Grow2
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Sep 12, 2018, corresponding to the inception date of QGRO
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Grow2 | 10.32% | -1.85% | 7.98% | 19.99% | 12.41% | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 14.08% | 12.54% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 3.94% | 1.35% | 3.53% | 10.01% | 4.42% | 3.83% |
PNQI Invesco NASDAQ Internet ETF | 8.71% | -4.58% | 4.37% | 20.98% | 6.48% | 11.04% |
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 5.18% | -5.82% | 1.36% | 20.79% | 15.48% | 17.24% |
ARKW ARK Next Generation Internet ETF | 1.57% | 0.10% | 10.10% | 23.74% | 8.25% | N/A |
QLD ProShares Ultra QQQ | 19.43% | -9.82% | 12.26% | 37.01% | 28.55% | 28.61% |
QGRO American Century STOXX U.S. Quality Growth ETF | 11.00% | -1.48% | 6.99% | 21.10% | 14.86% | N/A |
Monthly Returns
The table below presents the monthly returns of Grow2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.11% | 5.17% | 2.36% | -4.24% | 3.84% | 3.81% | 10.32% | ||||||
| 2023 | 9.96% | -1.88% | 5.35% | -0.14% | 2.76% | 6.01% | 4.43% | -2.36% | -4.40% | -2.35% | 10.84% | 5.45% | 37.59% |
| 2022 | -7.34% | -3.91% | 1.81% | -10.79% | -1.14% | -8.73% | 9.60% | -3.97% | -9.08% | 5.28% | 4.84% | -6.37% | -27.84% |
| 2021 | 0.26% | 2.27% | 1.46% | 4.43% | -0.64% | 4.27% | 1.07% | 2.62% | -4.64% | 5.81% | -2.11% | 1.41% | 16.94% |
| 2020 | 1.17% | -5.68% | -12.12% | 13.36% | 6.73% | 4.30% | 6.94% | 7.49% | -3.53% | -1.50% | 10.37% | 3.90% | 32.54% |
| 2019 | 9.58% | 3.31% | 2.00% | 4.19% | -7.03% | 6.49% | 1.54% | -1.96% | 0.42% | 2.14% | 3.77% | 2.97% | 29.95% |
| 2018 | 0.88% | -7.45% | 1.06% | -7.67% | -12.88% |
Expense Ratio
Grow2 features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Grow2 is 48, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 2.27 | 3.57 | 1.44 | 3.95 | 14.06 |
PNQI Invesco NASDAQ Internet ETF | 1.09 | 1.54 | 1.19 | 0.46 | 4.57 |
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 0.98 | 1.41 | 1.17 | 0.91 | 4.34 |
ARKW ARK Next Generation Internet ETF | 0.70 | 1.18 | 1.13 | 0.31 | 2.04 |
QLD ProShares Ultra QQQ | 1.09 | 1.56 | 1.20 | 0.86 | 5.08 |
QGRO American Century STOXX U.S. Quality Growth ETF | 1.38 | 1.97 | 1.24 | 1.09 | 6.40 |
Dividends
Dividend yield
Grow2 granted a 2.11% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Grow2 | 2.11% | 2.11% | 1.96% | 1.54% | 1.85% | 1.97% | 2.76% | 2.08% | 2.15% | 2.26% | 2.00% | 1.93% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 7.45% | 7.20% | 5.85% | 4.21% | 5.34% | 5.64% | 5.69% | 5.64% | 5.65% | 5.81% | 5.46% | 5.34% |
PNQI Invesco NASDAQ Internet ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.02% | 0.00% | 0.00% | 0.00% | 0.00% |
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 0.06% | 0.14% | 0.15% | 0.02% | 0.44% | 0.68% | 0.91% | 0.80% | 1.29% | 0.99% | 1.22% | 0.72% |
ARKW ARK Next Generation Internet ETF | 0.00% | 0.00% | 0.00% | 2.79% | 1.29% | 0.00% | 13.06% | 2.05% | 0.00% | 2.29% | 0.00% | 0.00% |
QLD ProShares Ultra QQQ | 0.46% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
QGRO American Century STOXX U.S. Quality Growth ETF | 0.33% | 0.41% | 0.46% | 0.31% | 0.22% | 0.38% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
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 Grow2. 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 Grow2 was 33.08%, occurring on Oct 14, 2022. Recovery took 326 trading sessions.
The current Grow2 drawdown is 4.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.08% | Nov 9, 2021 | 235 | Oct 14, 2022 | 326 | Feb 2, 2024 | 561 |
| -30.89% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -18.54% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -9.37% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
| -8.34% | May 6, 2019 | 20 | Jun 3, 2019 | 22 | Jul 3, 2019 | 42 |
Volatility
Volatility Chart
The current Grow2 volatility is 4.01%, 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.
Diversification
Asset Correlations Table
| SJNK | ARKW | SPY | PNQI | QGRO | QTEC | QLD | |
|---|---|---|---|---|---|---|---|
| SJNK | 1.00 | 0.59 | 0.73 | 0.63 | 0.68 | 0.65 | 0.66 |
| ARKW | 0.59 | 1.00 | 0.71 | 0.88 | 0.79 | 0.81 | 0.79 |
| SPY | 0.73 | 0.71 | 1.00 | 0.80 | 0.88 | 0.86 | 0.91 |
| PNQI | 0.63 | 0.88 | 0.80 | 1.00 | 0.84 | 0.86 | 0.89 |
| QGRO | 0.68 | 0.79 | 0.88 | 0.84 | 1.00 | 0.89 | 0.89 |
| QTEC | 0.65 | 0.81 | 0.86 | 0.86 | 0.89 | 1.00 | 0.93 |
| QLD | 0.66 | 0.79 | 0.91 | 0.89 | 0.89 | 0.93 | 1.00 |