PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Pale Ale Portfolio 1.0
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AVUV 20%VOO 20%XEQT.TO 20%XAR 20%SCHG 20%EquityEquity
PositionCategory/SectorWeight
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

20%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

20%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

XAR
SPDR S&P Aerospace & Defense ETF
Industrials Equities, Aerospace & Defense

20%

XEQT.TO
iShares Core Equity ETF Portfolio
Global Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Pale Ale Portfolio 1.0, 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


40.00%50.00%60.00%70.00%80.00%NovemberDecember2024FebruaryMarchApril
73.11%
66.82%
Pale Ale Portfolio 1.0
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
4.14%-4.93%17.59%20.28%11.33%10.22%
Pale Ale Portfolio 1.01.56%-4.79%18.23%21.32%N/AN/A
AVUV
Avantis U.S. Small Cap Value ETF
-1.61%-3.34%19.14%22.20%N/AN/A
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%13.18%12.27%
XEQT.TO
iShares Core Equity ETF Portfolio
2.05%-4.06%16.63%12.88%N/AN/A
XAR
SPDR S&P Aerospace & Defense ETF
-2.24%-4.62%15.67%14.75%7.72%11.14%
SCHG
Schwab U.S. Large-Cap Growth ETF
5.03%-6.73%20.82%34.53%17.09%15.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.64%4.75%3.39%
2023-5.15%-1.91%9.86%6.54%

Expense Ratio

The Pale Ale Portfolio 1.0 features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Pale Ale Portfolio 1.0
Sharpe ratio
The chart of Sharpe ratio for Pale Ale Portfolio 1.0, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.001.89
Sortino ratio
The chart of Sortino ratio for Pale Ale Portfolio 1.0, currently valued at 2.75, compared to the broader market-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for Pale Ale Portfolio 1.0, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Pale Ale Portfolio 1.0, currently valued at 1.79, compared to the broader market0.002.004.006.008.001.79
Martin ratio
The chart of Martin ratio for Pale Ale Portfolio 1.0, currently valued at 7.14, compared to the broader market0.0010.0020.0030.0040.007.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVUV
Avantis U.S. Small Cap Value ETF
1.332.101.231.555.54
VOO
Vanguard S&P 500 ETF
2.103.051.371.818.64
XEQT.TO
iShares Core Equity ETF Portfolio
1.251.861.220.914.11
XAR
SPDR S&P Aerospace & Defense ETF
1.131.701.200.984.24
SCHG
Schwab U.S. Large-Cap Growth ETF
2.353.241.411.7012.71

Sharpe Ratio

The current Pale Ale Portfolio 1.0 Sharpe ratio is 1.89. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.89

The Sharpe ratio of Pale Ale Portfolio 1.0 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.89
1.66
Pale Ale Portfolio 1.0
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Pale Ale Portfolio 1.0 granted a 1.22% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Pale Ale Portfolio 1.01.22%1.24%1.32%1.09%1.12%1.01%0.91%0.71%0.79%1.13%0.80%0.97%
AVUV
Avantis U.S. Small Cap Value ETF
1.67%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
XEQT.TO
iShares Core Equity ETF Portfolio
1.99%2.09%2.14%1.65%1.68%1.20%0.00%0.00%0.00%0.00%0.00%0.00%
XAR
SPDR S&P Aerospace & Defense ETF
0.58%0.54%0.50%0.83%0.63%0.74%1.19%0.76%1.09%2.31%1.07%1.96%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.46%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.62%
-5.46%
Pale Ale Portfolio 1.0
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Pale Ale Portfolio 1.0. 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 Pale Ale Portfolio 1.0 was 38.73%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.

The current Pale Ale Portfolio 1.0 drawdown is 5.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.73%Feb 13, 202027Mar 23, 2020163Nov 9, 2020190
-25.19%Nov 9, 2021231Sep 30, 2022300Dec 1, 2023531
-5.62%Apr 1, 202415Apr 19, 2024
-4.84%Jul 6, 202110Jul 19, 202117Aug 11, 202127
-4.79%Jan 21, 20217Jan 29, 20214Feb 4, 202111

Volatility

Volatility Chart

The current Pale Ale Portfolio 1.0 volatility is 3.26%, 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.26%
3.15%
Pale Ale Portfolio 1.0
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.

XARSCHGAVUVXEQT.TOVOO
XAR1.000.570.800.700.71
SCHG0.571.000.560.790.93
AVUV0.800.561.000.770.74
XEQT.TO0.700.790.771.000.89
VOO0.710.930.740.891.00