GH Portfolio 1.0
Asset Allocation
| Position | Category/Sector | Target 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 Every 3 months.
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* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| GH Portfolio 1.0 | -3.62% | 17.50% | -4.63% | 11.01% | 19.44% | N/A |
| Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | -10.14% | 14.97% | -15.34% | -4.10% | 20.39% | N/A |
SCHG Schwab U.S. Large-Cap Growth ETF | -6.61% | 16.75% | -5.66% | 12.85% | 17.95% | 15.30% |
XAR SPDR S&P Aerospace & Defense ETF | 7.91% | 21.16% | 10.25% | 27.33% | 17.78% | 12.94% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.12% | -4.96% | -5.79% | 0.60% | 3.77% | -3.62% | |||||||
| 2024 | -1.46% | 4.99% | 3.41% | -4.34% | 5.64% | 0.66% | 5.90% | 0.12% | 1.44% | -1.27% | 10.89% | -4.46% | 22.43% |
| 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% | -2.63% | 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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of GH Portfolio 1.0 is 33, 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 | |
|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | -0.16 | -0.07 | 0.99 | -0.15 | -0.41 |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.52 | 0.87 | 1.12 | 0.54 | 1.81 |
XAR SPDR S&P Aerospace & Defense ETF | 1.12 | 1.65 | 1.22 | 1.37 | 5.05 |
Dividends
Dividend yield
GH Portfolio 1.0 provided a 0.99% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.99% | 0.90% | 0.90% | 0.95% | 0.85% | 0.79% | 0.64% | 0.80% | 0.58% | 0.69% | 1.12% | 0.70% |
| Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 1.84% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.44% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
XAR SPDR S&P Aerospace & Defense ETF | 0.63% | 0.66% | 0.54% | 0.50% | 0.83% | 0.63% | 0.75% | 1.19% | 0.76% | 1.10% | 2.31% | 1.07% |
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 8.56%.
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 |
| -22.18% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current GH Portfolio 1.0 volatility is 11.70%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.99, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SCHG | XAR | AVUV | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.93 | 0.70 | 0.73 | 0.90 |
| SCHG | 0.93 | 1.00 | 0.58 | 0.56 | 0.79 |
| XAR | 0.70 | 0.58 | 1.00 | 0.78 | 0.89 |
| AVUV | 0.73 | 0.56 | 0.78 | 1.00 | 0.91 |
| Portfolio | 0.90 | 0.79 | 0.89 | 0.91 | 1.00 |