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ACB - OPTIMIZADO - BIT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ACB - OPTIMIZADO - BIT

Last updated Sep 18, 2024

Asset Allocation

IAU 5%BTC-USD 8%SCHG 35%SMH 14%AVUV 10%DXJ 8%ARGT 8%INCO 8%TUR 4%CommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
ARGT
Global X MSCI Argentina ETF		Latin America Equities
8%
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
10%
BTC-USD
Bitcoin
8%
DXJ
WisdomTree Japan Hedged Equity Fund		Japan Equities
8%
IAU
iShares Gold Trust		Precious Metals, Gold
5%
INCO
Columbia India Consumer ETF		Asia Pacific Equities
8%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
35%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
14%
TUR
iShares MSCI Turkey ETF		Emerging Markets Equities
4%

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

-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
8.44%
7.85%
ACB - OPTIMIZADO - BIT
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.13%1.45%8.81%26.52%13.43%10.88%
ACB - OPTIMIZADO - BIT26.20%-0.52%8.44%44.60%N/AN/A
Portfolio components:
SCHG
Schwab U.S. Large-Cap Growth ETF		22.49%-0.89%8.96%35.22%19.54%16.03%
DXJ
WisdomTree Japan Hedged Equity Fund		16.06%-4.31%-5.62%13.19%18.22%11.05%
TUR
iShares MSCI Turkey ETF		15.20%-4.89%4.96%3.00%11.06%-0.49%
ARGT
Global X MSCI Argentina ETF		33.45%7.02%28.50%53.75%25.92%13.47%
INCO
Columbia India Consumer ETF		28.90%2.86%22.01%45.96%19.93%11.47%
SMH
VanEck Vectors Semiconductor ETF		33.65%-7.01%5.62%61.01%34.14%27.98%
BTC-USD
Bitcoin		42.69%1.37%-11.20%121.63%42.49%64.77%
IAU
iShares Gold Trust		24.34%2.49%17.51%32.67%11.22%7.55%
AVUV
Avantis U.S. Small Cap Value ETF		6.54%1.22%4.71%22.77%N/AN/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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.94%8.93%5.13%-2.60%6.51%2.69%0.81%-0.06%26.20%
202312.27%-0.84%5.85%0.35%4.14%7.55%3.91%-1.36%-3.86%0.02%11.23%5.58%53.30%
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%
20211.65%5.96%5.18%2.59%-0.90%2.09%2.57%5.35%-4.27%7.82%-1.32%0.82%30.49%
20201.74%-7.29%-15.46%14.66%7.66%4.19%7.21%5.89%-3.47%0.91%16.12%11.54%46.89%
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.

INCO
Columbia India Consumer ETF
Expense ratio chart for INCO: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
ARGT
Global X MSCI Argentina ETF
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
TUR
iShares MSCI Turkey ETF
Expense ratio chart for TUR: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
DXJ
WisdomTree Japan Hedged Equity Fund
Expense ratio chart for DXJ: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
IAU
iShares Gold Trust
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
AVUV
Avantis U.S. Small Cap Value ETF
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACB - OPTIMIZADO - BIT is 59, 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.

The Risk-Adjusted Performance Rank of ACB - OPTIMIZADO - BIT is 5959
ACB - OPTIMIZADO - BIT
The Sharpe Ratio Rank of ACB - OPTIMIZADO - BIT is 7474Sharpe Ratio Rank
The Sortino Ratio Rank of ACB - OPTIMIZADO - BIT is 6767Sortino Ratio Rank
The Omega Ratio Rank of ACB - OPTIMIZADO - BIT is 5959Omega Ratio Rank
The Calmar Ratio Rank of ACB - OPTIMIZADO - BIT is 2222Calmar Ratio Rank
The Martin Ratio Rank of ACB - OPTIMIZADO - BIT is 7373Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

