Avantis U.S. Small Cap Value ETF chart

Last update: 2022-12-30
Key statistics and financials
Three year average return N/A
YTD return 2.84%
Beta 3Y 0.00
Total Assets 2.28B
Annual report expense ratio 0.25%

Company description

The fund invests primarily in a diverse group of U.S. small cap companies across market sectors and industry groups. Under normal market conditions, it will invest at least 80% of its assets in securities of small capitalization companies located in the United States. The fund 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 U.S. Small Cap Value 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 U.S. Small Cap Value 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 U.S. Small Cap Value ETF

Here is the result of two systematic investment strategies applied to Avantis U.S. Small Cap Value 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 U.S. Small Cap Value ETF

The following chart shows the equity curve of the two systematic investment strategies applied to Avantis U.S. Small Cap Value ETF:

Avantis U.S. Small Cap Value ETF automated entries

The systematic investment strategy that buys the first day of the month would give a performance of 57.62% on the backtest period.

Performance at glance

Performance

57.62 %

Latent gain

689.98 $

Invested capital

1197.38 $

Annualized return

26.68 %
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Momentum strategy results on Avantis U.S. Small Cap Value ETF

This is the result of two momentum investment strategies applied to Avantis U.S. Small Cap Value 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 U.S. Small Cap Value ETF

The following chart shows all the entries opened by the momentum investment system on Avantis U.S. Small Cap Value ETF:

Avantis U.S. Small Cap Value ETF momentum entries
  • The first momentum investment strategy would give 43.61% of return on Avantis U.S. Small Cap Value ETF. That represents 1241.82$ of latent gain with 2847.46$ of employed capital.
  • The second momentum investment strategy would give 65.22% of return on Avantis U.S. Small Cap Value ETF. That represents 1117.53$ of latent gain with 1713.51$ of employed capital.
Performance at glance (1Q Momentum)

Performance

43.61 %

Latent gain

1241.82 $

Invested capital

2847.46 $

Annualized return

0.0 %
Performance at glance (2Q Momentum)

Performance

65.22 %

Latent gain

1117.53 $

Invested capital

1713.51 $

Annualized return

38.82 %

Momentum equity curve on Avantis U.S. Small Cap Value ETF

The following chart shows the equity curve of the two momentum strategies applied to Avantis U.S. Small Cap Value ETF:

Avantis U.S. Small Cap Value ETF momentum equity

Note: the dividends potentially given by Avantis U.S. Small Cap Value 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 U.S. Small Cap Value ETF

The following chart shows the employed capital evolution of the two momentum strategies on Avantis U.S. Small Cap Value ETF since the beginning:

Avantis U.S. Small Cap Value 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 U.S. Small Cap Value ETF

Buy the dip entry openings on Avantis U.S. Small Cap Value ETF

Avantis U.S. Small Cap Value ETF

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

Note: The blue line represents the weekly stock price of Avantis U.S. Small Cap Value 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 U.S. Small Cap Value ETF

The following chart shows the result of the investment strategy applied to Avantis U.S. Small Cap Value ETF:

Avantis U.S. Small Cap Value ETF

Note: the dividends potentially given by Avantis U.S. Small Cap Value 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 U.S. Small Cap Value ETF

The following chart shows the employed capital evolution since the beginning of the investment strategy on Avantis U.S. Small Cap Value ETF:

Avantis U.S. Small Cap Value 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 U.S. Small Cap Value ETF

In this section, I will compare the three previous investment strategies applied to Avantis U.S. Small Cap Value ETF.

Equity curve comparison on Avantis U.S. Small Cap Value ETF

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

Avantis U.S. Small Cap Value ETF investment strategy comparison

Employed capital comparison on Avantis U.S. Small Cap Value ETF

Avantis U.S. Small Cap Value ETF investment comparison

Performance comparison on Avantis U.S. Small Cap Value ETF

Strategy Latent Profit Growth Employed capital CAGR
Automatic investment 57.62% 689.98$ 1197.38$ 26.68%
Momentum 1 quarter 43.61% 1241.82$ 2847.46$ 22.71%
Momentum 2 quarters 65.22% 1117.53$ 1713.51$ 38.82%
Non-directional 0% 0.0$ 0.0$ 0.0%
Annualized return comparison

Automatic investment

26.68 %

Momentum 1Q

38.82 %

Momentum 2Q

38.82 %

Non-directional

0.0 %

Correlated stocks

Here are the most positively and negatively correlated stocks with Avantis U.S. Small Cap Value ETF:

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


Company information

Company name Avantis U.S. Small Cap Value ETF
Country
City
Address
Phone
Website
FullTime employees
Industry
Sector
Exchange ARCX
Ticker AVUV
Market

Avantis U.S. Small Cap Value 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