Growth and Income #3

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	3.33%
ACN Accenture plc	Technology	3.33%
AVGO Broadcom Inc.	Technology	3.33%
CAT Caterpillar Inc.	Industrials	3.33%
CCI Crown Castle International Corp.	Real Estate	3.33%
COST Costco Wholesale Corporation	Consumer Defensive	3.33%
CVX Chevron Corporation	Energy	3.33%
DECK Deckers Outdoor Corporation	Consumer Cyclical	3.33%
DFS Discover Financial Services	Financial Services	3.33%
DG Dollar General Corporation	Consumer Defensive	3.33%
DHR Danaher Corporation	Healthcare	3.33%
HAL Halliburton Company	Energy	3.33%
HCA HCA Healthcare, Inc.	Healthcare	3.33%
HD The Home Depot, Inc.	Consumer Cyclical	3.33%
HLT Hilton Worldwide Holdings Inc.	Consumer Cyclical	3.33%
JPM JPMorgan Chase & Co.	Financial Services	3.33%
LPLA LPL Financial Holdings Inc.	Financial Services	3.33%
LRCX Lam Research Corporation	Technology	3.33%
MA Mastercard Inc	Financial Services	3.33%
MAR Marriott International, Inc.	Consumer Cyclical	3.33%
MCD McDonald's Corporation	Consumer Cyclical	3.33%
MCHP Microchip Technology Incorporated	Technology	3.33%
NSC Norfolk Southern Corporation	Industrials	3.33%
PG The Procter & Gamble Company	Consumer Defensive	3.33%
STZ Constellation Brands, Inc.	Consumer Defensive	3.33%
TXRH Texas Roadhouse, Inc.	Consumer Cyclical	3.33%
UNH UnitedHealth Group Incorporated	Healthcare	3.33%
V Visa Inc.	Financial Services	3.33%
WMT Walmart Inc.	Consumer Defensive	3.33%
YUM YUM! Brands, Inc.	Consumer Cyclical	3.33%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Growth and Income #3, 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 Every 3 months.

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The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of HLT

Returns By Period

As of Apr 2, 2026, the Growth and Income #3 returned 1.38% Year-To-Date and 21.75% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Growth and Income #3	0.28%	-4.24%	1.38%	6.16%	16.96%	17.11%	14.30%	21.75%
Portfolio components:
AAPL Apple Inc	0.11%	-2.97%	-5.78%	-0.28%	14.80%	16.04%	16.39%	26.10%
ACN Accenture plc	2.17%	-4.08%	-24.52%	-16.58%	-34.92%	-9.41%	-4.75%	7.53%
CAT Caterpillar Inc.	-1.79%	-0.69%	25.49%	46.96%	117.26%	48.52%	27.57%	28.19%
CCI Crown Castle International Corp.	4.89%	-4.90%	-3.41%	-9.02%	-14.48%	-8.88%	-9.27%	3.99%
CVX Chevron Corporation	0.79%	5.40%	31.83%	32.46%	24.90%	9.95%	18.30%	12.53%
DG Dollar General Corporation	2.19%	-21.76%	-9.43%	19.31%	35.68%	-15.62%	-8.55%	4.69%
DHR Danaher Corporation	0.17%	-6.12%	-16.33%	-8.81%	-6.20%	-4.31%	-0.40%	12.31%
HAL Halliburton Company	0.45%	8.78%	35.72%	58.32%	52.59%	6.23%	13.83%	3.13%
HCA HCA Healthcare, Inc.	-0.61%	-12.78%	1.22%	10.91%	36.88%	22.28%	21.47%	20.52%
HD The Home Depot, Inc.	-2.41%	-11.76%	-5.91%	-17.50%	-11.09%	5.23%	3.38%	11.72%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Dec 13, 2013, Growth and Income #3's average daily return is +0.08%, while the average monthly return is +1.64%. At this rate, your investment would double in approximately 3.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Jan 2017 with a return of +21.7%, while the worst month was Mar 2020 at -16.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Growth and Income #3 closed higher 56% of trading days. The best single day was Jan 4, 2017 with a return of +19.7%, while the worst single day was Mar 16, 2020 at -13.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.11%	2.32%	-5.95%	0.22%									1.38%
2025	2.45%	-0.31%	-4.26%	-1.78%	5.48%	3.15%	-0.18%	2.76%	1.14%	1.05%	2.52%	1.64%	14.15%
2024	2.26%	6.30%	2.69%	-4.48%	3.64%	0.91%	1.99%	0.66%	2.35%	-1.42%	7.14%	-4.18%	18.58%
2023	5.89%	-3.18%	1.07%	1.65%	-1.37%	7.23%	3.49%	-2.82%	-4.00%	-2.12%	9.21%	6.08%	21.94%
2022	-4.30%	-1.70%	3.94%	-3.59%	0.09%	-9.61%	10.87%	-3.36%	-7.82%	12.83%	6.88%	-4.82%	-3.32%
2021	-2.97%	7.37%	5.07%	5.09%	0.62%	0.00%	3.36%	0.41%	-2.36%	5.66%	-0.75%	8.45%	33.39%

