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Elijah Hryshko Growth Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 33.34%VGT 33.33%VCR 33.33%EquityEquity

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Elijah Hryshko Growth Portfolio, 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.


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The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 3, 2026, the Elijah Hryshko Growth Portfolio returned -6.01% Year-To-Date and 16.27% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Elijah Hryshko Growth Portfolio
-0.11%-3.25%-6.01%-5.58%18.00%18.59%10.68%16.27%
VOO
Vanguard S&P 500 ETF
0.11%-3.33%-3.55%-1.41%17.60%18.47%11.96%14.19%
VGT
Vanguard Information Technology ETF
0.85%-1.42%-5.36%-5.79%29.79%23.50%15.02%21.67%
VCR
Vanguard Consumer Discretionary ETF
-1.30%-5.03%-9.14%-9.50%7.19%13.43%4.60%12.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 10, 2010, Elijah Hryshko Growth Portfolio's average daily return is +0.07%, while the average monthly return is +1.37%. At this rate, your investment would double in approximately 4.2 years.

Historically, 66% of months were positive and 34% were negative. The best month was Apr 2020 with a return of +16.3%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Elijah Hryshko Growth Portfolio closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -12.8%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.67%-2.46%-5.09%0.85%-6.01%
20251.96%-4.14%-7.93%0.17%8.65%5.58%2.80%2.46%4.55%2.82%-2.09%0.46%15.15%
2024-0.12%5.99%1.88%-4.98%4.76%4.81%0.94%0.97%3.68%-1.28%8.53%-0.76%26.42%
202310.49%-1.40%5.27%0.18%3.31%8.21%3.18%-1.94%-5.71%-3.03%11.31%5.57%39.61%
2022-7.61%-3.63%3.41%-10.70%-2.15%-9.55%13.55%-4.66%-9.79%5.98%4.46%-8.12%-27.72%
20210.40%1.43%3.21%5.58%-1.15%4.21%2.05%2.78%-4.47%8.18%1.08%2.32%28.14%

Benchmark Metrics

Elijah Hryshko Growth Portfolio has an annualized alpha of 2.86%, beta of 1.09, and R² of 0.95 versus S&P 500 Index. Calculated based on daily prices since September 10, 2010.

  • This portfolio captured 119.33% of S&P 500 Index gains and 101.84% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 2.86% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 1.09 and R² of 0.95, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.86%
Beta
1.09
0.95
Upside Capture
119.33%
Downside Capture
101.84%

Expense Ratio

Elijah Hryshko Growth Portfolio has an expense ratio of 0.07%, 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.


Return for Risk

Risk / Return Rank

Elijah Hryshko Growth Portfolio ranks 21 for risk / return — below 21% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


Elijah Hryshko Growth Portfolio Risk / Return Rank: 2121
Overall Rank
Elijah Hryshko Growth Portfolio Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
Elijah Hryshko Growth Portfolio Sortino Ratio Rank: 1818
Sortino Ratio Rank
Elijah Hryshko Growth Portfolio Omega Ratio Rank: 1919
Omega Ratio Rank
Elijah Hryshko Growth Portfolio Calmar Ratio Rank: 2727
Calmar Ratio Rank
Elijah Hryshko Growth Portfolio Martin Ratio Rank: 2424
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.82

0.88

-0.07

Sortino ratio

Return per unit of downside risk

1.31

1.37

-0.06

Omega ratio

Gain probability vs. loss probability

1.19

1.21

-0.02

Calmar ratio

Return relative to maximum drawdown

1.45

1.39

+0.06

Martin ratio

Return relative to average drawdown

5.38

6.43

-1.06


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
540.981.491.231.537.13
VGT
Vanguard Information Technology ETF
581.101.671.231.885.72
VCR
Vanguard Consumer Discretionary ETF
210.300.621.080.601.93

Sharpe Ratio

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.

Elijah Hryshko Growth Portfolio Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 0.82
  • 5-Year: 0.51
  • 10-Year: 0.79
  • All Time: 0.85

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

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


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Dividends

Dividend yield

Elijah Hryshko Growth Portfolio provided a 0.80% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio0.80%0.76%0.86%0.98%1.19%0.89%1.36%1.39%1.57%1.32%1.64%1.57%
VOO
Vanguard S&P 500 ETF
1.18%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%
VGT
Vanguard Information Technology ETF
0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%
VCR
Vanguard Consumer Discretionary ETF
0.80%0.74%0.74%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%

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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Elijah Hryshko Growth Portfolio. 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 Elijah Hryshko Growth Portfolio was 33.98%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Elijah Hryshko Growth Portfolio drawdown is 8.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.98%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-31.2%Jan 4, 2022197Oct 14, 2022296Dec 19, 2023493
-24.11%Dec 17, 202476Apr 8, 202559Jul 3, 2025135
-21.67%Oct 2, 201858Dec 24, 201870Apr 5, 2019128
-18.31%Jul 8, 201161Oct 3, 201183Feb 1, 2012144

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkVCRVGTVOOPortfolio
Benchmark1.000.870.891.000.96
VCR0.871.000.790.870.93
VGT0.890.791.000.890.94
VOO1.000.870.891.000.96
Portfolio0.960.930.940.961.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010