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Future Growth

Last updated Mar 18, 2023

Expense Ratio

0.33%

Dividend Yield

0.79%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in Future Growth in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $8,420 for a total return of roughly -15.80%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%15.00%20.00%NovemberDecember2023FebruaryMarch
18.89%
9.24%
Future Growth
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 18, 2023, the Future Growth returned 18.59% Year-To-Date and -6.85% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-5.31%2.01%0.39%-10.12%-4.46%-4.46%
Future Growth0.78%18.59%8.42%-14.02%-6.85%-6.85%
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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 Future Growth Sharpe ratio is 0.33. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50NovemberDecember2023FebruaryMarch
0.33
0.02
Future Growth
Benchmark (^GSPC)
Portfolio components

Dividends

Future Growth granted a 0.79% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

0.79%0.87%1.01%0.77%0.93%1.08%0.89%1.32%1.09%1.36%1.05%1.43%

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%NovemberDecember2023FebruaryMarch
-33.36%
-18.34%
Future Growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Future Growth. 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 Future Growth is 45.85%, recorded on Oct 15, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.85%Nov 9, 2021341Oct 15, 2022
-11.3%Sep 7, 202123Sep 29, 202121Oct 20, 202144
-3.84%Jul 15, 20215Jul 19, 20214Jul 23, 20219
-3.6%Aug 10, 20219Aug 18, 20215Aug 23, 202114
-1.93%Oct 21, 20212Oct 22, 20216Oct 28, 20218
-1.3%Aug 26, 20211Aug 26, 20211Aug 27, 20212
-0.55%Aug 8, 20211Aug 8, 20211Aug 9, 20212
-0.52%Jul 27, 20211Jul 27, 20211Jul 28, 20212
-0.44%Aug 1, 20213Aug 3, 20211Aug 4, 20214
-0.37%Oct 30, 20212Oct 31, 20211Nov 1, 20213

Volatility Chart

Current Future Growth volatility is 95.21%. 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%60.00%NovemberDecember2023FebruaryMarch
27.73%
19.95%
Future Growth
Benchmark (^GSPC)
Portfolio components