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MyPF

Last updated Feb 28, 2024

Asset Allocation


AVUV 27.5%AVDV 27.5%JPGL.L 18%AVES 10%IMOM 6%QMOM 6%AVEM 5%EquityEquity
PositionCategory/SectorWeight
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

27.50%

AVDV
Avantis International Small Cap Value ETF
Foreign Small & Mid Cap Equities, Actively Managed

27.50%

JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
Global Equities

18%

AVES
Avantis Emerging Markets Value ETF
Emerging Markets Equities, Actively Managed

10%

IMOM
Alpha Architect International Quantitative Momentum ETF
Foreign Large Cap Equities

6%

QMOM
Alpha Architect U.S. Quantitative Momentum ETF
All Cap Equities

6%

AVEM
Avantis Emerging Markets Equity ETF
Foreign Large Cap Equities

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in MyPF, 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


-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2024February
10.37%
12.91%
MyPF
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.46%3.83%12.91%27.52%12.80%10.59%
MyPF1.62%1.74%10.18%13.25%N/AN/A
AVUV
Avantis U.S. Small Cap Value ETF
-0.86%-0.61%10.74%12.21%N/AN/A
AVDV
Avantis International Small Cap Value ETF
-0.46%0.45%6.91%10.01%N/AN/A
IMOM
Alpha Architect International Quantitative Momentum ETF
7.58%3.56%13.76%12.62%5.02%N/A
QMOM
Alpha Architect U.S. Quantitative Momentum ETF
12.76%7.09%24.53%24.33%14.60%N/A
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
2.75%2.79%9.55%13.51%N/AN/A
AVES
Avantis Emerging Markets Value ETF
2.02%4.29%9.16%15.99%N/AN/A
AVEM
Avantis Emerging Markets Equity ETF
1.63%4.20%7.17%14.98%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.17%
20235.73%-3.42%-2.96%-3.94%8.20%7.55%

Sharpe Ratio

The current MyPF Sharpe ratio is 0.81. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

0.002.004.000.81

The Sharpe ratio of MyPF is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
0.81
2.27
MyPF
Benchmark (^GSPC)
Portfolio components

Dividend yield

MyPF granted a 2.12% dividend yield in the last twelve months.


TTM202320222021202020192018201720162015
MyPF2.12%2.14%2.32%1.29%0.91%0.29%0.05%0.07%0.05%0.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.67%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%
AVDV
Avantis International Small Cap Value ETF
3.30%3.29%3.17%2.39%1.67%0.37%0.00%0.00%0.00%0.00%
IMOM
Alpha Architect International Quantitative Momentum ETF
2.74%2.95%6.06%1.27%0.59%1.17%0.78%1.11%0.54%0.01%
QMOM
Alpha Architect U.S. Quantitative Momentum ETF
0.78%0.87%1.59%0.12%0.08%0.01%0.05%0.13%0.34%0.01%
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AVES
Avantis Emerging Markets Value ETF
3.88%3.96%3.70%0.62%0.00%0.00%0.00%0.00%0.00%0.00%
AVEM
Avantis Emerging Markets Equity ETF
3.01%3.06%2.77%2.61%1.60%0.34%0.00%0.00%0.00%0.00%

Expense Ratio

The MyPF has a high expense ratio of 0.32%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.59%
0.00%2.15%
0.49%
0.00%2.15%
0.36%
0.00%2.15%
0.33%
0.00%2.15%
0.25%
0.00%2.15%
0.19%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.27
MyPF
0.81
AVUV
Avantis U.S. Small Cap Value ETF
0.54
AVDV
Avantis International Small Cap Value ETF
0.54
IMOM
Alpha Architect International Quantitative Momentum ETF
0.70
QMOM
Alpha Architect U.S. Quantitative Momentum ETF
1.05
JPGL.L
JPM Global Equity Multi-Factor UCITS ETF USD Acc
1.09
AVES
Avantis Emerging Markets Value ETF
0.94
AVEM
Avantis Emerging Markets Equity ETF
0.77

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

JPGL.LQMOMAVUVAVEMAVESIMOMAVDV
JPGL.L1.000.410.490.470.490.550.62
QMOM0.411.000.820.590.590.690.69
AVUV0.490.821.000.640.640.660.78
AVEM0.470.590.641.000.960.720.80
AVES0.490.590.640.961.000.730.80
IMOM0.550.690.660.720.731.000.86
AVDV0.620.690.780.800.800.861.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February0
-0.21%
MyPF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MyPF. 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 MyPF was 23.71%, occurring on Sep 26, 2022. Recovery took 314 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.71%Nov 9, 2021229Sep 26, 2022314Dec 14, 2023543
-4.04%Dec 28, 202314Jan 17, 202418Feb 12, 202432
-2.18%Feb 13, 20241Feb 13, 20242Feb 15, 20243
-1.87%Oct 26, 20212Oct 27, 20215Nov 3, 20217
-0.98%Oct 6, 20211Oct 6, 20211Oct 7, 20212

Volatility Chart

The current MyPF volatility is 3.64%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
3.64%
3.92%
MyPF
Benchmark (^GSPC)
Portfolio components
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