ACB - OPTIMIZADO - BIT
Sharpe ratio
The chart of Sharpe ratio for ACB - OPTIMIZADO - BIT, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.002.31
Sortino ratio
The chart of Sortino ratio for ACB - OPTIMIZADO - BIT, currently valued at 3.02, compared to the broader market-2.000.002.004.006.003.02
Omega ratio
The chart of Omega ratio for ACB - OPTIMIZADO - BIT, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ACB - OPTIMIZADO - BIT, currently valued at 1.16, compared to the broader market0.002.004.006.008.001.16
Martin ratio
The chart of Martin ratio for ACB - OPTIMIZADO - BIT, currently valued at 12.34, compared to the broader market0.0010.0020.0030.0012.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.88, compared to the broader market0.002.004.006.008.001.88
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.08, compared to the broader market0.0010.0020.0030.0011.08
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHG
Schwab U.S. Large-Cap Growth ETF		1.942.561.350.969.80
DXJ
WisdomTree Japan Hedged Equity Fund		0.871.171.180.233.05
TUR
iShares MSCI Turkey ETF		0.821.271.150.262.55
ARGT
Global X MSCI Argentina ETF		2.282.931.351.729.00
INCO
Columbia India Consumer ETF		3.204.581.583.8133.50
SMH
VanEck Vectors Semiconductor ETF		1.482.001.260.906.04
BTC-USD
Bitcoin		0.861.511.150.443.75
IAU
iShares Gold Trust		2.753.631.482.5218.17
AVUV
Avantis U.S. Small Cap Value ETF		0.721.101.140.323.48

Sharpe Ratio

The current ACB - OPTIMIZADO - BIT Sharpe ratio is 2.31. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.74 to 2.40, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of ACB - OPTIMIZADO - BIT with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00AprilMayJuneJulyAugustSeptember
2.31
2.10
ACB - OPTIMIZADO - BIT
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ACB - OPTIMIZADO - BIT granted a 0.98% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
ACB - OPTIMIZADO - BIT0.98%1.30%2.06%1.37%0.78%1.61%1.48%1.09%0.98%1.70%1.74%1.15%
Portfolio components:
SCHG
Schwab U.S. Large-Cap Growth ETF		0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
DXJ
WisdomTree Japan Hedged Equity Fund		2.41%3.44%3.02%2.64%2.53%2.47%2.92%2.30%1.98%5.95%11.61%2.44%
TUR
iShares MSCI Turkey ETF		2.31%4.43%1.97%4.22%0.87%3.29%4.05%2.64%2.89%3.04%1.63%2.34%
ARGT
Global X MSCI Argentina ETF		1.08%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%0.62%
INCO
Columbia India Consumer ETF		2.96%3.81%10.57%6.25%0.34%0.28%0.12%0.05%0.09%0.00%0.08%0.00%
SMH
VanEck Vectors Semiconductor ETF		0.45%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
BTC-USD
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%
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%
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%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-3.82%
-0.58%
ACB - OPTIMIZADO - BIT
Benchmark (^GSPC)
Portfolio components

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 3.82%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.38%Feb 13, 202035Mar 18, 2020124Jul 20, 2020159
-29.02%Nov 9, 2021341Oct 15, 2022248Jun 20, 2023589
-12.42%Jul 17, 202420Aug 5, 2024———
-9.11%Sep 3, 202021Sep 23, 202019Oct 12, 202040
-7.44%Feb 22, 202111Mar 4, 202132Apr 5, 202143

Volatility

Volatility Chart

The current ACB - OPTIMIZADO - BIT volatility is 5.71%, 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.

2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
5.71%
4.08%
ACB - OPTIMIZADO - BIT
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
IAUBTC-USDTURINCODXJAVUVARGTSMHSCHG
IAU1.000.110.130.15-0.010.090.190.100.10
BTC-USD0.111.000.140.140.150.230.240.250.26
TUR0.130.141.000.230.240.260.270.220.23
INCO0.150.140.231.000.340.370.360.380.41
DXJ-0.010.150.240.341.000.570.430.470.48
AVUV0.090.230.260.370.571.000.520.490.49
ARGT0.190.240.270.360.430.521.000.500.54
SMH0.100.250.220.380.470.490.501.000.79
SCHG0.100.260.230.410.480.490.540.791.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019