | 1.00 |