mine
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVDV Avantis International Small Cap Value ETF | Foreign Small & Mid Cap Equities, Actively Managed | 25% |
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 25% |
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | Global Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in mine, 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 VHVG.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| mine | 13.28% | -1.15% | 10.48% | 31.92% | 11.94% | N/A |
| Portfolio components: | ||||||
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 17.95% | 0.37% | 13.19% | 35.98% | 11.96% | N/A |
AVDV Avantis International Small Cap Value ETF | 9.37% | -5.04% | 6.22% | 24.03% | 7.78% | N/A |
AVUV Avantis U.S. Small Cap Value ETF | 7.85% | -0.29% | 9.20% | 31.46% | 14.45% | N/A |
Monthly Returns
The table below presents the monthly returns of mine, 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% | 2.66% | 4.57% | -3.52% | 4.23% | 0.19% | 4.65% | 0.25% | 1.63% | 13.28% | |||
| 2023 | 7.56% | -2.12% | -0.60% | 1.20% | -2.63% | 6.76% | 5.16% | -2.57% | -3.50% | -3.81% | 8.27% | 7.55% | 21.93% |
| 2022 | -4.85% | -0.26% | 2.17% | -6.60% | 0.71% | -10.05% | 7.65% | -3.45% | -9.21% | 7.81% | 7.54% | -3.26% | -13.18% |
| 2021 | 0.90% | 6.00% | 4.60% | 3.68% | 2.91% | -0.43% | 0.19% | 2.16% | -2.30% | 3.98% | -2.79% | 4.41% | 25.43% |
| 2020 | -3.85% | -10.03% | -18.11% | 12.94% | 4.93% | 2.97% | 2.99% | 7.54% | -3.07% | -1.28% | 14.83% | 6.53% | 12.08% |
| 2019 | 0.01% | 2.96% | 2.68% | 3.87% | 9.82% |
Expense Ratio
mine has an expense ratio of 0.21%, 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 mine is 28, 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 | |
|---|---|---|---|---|---|
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 2.79 | 3.88 | 1.52 | 3.64 | 17.71 |
AVDV Avantis International Small Cap Value ETF | 1.45 | 2.01 | 1.26 | 1.91 | 9.00 |
AVUV Avantis U.S. Small Cap Value ETF | 1.26 | 1.87 | 1.23 | 2.34 | 6.16 |
Dividends
Dividend yield
mine provided a 1.18% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|
| mine | 1.18% | 1.23% | 1.23% | 0.92% | 0.72% | 0.19% |
| Portfolio components: | ||||||
VHVG.L Vanguard FTSE Developed World UCITS ETF Acc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.09% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% |
AVUV Avantis U.S. Small Cap Value ETF | 1.63% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
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 mine. 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 mine was 39.03%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current mine drawdown is 1.89%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.03% | Jan 21, 2020 | 45 | Mar 23, 2020 | 163 | Nov 9, 2020 | 208 |
| -24.72% | Nov 9, 2021 | 229 | Sep 26, 2022 | 313 | Dec 13, 2023 | 542 |
| -8.19% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -5.47% | Jun 9, 2021 | 29 | Jul 19, 2021 | 17 | Aug 11, 2021 | 46 |
| -4.76% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
Volatility
Volatility Chart
The current mine volatility is 2.64%, 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
| VHVG.L | AVUV | AVDV | |
|---|---|---|---|
| VHVG.L | 1.00 | 0.54 | 0.69 |
| AVUV | 0.54 | 1.00 | 0.76 |
| AVDV | 0.69 | 0.76 | 1.00 |