Considering allocation
Proposed allocation
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Considering allocation, 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 Dec 4, 2019, corresponding to the inception date of AVUVX
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% |
| Considering allocation | 16.00% | 0.25% | 15.05% | 37.62% | N/A | N/A |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 22.21% | 1.76% | 16.23% | 41.74% | 15.06% | 12.65% |
VNQ Vanguard Real Estate ETF | 11.11% | -1.36% | 22.28% | 38.62% | 4.10% | 6.10% |
AVUVX Avantis U.S. Small Cap Value Fund | 7.87% | 0.06% | 8.33% | 31.17% | N/A | N/A |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 9.74% | -3.64% | 7.61% | 25.07% | 6.29% | 5.09% |
Monthly Returns
The table below presents the monthly returns of Considering allocation, 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 | -1.15% | 3.99% | 3.43% | -5.17% | 4.38% | 1.54% | 4.86% | 1.61% | 2.02% | 16.00% | |||
| 2023 | 8.29% | -2.99% | -0.38% | 0.49% | -1.63% | 7.13% | 4.17% | -2.71% | -4.85% | -3.38% | 9.64% | 7.39% | 21.58% |
| 2022 | -5.49% | -1.82% | 3.12% | -7.19% | -0.12% | -9.07% | 8.97% | -3.94% | -10.28% | 8.24% | 6.21% | -5.50% | -17.70% |
| 2021 | 0.78% | 5.06% | 4.46% | 4.91% | 1.58% | 1.45% | 0.94% | 2.55% | -3.77% | 5.90% | -2.05% | 5.14% | 29.91% |
| 2020 | -1.88% | -8.19% | -17.79% | 13.77% | 4.54% | 2.78% | 4.50% | 5.70% | -3.43% | -0.90% | 13.15% | 5.07% | 13.77% |
| 2019 | 3.56% | 3.56% |
Expense Ratio
Considering allocation has an expense ratio of 0.10%, 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 Considering allocation is 49, 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 | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 3.48 | 4.57 | 1.65 | 3.32 | 22.48 |
VNQ Vanguard Real Estate ETF | 2.28 | 3.26 | 1.41 | 1.17 | 8.94 |
AVUVX Avantis U.S. Small Cap Value Fund | 1.58 | 2.27 | 1.28 | 2.79 | 7.91 |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.17 | 3.02 | 1.38 | 1.50 | 13.45 |
Dividends
Dividend yield
Considering allocation provided a 1.99% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Considering allocation | 1.99% | 2.14% | 3.53% | 2.58% | 1.85% | 1.89% | 2.28% | 1.98% | 2.22% | 2.06% | 1.94% | 2.01% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.29% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VNQ Vanguard Real Estate ETF | 3.82% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
AVUVX Avantis U.S. Small Cap Value Fund | 1.46% | 1.57% | 8.07% | 5.83% | 0.73% | 0.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTIAX Vanguard Total International Stock Index Fund Admiral Shares | 2.88% | 3.21% | 3.04% | 3.05% | 2.10% | 3.04% | 3.16% | 2.73% | 2.93% | 2.84% | 3.40% | 2.71% |
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 Considering allocation. 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 Considering allocation was 38.44%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.
The current Considering allocation drawdown is 1.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.44% | Feb 18, 2020 | 25 | Mar 23, 2020 | 141 | Oct 12, 2020 | 166 |
| -24.79% | Jan 5, 2022 | 186 | Sep 30, 2022 | 312 | Dec 28, 2023 | 498 |
| -7.22% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -7.02% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -6.19% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current Considering allocation volatility is 2.70%, 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
| VNQ | AVUVX | VTIAX | VTSAX | |
|---|---|---|---|---|
| VNQ | 1.00 | 0.64 | 0.60 | 0.71 |
| AVUVX | 0.64 | 1.00 | 0.71 | 0.77 |
| VTIAX | 0.60 | 0.71 | 1.00 | 0.82 |
| VTSAX | 0.71 | 0.77 | 0.82 | 1.00 |