GH Portfolio 1.0
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | Small Cap Value Equities, Actively Managed | 35% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 35% |
XAR SPDR S&P Aerospace & Defense ETF | Industrials Equities, Aerospace & Defense | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in GH Portfolio 1.0, 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| GH Portfolio 1.0 | 18.53% | 1.70% | 15.80% | 41.75% | 16.25% | N/A |
| Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | 7.85% | 0.12% | 9.21% | 31.85% | 15.25% | N/A |
SCHG Schwab U.S. Large-Cap Growth ETF | 29.73% | 3.50% | 20.73% | 51.35% | 20.59% | 16.54% |
XAR SPDR S&P Aerospace & Defense ETF | 17.87% | 1.44% | 17.21% | 41.46% | 9.29% | 12.92% |
Monthly Returns
The table below presents the monthly returns of GH Portfolio 1.0, 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 | -1.46% | 4.99% | 3.41% | -4.34% | 5.64% | 0.66% | 5.90% | 0.12% | 1.44% | 18.53% | |||
| 2023 | 9.16% | -0.72% | -0.38% | -0.66% | 0.06% | 9.03% | 5.09% | -2.33% | -5.47% | -1.47% | 10.24% | 7.58% | 32.64% |
| 2022 | -5.85% | 2.88% | 2.55% | -9.64% | -0.48% | -9.37% | 10.81% | -3.89% | -10.69% | 11.77% | 4.47% | -5.28% | -14.82% |
| 2021 | 0.77% | 6.88% | 5.00% | 4.10% | 1.41% | 2.30% | -1.18% | 1.32% | -2.64% | 4.55% | -2.44% | 3.20% | 25.33% |
| 2020 | -1.16% | -9.52% | -20.22% | 14.44% | 6.62% | 2.44% | 2.97% | 8.12% | -4.07% | -0.10% | 17.52% | 6.62% | 19.20% |
| 2019 | -0.61% | 1.52% | 3.91% | 1.91% | 6.86% |
Expense Ratio
GH Portfolio 1.0 has an expense ratio of 0.21%, 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 GH Portfolio 1.0 is 51, 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 | |
|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | 1.57 | 2.27 | 1.28 | 2.73 | 7.86 |
SCHG Schwab U.S. Large-Cap Growth ETF | 3.20 | 4.02 | 1.57 | 3.88 | 17.26 |
XAR SPDR S&P Aerospace & Defense ETF | 2.62 | 3.49 | 1.44 | 2.62 | 15.89 |
Dividends
Dividend yield
GH Portfolio 1.0 provided a 0.88% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GH Portfolio 1.0 | 0.88% | 0.90% | 0.95% | 0.85% | 0.79% | 0.64% | 0.80% | 0.58% | 0.69% | 1.12% | 0.70% | 0.96% |
| Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 1.63% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% | 1.07% |
XAR SPDR S&P Aerospace & Defense ETF | 0.55% | 0.54% | 0.50% | 0.83% | 0.63% | 0.74% | 1.19% | 0.76% | 1.09% | 2.31% | 1.07% | 1.96% |
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 GH Portfolio 1.0. 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 GH Portfolio 1.0 was 41.09%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current GH Portfolio 1.0 drawdown is 1.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.09% | Feb 13, 2020 | 27 | Mar 23, 2020 | 161 | Nov 9, 2020 | 188 |
| -25.85% | Nov 9, 2021 | 225 | Sep 30, 2022 | 207 | Jul 31, 2023 | 432 |
| -10.57% | Aug 1, 2023 | 63 | Oct 27, 2023 | 19 | Nov 24, 2023 | 82 |
| -8.98% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -6.42% | Jun 28, 2021 | 15 | Jul 19, 2021 | 63 | Oct 15, 2021 | 78 |
Volatility
Volatility Chart
The current GH Portfolio 1.0 volatility is 3.04%, 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
| SCHG | AVUV | XAR | |
|---|---|---|---|
| SCHG | 1.00 | 0.55 | 0.57 |
| AVUV | 0.55 | 1.00 | 0.79 |
| XAR | 0.57 | 0.79 | 1.00 |