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Gyroscopic 5% avuv

Last updated Mar 2, 2024

Asset Allocation


VGIT 60%IAU 10%SCHD 25%AVUV 5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

60%

IAU
iShares Gold Trust
Precious Metals, Gold

10%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

25%

AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

5%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Gyroscopic 5% avuv, 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%20.00%30.00%40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
22.48%
72.52%
Gyroscopic 5% avuv
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Gyroscopic 5% avuv0.22%-0.29%4.42%5.92%N/AN/A
AVUV
Avantis U.S. Small Cap Value ETF
-0.19%2.36%9.44%10.49%N/AN/A
SCHD
Schwab US Dividend Equity ETF
2.65%1.44%6.69%7.27%12.26%11.35%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.88%-1.50%2.59%3.83%0.59%1.11%
IAU
iShares Gold Trust
0.95%1.31%7.18%11.96%9.87%4.33%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.08%-0.31%
2023-0.79%-2.73%-0.98%4.08%3.89%

Sharpe Ratio

The current Gyroscopic 5% avuv Sharpe ratio is 1.08. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.08

The Sharpe ratio of Gyroscopic 5% avuv 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 Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.08
2.44
Gyroscopic 5% avuv
Benchmark (^GSPC)
Portfolio components

Dividend yield

Gyroscopic 5% avuv granted a 2.67% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gyroscopic 5% avuv2.67%2.59%1.98%1.78%2.19%2.10%2.00%1.66%1.74%1.76%1.58%1.60%
AVUV
Avantis U.S. Small Cap Value ETF
1.66%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VGIT
Vanguard Intermediate-Term Treasury ETF
2.90%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%
IAU
iShares Gold 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%

Expense Ratio

The Gyroscopic 5% avuv has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%

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
2.44
Gyroscopic 5% avuv
1.08
AVUV
Avantis U.S. Small Cap Value ETF
0.56
SCHD
Schwab US Dividend Equity ETF
0.72
VGIT
Vanguard Intermediate-Term Treasury ETF
0.61
IAU
iShares Gold Trust
1.02

Asset Correlations Table

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

IAUVGITSCHDAVUV
IAU1.000.410.090.07
VGIT0.411.00-0.11-0.16
SCHD0.09-0.111.000.85
AVUV0.07-0.160.851.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.39%
0
Gyroscopic 5% avuv
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Gyroscopic 5% avuv. 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 Gyroscopic 5% avuv was 13.04%, occurring on Sep 27, 2022. The portfolio has not yet recovered.

The current Gyroscopic 5% avuv drawdown is 1.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-13.04%Jan 5, 2022183Sep 27, 2022
-8.37%Feb 24, 202020Mar 20, 202027Apr 29, 202047
-3.35%Jun 9, 202014Jun 26, 202020Jul 27, 202034
-3.06%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-2.45%Oct 13, 202012Oct 28, 20208Nov 9, 202020

Volatility Chart

The current Gyroscopic 5% avuv volatility is 2.14%, 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.


1.00%2.00%3.00%4.00%5.00%OctoberNovemberDecember2024FebruaryMarch
2.14%
3.47%
Gyroscopic 5% avuv
Benchmark (^GSPC)
Portfolio components
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