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Growth Portfolio

Last updated Dec 6, 2023

Asset Allocation


BWX 15%JIG 30%VUG 25%VGT 25%ARKK 5%BondBondEquityEquity
PositionCategory/SectorWeight
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
International Government Bonds15%
JIG
JPMorgan International Growth ETF
Foreign Large Cap Equities, Actively Managed30%
VUG
Vanguard Growth ETF
Large Cap Growth Equities25%
VGT
Vanguard Information Technology ETF
Technology Equities25%
ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities5%

Performance

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


-5.00%0.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
5.56%
7.03%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JIG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Growth Portfolio25.59%6.21%5.56%21.52%N/AN/A
VUG
Vanguard Growth ETF
40.60%6.56%10.20%31.43%16.50%13.87%
VGT
Vanguard Information Technology ETF
45.61%8.07%9.84%36.90%22.01%19.59%
ARKK
ARK Innovation ETF
55.77%19.34%14.02%34.91%3.48%N/A
JIG
JPMorgan International Growth ETF
7.10%3.75%-4.55%3.89%N/AN/A
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
0.85%3.68%0.06%0.00%-2.83%-1.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.02%4.87%2.84%-3.46%-5.85%-2.44%11.17%

Sharpe Ratio

The current Growth Portfolio Sharpe ratio is 1.13. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.13

The Sharpe ratio of Growth Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.13
0.88
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Growth Portfolio granted a 0.82% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Growth Portfolio0.82%0.86%0.88%0.59%0.71%0.99%0.67%0.67%0.76%0.85%0.84%0.98%
VUG
Vanguard Growth ETF
0.56%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%1.51%
VGT
Vanguard Information Technology ETF
0.69%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%1.21%
ARKK
ARK Innovation ETF
0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%0.00%0.00%0.00%
JIG
JPMorgan International Growth ETF
0.85%0.91%1.35%0.04%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
1.70%1.23%1.00%0.95%1.16%1.17%0.46%0.00%0.00%1.77%1.86%2.03%

Expense Ratio

The Growth Portfolio has a high expense ratio of 0.29%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.75%
0.00%2.15%
0.55%
0.00%2.15%
0.35%
0.00%2.15%
0.10%
0.00%2.15%
0.04%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VUG
Vanguard Growth ETF
1.59
VGT
Vanguard Information Technology ETF
1.71
ARKK
ARK Innovation ETF
0.67
JIG
JPMorgan International Growth ETF
0.16
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
-0.11

Asset Correlations Table

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

BWXARKKJIGVGTVUG
BWX1.000.300.440.300.32
ARKK0.301.000.690.740.76
JIG0.440.691.000.790.81
VGT0.300.740.791.000.98
VUG0.320.760.810.981.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-25.00%-20.00%-15.00%-10.00%-5.00%JulyAugustSeptemberOctoberNovemberDecember
-15.94%
-4.78%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

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. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.99%Nov 9, 2021235Oct 14, 2022
-11.58%Feb 16, 202115Mar 8, 202178Jun 28, 202193
-8.13%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-7.72%Sep 8, 202119Oct 4, 202122Nov 3, 202141
-7.08%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility Chart

The current Growth Portfolio volatility is 3.40%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%JulyAugustSeptemberOctoberNovemberDecember
3.40%
2.85%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components
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