Grow2
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 8.32% | 8.32% |
Grow2 | 2.99% | 16.89% | 13.28% | 4.92% | 8.70% | 8.70% |
Portfolio components: | ||||||
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% |
Returns over 1 year are annualized |
Asset Correlations Table
SJNK | ARKW | SPY | PNQI | QGRO | QTEC | QLD | |
---|---|---|---|---|---|---|---|
SJNK | 1.00 | 0.60 | 0.75 | 0.64 | 0.69 | 0.68 | 0.69 |
ARKW | 0.60 | 1.00 | 0.72 | 0.91 | 0.81 | 0.84 | 0.82 |
SPY | 0.75 | 0.72 | 1.00 | 0.79 | 0.87 | 0.86 | 0.91 |
PNQI | 0.64 | 0.91 | 0.79 | 1.00 | 0.84 | 0.88 | 0.90 |
QGRO | 0.69 | 0.81 | 0.87 | 0.84 | 1.00 | 0.90 | 0.89 |
QTEC | 0.68 | 0.84 | 0.86 | 0.88 | 0.90 | 1.00 | 0.93 |
QLD | 0.69 | 0.82 | 0.91 | 0.90 | 0.89 | 0.93 | 1.00 |
Dividend yield
Grow2 granted a 2.52% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Grow2 | 2.52% | 1.99% | 1.62% | 2.02% | 2.24% | 3.16% | 2.56% | 2.73% | 2.99% | 2.78% | 2.79% | 3.00% |
Portfolio components: | ||||||||||||
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 0.35 | ||||
SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF | 0.33 | ||||
PNQI Invesco NASDAQ Internet ETF | 0.56 | ||||
QTEC First Trust NASDAQ-100 Technology Sector Index Fund | 0.47 | ||||
ARKW ARK Next Generation Internet ETF | -0.07 | ||||
QLD ProShares Ultra QQQ | 0.50 | ||||
QGRO American Century STOXX U.S. Quality Growth ETF | 0.45 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2021 | 235 | Oct 14, 2022 | — | — | — |
-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 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.