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Growth and Income #2

Last updated Sep 21, 2023

Asset Allocation


AAPL 3.03%ACN 3.03%ADSK 3.03%AMZN 3.03%AVNT 3.03%CAT 3.03%CCI 3.03%CRM 3.03%CVX 3.03%DG 3.03%DHR 3.03%HAL 3.03%HCA 3.03%HD 3.03%HLT 3.03%JPM 3.03%LOW 3.03%LPLA 3.03%LRCX 3.03%MAR 3.03%MCD 3.03%MCHP 3.03%PG 3.03%SNPS 3.03%STZ 3.03%V 3.03%WMT 3.03%YUM 3.03%ZTS 3.03%LMT 3.03%RTX 3.03%MSFT 3.03%FISV 3.03%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology3.03%
ACN
Accenture plc
Technology3.03%
ADSK
Autodesk, Inc.
Technology3.03%
AMZN
Amazon.com, Inc.
Consumer Cyclical3.03%
AVNT
Avient Corporation
Basic Materials3.03%
CAT
Caterpillar Inc.
Industrials3.03%
CCI
Crown Castle International Corp.
Real Estate3.03%
CRM
salesforce.com, inc.
Technology3.03%
CVX
Chevron Corporation
Energy3.03%
DG
Dollar General Corporation
Consumer Defensive3.03%
DHR
Danaher Corporation
Healthcare3.03%
HAL
Halliburton Company
Energy3.03%
HCA
HCA Healthcare, Inc.
Healthcare3.03%
HD
The Home Depot, Inc.
Consumer Cyclical3.03%
HLT
Hilton Worldwide Holdings Inc.
Consumer Cyclical3.03%
JPM
JPMorgan Chase & Co.
Financial Services3.03%
LOW
Lowe's Companies, Inc.
Consumer Cyclical3.03%
LPLA
LPL Financial Holdings Inc.
Financial Services3.03%
LRCX
3.03%
MAR
3.03%
MCD
3.03%
MCHP
3.03%
PG
3.03%
SNPS
3.03%
STZ
3.03%
V
3.03%
WMT
3.03%
YUM
3.03%
ZTS
3.03%
LMT
Lockheed Martin Corporation
Industrials3.03%
RTX
3.03%
MSFT
3.03%
FISV
Fiserv, Inc.
Technology3.03%

Performance

The chart shows the growth of an initial investment of $10,000 in Growth and Income #2, 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
8.73%
10.86%
Growth and Income #2
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Growth and Income #2 returned 12.35% Year-To-Date and 17.83% 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%9.76%
Growth and Income #2-0.92%8.67%12.35%19.06%15.85%17.83%
AAPL
Apple Inc.
-0.98%10.72%35.64%14.84%27.58%26.61%
ACN
Accenture plc
2.56%17.50%20.11%21.29%14.46%18.11%
ADSK
Autodesk, Inc.
3.56%3.28%11.16%7.96%6.41%16.84%
AMZN
Amazon.com, Inc.
0.77%37.06%61.06%14.13%7.18%22.25%
AVNT
Avient Corporation
-1.53%-2.51%10.45%5.88%-1.76%2.74%
CAT
Caterpillar Inc.
3.11%28.29%18.07%65.60%15.09%16.06%
CCI
Crown Castle International Corp.
-0.40%-19.46%-25.63%-35.62%0.80%6.61%
CRM
salesforce.com, inc.
3.03%13.65%60.67%44.30%6.52%15.79%
CVX
Chevron Corporation
4.81%9.98%-4.48%11.46%11.41%7.77%
DG
Dollar General Corporation
-27.64%-42.63%-52.74%-51.35%2.26%7.86%
DHR
Danaher Corporation
1.91%3.28%-3.91%-4.83%19.25%17.32%
HAL
Halliburton Company
7.45%41.63%6.35%55.04%2.19%-0.15%
HCA
HCA Healthcare, Inc.
-7.29%1.01%6.66%29.02%14.87%19.75%
HD
The Home Depot, Inc.
-3.59%10.98%0.48%17.58%10.63%17.83%
HLT
Hilton Worldwide Holdings Inc.
1.94%12.81%21.25%23.07%13.96%14.16%
JPM
JPMorgan Chase & Co.
1.31%18.65%13.05%35.98%7.95%13.56%
LOW
Lowe's Companies, Inc.
-4.80%14.40%9.48%16.43%15.05%18.96%
LPLA
LPL Financial Holdings Inc.
7.81%21.35%14.60%8.50%31.62%21.54%
LRCX
-6.91%18.88%48.63%57.29%33.96%31.09%
MAR
-2.01%25.63%35.31%36.30%9.65%17.42%
MCD
-0.58%3.91%6.93%12.86%13.54%14.71%
MCHP
-4.37%-5.84%10.78%20.77%14.96%16.54%
PG
1.08%8.08%3.18%16.03%15.32%9.72%
SNPS
3.87%19.47%41.96%44.77%35.64%28.91%
STZ
1.78%22.70%14.22%11.19%5.39%15.77%
V
0.54%9.07%17.09%30.36%10.80%18.15%
WMT
4.39%17.40%16.93%23.48%13.27%10.18%
YUM
-1.39%0.44%0.59%14.97%9.22%11.81%
ZTS
-0.19%13.04%24.67%21.06%15.92%20.65%
LMT
Lockheed Martin Corporation
-5.11%-7.52%-10.50%4.27%7.67%15.40%
RTX
-12.77%-21.45%-24.87%-9.55%-1.23%3.37%
MSFT
-0.52%16.02%34.67%35.54%24.35%26.90%
FISV
Fiserv, Inc.
0.00%4.21%14.55%16.26%7.31%0.34%

