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Grow2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SJNK 20%SPY 45%PNQI 15%QTEC 5%ARKW 5%QLD 5%QGRO 5%BondBondEquityEquity
PositionCategory/SectorWeight
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
High Yield Bonds

20%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

45%

PNQI
Invesco NASDAQ Internet ETF
Large Cap Growth Equities

15%

QTEC
First Trust NASDAQ-100 Technology Sector Index Fund
Technology Equities

5%

ARKW
ARK Next Generation Internet ETF
All Cap Equities, Actively Managed

5%

QLD
ProShares Ultra QQQ
Leveraged Equities, Leveraged

5%

QGRO
American Century STOXX U.S. Quality Growth ETF
Large Cap Growth Equities

5%

S&P 500

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


40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2024FebruaryMarchApril
85.92%
77.35%
Grow2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 12, 2018, corresponding to the inception date of QGRO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
Grow26.73%0.37%21.30%29.48%12.48%N/A
SPY
SPDR S&P 500 ETF
7.81%0.20%19.24%25.65%13.84%12.77%
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
0.77%-0.37%6.86%8.44%4.00%3.54%
PNQI
Invesco NASDAQ Internet ETF
10.23%2.11%29.72%42.20%7.42%12.32%
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund
6.02%0.15%25.91%47.61%16.52%18.62%
ARKW
ARK Next Generation Internet ETF
4.27%-1.24%50.34%52.81%9.12%N/A
QLD
ProShares Ultra QQQ
11.85%1.63%38.52%75.25%28.91%31.11%
QGRO
American Century STOXX U.S. Quality Growth ETF
8.07%-0.48%21.72%28.70%15.50%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.11%5.17%2.36%
2023-4.40%-2.35%10.84%5.45%

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.


0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.76%
0.50%1.00%1.50%2.00%0.62%
0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

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.


Grow2
Sharpe ratio
The chart of Sharpe ratio for Grow2, currently valued at 2.39, compared to the broader market0.002.004.002.39
Sortino ratio
The chart of Sortino ratio for Grow2, currently valued at 3.34, compared to the broader market-2.000.002.004.006.003.34
Omega ratio
The chart of Omega ratio for Grow2, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for Grow2, currently valued at 1.39, compared to the broader market0.002.004.006.008.0010.0012.001.39
Martin ratio
The chart of Martin ratio for Grow2, currently valued at 10.10, compared to the broader market0.0010.0020.0030.0040.0050.0010.10
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF
2.323.341.411.989.79
SJNK
SPDR Bloomberg Barclays Short Term High Yield Bond ETF
1.943.061.362.8412.95
PNQI
Invesco NASDAQ Internet ETF
2.363.071.390.9410.74
QTEC
First Trust NASDAQ-100 Technology Sector Index Fund
2.212.931.361.4511.39
ARKW
ARK Next Generation Internet ETF
1.692.351.270.745.30
QLD
ProShares Ultra QQQ
2.523.151.391.6311.87
QGRO
American Century STOXX U.S. Quality Growth ETF
2.223.081.371.499.94

Sharpe Ratio

The current Grow2 Sharpe ratio is 2.39. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.39

The Sharpe ratio of Grow2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.39
2.15
Grow2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Grow2 granted a 2.11% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Grow22.11%2.11%1.96%1.54%1.85%1.97%2.76%2.08%2.12%2.26%2.00%1.93%
SPY
SPDR S&P 500 ETF
1.32%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
7.41%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
0.07%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
0.36%0.33%0.31%0.00%0.00%0.13%0.06%0.02%0.24%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.09%
-2.49%
Grow2
Benchmark (^GSPC)
Portfolio components

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 2.09%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.08%Nov 9, 2021235Oct 14, 2022326Feb 2, 2024561
-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

Volatility Chart

The current Grow2 volatility is 3.23%, 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.23%
3.24%
Grow2
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SJNKARKWSPYPNQIQGROQTECQLD
SJNK1.000.590.740.630.680.660.67
ARKW0.591.000.710.880.800.820.80
SPY0.740.711.000.800.880.860.91
PNQI0.630.880.801.000.840.870.90
QGRO0.680.800.880.841.000.890.89
QTEC0.660.820.860.870.891.000.93
QLD0.670.800.910.900.890.931.00