Портфель
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Портфель, 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 26, 2019, corresponding to the inception date of AVUV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| Портфель | 14.33% | 0.56% | 7.17% | 23.85% | N/A | N/A |
| Portfolio components: | ||||||
SPLG SPDR Portfolio S&P 500 ETF | 19.29% | 0.62% | 8.61% | 28.61% | 15.29% | 12.93% |
VEA Vanguard FTSE Developed Markets ETF | 9.70% | 0.68% | 4.32% | 17.64% | 7.62% | 5.40% |
IEMG iShares Core MSCI Emerging Markets ETF | 8.05% | -1.53% | 5.92% | 14.34% | 4.51% | 2.97% |
AVUV Avantis U.S. Small Cap Value ETF | 6.54% | 1.22% | 4.71% | 22.77% | N/A | N/A |
AVDV Avantis International Small Cap Value ETF | 11.98% | 0.96% | 7.12% | 19.48% | N/A | N/A |
VEUA.L Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 11.71% | 1.24% | 7.51% | 21.74% | 7.61% | N/A |
Monthly Returns
The table below presents the monthly returns of Портфель, 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 | -0.21% | 3.87% | 3.70% | -3.35% | 4.67% | 1.13% | 2.69% | 1.74% | 14.33% | ||||
| 2023 | 7.55% | -2.85% | 2.01% | 1.51% | -1.73% | 6.15% | 4.15% | -2.86% | -4.11% | -2.95% | 8.82% | 5.59% | 22.08% |
| 2022 | -4.16% | -2.37% | 1.85% | -7.44% | 1.06% | -8.91% | 7.29% | -4.16% | -9.62% | 7.35% | 8.47% | -4.11% | -15.73% |
| 2021 | -0.02% | 3.75% | 3.96% | 4.13% | 2.15% | 0.67% | 0.64% | 2.31% | -3.76% | 5.05% | -2.37% | 4.34% | 22.45% |
| 2020 | -2.38% | -8.10% | -15.48% | 11.44% | 4.86% | 3.03% | 4.85% | 6.23% | -3.17% | -1.90% | 12.86% | 5.24% | 14.72% |
| 2019 | -0.11% | 2.81% | 2.56% | 3.81% | 9.34% |
Expense Ratio
Портфель has an expense ratio of 0.09%, which is considered low compared to other funds. 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 Портфель is 68, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
SPLG SPDR Portfolio S&P 500 ETF | 2.56 | 3.42 | 1.47 | 2.74 | 15.80 |
VEA Vanguard FTSE Developed Markets ETF | 1.56 | 2.17 | 1.28 | 1.22 | 9.61 |
IEMG iShares Core MSCI Emerging Markets ETF | 1.14 | 1.65 | 1.20 | 0.54 | 5.98 |
AVUV Avantis U.S. Small Cap Value ETF | 1.16 | 1.73 | 1.21 | 1.92 | 5.73 |
AVDV Avantis International Small Cap Value ETF | 1.47 | 2.01 | 1.25 | 1.55 | 8.93 |
VEUA.L Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 1.88 | 2.76 | 1.33 | 1.81 | 10.95 |
Dividends
Dividend yield
Портфель granted a 1.47% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Портфель | 1.47% | 1.81% | 1.89% | 1.65% | 1.47% | 1.72% | 1.89% | 1.52% | 1.67% | 1.68% | 1.68% | 1.42% |
| Portfolio components: | ||||||||||||
SPLG SPDR Portfolio S&P 500 ETF | 0.98% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
VEA Vanguard FTSE Developed Markets ETF | 2.62% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
IEMG iShares Core MSCI Emerging Markets ETF | 2.75% | 2.89% | 2.71% | 3.06% | 1.87% | 3.14% | 2.74% | 2.33% | 2.26% | 2.51% | 2.29% | 1.75% |
AVUV Avantis U.S. Small Cap Value ETF | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVDV Avantis International Small Cap Value ETF | 3.02% | 3.29% | 3.17% | 2.39% | 1.67% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VEUA.L Vanguard FTSE Developed Europe UCITS ETF (EUR) Accumulating | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Портфель. 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 Портфель was 35.52%, occurring on Mar 23, 2020. Recovery took 112 trading sessions.
The current Портфель drawdown is 0.50%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.52% | Jan 21, 2020 | 45 | Mar 23, 2020 | 112 | Aug 28, 2020 | 157 |
| -25.23% | Jan 5, 2022 | 192 | Sep 30, 2022 | 310 | Dec 14, 2023 | 502 |
| -8.1% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -7.56% | Sep 3, 2020 | 16 | Sep 24, 2020 | 12 | Oct 12, 2020 | 28 |
| -6.92% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Портфель volatility is 3.82%, 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
| VEUA.L | AVUV | IEMG | SPLG | AVDV | VEA | |
|---|---|---|---|---|---|---|
| VEUA.L | 1.00 | 0.51 | 0.59 | 0.55 | 0.73 | 0.76 |
| AVUV | 0.51 | 1.00 | 0.58 | 0.73 | 0.76 | 0.74 |
| IEMG | 0.59 | 0.58 | 1.00 | 0.69 | 0.75 | 0.81 |
| SPLG | 0.55 | 0.73 | 0.69 | 1.00 | 0.74 | 0.82 |
| AVDV | 0.73 | 0.76 | 0.75 | 0.74 | 1.00 | 0.94 |
| VEA | 0.76 | 0.74 | 0.81 | 0.82 | 0.94 | 1.00 |