ACB - OPTIMIZADO - BIT
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ACB - OPTIMIZADO - BIT, 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
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 24.34% | 0.23% | 8.53% | 24.95% | 13.01% | 11.06% |
ACB - OPTIMIZADO - BIT | 40.10% | -0.35% | 12.10% | 39.72% | 27.27% | N/A |
Portfolio components: | ||||||
Schwab U.S. Large-Cap Growth ETF | 37.04% | 3.06% | 12.88% | 37.03% | 20.19% | 16.77% |
WisdomTree Japan Hedged Equity Fund | 26.30% | -0.28% | 2.25% | 26.57% | 18.20% | 11.22% |
iShares MSCI Turkey ETF | 12.85% | -0.33% | -14.84% | 10.06% | 8.96% | -1.38% |
Global X MSCI Argentina ETF | 60.77% | -0.54% | 45.54% | 58.28% | 26.47% | 17.13% |
Columbia India Consumer ETF | 13.14% | -2.08% | -3.70% | 15.80% | 14.24% | 9.99% |
VanEck Vectors Semiconductor ETF | 38.79% | -0.78% | -8.37% | 40.07% | 29.21% | 27.34% |
Bitcoin | 131.29% | -1.25% | 54.72% | 123.50% | 68.01% | 76.43% |
iShares Gold Trust | 26.83% | -3.09% | 12.78% | 27.38% | 11.56% | 8.12% |
Avantis U.S. Small Cap Value ETF | 8.81% | -7.88% | 9.81% | 8.41% | 13.98% | N/A |
Monthly Returns
The table below presents the monthly returns of ACB - OPTIMIZADO - BIT, 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 | 2.94% | 8.93% | 5.13% | -2.60% | 6.51% | 2.69% | 0.81% | -0.06% | 2.26% | 0.36% | 8.28% | 40.10% | |
2023 | 12.27% | -0.84% | 5.85% | 0.35% | 4.14% | 7.55% | 3.91% | -1.36% | -3.86% | 0.02% | 11.23% | 5.58% | 53.31% |
2022 | -6.09% | -0.76% | 3.57% | -9.28% | -1.20% | -11.17% | 11.27% | -3.41% | -7.92% | 5.85% | 6.16% | -4.94% | -18.75% |
2021 | 1.65% | 5.96% | 5.18% | 2.60% | -0.90% | 2.09% | 2.57% | 5.35% | -4.27% | 7.82% | -1.32% | 0.82% | 30.48% |
2020 | 1.74% | -7.29% | -15.46% | 14.66% | 7.66% | 4.18% | 7.21% | 5.89% | -3.47% | 0.91% | 16.12% | 11.54% | 46.87% |
2019 | -0.13% | 3.60% | 1.42% | 4.36% | 9.50% |
Expense Ratio
ACB - OPTIMIZADO - BIT has an expense ratio of 0.27%, 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 ACB - OPTIMIZADO - BIT is 36, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
Schwab U.S. Large-Cap Growth ETF | 1.95 | 2.46 | 1.35 | 0.99 | 10.10 |
WisdomTree Japan Hedged Equity Fund | 0.17 | 0.37 | 1.05 | 0.02 | 0.52 |
iShares MSCI Turkey ETF | -0.28 | -0.24 | 0.97 | 0.21 | -0.46 |
Global X MSCI Argentina ETF | 2.74 | 3.32 | 1.42 | 2.24 | 11.75 |
Columbia India Consumer ETF | 0.52 | 0.87 | 1.10 | 0.08 | 1.06 |
VanEck Vectors Semiconductor ETF | 0.40 | 0.77 | 1.10 | 0.14 | 1.30 |
Bitcoin | 1.41 | 2.14 | 1.21 | 1.22 | 6.70 |
iShares Gold Trust | 1.08 | 1.49 | 1.19 | 0.55 | 5.53 |