Asset Correlations Table

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

DGCCIWMTHALPGLMTCVXHCASTZMCDLPLAAMZNZTSHLTCRMYUMAAPLCATMARLOWDHRRTXLRCXAVNTJPMHDMCHPFISVADSKSNPSMSFTVACN
DG1.000.250.440.110.310.240.140.270.250.290.200.250.300.190.250.300.250.210.200.450.290.250.240.220.210.460.230.300.280.270.280.270.31
CCI0.251.000.290.120.390.260.180.260.320.360.140.270.380.210.300.350.290.190.190.300.380.260.240.230.200.340.230.360.310.350.350.330.39
WMT0.440.291.000.140.450.290.210.240.290.350.180.270.310.190.210.320.280.250.200.370.320.310.240.230.260.420.240.330.260.270.320.290.35
HAL0.110.120.141.000.140.270.710.310.270.180.430.200.200.370.210.260.250.580.390.290.220.450.310.470.480.260.350.270.290.220.230.290.31
PG0.310.390.450.141.000.330.230.260.330.420.150.250.340.210.240.370.290.250.230.320.390.320.240.260.270.370.240.370.250.290.360.360.40
LMT0.240.260.290.270.331.000.330.290.290.360.310.210.290.290.240.340.270.370.310.310.300.580.260.320.370.340.250.390.250.270.300.390.39
CVX0.140.180.210.710.230.331.000.320.290.260.430.220.240.350.230.300.270.570.370.290.270.470.310.450.510.300.350.330.290.250.290.360.38
HCA0.270.260.240.310.260.290.321.000.330.330.350.250.390.370.290.380.310.380.370.370.350.390.320.420.420.380.350.360.340.310.330.360.40
STZ0.250.320.290.270.330.290.290.331.000.360.320.320.340.330.310.380.320.320.350.350.350.370.330.360.360.390.320.430.350.340.360.410.42
MCD0.290.360.350.180.420.360.260.330.361.000.270.300.360.330.310.570.330.310.350.370.380.380.280.310.360.410.300.430.310.350.400.430.43
LPLA0.200.140.180.430.150.310.430.350.320.271.000.270.280.440.350.340.320.500.450.370.310.470.390.480.620.350.420.380.390.360.340.420.42
AMZN0.250.270.270.200.250.210.220.250.320.300.271.000.410.350.580.340.560.290.360.380.410.280.470.340.320.410.450.400.540.570.620.510.49
ZTS0.300.380.310.200.340.290.240.390.340.360.280.411.000.320.440.420.430.320.320.400.550.330.410.370.330.440.400.450.470.500.490.470.52
HLT0.190.210.190.370.210.290.350.370.330.330.440.350.321.000.360.420.370.460.800.400.320.450.410.490.480.390.460.420.440.390.360.480.41
CRM0.250.300.210.210.240.240.230.290.310.310.350.580.440.361.000.360.500.280.370.390.460.300.470.340.330.390.470.470.630.620.610.540.54
YUM0.300.350.320.260.370.340.300.380.380.570.340.340.420.420.361.000.340.380.420.410.410.410.370.390.410.450.380.450.400.410.420.480.45
AAPL0.250.290.280.250.290.270.270.310.320.330.320.560.430.370.500.341.000.360.380.380.450.350.530.360.380.400.520.410.510.560.620.500.51
CAT0.210.190.250.580.250.370.570.380.320.310.500.290.320.460.280.380.361.000.490.410.380.580.430.590.590.390.480.370.400.350.360.430.45
MAR0.200.190.200.390.230.310.370.370.350.350.450.360.320.800.370.420.380.491.000.410.330.490.440.500.510.410.480.460.450.410.390.470.45
LOW0.450.300.370.290.320.310.290.370.350.370.370.380.400.400.390.410.380.410.411.000.420.390.380.440.420.790.420.410.440.430.420.430.48
DHR0.290.380.320.220.390.300.270.350.350.380.310.410.550.320.460.410.450.380.330.421.000.380.430.390.370.470.460.490.510.540.530.500.56
RTX0.250.260.310.450.320.580.470.390.370.380.470.280.330.450.300.410.350.580.490.390.381.000.390.520.550.410.420.450.390.370.380.470.47
LRCX0.240.240.240.310.240.260.310.320.330.280.390.470.410.410.470.370.530.430.440.380.430.391.000.470.440.400.730.430.540.610.550.490.49
AVNT0.220.230.230.470.260.320.450.420.360.310.480.340.370.490.340.390.360.590.500.440.390.520.471.000.570.430.510.430.450.420.390.440.49
JPM0.210.200.260.480.270.370.510.420.360.360.620.320.330.480.330.410.380.590.510.420.370.550.440.571.000.420.470.430.390.370.390.480.48
HD0.460.340.420.260.370.340.300.380.390.410.350.410.440.390.390.450.400.390.410.790.470.410.400.430.421.000.430.450.440.450.470.470.53
MCHP0.230.230.240.350.240.250.350.350.320.300.420.450.400.460.470.380.520.480.480.420.460.420.730.510.470.431.000.460.570.590.530.490.54
FISV0.300.360.330.270.370.390.330.360.430.430.380.400.450.420.470.450.410.370.460.410.490.450.430.430.430.450.461.000.500.530.520.620.60
ADSK0.280.310.260.290.250.250.290.340.350.310.390.540.470.440.630.400.510.400.450.440.510.390.540.450.390.440.570.501.000.670.600.550.57
SNPS0.270.350.270.220.290.270.250.310.340.350.360.570.500.390.620.410.560.350.410.430.540.370.610.420.370.450.590.530.671.000.660.570.60
MSFT0.280.350.320.230.360.300.290.330.360.400.340.620.490.360.610.420.620.360.390.420.530.380.550.390.390.470.530.520.600.661.000.590.63
V0.270.330.290.290.360.390.360.360.410.430.420.510.470.480.540.480.500.430.470.430.500.470.490.440.480.470.490.620.550.570.591.000.61
ACN0.310.390.350.310.400.390.380.400.420.430.420.490.520.410.540.450.510.450.450.480.560.470.490.490.480.530.540.600.570.600.630.611.00

