Asterix
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Asterix, 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 30, 2021, corresponding to the inception date of AVES
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
Asterix | 12.29% | 3.19% | 12.00% | 28.05% | N/A | N/A |
Portfolio components: | ||||||
Avantis U.S. Small Cap Value ETF | 11.23% | 4.40% | 14.49% | 31.10% | 16.45% | N/A |
Avantis International Small Cap Value ETF | 12.55% | 0.51% | 9.91% | 27.88% | 9.15% | N/A |
Avantis Emerging Markets Value ETF | 12.83% | 4.68% | 11.38% | 24.67% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Asterix, 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 | -2.52% | 2.73% | 4.25% | -2.31% | 4.55% | -1.96% | 5.56% | -0.50% | 2.54% | 12.29% | |||
2023 | 8.94% | -2.95% | -2.39% | 0.48% | -4.11% | 7.01% | 6.96% | -3.94% | -2.37% | -4.11% | 7.84% | 7.83% | 19.03% |
2022 | -2.29% | 0.03% | 0.42% | -5.55% | 2.23% | -10.59% | 5.65% | -2.60% | -10.63% | 7.26% | 10.80% | -3.61% | -10.74% |
2021 | 2.10% | -3.67% | 4.70% | 2.97% |
Expense Ratio
Asterix features an expense ratio of 0.32%, falling within the medium range. 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 Asterix is 23, indicating that it is in the bottom 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
---|---|---|---|---|---|
Avantis U.S. Small Cap Value ETF | 1.47 | 2.14 | 1.26 | 2.45 | 7.24 |
Avantis International Small Cap Value ETF | 1.77 | 2.41 | 1.30 | 1.88 | 11.63 |
Avantis Emerging Markets Value ETF | 1.46 | 2.07 | 1.26 | 1.42 | 9.23 |
Dividends
Dividend yield
Asterix granted a 2.69% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | |
---|---|---|---|---|---|---|
Asterix | 2.69% | 2.95% | 2.86% | 1.43% | 0.96% | 0.25% |
Portfolio components: | ||||||
Avantis U.S. Small Cap Value ETF | 1.58% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% |
Avantis International Small Cap Value ETF | 3.00% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% |
Avantis Emerging Markets Value ETF | 3.51% | 3.96% | 3.70% | 0.62% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Asterix. 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 Asterix was 24.14%, occurring on Sep 26, 2022. Recovery took 307 trading sessions.
The current Asterix drawdown is 0.30%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-24.14% | Jan 13, 2022 | 176 | Sep 26, 2022 | 307 | Dec 14, 2023 | 483 |
-8.57% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
-7.09% | Nov 9, 2021 | 16 | Dec 1, 2021 | 29 | Jan 12, 2022 | 45 |
-5.43% | Dec 29, 2023 | 12 | Jan 17, 2024 | 31 | Mar 1, 2024 | 43 |
-4.74% | Apr 10, 2024 | 6 | Apr 17, 2024 | 13 | May 6, 2024 | 19 |
Volatility
Volatility Chart
The current Asterix volatility is 4.39%, 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
AVUV | AVES | AVDV | |
---|---|---|---|
AVUV | 1.00 | 0.62 | 0.77 |
AVES | 0.62 | 1.00 | 0.79 |
AVDV | 0.77 | 0.79 | 1.00 |