Benchmark Metrics

Growth and Income #3 has an annualized alpha of 8.50%, beta of 0.99, and R² of 0.82 versus S&P 500 Index. Calculated based on daily prices since December 13, 2013.

This portfolio captured 126.79% of S&P 500 Index gains but only 87.27% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 8.50% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.99 and R² of 0.82, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 8.50%

Beta: 0.99

R²: 0.82

Upside Capture: 126.79%

Downside Capture: 87.27%

Expense Ratio

Growth and Income #3 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Growth and Income #3 ranks 34 for risk / return — below 34% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	0.99	0.88	+0.11
Sortino ratio Return per unit of downside risk	1.54	1.37	+0.17
Omega ratio Gain probability vs. loss probability	1.22	1.21	+0.02
Calmar ratio Return relative to maximum drawdown	1.52	1.39	+0.13
Martin ratio Return relative to average drawdown	6.34	6.43	-0.10
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
ACN Accenture plc	6	-1.05	-1.47	0.82	-0.86	-1.65
CAT Caterpillar Inc.	96	3.39	4.01	1.54	6.61	23.24
CCI Crown Castle International Corp.	19	-0.54	-0.58	0.93	-0.50	-0.95
CVX Chevron Corporation	66	0.98	1.37	1.20	1.19	2.67
DG Dollar General Corporation	71	0.96	1.74	1.21	1.59	4.72
DHR Danaher Corporation	30	-0.19	-0.06	0.99	-0.16	-0.46
HAL Halliburton Company	74	1.19	1.78	1.24	2.13	4.46
HCA HCA Healthcare, Inc.	79	1.40	1.97	1.26	2.64	7.32
HD The Home Depot, Inc.	21	-0.48	-0.56	0.94	-0.42	-0.94

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Growth and Income #3 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 0.99
5-Year: 0.88
10-Year: 1.10
All Time: 1.07

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.00 to 1.70, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Growth and Income #3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Growth and Income #3 provided a 1.59% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.59%	1.60%	1.69%	2.06%	1.58%	1.23%	1.58%	1.68%	1.92%	2.64%	4.18%	2.04%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
ACN Accenture plc	3.09%	2.26%	1.52%	1.33%	1.51%	0.87%	1.26%	1.07%	1.98%	1.66%	1.97%	2.03%
CAT Caterpillar Inc.	0.83%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
CCI Crown Castle International Corp.	5.01%	5.35%	6.90%	5.43%	4.41%	2.62%	3.10%	3.22%	3.94%	3.51%	4.15%	3.87%
CVX Chevron Corporation	3.47%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
DG Dollar General Corporation	1.97%	1.78%	3.11%	1.30%	1.06%	0.69%	0.67%	0.80%	1.05%	0.84%	1.35%	1.22%
DHR Danaher Corporation	0.71%	0.56%	0.47%	12.64%	0.38%	0.26%	0.32%	0.44%	0.62%	0.60%	32.55%	0.58%
HAL Halliburton Company	1.78%	2.41%	2.50%	1.77%	1.22%	0.79%	1.67%	2.94%	2.71%	1.47%	1.33%	2.12%
HCA HCA Healthcare, Inc.	0.62%	0.62%	0.88%	0.89%	0.93%	0.75%	0.63%	1.08%	1.12%	0.00%	0.00%	0.00%
HD The Home Depot, Inc.	2.87%	2.67%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Growth and Income #3. 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 and Income #3 was 38.36%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current Growth and Income #3 drawdown is 6.98%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-38.36%	Feb 20, 2020	23	Mar 23, 2020	97	Aug 10, 2020	120
-17.56%	Apr 21, 2022	40	Jun 16, 2022	115	Nov 30, 2022	155
-16.48%	Dec 3, 2024	86	Apr 8, 2025	56	Jun 30, 2025	142
-16.25%	Sep 24, 2018	64	Dec 24, 2018	34	Feb 13, 2019	98
-14.49%	Jun 23, 2015	162	Feb 11, 2016	32	Mar 30, 2016	194