Sharpe Ratio

The current Growth and Income #2 Sharpe ratio is 0.87. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.87

The Sharpe ratio of Growth and Income #2 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
0.87
0.74
Growth and Income #2
Benchmark (^GSPC)
Portfolio components

Dividend yield

Growth and Income #2 granted a 1.54% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Growth and Income #21.54%1.43%1.18%1.46%1.58%1.94%1.55%1.96%2.11%1.77%1.59%2.73%
AAPL
Apple Inc.
0.54%0.70%0.49%0.62%1.06%1.86%1.54%2.07%2.12%1.87%2.40%1.16%
ACN
Accenture plc
1.41%1.53%0.89%1.30%1.13%2.11%1.80%2.19%2.30%2.52%2.51%2.71%
ADSK
Autodesk, 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%
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%
AVNT
Avient Corporation
2.71%2.90%1.63%2.16%2.34%2.83%1.53%1.79%1.56%1.07%0.89%1.19%
CAT
Caterpillar Inc.
1.76%1.96%2.15%2.40%2.80%2.90%2.26%3.93%5.33%3.63%2.49%3.71%
CCI
Crown Castle International Corp.
6.47%4.59%2.83%3.45%3.70%4.68%4.35%5.34%5.18%3.31%0.00%0.00%
CRM
salesforce.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%
CVX
Chevron Corporation
3.57%3.25%4.82%6.85%4.68%5.08%4.42%4.85%6.62%5.46%4.70%5.05%
DG
Dollar General Corporation
1.97%1.07%0.70%0.68%0.83%1.09%0.88%1.44%1.32%0.00%0.00%0.00%
DHR
Danaher Corporation
0.41%0.38%0.26%0.33%0.45%0.63%0.62%0.65%0.60%0.49%0.14%0.19%
HAL
Halliburton Company
1.45%1.24%0.81%1.73%3.11%2.96%1.64%1.50%2.43%1.87%1.22%1.24%
HCA
HCA Healthcare, Inc.
0.93%0.94%0.76%0.48%1.12%1.18%0.00%0.00%0.00%0.00%0.00%22.77%
HD
The Home Depot, Inc.
2.63%2.46%1.66%2.41%2.72%2.69%2.16%2.42%2.14%2.19%2.37%2.40%
HLT
Hilton Worldwide Holdings Inc.
0.39%0.36%0.00%0.14%0.55%0.85%0.77%1.06%0.68%0.00%0.00%0.00%
JPM
JPMorgan Chase & Co.
2.70%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
LOW
Lowe's Companies, Inc.
1.98%1.88%1.12%1.47%1.84%2.10%1.81%2.00%1.54%1.39%1.63%2.04%
LPLA
LPL Financial Holdings Inc.
0.47%0.46%0.62%0.97%1.12%1.71%1.85%3.08%2.64%2.48%1.63%9.53%
LRCX
1.16%1.55%0.80%1.07%1.62%2.99%1.10%1.42%1.53%0.78%0.00%0.00%
MAR
0.92%0.68%0.00%0.37%1.24%1.48%0.99%1.47%1.52%1.08%1.43%1.47%
MCD
2.19%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
MCHP
1.93%1.67%1.01%1.11%1.48%2.17%1.80%2.50%3.52%3.72%3.85%5.43%
PG
2.42%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
SNPS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
