Growth Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Quarterly
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JIG
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Growth Portfolio | 16.46% | 0.21% | 14.93% | 36.83% | N/A | N/A |
| Portfolio components: | ||||||
VUG Vanguard Growth ETF | 27.96% | 3.66% | 20.44% | 49.80% | 19.22% | 15.61% |
VGT Vanguard Information Technology ETF | 26.76% | 4.34% | 23.72% | 51.83% | 23.35% | 21.01% |
ARKK ARK Innovation ETF | -7.56% | 1.11% | 11.39% | 41.18% | 2.57% | N/A |
JIG JPMorgan International Growth ETF | 12.54% | -3.42% | 8.52% | 28.39% | N/A | N/A |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | -3.03% | -5.43% | 4.52% | 7.12% | -3.96% | -1.55% |
Monthly Returns
The table below presents the monthly returns of Growth Portfolio, 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 | 0.01% | 4.89% | 1.50% | -4.83% | 4.96% | 4.33% | 0.10% | 2.16% | 2.24% | 16.46% | |||
| 2023 | 9.85% | -2.34% | 6.91% | -0.19% | 3.02% | 4.87% | 2.84% | -3.46% | -5.85% | -2.44% | 11.16% | 5.30% | 32.01% |
| 2022 | -9.13% | -4.84% | 0.62% | -11.69% | -1.46% | -7.74% | 9.75% | -5.64% | -10.02% | 3.49% | 8.00% | -5.83% | -31.49% |
| 2021 | 0.64% | -0.10% | -0.94% | 4.33% | -0.25% | 4.43% | 1.32% | 2.92% | -5.41% | 5.88% | -0.89% | 0.94% | 13.11% |
| 2020 | 2.06% | 6.03% | 6.77% | 8.15% | -2.86% | -2.27% | 9.64% | 5.49% | 37.20% |
Expense Ratio
Growth Portfolio features an expense ratio of 0.29%, falling within the medium range. 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 rank of Growth Portfolio is 31, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VUG Vanguard Growth ETF | 3.13 | 3.94 | 1.56 | 3.00 | 15.90 |
VGT Vanguard Information Technology ETF | 2.58 | 3.18 | 1.44 | 3.49 | 12.68 |
ARKK ARK Innovation ETF | 1.18 | 1.74 | 1.21 | 0.54 | 2.95 |
JIG JPMorgan International Growth ETF | 2.19 | 3.07 | 1.39 | 0.84 | 11.74 |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 0.83 | 1.28 | 1.15 | 0.23 | 1.68 |
Dividends
Dividend yield
Growth Portfolio provided a 1.01% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Growth Portfolio | 1.01% | 1.06% | 0.86% | 0.88% | 0.59% | 0.71% | 0.99% | 0.67% | 0.67% | 0.76% | 0.85% | 0.84% |
| Portfolio components: | ||||||||||||
VUG Vanguard Growth ETF | 0.50% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VGT Vanguard Information Technology ETF | 0.61% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 0.00% | 0.00% |
JIG JPMorgan International Growth ETF | 1.50% | 1.69% | 0.91% | 1.35% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 1.87% | 1.63% | 1.23% | 1.00% | 0.95% | 1.16% | 1.17% | 0.46% | 0.00% | 0.00% | 1.77% | 1.86% |
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 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 Growth Portfolio was 37.99%, occurring on Oct 14, 2022. Recovery took 430 trading sessions.
The current Growth Portfolio drawdown is 0.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.99% | Nov 9, 2021 | 235 | Oct 14, 2022 | 430 | Jul 3, 2024 | 665 |
| -11.58% | Feb 16, 2021 | 15 | Mar 8, 2021 | 78 | Jun 28, 2021 | 93 |
| -9.89% | Jul 17, 2024 | 14 | Aug 5, 2024 | 37 | Sep 26, 2024 | 51 |
| -8.13% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -7.72% | Sep 8, 2021 | 19 | Oct 4, 2021 | 22 | Nov 3, 2021 | 41 |
Volatility
Volatility Chart
The current Growth Portfolio volatility is 3.15%, 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
| BWX | ARKK | JIG | VGT | VUG | |
|---|---|---|---|---|---|
| BWX | 1.00 | 0.31 | 0.44 | 0.28 | 0.29 |
| ARKK | 0.31 | 1.00 | 0.68 | 0.72 | 0.75 |
| JIG | 0.44 | 0.68 | 1.00 | 0.78 | 0.79 |
| VGT | 0.28 | 0.72 | 0.78 | 1.00 | 0.97 |
| VUG | 0.29 | 0.75 | 0.79 | 0.97 | 1.00 |