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 30 assets, with an effective number of assets of 30.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	DG	CCI	WMT	PG	HAL	UNH	TXRH	CVX	DECK	STZ	HCA	MCD	COST	LPLA	AVGO	AAPL	DHR	YUM	LRCX	HLT	DFS	NSC	CAT	MAR	MCHP	HD	JPM	ACN	V	MA	Portfolio
Benchmark	1.00	0.31	0.36	0.38	0.37	0.44	0.44	0.43	0.45	0.48	0.45	0.46	0.45	0.53	0.53	0.65	0.66	0.59	0.51	0.66	0.57	0.60	0.58	0.62	0.60	0.66	0.60	0.64	0.68	0.67	0.68	0.90
DG	0.31	1.00	0.25	0.38	0.28	0.10	0.25	0.22	0.12	0.23	0.26	0.25	0.28	0.38	0.15	0.16	0.19	0.26	0.28	0.18	0.17	0.18	0.22	0.19	0.17	0.20	0.40	0.17	0.25	0.22	0.23	0.38
CCI	0.36	0.25	1.00	0.26	0.38	0.10	0.25	0.14	0.16	0.15	0.31	0.24	0.35	0.29	0.10	0.17	0.25	0.34	0.33	0.18	0.17	0.17	0.25	0.17	0.15	0.20	0.33	0.18	0.33	0.30	0.30	0.37
WMT	0.38	0.38	0.26	1.00	0.42	0.11	0.27	0.22	0.18	0.21	0.27	0.22	0.34	0.57	0.17	0.19	0.25	0.26	0.29	0.19	0.19	0.23	0.27	0.22	0.20	0.19	0.40	0.24	0.31	0.28	0.29	0.41
PG	0.37	0.28	0.38	0.42	1.00	0.10	0.31	0.18	0.20	0.14	0.33	0.24	0.42	0.39	0.10	0.14	0.25	0.34	0.37	0.16	0.20	0.20	0.30	0.20	0.21	0.19	0.36	0.23	0.35	0.34	0.35	0.39
HAL	0.44	0.10	0.10	0.11	0.10	1.00	0.19	0.23	0.70	0.25	0.26	0.26	0.15	0.12	0.39	0.26	0.23	0.21	0.22	0.28	0.34	0.42	0.39	0.54	0.36	0.33	0.25	0.43	0.27	0.25	0.27	0.52
UNH	0.44	0.25	0.25	0.27	0.31	0.19	1.00	0.22	0.25	0.19	0.28	0.36	0.31	0.29	0.25	0.23	0.27	0.36	0.33	0.24	0.26	0.28	0.32	0.28	0.27	0.25	0.33	0.34	0.36	0.36	0.35	0.47
TXRH	0.43	0.22	0.14	0.22	0.18	0.23	0.22	1.00	0.20	0.35	0.26	0.29	0.33	0.28	0.32	0.24	0.24	0.23	0.38	0.27	0.39	0.37	0.30	0.28	0.42	0.31	0.35	0.35	0.33	0.31	0.34	0.51
CVX	0.45	0.12	0.16	0.18	0.20	0.70	0.25	0.20	1.00	0.21	0.27	0.28	0.22	0.19	0.38	0.24	0.23	0.24	0.27	0.24	0.31	0.42	0.41	0.51	0.32	0.30	0.27	0.46	0.31	0.31	0.31	0.52
DECK	0.48	0.23	0.15	0.21	0.14	0.25	0.19	0.35	0.21	1.00	0.25	0.28	0.23	0.28	0.34	0.32	0.30	0.32	0.30	0.34	0.39	0.36	0.31	0.35	0.39	0.39	0.41	0.35	0.36	0.33	0.35	0.56
