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Ginger Ale

Last updated Mar 2, 2024

Asset Allocation


EDV 6%VOO 30%AVUV 20%DBEF 15%AVDV 10%SCHD 9%SPEM 5%DGS 5%BondBondEquityEquity
PositionCategory/SectorWeight
EDV
Vanguard Extended Duration Treasury ETF
Government Bonds

6%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

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

20%

DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
Hedge Fund

15%

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

10%

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

9%

SPEM
SPDR Portfolio Emerging Markets ETF
Emerging Markets Equities

5%

DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
Asia Pacific Equities

5%

S&P 500

Performance

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


40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
64.80%
72.52%
Ginger Ale
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%
Ginger Ale3.52%4.03%10.27%17.01%N/AN/A
AVUV
Avantis U.S. Small Cap Value ETF
-0.19%2.79%9.44%11.77%N/AN/A
VOO
Vanguard S&P 500 ETF
7.93%6.22%14.58%31.06%14.77%12.70%
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
7.19%4.73%12.05%18.43%10.95%8.51%
AVDV
Avantis International Small Cap Value ETF
0.93%2.84%7.60%10.44%N/AN/A
SPEM
SPDR Portfolio Emerging Markets ETF
1.24%5.07%5.00%8.09%3.32%4.01%
SCHD
Schwab US Dividend Equity ETF
2.65%2.51%6.69%8.39%12.26%11.35%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
0.70%3.93%7.47%14.68%6.18%5.01%
EDV
Vanguard Extended Duration Treasury ETF
-5.78%-1.86%0.68%-5.39%-3.81%1.25%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.49%3.12%
2023-2.69%-3.71%-3.54%8.09%6.67%

Sharpe Ratio

The current Ginger Ale Sharpe ratio is 1.43. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.43

The Sharpe ratio of Ginger Ale 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.43
2.44
Ginger Ale
Benchmark (^GSPC)
Portfolio components

Dividend yield

Ginger Ale granted a 2.58% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Ginger Ale2.58%2.66%4.49%1.93%2.13%1.95%1.88%1.59%1.81%1.99%2.01%1.57%
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%
VOO
Vanguard S&P 500 ETF
1.35%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
4.16%4.45%15.85%2.28%2.41%3.03%3.22%2.98%2.55%3.70%5.08%1.48%
AVDV
Avantis International Small Cap Value ETF
3.25%3.29%3.17%2.39%1.67%0.37%0.00%0.00%0.00%0.00%0.00%0.00%
SPEM
SPDR Portfolio Emerging Markets ETF
2.77%2.80%3.38%3.14%1.92%2.94%2.34%1.12%1.51%2.40%2.26%1.91%
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%
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
4.52%4.55%5.34%3.98%3.69%3.95%4.24%2.81%3.42%3.28%3.20%3.45%
EDV
Vanguard Extended Duration Treasury ETF
3.77%3.55%3.28%1.95%5.54%3.51%2.90%2.92%5.32%4.24%3.12%5.03%

Expense Ratio

The Ginger Ale has a high expense ratio of 0.20%, 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.


0.63%
0.00%2.15%
0.36%
0.00%2.15%
0.25%
0.00%2.15%
0.11%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
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
2.44
Ginger Ale
1.43
AVUV
Avantis U.S. Small Cap Value ETF
0.56
VOO
Vanguard S&P 500 ETF
2.61
DBEF
Xtrackers MSCI EAFE Hedged Equity ETF
1.77
AVDV
Avantis International Small Cap Value ETF
0.71
SPEM
SPDR Portfolio Emerging Markets ETF
0.62
SCHD
Schwab US Dividend Equity ETF
0.72
DGS
WisdomTree Emerging Markets SmallCap Divdend Fund
1.18
EDV
Vanguard Extended Duration Treasury ETF
-0.26

Asset Correlations Table

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

EDVSPEMDGSAVUVSCHDVOODBEFAVDV
EDV1.00-0.09-0.07-0.20-0.16-0.09-0.18-0.13
SPEM-0.091.000.890.580.570.680.700.75
DGS-0.070.891.000.590.610.670.680.77
AVUV-0.200.580.591.000.850.740.720.76
SCHD-0.160.570.610.851.000.840.770.74
VOO-0.090.680.670.740.841.000.820.75
DBEF-0.180.700.680.720.770.821.000.82
AVDV-0.130.750.770.760.740.750.821.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Ginger Ale
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Ginger Ale. 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 Ginger Ale was 33.19%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.19%Jan 21, 202044Mar 23, 2020114Sep 2, 2020158
-21.75%Jan 5, 2022186Sep 30, 2022302Dec 13, 2023488
-6.93%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.25%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-5.33%Nov 9, 202116Dec 1, 202123Jan 4, 202239

Volatility Chart

The current Ginger Ale volatility is 3.24%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.24%
3.47%
Ginger Ale
Benchmark (^GSPC)
Portfolio components
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