Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVDV Avantis International Small Cap Value ETF | Foreign Small & Mid Cap Equities | 12.48% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 26.99% |
VTV Vanguard Value ETF | Large Cap Value Equities | 28.07% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 32.45% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JAS -2b optimized, 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 3 months.
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The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVDV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -2.33% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio JAS -2b optimized | -0.26% | -0.96% | 6.26% | 9.06% | 35.62% | 15.42% | 9.53% | — |
| Portfolio components: | ||||||||
VXUS Vanguard Total International Stock ETF | -0.68% | -0.54% | 2.81% | 5.79% | 39.16% | 15.41% | 7.43% | 9.01% |
AVDV Avantis International Small Cap Value ETF | -0.97% | -2.29% | 7.34% | 13.75% | 65.77% | 23.93% | 13.58% | — |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -1.00% | 12.35% | 13.59% | 25.56% | 11.70% | 8.35% | 12.30% |
VTV Vanguard Value ETF | 0.16% | -0.98% | 3.71% | 6.17% | 28.21% | 14.94% | 10.95% | 11.89% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 27, 2019, JAS -2b optimized's average daily return is +0.05%, while the average monthly return is +1.02%. At this rate, your investment would double in approximately 5.7 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +13.2%, while the worst month was Mar 2020 at -15.4%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JAS -2b optimized closed higher 54% of trading days. The best single day was Mar 24, 2020 with a return of +8.7%, while the worst single day was Mar 12, 2020 at -10.4%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.40% | 5.64% | -5.73% | 0.28% | 6.26% | ||||||||
| 2025 | 3.11% | 1.68% | -0.45% | -1.71% | 3.66% | 3.51% | -0.13% | 4.70% | 1.88% | -0.11% | 2.17% | 1.52% | 21.48% |
| 2024 | -0.50% | 2.58% | 4.46% | -3.33% | 3.44% | -0.62% | 4.44% | 2.44% | 1.77% | -2.42% | 2.91% | -4.78% | 10.29% |
| 2023 | 5.19% | -3.48% | 0.53% | 1.15% | -4.16% | 5.18% | 4.09% | -2.85% | -3.45% | -3.28% | 7.08% | 5.56% | 11.06% |
| 2022 | -2.36% | -1.80% | 1.70% | -5.22% | 2.42% | -8.28% | 4.42% | -3.57% | -8.73% | 8.11% | 9.26% | -2.66% | -8.25% |
| 2021 | -0.47% | 4.49% | 5.41% | 2.96% | 3.10% | -1.01% | 0.21% | 1.81% | -3.54% | 3.97% | -3.59% | 5.79% | 20.21% |
Benchmark Metrics
JAS -2b optimized has an annualized alpha of 1.30%, beta of 0.80, and R² of 0.84 versus S&P 500 Index. Calculated based on daily prices since September 27, 2019.
- This portfolio participated in 86.63% of S&P 500 Index downside but only 83.87% of its upside — more exposed to losses than it benefited from rallies.
- Alpha
- 1.30%
- Beta
- 0.80
- R²
- 0.84
- Upside Capture
- 83.87%
- Downside Capture
- 86.63%
Expense Ratio
JAS -2b optimized has an expense ratio of 0.09%, which is considered low. 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
JAS -2b optimized ranks 69 for risk / return — better than 69% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.58 | 0.88 | +0.70 |
Sortino ratioReturn per unit of downside risk | 2.20 | 1.37 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.34 | 1.21 | +0.13 |
Calmar ratioReturn relative to maximum drawdown | 2.04 | 1.39 | +0.66 |
Martin ratioReturn relative to average drawdown | 9.41 | 6.43 | +2.97 |
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 | |
|---|---|---|---|---|---|---|
VXUS Vanguard Total International Stock ETF | 78 | 1.63 | 2.25 | 1.33 | 2.52 | 9.49 |
AVDV Avantis International Small Cap Value ETF | 94 | 2.69 | 3.38 | 1.55 | 3.76 | 15.42 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
VTV Vanguard Value ETF | 55 | 1.09 | 1.57 | 1.23 | 1.48 | 6.62 |
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Dividends
Dividend yield
JAS -2b optimized provided a 2.83% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.83% | 3.02% | 3.26% | 3.09% | 3.02% | 2.66% | 2.47% | 2.54% | 2.62% | 2.24% | 2.42% | 2.45% |
| Portfolio components: | ||||||||||||
VXUS Vanguard Total International Stock ETF | 2.95% | 3.18% | 3.37% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% |
AVDV Avantis International Small Cap Value ETF | 2.97% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
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 JAS -2b optimized. 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 JAS -2b optimized was 35.85%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.
The current JAS -2b optimized drawdown is 5.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.85% | Jan 21, 2020 | 44 | Mar 23, 2020 | 162 | Nov 10, 2020 | 206 |
| -21.67% | Jan 13, 2022 | 180 | Sep 30, 2022 | 311 | Dec 27, 2023 | 491 |
| -12.64% | Mar 20, 2025 | 14 | Apr 8, 2025 | 27 | May 16, 2025 | 41 |
| -8.05% | Mar 2, 2026 | 15 | Mar 20, 2026 | — | — | — |
| -5.95% | Oct 21, 2024 | 56 | Jan 10, 2025 | 25 | Feb 18, 2025 | 81 |
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 4 assets, with an effective number of assets of 3.67, 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 | AVDV | SCHD | VXUS | VTV | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.71 | 0.74 | 0.79 | 0.82 | 0.85 |
| AVDV | 0.71 | 1.00 | 0.67 | 0.91 | 0.71 | 0.88 |
| SCHD | 0.74 | 0.67 | 1.00 | 0.67 | 0.94 | 0.90 |
| VXUS | 0.79 | 0.91 | 0.67 | 1.00 | 0.73 | 0.90 |
| VTV | 0.82 | 0.71 | 0.94 | 0.73 | 1.00 | 0.93 |
| Portfolio | 0.85 | 0.88 | 0.90 | 0.90 | 0.93 | 1.00 |