STZ
1.29%1.38%1.24%1.42%1.66%1.83%0.93%1.08%0.72%0.00%0.00%0.00%
V
0.74%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
WMT
1.38%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
YUM
1.88%1.81%1.49%1.82%1.79%1.71%1.63%2.42%2.67%2.46%2.19%2.20%
ZTS
0.80%0.89%0.42%0.49%0.51%0.61%0.61%0.74%0.73%0.71%0.64%0.00%
LMT
Lockheed Martin Corporation
2.81%2.39%3.14%2.98%2.56%3.55%2.70%3.23%3.48%3.61%4.20%6.13%
RTX
3.06%2.18%2.43%2.82%2.16%2.99%2.45%2.81%3.22%2.54%2.43%3.19%
MSFT
0.85%1.07%0.69%0.96%1.24%1.78%1.99%2.59%2.61%2.86%3.07%3.79%
FISV
Fiserv, 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%

Expense Ratio

The Growth and Income #2 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

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
AAPL
Apple Inc.
0.51
ACN
Accenture plc
0.62
ADSK
Autodesk, Inc.
0.18
AMZN
Amazon.com, Inc.
0.22
AVNT
Avient Corporation
-0.02
CAT
Caterpillar Inc.
1.89
CCI
Crown Castle International Corp.
-1.31
CRM
salesforce.com, inc.
1.10
CVX
Chevron Corporation
0.40
DG
Dollar General Corporation
-1.58
DHR
Danaher Corporation
-0.30
HAL
Halliburton Company
1.11
HCA
HCA Healthcare, Inc.
0.91
HD
The Home Depot, Inc.
0.55
HLT
Hilton Worldwide Holdings Inc.
0.64
JPM
JPMorgan Chase & Co.
1.19
LOW
Lowe's Companies, Inc.
0.45
LPLA
LPL Financial Holdings Inc.
0.21
LRCX
N/A
MAR
N/A
MCD
N/A
MCHP
N/A
PG
N/A
SNPS
N/A
STZ
N/A
V
N/A
WMT
N/A
YUM
N/A
ZTS
N/A
LMT
Lockheed Martin Corporation
0.25
RTX
N/A
MSFT
N/A
FISV
Fiserv, Inc.
N/A

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.64%
-8.22%
Growth and Income #2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Growth and Income #2. 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 Growth and Income #2 is 36.84%, recorded on Mar 23, 2020. It took 93 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.84%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-19.26%Jan 5, 2022186Sep 30, 2022175Jun 13, 2023361
-18.81%Sep 24, 201864Dec 24, 201856Mar 18, 2019120
-14.84%Dec 2, 201549Feb 11, 201642Apr 13, 201691
-11.32%Jun 23, 201545Aug 25, 201548Nov 2, 201593

Volatility Chart

The current Growth and Income #2 volatility is 3.11%, 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%6.00%AprilMayJuneJulyAugustSeptember
3.11%
3.47%
Growth and Income #2
Benchmark (^GSPC)
Portfolio components