STZ	0.45	0.26	0.31	0.27	0.33	0.26	0.28	0.26	0.27	0.25	1.00	0.30	0.33	0.30	0.27	0.24	0.29	0.34	0.36	0.27	0.31	0.32	0.31	0.30	0.32	0.30	0.37	0.31	0.36	0.37	0.36	0.51
HCA	0.46	0.25	0.24	0.22	0.24	0.26	0.36	0.29	0.28	0.28	0.30	1.00	0.32	0.28	0.29	0.29	0.28	0.33	0.36	0.29	0.34	0.34	0.37	0.35	0.35	0.31	0.37	0.37	0.36	0.34	0.35	0.53
MCD	0.45	0.28	0.35	0.34	0.42	0.15	0.31	0.33	0.22	0.23	0.33	0.32	1.00	0.35	0.22	0.24	0.29	0.35	0.56	0.21	0.31	0.29	0.34	0.26	0.33	0.26	0.40	0.32	0.38	0.41	0.41	0.49
COST	0.53	0.38	0.29	0.57	0.39	0.12	0.29	0.28	0.19	0.28	0.30	0.28	0.35	1.00	0.21	0.33	0.39	0.36	0.35	0.33	0.28	0.27	0.29	0.25	0.29	0.32	0.48	0.27	0.43	0.39	0.39	0.52
LPLA	0.53	0.15	0.10	0.17	0.10	0.39	0.25	0.32	0.38	0.34	0.27	0.29	0.22	0.21	1.00	0.34	0.29	0.27	0.29	0.36	0.41	0.52	0.40	0.46	0.41	0.38	0.31	0.58	0.38	0.38	0.39	0.59
AVGO	0.65	0.16	0.17	0.19	0.14	0.26	0.23	0.24	0.24	0.32	0.24	0.29	0.24	0.33	0.34	1.00	0.51	0.37	0.29	0.64	0.38	0.36	0.35	0.41	0.39	0.62	0.35	0.38	0.44	0.41	0.42	0.61
AAPL	0.66	0.19	0.25	0.25	0.25	0.23	0.27	0.24	0.23	0.30	0.29	0.28	0.29	0.39	0.29	0.51	1.00	0.39	0.31	0.49	0.36	0.32	0.35	0.34	0.37	0.48	0.38	0.35	0.44	0.46	0.47	0.58
DHR	0.59	0.26	0.34	0.26	0.34	0.21	0.36	0.23	0.24	0.32	0.34	0.33	0.35	0.36	0.27	0.37	0.39	1.00	0.38	0.39	0.31	0.33	0.39	0.37	0.32	0.44	0.45	0.34	0.51	0.45	0.46	0.58
YUM	0.51	0.28	0.33	0.29	0.37	0.22	0.33	0.38	0.27	0.30	0.36	0.36	0.56	0.35	0.29	0.29	0.31	0.38	1.00	0.32	0.39	0.35	0.39	0.34	0.40	0.35	0.43	0.35	0.41	0.45	0.45	0.59
LRCX	0.66	0.18	0.18	0.19	0.16	0.28	0.24	0.27	0.24	0.34	0.27	0.29	0.21	0.33	0.36	0.64	0.49	0.39	0.32	1.00	0.39	0.39	0.38	0.45	0.42	0.69	0.37	0.40	0.43	0.43	0.44	0.65
HLT	0.57	0.17	0.17	0.19	0.20	0.34	0.26	0.39	0.31	0.39	0.31	0.34	0.31	0.28	0.41	0.38	0.36	0.31	0.39	0.39	1.00	0.47	0.43	0.45	0.81	0.44	0.40	0.48	0.40	0.46	0.47	0.66
