PortfoliosLab logo
PortfoliosLab logo
​
Tools
Performance Analysis
Portfolio Analysis
Risk Analysis
Optimization
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Screeners
Discussions
Roth IRA V2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Roth IRA V2

Last updated Nov 13, 2024

QQQ is actually QQQM, just use QQQ for more data

Asset Allocation

GLDM 5%FXAIX 25%AVUV 25%FPADX 10%FSPSX 10%AVDV 10%AVES 10%QQQ 5%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
AVDV
Avantis International Small Cap Value ETF		Foreign Small & Mid Cap Equities, Actively Managed
10%
AVES
Avantis Emerging Markets Value ETF		Emerging Markets Equities, Actively Managed
10%
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
25%
FPADX
Fidelity Emerging Markets Index Fund		Emerging Markets Diversified
10%
FSPSX
Fidelity International Index Fund		Large Cap Blend Equities, Foreign Large Cap Equities
10%
FXAIX
Fidelity 500 Index Fund		Large Cap Blend Equities
25%
GLDM
SPDR Gold MiniShares Trust		Precious Metals, Gold
5%
QQQ
Invesco QQQ		Large Cap Blend Equities
5%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Roth IRA V2, 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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.03%
12.73%
Roth IRA V2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 30, 2021, corresponding to the inception date of AVES

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Roth IRA V216.53%0.12%7.03%25.93%N/AN/A
Portfolio components:
GLDM
SPDR Gold MiniShares Trust		25.93%-2.00%8.88%32.24%11.97%N/A
FPADX
Fidelity Emerging Markets Index Fund		9.35%-5.34%1.57%14.64%3.25%3.19%
FXAIX
Fidelity 500 Index Fund		26.92%2.20%13.46%34.97%15.96%13.30%
FSPSX
Fidelity International Index Fund		5.30%-5.66%-2.89%13.16%5.97%5.26%
QQQ
Invesco QQQ		25.79%3.10%13.59%34.02%21.42%18.39%
AVUV
Avantis U.S. Small Cap Value ETF		16.65%6.36%11.34%32.01%16.44%N/A
AVDV
Avantis International Small Cap Value ETF		7.77%-4.60%-0.52%16.44%7.55%N/A
AVES
Avantis Emerging Markets Value ETF		7.00%-5.89%-2.02%13.39%N/AN/A

Monthly Returns

The table below presents the monthly returns of Roth IRA V2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.25%3.53%3.95%-2.94%4.31%0.40%4.21%0.40%2.42%-2.25%16.53%
20238.27%-2.95%0.46%0.59%-1.93%6.41%5.35%-3.29%-3.55%-2.92%8.16%6.56%21.82%
2022-3.34%-1.10%1.26%-6.74%1.47%-9.17%6.56%-3.18%-9.80%6.94%9.04%-4.32%-13.61%
20213.85%-2.31%3.97%5.49%

Expense Ratio

Roth IRA V2 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.

AVDV
Avantis International Small Cap Value ETF
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
AVES
Avantis Emerging Markets Value ETF
Expense ratio chart for AVES: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
AVUV
Avantis U.S. Small Cap Value ETF
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
GLDM
SPDR Gold MiniShares Trust
Expense ratio chart for GLDM: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
FPADX
Fidelity Emerging Markets Index Fund
Expense ratio chart for FPADX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
FSPSX
Fidelity International Index Fund
Expense ratio chart for FSPSX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
FXAIX
Fidelity 500 Index Fund
Expense ratio chart for FXAIX: current value at 0.02% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Roth IRA V2 is 42, 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.

