Avantis International Equity ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return N/A
YTD return 1.21%
Beta 3Y 0.00
Total Assets 1.19B
Annual report expense ratio 0.23%

Company description

The fund invests primarily in a diverse group of non-U.S. companies across countries, market sectors and industry groups. It may invest in companies of all market capitalizations. Under normal market conditions, the fund will invest at least 80% of its assets in equity securities. It also may invest in derivative instruments such as futures contracts, currency forwards, and swap agreements.

Sector: N/A - Industry: N/A


Insider Transactions

Here are the insider transactions of stock shares related to Avantis International Equity ETF:

Filer Name Transaction Text Ownership Date Filer Relation Shares
NO DATA

Insider transaction explanations

Insider buying is the legal purchase of shares by a senior executive or director of a company. "Filer Name" corresponds to the name of the stock buyer or seller. "Transaction Text" describes the transaction. "Ownership" gives information about the transaction type. "Date" is the reported transaction date. "Filer Relation" gives the role of the insider in the company. "Shares" is the value of the transaction. You will find the complete description of the General Transaction Codes on the SEC dedicated page


Investment strategy backtesting

These are the result of three automatic investment systems applied to Avantis International Equity ETF. You will find the performance of an systematic investment system, a momentum strategy, and a buy the dip trading strategy.


Systematic investment results on Avantis International Equity ETF

Here is the result of two systematic investment strategies applied to Avantis International Equity ETF. The first strategy automatically buys the first day of the month, and the second strategy buys the fifteenth day of the month.

Systematic investment equity curve on Avantis International Equity ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Avantis International Equity ETF:

Avantis International Equity ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 22.7% on the backtest period.

Performance at glance

Performance

22.7 %

Latent gain

285.81 $

Invested capital

1258.83 $

Annualized return

10.51 %
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Momentum strategy results on Avantis International Equity ETF

This is the result of two momentum investment strategies applied to Avantis International Equity ETF. The first strategy uses a momentum signal calculated on one quarter, and the second uses a momentum signal calculated on two quarters.

Momentum entry openings on Avantis International Equity ETF

The following chart shows all the entries opened by the momentum investment system on Avantis International Equity ETF:

Avantis International Equity ETF momentum entries
  • The first momentum investment strategy would give 19.88% of return on Avantis International Equity ETF. That represents 490.96$ of latent gain with 2469.6$ of employed capital.
  • The second momentum investment strategy would give 19.42% of return on Avantis International Equity ETF. That represents 439.58$ of latent gain with 2263.54$ of employed capital.
Performance at glance (1Q Momentum)

Performance

19.88 %

Latent gain

490.96 $

Invested capital

2469.6 $

Annualized return

0.0 %
Performance at glance (2Q Momentum)

Performance

19.42 %

Latent gain

439.58 $

Invested capital

2263.54 $

Annualized return

11.56 %

Momentum equity curve on Avantis International Equity ETF

The following chart shows the equity curve of the two momentum strategies applied to Avantis International Equity ETF:

Avantis International Equity ETF momentum equity

Note: the dividends potentially given by Avantis International Equity ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Avantis International Equity ETF

The following chart shows the employed capital evolution of the two momentum strategies on Avantis International Equity ETF since the beginning:

Avantis International Equity ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Buy the dip strategy result on Avantis International Equity ETF

Buy the dip entry openings on Avantis International Equity ETF

Avantis International Equity ETF

The performance achieved by the robo-advisor on Avantis International Equity ETF is 0%. That represents 0.0$ of latent gain with 0.0$ of employed capital. The following chart shows Avantis International Equity ETF stock price with all the entries opened by the automated investment system.

Note: The blue line represents the weekly stock price of Avantis International Equity ETF, and the green triangles represent the entry openings. The artificall robo-advisor needs at least 100 weeks of trading history to work.

