growth+value

The chart shows the growth of an initial investment of $10,000 in growth+value, 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 Every 3 months.

Based on dividend-adjusted daily data since Sep 15, 2016, growth+value's average daily return is +0.06%, while the average monthly return is +1.27%. At this rate, an investment would double in approximately 4.6 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2020 with a return of +12.3%, while the worst month was Mar 2020 at -14.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, growth+value closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +8.9%, while the worst single day was Mar 16, 2020 at -11.5%.

growth+value has an annualized alpha of 2.76%, beta of 0.88, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since September 15, 2016.

• This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (95.61%) than losses (88.41%) - typical of diversified or defensive assets.
• This portfolio generated an annualized alpha of 2.76% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
• With beta of 0.88 and R2 of 0.92, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

growth+value has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

growth+value ranks 81 for risk / return — in the top 81% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk. Learn how to interpret the Sharpe ratio.

The current growth+value Sharpe ratio is 2.84 as of Jun 17, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.65 to 2.51, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of growth+value compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

growth+value provided a 1.94% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the growth+value. 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+value was 36.28%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.

The current growth+value drawdown is 0.52%.

The chart below shows the rolling one-month volatility.