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Grow2

Last updated May 27, 2023

Asset Allocation


Performance

The chart shows the growth of an initial investment of $10,000 in Grow2, 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


-10.00%-5.00%0.00%5.00%10.00%December2023FebruaryMarchAprilMay
9.44%
3.07%
Grow2
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Grow2 returned 16.89% Year-To-Date and 8.70% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%8.32%8.32%
Grow22.99%16.89%13.28%4.92%8.70%8.70%
SPY
SPDR S&P 500 ETF
0.98%10.25%6.98%2.86%10.15%10.15%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
-0.63%3.23%3.54%1.35%2.94%2.94%
PNQI
Invesco NASDAQ Internet ETF
4.76%31.21%28.11%11.53%2.07%2.07%
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund
14.78%34.10%28.99%8.12%13.97%13.97%
ARKW
ARK Next Generation Internet ETF
7.15%32.50%19.91%-12.17%0.77%0.77%
QLD
ProShares Ultra QQQ
15.78%64.36%44.76%13.25%20.32%20.32%
QGRO
American Century STOXX U.S. Quality Growth ETF
1.33%12.46%7.50%4.74%11.08%11.08%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

SJNKARKWSPYPNQIQGROQTECQLD
SJNK1.000.600.750.640.690.680.69
ARKW0.601.000.720.910.810.840.82
SPY0.750.721.000.790.870.860.91
PNQI0.640.910.791.000.840.880.90
QGRO0.690.810.870.841.000.900.89
QTEC0.680.840.860.880.901.000.93
QLD0.690.820.910.900.890.931.00

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 Grow2 Sharpe ratio is 0.42. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.42
0.27
Grow2
Benchmark (^GSPC)
Portfolio components

Dividend yield

Grow2 granted a 2.52% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Grow22.52%1.99%1.62%2.02%2.24%3.16%2.56%2.73%2.99%2.78%2.79%3.00%
SPY
SPDR S&P 500 ETF
1.86%1.66%1.23%1.57%1.84%2.19%1.97%2.26%2.35%2.17%2.15%2.63%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
8.19%5.99%4.56%6.04%6.74%7.20%7.53%7.97%8.69%8.63%8.88%8.77%
PNQI
Invesco NASDAQ Internet ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.02%0.00%0.00%0.00%0.00%0.05%
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund
0.20%0.15%0.02%0.44%0.69%0.92%0.82%1.33%1.03%1.29%0.78%0.90%
ARKW
ARK Next Generation Internet ETF
0.00%0.00%2.79%1.33%0.00%13.59%2.42%0.00%2.75%0.00%0.00%0.00%
QLD
ProShares Ultra QQQ
0.19%0.31%0.00%0.00%0.13%0.06%0.02%0.91%0.11%0.19%0.13%0.15%
QGRO
American Century STOXX U.S. Quality Growth ETF
0.56%0.46%0.31%0.22%0.39%0.13%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Grow2 has a high expense ratio of 0.34%, 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.


Drawdowns Chart

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


-30.00%-25.00%-20.00%-15.00%December2023FebruaryMarchAprilMay
-17.98%
-12.32%
Grow2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Grow2. 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 Grow2 is 33.08%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.08%Nov 9, 2021235Oct 14, 2022
-30.89%Feb 20, 202023Mar 23, 202071Jul 2, 202094
-18.54%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-9.37%Sep 3, 202014Sep 23, 202038Nov 16, 202052
-8.34%May 6, 201920Jun 3, 201922Jul 3, 201942

Volatility Chart

The current Grow2 volatility is 4.04%, 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%4.00%6.00%8.00%10.00%December2023FebruaryMarchAprilMay
4.04%
3.82%
Grow2
Benchmark (^GSPC)
Portfolio components