Small-Cap Value Tilt: returns, risk and holdings
Performance
Small-Cap Value Tilt +15.53%
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Summary
Small-Cap Value Tilt at a glance
Small-Cap Value Tilt returned +15.53% over the past year and +10.49% a year over five years. Its worst drop in that year was -7.80%, smaller than 54% of portfolios on Redstone, and its Sharpe ratio of 0.88 beats 74% of portfolios on Redstone. It yields 1.11%.
Ranking
How Small-Cap Value Tilt ranks
79
1Y Return Rank63
5Y Return Rank74
Sharpe Ratio Rank54
Max Drawdown Rank43
Volatility Rank21
Dividend Yield RankCurrent Drawdown
-3.23%
Rolling Volatility
+0.55%
METRICS
Correlation Matrix
Actions
Portfolio
Allocation
2 Assets
VTI
AVUV
Metrics
Risk Indicators
Alpha3.63%
Beta0.92x
Sharpe0.88
Sortino1.28
Omega1.15
Calmar1.99
Martin5.01