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Growth Portfolio

Last updated Mar 22, 2023

Expense Ratio

0.29%

Dividend Yield

0.83%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Growth Portfolio in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,829 for a total return of roughly 18.29%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
18.29%
35.76%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 22, 2023, the Growth Portfolio returned 11.25% Year-To-Date and 6.13% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-1.87%4.25%2.64%-10.31%11.43%11.43%
Growth Portfolio0.98%11.25%8.32%-11.86%6.13%6.13%
VUG
Vanguard Growth ETF
1.60%13.61%3.80%-13.33%9.94%9.94%
VGT
Vanguard Information Technology ETF
3.00%16.26%11.28%-7.85%15.07%15.07%
ARKK
ARK Innovation ETF
-3.63%29.13%-5.06%-38.67%-13.37%-13.37%
JIG
JPMorgan International Growth ETF
-0.70%6.49%11.66%-10.87%3.72%3.72%
BWX
SPDR Bloomberg Barclays International Treasury Bond ETF
1.91%2.60%6.16%-11.87%-6.06%-6.06%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Growth Portfolio Sharpe ratio is -0.46. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.40-1.20-1.00-0.80-0.60-0.40-0.20NovemberDecember2023FebruaryMarch
-0.46
-0.44
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Growth Portfolio granted a 0.83% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.83%0.86%0.88%0.62%0.73%1.02%0.70%0.72%0.82%0.92%0.92%1.09%

Drawdowns Chart

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


-35.00%-30.00%-25.00%-20.00%-15.00%NovemberDecember2023FebruaryMarch
-25.54%
-16.55%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Growth Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Growth Portfolio is 37.99%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


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
-4.46%Jun 11, 20201Jun 11, 20207Jun 22, 20208
-4.04%Jan 26, 20214Jan 29, 20214Feb 4, 20218
-3.01%Nov 9, 20202Nov 10, 202010Nov 24, 202012
-2.63%Aug 7, 20203Aug 11, 20204Aug 17, 20207
-2.57%Jun 24, 20203Jun 26, 20203Jul 1, 20206

Volatility Chart

Current Growth Portfolio volatility is 50.97%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%20.00%30.00%40.00%50.00%NovemberDecember2023FebruaryMarch
19.44%
22.09%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components