The Risk-Adjusted Performance Rank of Roth IRA V2 is 4242
Combined Rank
The Sharpe Ratio Rank of Roth IRA V2 is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of Roth IRA V2 is 3434Sortino Ratio Rank
The Omega Ratio Rank of Roth IRA V2 is 3636Omega Ratio Rank
The Calmar Ratio Rank of Roth IRA V2 is 5757Calmar Ratio Rank
The Martin Ratio Rank of Roth IRA V2 is 4848Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Roth IRA V2
Sharpe ratio
The chart of Sharpe ratio for Roth IRA V2, currently valued at 2.30, compared to the broader market0.002.004.006.002.30
Sortino ratio
The chart of Sortino ratio for Roth IRA V2, currently valued at 3.12, compared to the broader market-2.000.002.004.006.003.12
Omega ratio
The chart of Omega ratio for Roth IRA V2, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.802.001.42
Calmar ratio
The chart of Calmar ratio for Roth IRA V2, currently valued at 3.54, compared to the broader market0.005.0010.0015.003.54
Martin ratio
The chart of Martin ratio for Roth IRA V2, currently valued at 15.21, compared to the broader market0.0010.0020.0030.0040.0050.0060.0015.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GLDM
SPDR Gold MiniShares Trust		2.343.081.415.0915.13
FPADX
Fidelity Emerging Markets Index Fund		1.201.741.220.766.11
FXAIX
Fidelity 500 Index Fund		3.054.061.574.4420.09
FSPSX
Fidelity International Index Fund		1.291.851.231.706.59
QQQ
Invesco QQQ		2.112.781.382.699.81
AVUV
Avantis U.S. Small Cap Value ETF		1.782.621.323.529.29
AVDV
Avantis International Small Cap Value ETF		1.401.951.242.108.01
AVES
Avantis Emerging Markets Value ETF		1.051.521.191.355.99

Sharpe Ratio

The current Roth IRA V2 Sharpe ratio is 2.30. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.98, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Roth IRA V2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.30
2.90
Roth IRA V2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Roth IRA V2 provided a 1.94% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.94%2.08%2.10%1.47%1.23%1.23%1.06%0.91%1.02%1.22%1.28%0.98%
Portfolio components:
GLDM
SPDR Gold MiniShares Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FPADX
Fidelity Emerging Markets Index Fund		2.45%2.68%2.47%2.14%1.50%2.59%2.20%1.76%1.69%2.47%2.03%2.15%
FXAIX
Fidelity 500 Index Fund		1.21%1.45%1.69%1.22%1.60%1.95%2.07%1.81%2.01%2.56%2.63%1.84%
FSPSX
Fidelity International Index Fund		3.02%2.79%2.66%3.07%1.84%3.18%2.79%2.36%2.99%2.79%3.53%2.59%
QQQ
Invesco QQQ		0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.02%
AVUV
Avantis U.S. Small Cap Value ETF		1.51%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF		3.13%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%0.00%
AVES
Avantis Emerging Markets Value ETF		3.70%3.96%3.70%0.62%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.50%
-0.29%
Roth IRA V2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Roth IRA V2. 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 Roth IRA V2 was 23.60%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.

The current Roth IRA V2 drawdown is 1.50%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.6%Nov 9, 2021225Sep 30, 2022302Dec 13, 2023527
-8.37%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-4.16%Apr 10, 20248Apr 19, 202414May 9, 202422
-3.9%Dec 29, 202312Jan 17, 202417Feb 9, 202429
-2.94%Oct 21, 20249Oct 31, 20244Nov 6, 202413

Volatility

Volatility Chart

The current Roth IRA V2 volatility is 3.83%, 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%6.00%JuneJulyAugustSeptemberOctoberNovember
3.83%
3.86%
Roth IRA V2
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.
GLDMAVUVQQQFPADXFXAIXAVESAVDVFSPSX
GLDM1.000.160.100.310.130.370.380.34
AVUV0.161.000.610.560.750.610.760.69
QQQ0.100.611.000.620.940.580.620.69
FPADX0.310.560.621.000.630.920.730.76
FXAIX0.130.750.940.631.000.630.720.77
AVES0.370.610.580.920.631.000.790.79
AVDV0.380.760.620.730.720.791.000.92
FSPSX0.340.690.690.760.770.790.921.00
The correlation results are calculated based on daily price changes starting from Oct 1, 2021