Growth Portfolio
Asset Allocation
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
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JIG
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Growth Portfolio | 25.59% | 6.21% | 5.56% | 21.52% | N/A | N/A |
| Portfolio components: | ||||||
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/A | N/A |
BWX SPDR Bloomberg Barclays International Treasury Bond ETF | 0.85% | 3.68% | 0.06% | 0.00% | -2.83% | -1.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.02% | 4.87% | 2.84% | -3.46% | -5.85% | -2.44% | 11.17% |
Dividend yield
Growth Portfolio granted a 0.82% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Growth Portfolio | 0.82% | 0.86% | 0.88% | 0.59% | 0.71% | 0.99% | 0.67% | 0.67% | 0.76% | 0.85% | 0.84% | 0.98% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| BWX | ARKK | JIG | VGT | VUG | |
|---|---|---|---|---|---|
| BWX | 1.00 | 0.30 | 0.44 | 0.30 | 0.32 |
| ARKK | 0.30 | 1.00 | 0.69 | 0.74 | 0.76 |
| JIG | 0.44 | 0.69 | 1.00 | 0.79 | 0.81 |
| VGT | 0.30 | 0.74 | 0.79 | 1.00 | 0.98 |
| VUG | 0.32 | 0.76 | 0.81 | 0.98 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2021 | 235 | Oct 14, 2022 | — | — | — |
| -11.58% | Feb 16, 2021 | 15 | Mar 8, 2021 | 78 | Jun 28, 2021 | 93 |
| -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 |
| -7.08% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
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.