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Common Growth

Last updated Sep 21, 2023

Asset Allocation


AGG 8%VTC 6%VONV 19%SPY 18%DXJ 11%BLK 4%AOA 19%REET 15%BondBondEquityEquityMulti-AssetMulti-AssetReal EstateReal Estate
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market8%
VTC
Vanguard Total Corporate Bond ETF
Corporate Bonds6%
VONV
Vanguard Russell 1000 Value ETF
Large Cap Value Equities19%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities18%
DXJ
WisdomTree Japan Hedged Equity Fund
Japan Equities11%
BLK
BlackRock, Inc.
Financial Services4%
AOA
iShares Core Aggressive Allocation ETF
Diversified Portfolio19%
REET
iShares Global REIT ETF
REIT15%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
8.88%
10.86%
Common Growth
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.53%
Common Growth1.73%9.62%10.17%13.83%6.56%6.72%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

AGGVTCDXJREETBLKVONVSPYAOA
AGG1.000.89-0.190.170.02-0.040.030.09
VTC0.891.00-0.060.280.130.120.190.23
DXJ-0.19-0.061.000.450.590.690.680.72
REET0.170.280.451.000.520.710.670.69
BLK0.020.130.590.521.000.770.770.76
VONV-0.040.120.690.710.771.000.900.88
SPY0.030.190.680.670.770.901.000.95
AOA0.090.230.720.690.760.880.951.00

Sharpe Ratio

The current Common Growth Sharpe ratio is 0.91. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.91

The Sharpe ratio of Common Growth 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.91
0.82
Common Growth
Benchmark (^GSPC)
Portfolio components

Dividend yield

Common Growth granted a 2.42% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Common Growth2.42%2.34%2.05%2.37%3.06%3.45%3.26%3.08%3.34%3.84%2.02%2.26%
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.


0.48%
0.00%2.15%
0.25%
0.00%2.15%
0.14%
0.00%2.15%
0.08%
0.00%2.15%
0.05%
0.00%2.15%
0.09%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-5.35%
-8.22%
Common Growth
Benchmark (^GSPC)
Portfolio components

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, 202027Mar 23, 2020162Nov 10, 2020189
-21.31%Jan 5, 2022194Oct 12, 2022
-14.99%Jan 29, 2018229Dec 24, 201875Apr 12, 2019304
-4.91%May 6, 201919May 31, 201914Jun 20, 201933
-4.75%Jul 25, 201915Aug 14, 201919Sep 11, 201934

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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
2.28%
3.27%
Common Growth
Benchmark (^GSPC)
Portfolio components