Common Growth
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Common Growth, 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 Sep 21, 2023, the Common Growth returned 10.17% Year-To-Date and 6.72% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.53% |
| Common Growth | 1.73% | 9.62% | 10.17% | 13.83% | 6.56% | 6.72% |
| Portfolio components: | ||||||
AGG iShares Core U.S. Aggregate Bond ETF | 0.33% | -3.19% | 0.29% | -0.40% | 0.41% | 0.07% |
AOA iShares Core Aggressive Allocation ETF | 0.73% | 6.57% | 9.96% | 14.06% | 5.60% | 5.83% |
BLK BlackRock, Inc. | 3.39% | 6.40% | -1.43% | 15.66% | 9.88% | 9.60% |
DXJ WisdomTree Japan Hedged Equity Fund | 8.99% | 36.48% | 43.93% | 47.09% | 12.62% | 10.82% |
REET iShares Global REIT ETF | 1.17% | 5.55% | 0.35% | 0.84% | 0.90% | 1.39% |
SPY SPDR S&P 500 ETF | 0.46% | 12.37% | 15.97% | 18.06% | 10.33% | 11.40% |
VONV Vanguard Russell 1000 Value ETF | 0.72% | 8.77% | 4.60% | 11.43% | 6.57% | 7.35% |
VTC Vanguard Total Corporate Bond ETF | 0.75% | -1.60% | 1.73% | 2.07% | 1.17% | 0.69% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AGG | VTC | DXJ | REET | BLK | VONV | SPY | AOA | |
|---|---|---|---|---|---|---|---|---|
| AGG | 1.00 | 0.89 | -0.19 | 0.17 | 0.02 | -0.04 | 0.03 | 0.09 |
| VTC | 0.89 | 1.00 | -0.06 | 0.28 | 0.13 | 0.12 | 0.19 | 0.23 |
| DXJ | -0.19 | -0.06 | 1.00 | 0.45 | 0.59 | 0.69 | 0.68 | 0.72 |
| REET | 0.17 | 0.28 | 0.45 | 1.00 | 0.52 | 0.71 | 0.67 | 0.69 |
| BLK | 0.02 | 0.13 | 0.59 | 0.52 | 1.00 | 0.77 | 0.77 | 0.76 |
| VONV | -0.04 | 0.12 | 0.69 | 0.71 | 0.77 | 1.00 | 0.90 | 0.88 |
| SPY | 0.03 | 0.19 | 0.68 | 0.67 | 0.77 | 0.90 | 1.00 | 0.95 |
| AOA | 0.09 | 0.23 | 0.72 | 0.69 | 0.76 | 0.88 | 0.95 | 1.00 |
Dividend yield
Common Growth granted a 2.42% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Common Growth | 2.42% | 2.34% | 2.05% | 2.37% | 3.06% | 3.45% | 3.26% | 3.08% | 3.34% | 3.84% | 2.02% | 2.26% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.04% | 2.44% | 1.85% | 2.28% | 2.93% | 3.30% | 2.67% | 2.82% | 2.95% | 2.96% | 2.94% | 3.81% |
AOA iShares Core Aggressive Allocation ETF | 1.93% | 2.12% | 1.72% | 1.80% | 2.68% | 2.60% | 5.71% | 2.67% | 2.60% | 2.69% | 2.32% | 2.80% |
BLK BlackRock, Inc. | 2.91% | 2.82% | 1.90% | 2.16% | 2.89% | 3.47% | 2.26% | 2.86% | 3.12% | 2.70% | 2.72% | 3.81% |
DXJ WisdomTree Japan Hedged Equity Fund | 2.87% | 3.08% | 2.77% | 2.73% | 2.73% | 3.32% | 2.69% | 2.37% | 7.27% | 15.03% | 3.52% | 2.22% |
REET iShares Global REIT ETF | 2.51% | 2.46% | 3.29% | 2.84% | 5.82% | 6.70% | 4.74% | 6.89% | 4.81% | 2.96% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.48% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
VONV Vanguard Russell 1000 Value ETF | 2.71% | 2.25% | 1.72% | 3.04% | 2.50% | 2.85% | 2.48% | 2.79% | 2.85% | 2.58% | 2.41% | 2.89% |
VTC Vanguard Total Corporate Bond ETF | 3.73% | 3.20% | 2.49% | 2.91% | 3.71% | 4.07% | 0.65% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The Common Growth features an expense ratio of 0.16%, 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
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 | |
|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | -0.07 | ||||
AOA iShares Core Aggressive Allocation ETF | 0.85 | ||||
BLK BlackRock, Inc. | 0.38 | ||||
DXJ WisdomTree Japan Hedged Equity Fund | 2.89 | ||||
REET iShares Global REIT ETF | -0.16 | ||||
SPY SPDR S&P 500 ETF | 0.84 | ||||
VONV Vanguard Russell 1000 Value ETF | 0.59 | ||||
VTC Vanguard Total Corporate Bond ETF | 0.16 |
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 Common Growth. 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 Common Growth is 30.77%, recorded on Mar 23, 2020. It took 162 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.77% | Feb 13, 2020 | 27 | Mar 23, 2020 | 162 | Nov 10, 2020 | 189 |
| -21.31% | Jan 5, 2022 | 194 | Oct 12, 2022 | — | — | — |
| -14.99% | Jan 29, 2018 | 229 | Dec 24, 2018 | 75 | Apr 12, 2019 | 304 |
| -4.91% | May 6, 2019 | 19 | May 31, 2019 | 14 | Jun 20, 2019 | 33 |
| -4.75% | Jul 25, 2019 | 15 | Aug 14, 2019 | 19 | Sep 11, 2019 | 34 |
Volatility Chart
The current Common Growth volatility is 2.28%, 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.