Ginger Ale
By John Williamson - https://www.optimizedportfolio.com/ginger-ale-portfolio/
Asset Allocation
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 every 3 months.
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 | -10.18% | -5.91% | -9.57% | 5.19% | 12.98% | 9.68% |
| Ginger Ale | -7.44% | -5.80% | -9.49% | 2.90% | 12.22% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -9.88% | -5.88% | -9.00% | 6.61% | 14.69% | 11.64% |
AVUV Avantis U.S. Small Cap Value ETF | -16.34% | -7.77% | -17.86% | -5.87% | 21.17% | N/A |
VEA Vanguard FTSE Developed Markets ETF | 6.62% | -3.35% | 0.40% | 9.39% | 11.05% | 5.27% |
AVDV Avantis International Small Cap Value ETF | 7.56% | -2.40% | 4.22% | 14.47% | 15.87% | N/A |
VWO Vanguard FTSE Emerging Markets ETF | -1.58% | -6.97% | -6.05% | 9.27% | 7.24% | 2.97% |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | -2.86% | -4.42% | -8.78% | -1.73% | 10.52% | 4.17% |
EDV Vanguard Extended Duration Treasury ETF | -0.98% | -5.71% | -8.85% | -1.10% | -14.16% | -2.88% |
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 | 1.99% | -1.49% | -3.24% | -4.78% | -7.44% | ||||||||
| 2024 | -1.47% | 3.00% | 3.98% | -3.79% | 4.56% | -0.02% | 4.74% | 0.26% | 2.01% | -2.52% | 5.27% | -4.39% | 11.55% |
| 2023 | 8.31% | -2.88% | -0.69% | 0.48% | -2.47% | 6.77% | 5.26% | -3.27% | -3.90% | -3.85% | 8.62% | 7.56% | 20.14% |
| 2022 | -3.37% | -1.10% | 1.03% | -7.15% | 1.43% | -9.13% | 6.90% | -3.21% | -9.86% | 7.18% | 8.33% | -4.55% | -14.60% |
| 2021 | 0.56% | 4.79% | 3.49% | 3.52% | 2.42% | 0.53% | -0.47% | 2.27% | -2.58% | 3.76% | -1.99% | 3.65% | 21.49% |
| 2020 | -3.47% | -6.74% | -16.29% | 11.33% | 3.68% | 2.91% | 4.77% | 4.51% | -2.52% | -0.82% | 12.20% | 5.14% | 11.78% |
| 2019 | -0.21% | 2.34% | 1.89% | 3.51% | 7.71% |
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 24, meaning it’s performing worse than 76% 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 | 0.32 | 0.57 | 1.08 | 0.32 | 1.42 |
AVUV Avantis U.S. Small Cap Value ETF | -0.27 | -0.22 | 0.97 | -0.24 | -0.75 |
VEA Vanguard FTSE Developed Markets ETF | 0.55 | 0.89 | 1.12 | 0.70 | 2.13 |
AVDV Avantis International Small Cap Value ETF | 0.78 | 1.17 | 1.17 | 1.02 | 3.57 |
VWO Vanguard FTSE Emerging Markets ETF | 0.51 | 0.85 | 1.11 | 0.48 | 1.67 |
DGS WisdomTree Emerging Markets SmallCap Divdend Fund | -0.07 | 0.01 | 1.00 | -0.05 | -0.17 |
EDV Vanguard Extended Duration Treasury ETF | 0.02 | 0.16 | 1.02 | 0.01 | 0.03 |
Dividends
Dividend yield
Ginger Ale provided a 2.72% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.72% | 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 | 1.44% | 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 | 1.98% | 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 | 3.07% | 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 | 4.01% | 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 | 3.27% | 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 | 3.52% | 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 | 4.79% | 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.
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 33.55%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Ginger Ale drawdown is 10.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.55% | Jan 21, 2020 | 44 | Mar 23, 2020 | 161 | Nov 9, 2020 | 205 |
| -24.07% | Nov 9, 2021 | 225 | Sep 30, 2022 | 306 | Dec 19, 2023 | 531 |
| -18.15% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -8.01% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -4.93% | Apr 1, 2024 | 14 | Apr 18, 2024 | 18 | May 14, 2024 | 32 |
Volatility
Volatility Chart
The current Ginger Ale volatility is 11.95%, 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.
Diversification
Asset Correlations Table
| EDV | AVUV | VOO | VWO | DGS | AVDV | VEA | |
|---|---|---|---|---|---|---|---|
| EDV | 1.00 | -0.15 | -0.06 | -0.05 | -0.03 | -0.07 | -0.04 |
| AVUV | -0.15 | 1.00 | 0.73 | 0.56 | 0.59 | 0.74 | 0.73 |
| VOO | -0.06 | 0.73 | 1.00 | 0.66 | 0.66 | 0.73 | 0.81 |
| VWO | -0.05 | 0.56 | 0.66 | 1.00 | 0.89 | 0.73 | 0.79 |
| DGS | -0.03 | 0.59 | 0.66 | 0.89 | 1.00 | 0.77 | 0.80 |
| AVDV | -0.07 | 0.74 | 0.73 | 0.73 | 0.77 | 1.00 | 0.93 |
| VEA | -0.04 | 0.73 | 0.81 | 0.79 | 0.80 | 0.93 | 1.00 |