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Core
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VTI 30%EWA 30%VEU 16%AVUV 10%FPADX 8%AVDV 6%EquityEquity
PositionCategory/SectorWeight
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

30%

EWA
iShares MSCI-Australia ETF
Asia Pacific Equities

30%

VEU
Vanguard FTSE All-World ex-US ETF
Foreign Large Cap Equities

16%

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

10%

FPADX
Fidelity Emerging Markets Index Fund
Emerging Markets Diversified

8%

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

6%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Core, 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%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.88%
15.74%
Core
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
6.12%-1.08%15.73%22.34%11.82%10.53%
Core1.34%-1.09%13.88%13.08%N/AN/A
VTI
Vanguard Total Stock Market ETF
5.71%-1.16%16.59%23.72%12.87%11.94%
VEU
Vanguard FTSE All-World ex-US ETF
1.64%-1.90%11.60%8.07%5.06%4.20%
AVUV
Avantis U.S. Small Cap Value ETF
-1.48%-0.57%15.66%21.15%N/AN/A
AVDV
Avantis International Small Cap Value ETF
3.71%1.15%16.01%12.14%N/AN/A
EWA
iShares MSCI-Australia ETF
-2.51%-1.25%12.67%5.14%5.81%3.41%
FPADX
Fidelity Emerging Markets Index Fund
0.50%-0.98%8.10%4.72%0.87%2.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.59%3.19%3.53%
2023-3.64%-3.36%8.46%7.47%

Expense Ratio

The Core has a high expense ratio of 0.22%, 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.


0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.36%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.08%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Core
Sharpe ratio
The chart of Sharpe ratio for Core, currently valued at 0.93, compared to the broader market-1.000.001.002.003.004.005.000.93
Sortino ratio
The chart of Sortino ratio for Core, currently valued at 1.42, compared to the broader market-2.000.002.004.006.001.42
Omega ratio
The chart of Omega ratio for Core, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.801.16
Calmar ratio
The chart of Calmar ratio for Core, currently valued at 0.87, compared to the broader market0.002.004.006.008.0010.000.87
Martin ratio
The chart of Martin ratio for Core, currently valued at 3.13, compared to the broader market0.0010.0020.0030.0040.0050.003.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.942.781.331.497.65
VEU
Vanguard FTSE All-World ex-US ETF
0.610.951.110.431.86
AVUV
Avantis U.S. Small Cap Value ETF
1.021.651.181.204.24
AVDV
Avantis International Small Cap Value ETF
0.851.301.150.833.16
EWA
iShares MSCI-Australia ETF
0.230.461.050.230.79
FPADX
Fidelity Emerging Markets Index Fund
0.320.551.060.130.79

Sharpe Ratio

The current Core Sharpe ratio is 0.93. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.93

The Sharpe ratio of Core 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.93
1.89
Core
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Core granted a 2.69% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Core2.69%2.65%3.14%2.82%1.69%2.49%3.14%2.42%2.39%2.91%2.73%2.53%
VTI
Vanguard Total Stock Market ETF
1.42%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VEU
Vanguard FTSE All-World ex-US ETF
3.45%3.32%3.12%3.08%2.00%3.10%3.27%2.66%2.96%2.95%3.52%2.66%
AVUV
Avantis U.S. Small Cap Value ETF
1.67%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
3.17%3.29%3.17%2.39%1.67%0.37%0.00%0.00%0.00%0.00%0.00%0.00%
EWA
iShares MSCI-Australia ETF
3.81%3.72%5.28%5.08%2.02%3.97%6.11%4.44%4.03%5.48%4.92%4.68%
FPADX
Fidelity Emerging Markets Index Fund
2.66%2.68%2.47%2.14%1.50%2.59%2.20%1.88%1.69%2.47%2.03%2.15%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.63%
-3.66%
Core
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Core. 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 Core was 39.29%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Core drawdown is 3.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.29%Jan 21, 202044Mar 23, 2020161Nov 9, 2020205
-24.04%Nov 9, 2021225Sep 30, 2022306Dec 19, 2023531
-5.07%Jun 15, 202124Jul 19, 202132Sep 1, 202156
-4.98%Sep 7, 202110Sep 20, 202122Oct 20, 202132
-4.56%Jan 21, 20217Jan 29, 20215Feb 5, 202112

Volatility

Volatility Chart

The current Core volatility is 3.43%, 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.43%
3.44%
Core
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.

FPADXAVUVVTIEWAAVDVVEU
FPADX1.000.560.670.700.720.86
AVUV0.561.000.780.720.760.72
VTI0.670.781.000.790.770.83
EWA0.700.720.791.000.840.88
AVDV0.720.760.770.841.000.91
VEU0.860.720.830.880.911.00