Avantis U.S. Small Cap Value ETF | 0.65 | 1.11 | 1.14 | 0.31 | 3.23 |
Dividends
Dividend yield
ACB - OPTIMIZADO - BIT provided a 0.75% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 0.75% | 1.30% | 2.06% | 1.37% | 0.78% | 1.61% | 1.48% | 1.09% | 0.90% | 1.70% | 1.74% | 1.15% |
Portfolio components: | ||||||||||||
Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
WisdomTree Japan Hedged Equity Fund | 0.87% | 3.44% | 3.03% | 2.64% | 2.53% | 2.47% | 2.92% | 2.30% | 1.98% | 5.95% | 11.61% | 2.44% |
iShares MSCI Turkey ETF | 1.79% | 4.43% | 1.97% | 4.22% | 0.87% | 3.29% | 4.05% | 2.63% | 2.89% | 3.04% | 1.63% | 2.34% |
Global X MSCI Argentina ETF | 0.90% | 1.59% | 2.45% | 0.93% | 0.28% | 1.21% | 1.34% | 0.49% | 0.36% | 0.89% | 0.47% | 0.62% |
Columbia India Consumer ETF | 2.87% | 3.81% | 10.57% | 6.25% | 0.34% | 0.28% | 0.12% | 0.05% | 0.09% | 0.00% | 0.08% | 0.00% |
VanEck Vectors Semiconductor ETF | 0.00% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
Avantis U.S. Small Cap Value ETF | 1.62% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 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 ACB - OPTIMIZADO - BIT. 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 ACB - OPTIMIZADO - BIT was 33.38%, occurring on Mar 18, 2020. Recovery took 124 trading sessions.
The current ACB - OPTIMIZADO - BIT drawdown is 4.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.38% | Feb 13, 2020 | 35 | Mar 18, 2020 | 124 | Jul 20, 2020 | 159 |
-29.02% | Nov 9, 2021 | 341 | Oct 15, 2022 | 248 | Jun 20, 2023 | 589 |
-12.42% | Jul 17, 2024 | 20 | Aug 5, 2024 | 67 | Oct 11, 2024 | 87 |
-9.11% | Sep 3, 2020 | 21 | Sep 23, 2020 | 19 | Oct 12, 2020 | 40 |
-7.45% | Feb 22, 2021 | 11 | Mar 4, 2021 | 32 | Apr 5, 2021 | 43 |
Volatility
Volatility Chart
The current ACB - OPTIMIZADO - BIT volatility is 5.20%, 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
IAU | BTC-USD | TUR | INCO | DXJ | AVUV | ARGT | SMH | SCHG | |
---|---|---|---|---|---|---|---|---|---|
IAU | 1.00 | 0.12 | 0.12 | 0.14 | -0.00 | 0.09 | 0.18 | 0.10 | 0.11 |
BTC-USD | 0.12 | 1.00 | 0.14 | 0.14 | 0.15 | 0.23 | 0.24 | 0.25 | 0.26 |
TUR | 0.12 | 0.14 | 1.00 | 0.23 | 0.23 | 0.26 | 0.27 | 0.21 | 0.23 |
INCO | 0.14 | 0.14 | 0.23 | 1.00 | 0.35 | 0.37 | 0.35 | 0.37 | 0.40 |
DXJ | -0.00 | 0.15 | 0.23 | 0.35 | 1.00 | 0.56 | 0.42 | 0.47 | 0.48 |
AVUV | 0.09 | 0.23 | 0.26 | 0.37 | 0.56 | 1.00 | 0.51 | 0.48 | 0.48 |
ARGT | 0.18 | 0.24 | 0.27 | 0.35 | 0.42 | 0.51 | 1.00 | 0.48 | 0.53 |
SMH | 0.10 | 0.25 | 0.21 | 0.37 | 0.47 | 0.48 | 0.48 | 1.00 | 0.78 |
SCHG | 0.11 | 0.26 | 0.23 | 0.40 | 0.48 | 0.48 | 0.53 | 0.78 | 1.00 |