Performance at glance

Performance

0 %

Latent gain

0.0 $

Invested capital

0.0 $

Annualized return

0.0 %

Equity curve of the strategy applied to Avantis International Equity ETF

The following chart shows the result of the investment strategy applied to Avantis International Equity ETF:

Avantis International Equity ETF

Note: the dividends potentially given by Avantis International Equity ETF are not integrated into the calculation of the equity curve neither the performance of the strategy. The integration of the dividends will be available soon.


Employed capital on Avantis International Equity ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Avantis International Equity ETF:

Avantis International Equity ETF

Note: the algorithm buys for a maximum of 250$ per entry. If the stock price is greater than 250$, the system buys only one stock per entry. The investment system stops automatically when the financial exposure reaches 10000$.


Investment strategies comparison on Avantis International Equity ETF

In this section, I will compare the three previous investment strategies applied to Avantis International Equity ETF.

Equity curve comparison on Avantis International Equity ETF

The following chart shows the equity curve of the artificall advisor, the trend folowing and the automatic investment strategies:

Avantis International Equity ETF investment strategy comparison

Employed capital comparison on Avantis International Equity ETF

Avantis International Equity ETF investment comparison

Performance comparison on Avantis International Equity ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 22.7% 285.81$ 1258.83$ 10.51%
Momentum 1 quarter 19.88% 490.96$ 2469.6$ 10.35%
Momentum 2 quarters 19.42% 439.58$ 2263.54$ 11.56%
Non-directional 0% 0.0$ 0.0$ 0.0%
Annualized return comparison

Automatic investment

10.51 %

Momentum 1Q

11.56 %

Momentum 2Q

11.56 %

Non-directional

0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Avantis International Equity ETF:

Positive correlations

Most correlated stocks this year

  • Avantis International Equity ETF

  • Most correlated stocks last 3 months

  • THIRD POINT OFFSHORE INVESTORS LIMITED ORD NPV $
  • Avantis International Equity ETF

  • Negative correlation

    Most negatively correlated stocks this year


    Most negatively correlated stocks last 3 months

  • Taitron Components Inc - Class A
  • Ohio Valley Banc Corp
  • RCI Hospitality Holdings Inc

  • Note: The algorithm computes the probability of correlation between Avantis International Equity ETF and the other stocks. There may be false positives or some missing correlated stocks. If the price of Avantis International Equity ETF does not vary for 36 weeks, the correlation calculation result will be wrong.


    Company information

    Company name Avantis International Equity ETF
    Country
    City
    Address
    Phone
    Website
    FullTime employees
    Industry
    Sector
    Exchange ARCX
    Ticker AVDE
    Market

    Avantis International Equity ETF ESG Scores

    Environment scores

    Environment ESG Factors Scores
    Environment Score 0
    Peer Environment Performance unknown
    Environment Percentile unknown
    Palm Oil unknown
    Nuclear unknown
    Fur Leather unknown
    GMO unknown
    Coal unknown
    Pesticides unknown
    Animal Testing unknown

    Social scores

    Social ESG Factors Scores
    Social Score 0
    Peer Social Performance unknown
    Social Percentile unknown
    Highest Controversy unknown
    Peer Highest Controversy Performance unknown
    Adult unknown
    Gambling unknown
    Alcoholic unknown
    Tobacco unknown
    Catholic unknown
    Controversial Weapons unknown
    Small Arms unknown
    Military Contract unknown
    Peer Count unknown

    Related Controversy:


    Governance scores

    Governance ESG Factors Scores
    Governance Score 0
    Peer Governance Performance unknown
    Governance Percentile unknown

    ESG at glance
    Total ESG Scores: unknown
    Environment Score: 0
    Social Score: 0
    Governance Score: 0

    ESG Performance: unknown

    Peer Group: unknown

    Peer Esg Score Performance: unknown

    Rating Year: unknown

    Rating Month: unknown

    Max Age: unknown

    Percentile: unknown