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Growth Fund 2063
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 12.5%AAPL 25%UNH 12.5%V 12.5%VIG 12.5%AMZN 12.5%KO 12.5%BondBondEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc
Technology

25%

AMZN
Amazon.com, Inc.
Consumer Cyclical

12.50%

BND
Vanguard Total Bond Market ETF
Total Bond Market

12.50%

KO
The Coca-Cola Company
Consumer Defensive

12.50%

UNH
UnitedHealth Group Incorporated
Healthcare

12.50%

V
Visa Inc.
Financial Services

12.50%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

12.50%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Growth Fund 2063, 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


500.00%1,000.00%1,500.00%2024FebruaryMarchAprilMayJune
1,775.88%
319.58%
Growth Fund 2063
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V

Returns By Period

As of Jun 25, 2024, the Growth Fund 2063 returned 7.69% Year-To-Date and 18.87% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.22%2.70%14.58%25.29%13.38%10.79%
Growth Fund 20637.69%3.35%7.90%15.76%17.57%18.87%
AAPL
Apple Inc
8.39%9.56%7.79%12.09%34.11%26.26%
UNH
UnitedHealth Group Incorporated
-6.17%-3.17%-5.06%4.32%16.80%21.48%
V
Visa Inc.
6.52%0.66%7.31%21.30%10.86%18.99%
VIG
Vanguard Dividend Appreciation ETF
9.20%2.02%9.76%18.82%12.21%11.23%
BND
Vanguard Total Bond Market ETF
0.12%1.55%0.38%3.12%-0.06%1.38%
AMZN
Amazon.com, Inc.
22.13%2.67%20.96%43.49%14.40%27.68%
KO
The Coca-Cola Company
10.27%3.98%11.42%7.87%7.91%7.64%

Monthly Returns

The table below presents the monthly returns of Growth Fund 2063, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.26%1.74%-0.21%-1.99%4.74%7.69%
20236.56%-2.69%5.91%2.69%0.85%5.27%1.95%-1.72%-4.79%1.31%7.68%1.54%26.55%
2022-2.40%-1.76%3.46%-6.50%-2.15%-4.65%11.08%-4.12%-8.75%6.82%1.24%-5.83%-14.35%
2021-4.41%-1.19%3.41%6.53%-1.63%3.26%3.48%0.88%-5.02%5.20%0.77%6.69%18.52%
20203.27%-7.45%-6.34%12.84%4.42%4.85%7.66%10.00%-4.97%-4.04%8.56%5.41%36.67%
20195.68%0.23%5.52%3.41%-4.33%6.62%3.02%-0.54%0.24%5.67%4.27%4.68%39.66%
20185.71%-0.24%-3.01%2.41%4.74%1.12%3.45%8.19%0.57%-4.96%-1.21%-7.94%7.95%
20173.59%5.53%2.24%2.22%4.17%-1.22%2.69%3.59%-1.61%6.31%3.40%-0.47%34.63%
2016-4.41%-0.26%7.73%-2.14%3.50%-0.23%3.72%0.57%3.25%-0.85%-0.77%1.97%12.15%
20153.18%6.34%-1.79%1.16%2.98%-1.70%4.56%-4.72%-0.54%8.07%0.66%-2.18%16.35%
2014-6.36%3.83%0.22%0.36%4.27%2.05%-1.17%5.34%-0.87%4.25%6.86%-2.96%16.10%
2013-1.22%-0.21%3.10%0.83%1.78%-1.71%6.34%-0.03%2.42%5.41%4.95%2.21%26.19%

Expense Ratio

Growth Fund 2063 has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Growth Fund 2063 is 40, 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.


The Risk-Adjusted Performance Rank of Growth Fund 2063 is 4040
Growth Fund 2063
The Sharpe Ratio Rank of Growth Fund 2063 is 3333Sharpe Ratio Rank
The Sortino Ratio Rank of Growth Fund 2063 is 3434Sortino Ratio Rank
The Omega Ratio Rank of Growth Fund 2063 is 3131Omega Ratio Rank
The Calmar Ratio Rank of Growth Fund 2063 is 6262Calmar Ratio Rank
The Martin Ratio Rank of Growth Fund 2063 is 4141Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Growth Fund 2063
Sharpe ratio
The chart of Sharpe ratio for Growth Fund 2063, currently valued at 1.55, compared to the broader market0.002.004.001.55
Sortino ratio
The chart of Sortino ratio for Growth Fund 2063, currently valued at 2.27, compared to the broader market-2.000.002.004.006.002.27
Omega ratio
The chart of Omega ratio for Growth Fund 2063, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Growth Fund 2063, currently valued at 2.03, compared to the broader market0.002.004.006.008.0010.002.03
Martin ratio
The chart of Martin ratio for Growth Fund 2063, currently valued at 5.83, compared to the broader market0.0010.0020.0030.0040.0050.005.83
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.16, compared to the broader market0.002.004.002.16
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
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 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.08, compared to the broader market0.0010.0020.0030.0040.0050.008.08

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.540.951.110.721.42
UNH
UnitedHealth Group Incorporated
0.180.411.050.190.54
V
Visa Inc.
1.622.221.282.586.23
VIG
Vanguard Dividend Appreciation ETF
1.892.681.331.855.81
BND
Vanguard Total Bond Market ETF
0.520.791.090.191.45
AMZN
Amazon.com, Inc.
1.552.311.281.198.79
KO
The Coca-Cola Company
0.520.811.100.391.17

Sharpe Ratio

The current Growth Fund 2063 Sharpe ratio is 1.55. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.51 to 2.35, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Growth Fund 2063 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.55
2.16
Growth Fund 2063
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Growth Fund 2063 granted a 1.41% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Growth Fund 20631.41%1.40%1.34%1.13%1.25%1.42%1.73%1.56%1.76%1.76%1.63%1.70%
AAPL
Apple Inc
0.47%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
UNH
UnitedHealth Group Incorporated
1.58%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
V
Visa Inc.
0.73%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
VIG
Vanguard Dividend Appreciation ETF
1.74%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
BND
Vanguard Total Bond Market ETF
3.37%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
KO
The Coca-Cola Company
2.95%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.39%
-0.71%
Growth Fund 2063
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Growth Fund 2063. 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 Growth Fund 2063 was 42.48%, occurring on Nov 20, 2008. Recovery took 205 trading sessions.

The current Growth Fund 2063 drawdown is 0.39%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.48%Jun 6, 2008118Nov 20, 2008205Sep 16, 2009323
-27%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-18.91%Oct 3, 201857Dec 24, 201887May 1, 2019144
-18.55%Jan 4, 2022114Jun 16, 2022254Jun 22, 2023368
-11.86%Dec 7, 201546Feb 11, 201635Apr 4, 201681

Volatility

Volatility Chart

The current Growth Fund 2063 volatility is 2.87%, 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.


2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.87%
2.39%
Growth Fund 2063
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.

BNDKOUNHAMZNAAPLVVIG
BND1.00-0.05-0.12-0.07-0.08-0.11-0.14
KO-0.051.000.350.260.270.360.60
UNH-0.120.351.000.290.300.350.52
AMZN-0.070.260.291.000.500.470.53
AAPL-0.080.270.300.501.000.440.53
V-0.110.360.350.470.441.000.63
VIG-0.140.600.520.530.530.631.00
The correlation results are calculated based on daily price changes starting from Mar 20, 2008