Growth/Income 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 10% |
ALX Alexander's, Inc. | Real Estate | 10% |
AMGN Amgen Inc. | Healthcare | 10% |
DPZ Domino's Pizza, Inc. | Consumer Cyclical | 10% |
GD General Dynamics Corporation | 10% | |
GE General Electric Company | Industrials | 10% |
IRM Iron Mountain Incorporated | Real Estate | 10% |
PRU Prudential Financial, Inc. | Financial Services | 10% |
SPG Simon Property Group, Inc. | Real Estate | 10% |
WSM Williams-Sonoma, Inc. | Consumer Cyclical | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Growth/Income 2, 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
The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV
Returns By Period
As of Nov 14, 2024, the Growth/Income 2 returned 30.65% Year-To-Date and 13.68% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Growth/Income 2 | 30.65% | -2.97% | 6.36% | 46.74% | 20.52% | 13.68% |
| Portfolio components: | ||||||
ABBV AbbVie Inc. | 13.95% | -12.23% | 5.81% | 27.91% | 19.02% | 14.98% |
ALX Alexander's, Inc. | 12.32% | -1.93% | 5.30% | 21.59% | -0.05% | -0.56% |
AMGN Amgen Inc. | 6.97% | -7.14% | -4.18% | 14.99% | 9.58% | 9.71% |
DPZ Domino's Pizza, Inc. | 7.69% | 2.68% | -14.53% | 16.44% | 10.57% | 18.28% |
GD General Dynamics Corporation | 23.38% | 4.03% | 7.65% | 29.26% | 13.66% | 10.69% |
GE General Electric Company | 81.10% | -4.71% | 12.65% | 97.26% | 26.80% | 5.45% |
IRM Iron Mountain Incorporated | 69.37% | -4.31% | 42.78% | 93.39% | 35.51% | 18.85% |
PRU Prudential Financial, Inc. | 24.96% | 0.07% | 7.07% | 39.28% | 11.53% | 8.59% |
SPG Simon Property Group, Inc. | 30.54% | 4.36% | 22.34% | 56.41% | 8.91% | 5.00% |
WSM Williams-Sonoma, Inc. | 30.48% | -11.01% | -18.48% | 66.48% | 31.77% | 16.87% |
Monthly Returns
The table below presents the monthly returns of Growth/Income 2, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.01% | 7.18% | 8.77% | -2.11% | 3.93% | 1.53% | 4.94% | 0.84% | 3.75% | -2.63% | 30.65% | ||
| 2023 | 6.02% | -4.33% | -0.30% | -0.20% | -6.20% | 8.24% | 8.63% | 0.46% | -0.36% | -1.36% | 9.17% | 8.74% | 30.45% |
| 2022 | -3.30% | 0.49% | 3.12% | -8.31% | 1.20% | -6.80% | 7.32% | -1.11% | -11.87% | 15.81% | 6.80% | -5.05% | -4.81% |
| 2021 | 4.45% | 6.17% | 9.09% | 4.34% | 3.10% | -0.38% | 1.59% | 4.05% | -4.59% | 4.77% | -1.55% | 6.59% | 43.74% |
| 2020 | -2.94% | -4.48% | -19.83% | 12.75% | 4.34% | 2.12% | 1.05% | 4.52% | -3.37% | -1.49% | 18.01% | 2.29% | 8.38% |
| 2019 | 9.79% | 1.88% | -0.80% | 1.25% | -4.68% | 5.32% | -1.54% | -3.19% | 2.92% | 3.43% | 5.06% | 0.69% | 21.06% |
| 2018 | 2.49% | -2.71% | -1.89% | 0.63% | 1.85% | 2.00% | 1.25% | 3.47% | -1.85% | -9.06% | 2.32% | -7.29% | -9.31% |
| 2017 | 2.96% | 4.30% | -0.90% | -0.26% | -0.90% | 2.70% | -1.04% | 0.22% | 4.99% | -2.48% | 2.11% | -1.05% | 10.83% |
| 2016 | -4.96% | 2.63% | 5.31% | 2.99% | -0.73% | 2.46% | 6.05% | -0.42% | -1.09% | -5.23% | 8.00% | -0.85% | 14.06% |
| 2015 | -0.78% | 1.22% | -0.34% | 0.42% | 1.83% | -0.39% | 3.24% | -7.89% | -0.86% | 6.62% | -1.55% | -0.93% | -0.06% |
| 2014 | -2.59% | 5.80% | 1.25% | -1.11% | 4.23% | 3.58% | -1.83% | 5.11% | 0.18% | 8.90% | 3.33% | 0.10% | 29.74% |
| 2013 | 0.81% | 1.59% | 6.11% | 4.24% | 0.80% | -2.67% | 6.58% | -4.68% | 4.37% | 3.40% | 3.52% | 3.68% | 30.76% |
Expense Ratio
Growth/Income 2 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Growth/Income 2 is 94, placing it in the top 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
ABBV AbbVie Inc. | 1.19 | 1.53 | 1.26 | 1.66 | 5.32 |
ALX Alexander's, Inc. | 0.97 | 1.54 | 1.18 | 0.70 | 4.78 |
