Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Value Portfolio - COWZ, DSTL, RDVY, SYLD, , 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 Every year.
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.44% | -1.90% | -3.41% | -1.91% | 30.31% | 17.22% | 10.14% | 12.44% |
Portfolio Value Portfolio - COWZ, DSTL, RDVY, SYLD, | 0.47% | 0.17% | 4.75% | 7.09% | 32.18% | 14.57% | 9.67% | — |
| Portfolio components: | ||||||||
SYLD Cambria Shareholder Yield ETF | 0.50% | 1.99% | 9.87% | 10.32% | 33.95% | 11.98% | 7.06% | 12.77% |
COWZ Pacer US Cash Cows 100 ETF | 0.05% | -1.48% | 4.30% | 9.47% | 30.15% | 12.27% | 10.83% | — |
RDVY First Trust Rising Dividend Achievers ETF | 0.90% | 0.20% | 0.32% | 2.95% | 33.23% | 18.11% | 10.17% | 14.98% |
DSTL Distillate U.S. Fundamental Stability & Value ETF | 0.21% | -3.54% | -1.00% | 0.35% | 18.22% | 12.34% | 9.10% | — |
AVUV Avantis US Small Cap Value ETF | 0.66% | 3.50% | 10.27% | 12.26% | 46.06% | 17.81% | 10.86% | — |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, Value Portfolio - COWZ, DSTL, RDVY, SYLD, 's average daily return is +0.07%, while the average monthly return is +1.30%. At this rate, your investment would double in approximately 4.5 years.
Historically, 59% of months were positive and 41% were negative. The best month was Nov 2020 with a return of +16.5%, while the worst month was Mar 2020 at -19.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.
On a daily basis, Value Portfolio - COWZ, DSTL, RDVY, SYLD, closed higher 52% of trading days. The best single day was Mar 24, 2020 with a return of +10.6%, while the worst single day was Mar 16, 2020 at -12.5%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 4.43% | 2.95% | -3.43% | 0.89% | 4.75% | ||||||||
| 2025 | 3.33% | -3.01% | -4.12% | -4.29% | 4.37% | 3.77% | 0.48% | 5.56% | 0.58% | -0.89% | 2.91% | 1.12% | 9.59% |
| 2024 | -0.80% | 3.40% | 6.25% | -5.57% | 3.31% | -2.05% | 7.46% | -0.51% | 0.93% | -1.71% | 8.25% | -7.59% | 10.51% |
| 2023 | 8.63% | -2.89% | -3.20% | -0.32% | -3.96% | 9.34% | 6.03% | -2.20% | -2.95% | -3.95% | 7.32% | 7.71% | 19.42% |
| 2022 | -2.56% | 0.37% | 1.62% | -5.41% | 3.81% | -12.44% | 9.03% | -2.54% | -9.38% | 13.00% | 6.33% | -5.89% | -6.96% |
| 2021 | 4.40% | 7.80% | 7.93% | 3.59% | 3.35% | -1.05% | -0.66% | 2.37% | -2.87% | 4.45% | -1.44% | 5.96% | 38.65% |
Benchmark Metrics
Value Portfolio - COWZ, DSTL, RDVY, SYLD, has an annualized alpha of 2.00%, beta of 1.01, and R² of 0.79 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio captured 107.58% of S&P 500 Index gains and 101.40% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- With beta of 1.01 and R² of 0.79, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 2.00%
- Beta
- 1.01
- R²
- 0.79
- Upside Capture
- 107.58%
- Downside Capture
- 101.40%
Expense Ratio
Value Portfolio - COWZ, DSTL, RDVY, SYLD, has an expense ratio of 0.44%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Value Portfolio - COWZ, DSTL, RDVY, SYLD, ranks 53 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.90 | 1.84 | +0.06 |
Sortino ratioReturn per unit of downside risk | 3.02 | 2.97 | +0.05 |
Omega ratioGain probability vs. loss probability | 1.38 | 1.40 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.27 | 1.82 | +0.44 |
Martin ratioReturn relative to average drawdown | 8.52 | 7.76 | +0.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SYLD Cambria Shareholder Yield ETF | 72 | 1.73 | 2.75 | 1.33 | 2.24 | 6.88 |
COWZ Pacer US Cash Cows 100 ETF | 80 | 1.94 | 3.06 | 1.40 | 1.94 | 8.83 |
RDVY First Trust Rising Dividend Achievers ETF | 77 | 1.94 | 3.02 | 1.38 | 2.06 | 8.16 |
DSTL Distillate U.S. Fundamental Stability & Value ETF | 49 | 1.21 | 2.02 | 1.24 | 0.93 | 3.37 |
AVUV Avantis US Small Cap Value ETF | 88 | 2.17 | 3.21 | 1.40 | 3.54 | 9.88 |
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Dividends
Dividend yield
Value Portfolio - COWZ, DSTL, RDVY, SYLD, provided a 1.53% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.53% | 1.69% | 1.69% | 1.78% | 1.89% | 1.44% | 1.62% | 1.39% | 1.17% | 0.95% | 0.82% | 1.81% |
| Portfolio components: | ||||||||||||
SYLD Cambria Shareholder Yield ETF | 1.93% | 2.25% | 2.04% | 1.92% | 2.20% | 2.37% | 1.99% | 2.08% | 2.52% | 1.57% | 1.92% | 6.93% |
COWZ Pacer US Cash Cows 100 ETF | 2.06% | 2.19% | 1.82% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% |
RDVY First Trust Rising Dividend Achievers ETF | 1.01% | 1.11% | 1.64% | 2.09% | 2.21% | 1.04% | 1.53% | 1.55% | 1.68% | 1.25% | 2.07% | 2.14% |
DSTL Distillate U.S. Fundamental Stability & Value ETF | 1.29% | 1.31% | 1.34% | 1.30% | 1.35% | 1.01% | 0.83% | 0.97% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis US Small Cap Value ETF | 1.38% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Value Portfolio - COWZ, DSTL, RDVY, SYLD, . 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 Value Portfolio - COWZ, DSTL, RDVY, SYLD, was 41.01%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current Value Portfolio - COWZ, DSTL, RDVY, SYLD, drawdown is 3.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.01% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -22.68% | Nov 26, 2024 | 90 | Apr 8, 2025 | 165 | Dec 3, 2025 | 255 |
| -20.08% | Mar 30, 2022 | 124 | Sep 26, 2022 | 89 | Feb 2, 2023 | 213 |
| -12.5% | Feb 3, 2023 | 30 | Mar 17, 2023 | 83 | Jul 18, 2023 | 113 |
| -10.1% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | DSTL | AVUV | SYLD | COWZ | RDVY | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.87 | 0.72 | 0.71 | 0.75 | 0.85 | 0.81 |
| DSTL | 0.87 | 1.00 | 0.79 | 0.82 | 0.87 | 0.89 | 0.90 |
| AVUV | 0.72 | 0.79 | 1.00 | 0.95 | 0.89 | 0.90 | 0.96 |
| SYLD | 0.71 | 0.82 | 0.95 | 1.00 | 0.91 | 0.89 | 0.97 |
| COWZ | 0.75 | 0.87 | 0.89 | 0.91 | 1.00 | 0.89 | 0.96 |
| RDVY | 0.85 | 0.89 | 0.90 | 0.89 | 0.89 | 1.00 | 0.96 |
| Portfolio | 0.81 | 0.90 | 0.96 | 0.97 | 0.96 | 0.96 | 1.00 |