Pale Ale Portfolio 1.0
Asset Allocation
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
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Pale Ale Portfolio 1.0 | 12.13% | 2.09% | 11.72% | 21.37% | N/A | N/A |
| Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | 9.60% | 10.21% | 10.86% | 20.54% | N/A | N/A |
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
XEQT.TO iShares Core Equity ETF Portfolio | 8.83% | 0.57% | 8.32% | 13.65% | N/A | N/A |
XAR SPDR S&P Aerospace & Defense ETF | 9.30% | 4.83% | 14.14% | 21.85% | 7.57% | 12.89% |
SCHG Schwab U.S. Large-Cap Growth ETF | 17.61% | -3.87% | 12.95% | 28.29% | 18.43% | 15.81% |
Monthly Returns
The table below presents the monthly returns of Pale Ale Portfolio 1.0, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.64% | 4.75% | 3.39% | -4.12% | 5.29% | 1.13% | 12.13% | ||||||
| 2023 | 8.31% | -1.54% | 0.87% | 0.24% | -0.40% | 7.90% | 4.32% | -2.32% | -5.15% | -1.91% | 9.86% | 6.54% | 28.56% |
| 2022 | -5.39% | 0.98% | 2.80% | -9.18% | -0.12% | -8.96% | 9.62% | -4.04% | -10.20% | 10.18% | 5.36% | -5.14% | -15.61% |
| 2021 | 0.13% | 5.47% | 4.50% | 4.32% | 1.46% | 1.97% | -0.16% | 1.65% | -3.31% | 5.17% | -2.30% | 3.50% | 24.29% |
| 2020 | -0.77% | -8.96% | -17.84% | 13.18% | 5.97% | 2.41% | 3.74% | 7.43% | -3.83% | -1.21% | 15.54% | 5.71% | 17.91% |
| 2019 | -0.45% | 1.61% | 3.68% | 2.22% | 7.21% |
Expense Ratio
Pale Ale Portfolio 1.0 has an expense ratio of 0.17%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Pale Ale Portfolio 1.0 is 50, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | 0.96 | 1.54 | 1.18 | 1.47 | 3.78 |
VOO Vanguard S&P 500 ETF | 1.72 | 2.41 | 1.31 | 1.70 | 8.43 |
XEQT.TO iShares Core Equity ETF Portfolio | 1.12 | 1.66 | 1.20 | 0.80 | 5.02 |
XAR SPDR S&P Aerospace & Defense ETF | 1.15 | 1.73 | 1.20 | 1.00 | 4.74 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.65 | 2.26 | 1.30 | 1.75 | 10.45 |
Dividends
Dividend yield
Pale Ale Portfolio 1.0 granted a 1.16% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Pale Ale Portfolio 1.0 | 1.16% | 1.24% | 1.32% | 1.09% | 1.12% | 1.01% | 0.91% | 0.71% | 0.88% | 1.13% | 0.80% | 0.97% |
| Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 1.57% | 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 | 1.34% | 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 | 1.94% | 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 | 0.54% | 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 | 0.43% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 3.64%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.73% | Feb 13, 2020 | 27 | Mar 23, 2020 | 163 | Nov 9, 2020 | 190 |
| -25.19% | Nov 9, 2021 | 231 | Sep 30, 2022 | 300 | Dec 1, 2023 | 531 |
| -5.62% | Apr 1, 2024 | 15 | Apr 19, 2024 | 14 | May 9, 2024 | 29 |
| -4.84% | Jul 6, 2021 | 10 | Jul 19, 2021 | 17 | Aug 11, 2021 | 27 |
| -4.79% | Jan 21, 2021 | 7 | Jan 29, 2021 | 4 | Feb 4, 2021 | 11 |
Volatility
Volatility Chart
The current Pale Ale Portfolio 1.0 volatility is 4.06%, 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
| XAR | SCHG | AVUV | XEQT.TO | VOO | |
|---|---|---|---|---|---|
| XAR | 1.00 | 0.56 | 0.80 | 0.70 | 0.70 |
| SCHG | 0.56 | 1.00 | 0.54 | 0.79 | 0.93 |
| AVUV | 0.80 | 0.54 | 1.00 | 0.77 | 0.73 |
| XEQT.TO | 0.70 | 0.79 | 0.77 | 1.00 | 0.88 |
| VOO | 0.70 | 0.93 | 0.73 | 0.88 | 1.00 |