AMGN Amgen Inc. | 0.66 | 1.10 | 1.15 | 0.89 | 2.17 |
DPZ Domino's Pizza, Inc. | 0.68 | 1.05 | 1.16 | 0.57 | 1.55 |
GD General Dynamics Corporation | 1.88 | 2.70 | 1.35 | 4.65 | 14.54 |
GE General Electric Company | 3.42 | 3.91 | 1.58 | 2.84 | 28.87 |
IRM Iron Mountain Incorporated | 3.98 | 4.36 | 1.64 | 9.59 | 33.12 |
PRU Prudential Financial, Inc. | 1.95 | 2.41 | 1.37 | 2.54 | 9.79 |
SPG Simon Property Group, Inc. | 2.88 | 3.87 | 1.48 | 2.80 | 17.36 |
WSM Williams-Sonoma, Inc. | 1.76 | 2.35 | 1.32 | 3.07 | 8.43 |
Dividends
Dividend yield
Growth/Income 2 provided a 3.08% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.08% | 3.40% | 3.66% | 3.12% | 4.08% | 3.63% | 4.04% | 3.27% | 3.13% | 3.11% | 2.63% | 2.52% |
| Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 3.64% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
ALX Alexander's, Inc. | 8.12% | 8.43% | 8.18% | 6.92% | 6.49% | 5.45% | 5.91% | 4.29% | 3.75% | 3.64% | 2.97% | 3.33% |
AMGN Amgen Inc. | 2.95% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% | 1.53% | 1.65% |
DPZ Domino's Pizza, Inc. | 1.31% | 1.17% | 1.27% | 0.67% | 0.81% | 0.89% | 0.89% | 0.97% | 0.95% | 1.11% | 1.06% | 1.15% |
GD General Dynamics Corporation | 1.78% | 2.01% | 2.00% | 2.24% | 2.90% | 2.26% | 2.31% | 1.61% | 1.72% | 2.46% | 1.76% | 1.76% |
GE General Electric Company | 0.49% | 0.25% | 0.38% | 0.34% | 0.37% | 0.36% | 4.89% | 4.81% | 2.94% | 2.95% | 3.52% | 2.82% |
IRM Iron Mountain Incorporated | 2.30% | 3.63% | 4.97% | 4.73% | 8.40% | 7.69% | 7.33% | 5.93% | 6.17% | 7.07% | 6.05% | 4.52% |
PRU Prudential Financial, Inc. | 4.11% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% | 2.40% | 1.88% |
SPG Simon Property Group, Inc. | 4.41% | 5.22% | 5.87% | 3.66% | 7.04% | 5.57% | 4.70% | 4.16% | 3.66% | 3.11% | 2.74% | 3.06% |
WSM Williams-Sonoma, Inc. | 1.66% | 1.72% | 2.65% | 1.43% | 1.93% | 2.55% | 3.33% | 2.98% | 3.02% | 2.36% | 1.72% | 1.97% |
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 Growth/Income 2. 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 Growth/Income 2 was 37.87%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.
The current Growth/Income 2 drawdown is 3.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.87% | Feb 21, 2020 | 22 | Mar 23, 2020 | 171 | Nov 23, 2020 | 193 |
| -21% | Aug 30, 2018 | 80 | Dec 24, 2018 | 221 | Nov 8, 2019 | 301 |
| -20.49% | Mar 30, 2022 | 128 | Sep 30, 2022 | 85 | Feb 2, 2023 | 213 |
| -15.03% | Aug 18, 2015 | 123 | Feb 11, 2016 | 45 | Apr 18, 2016 | 168 |
| -12.18% | Feb 3, 2023 | 78 | May 25, 2023 | 36 | Jul 19, 2023 | 114 |
Volatility
Volatility Chart
The current Growth/Income 2 volatility is 3.63%, 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
Asset Correlations Table
| DPZ | ABBV | WSM | ALX | AMGN | IRM | GE | GD | SPG | PRU | |
|---|---|---|---|---|---|---|---|---|---|---|
| DPZ | 1.00 | 0.19 | 0.25 | 0.18 | 0.25 | 0.22 | 0.17 | 0.24 | 0.20 | 0.22 |
| ABBV | 0.19 | 1.00 | 0.21 | 0.22 | 0.50 | 0.23 | 0.22 | 0.31 | 0.25 | 0.31 |
| WSM | 0.25 | 0.21 | 1.00 | 0.25 | 0.23 | 0.28 | 0.29 | 0.27 | 0.35 | 0.37 |
| ALX | 0.18 | 0.22 | 0.25 | 1.00 | 0.25 | 0.35 | 0.28 | 0.32 | 0.45 | 0.34 |
| AMGN | 0.25 | 0.50 | 0.23 | 0.25 | 1.00 | 0.25 | 0.25 | 0.34 | 0.25 | 0.34 |
| IRM | 0.22 | 0.23 | 0.28 | 0.35 | 0.25 | 1.00 | 0.31 | 0.35 | 0.50 | 0.33 |
| GE | 0.17 | 0.22 | 0.29 | 0.28 | 0.25 | 0.31 | 1.00 | 0.42 | 0.39 | 0.51 |
| GD | 0.24 | 0.31 | 0.27 | 0.32 | 0.34 | 0.35 | 0.42 | 1.00 | 0.34 | 0.53 |
| SPG | 0.20 | 0.25 | 0.35 | 0.45 | 0.25 | 0.50 | 0.39 | 0.34 | 1.00 | 0.41 |
| PRU | 0.22 | 0.31 | 0.37 | 0.34 | 0.34 | 0.33 | 0.51 | 0.53 | 0.41 | 1.00 |