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GH Portfolio 1.0
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


AVUV 35%SCHG 35%XAR 30%EquityEquity
PositionCategory/SectorWeight
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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
15.80%
15.83%
GH Portfolio 1.0
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
22.29%1.65%15.83%39.98%13.99%11.23%
GH Portfolio 1.018.53%1.70%15.80%41.75%16.25%N/A
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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.46%4.99%3.41%-4.34%5.64%0.66%5.90%0.12%1.44%18.53%
20239.16%-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%
20210.77%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.


Expense ratio chart for XAR: 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%
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%
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 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.


The Risk-Adjusted Performance Rank of GH Portfolio 1.0 is 5151
Combined Rank
The Sharpe Ratio Rank of GH Portfolio 1.0 is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of GH Portfolio 1.0 is 3838Sortino Ratio Rank
The Omega Ratio Rank of GH Portfolio 1.0 is 4242Omega Ratio Rank
The Calmar Ratio Rank of GH Portfolio 1.0 is 7878Calmar Ratio Rank
The Martin Ratio Rank of GH Portfolio 1.0 is 5454Martin 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.


GH Portfolio 1.0
Sharpe ratio
The chart of Sharpe ratio for GH Portfolio 1.0, currently valued at 2.86, compared to the broader market0.002.004.006.002.86
Sortino ratio
The chart of Sortino ratio for GH Portfolio 1.0, currently valued at 3.72, compared to the broader market-2.000.002.004.006.003.72
Omega ratio
The chart of Omega ratio for GH Portfolio 1.0, currently valued at 1.51, compared to the broader market0.801.001.201.401.601.802.001.51
Calmar ratio
The chart of Calmar ratio for GH Portfolio 1.0, currently valued at 4.39, compared to the broader market0.005.0010.0015.004.39
Martin ratio
The chart of Martin ratio for GH Portfolio 1.0, currently valued at 19.03, compared to the broader market0.0010.0020.0030.0040.0050.0060.0019.03
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.0015.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVUV
Avantis U.S. Small Cap Value ETF
1.572.271.282.737.86
SCHG
Schwab U.S. Large-Cap Growth ETF
3.204.021.573.8817.26
XAR
SPDR S&P Aerospace & Defense ETF
2.623.491.442.6215.89

Sharpe Ratio

The current GH Portfolio 1.0 Sharpe ratio is 2.86. 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 2.49 to 3.44, 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 GH Portfolio 1.0 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 Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.86
3.43
GH Portfolio 1.0
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

GH Portfolio 1.0 provided a 0.88% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
GH Portfolio 1.00.88%0.90%0.95%0.85%0.79%0.64%0.80%0.58%0.69%1.12%0.70%0.96%
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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-1.31%
-0.54%
GH Portfolio 1.0
Benchmark (^GSPC)
Portfolio components

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, 202027Mar 23, 2020161Nov 9, 2020188
-25.85%Nov 9, 2021225Sep 30, 2022207Jul 31, 2023432
-10.57%Aug 1, 202363Oct 27, 202319Nov 24, 202382
-8.98%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-6.42%Jun 28, 202115Jul 19, 202163Oct 15, 202178

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%MayJuneJulyAugustSeptemberOctober
3.04%
2.71%
GH Portfolio 1.0
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.

SCHGAVUVXAR
SCHG1.000.550.57
AVUV0.551.000.79
XAR0.570.791.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019