DFS	0.60	0.18	0.17	0.23	0.20	0.42	0.28	0.37	0.42	0.36	0.32	0.34	0.29	0.27	0.52	0.36	0.32	0.33	0.35	0.39	0.47	1.00	0.48	0.52	0.48	0.44	0.41	0.67	0.41	0.44	0.46	0.65
NSC	0.58	0.22	0.25	0.27	0.30	0.39	0.32	0.30	0.41	0.31	0.31	0.37	0.34	0.29	0.40	0.35	0.35	0.39	0.39	0.38	0.43	0.48	1.00	0.54	0.44	0.43	0.45	0.51	0.46	0.43	0.45	0.65
CAT	0.62	0.19	0.17	0.22	0.20	0.54	0.28	0.28	0.51	0.35	0.30	0.35	0.26	0.25	0.46	0.41	0.34	0.37	0.34	0.45	0.45	0.52	0.54	1.00	0.48	0.49	0.40	0.57	0.40	0.40	0.42	0.68
MAR	0.60	0.17	0.15	0.20	0.21	0.36	0.27	0.42	0.32	0.39	0.32	0.35	0.33	0.29	0.41	0.39	0.37	0.32	0.40	0.42	0.81	0.48	0.44	0.48	1.00	0.46	0.42	0.50	0.43	0.46	0.48	0.68
MCHP	0.66	0.20	0.20	0.19	0.19	0.33	0.25	0.31	0.30	0.39	0.30	0.31	0.26	0.32	0.38	0.62	0.48	0.44	0.35	0.69	0.44	0.44	0.43	0.49	0.46	1.00	0.41	0.43	0.49	0.44	0.46	0.69
HD	0.60	0.40	0.33	0.40	0.36	0.25	0.33	0.35	0.27	0.41	0.37	0.37	0.40	0.48	0.31	0.35	0.38	0.45	0.43	0.37	0.40	0.41	0.45	0.40	0.42	0.41	1.00	0.40	0.48	0.45	0.46	0.65
JPM	0.64	0.17	0.18	0.24	0.23	0.43	0.34	0.35	0.46	0.35	0.31	0.37	0.32	0.27	0.58	0.38	0.35	0.34	0.35	0.40	0.48	0.67	0.51	0.57	0.50	0.43	0.40	1.00	0.43	0.47	0.48	0.68
ACN	0.68	0.25	0.33	0.31	0.35	0.27	0.36	0.33	0.31	0.36	0.36	0.36	0.38	0.43	0.38	0.44	0.44	0.51	0.41	0.43	0.40	0.41	0.46	0.40	0.43	0.49	0.48	0.43	1.00	0.57	0.59	0.67
V	0.67	0.22	0.30	0.28	0.34	0.25	0.36	0.31	0.31	0.33	0.37	0.34	0.41	0.39	0.38	0.41	0.46	0.45	0.45	0.43	0.46	0.44	0.43	0.40	0.46	0.44	0.45	0.47	0.57	1.00	0.85	0.67
MA	0.68	0.23	0.30	0.29	0.35	0.27	0.35	0.34	0.31	0.35	0.36	0.35	0.41	0.39	0.39	0.42	0.47	0.46	0.45	0.44	0.47	0.46	0.45	0.42	0.48	0.46	0.46	0.48	0.59	0.85	1.00	0.69
Portfolio	0.90	0.38	0.37	0.41	0.39	0.52	0.47	0.51	0.52	0.56	0.51	0.53	0.49	0.52	0.59	0.61	0.58	0.58	0.59	0.65	0.66	0.65	0.65	0.68	0.68	0.69	0.65	0.68	0.67	0.67	0.69	1.00

The correlation results are calculated based on daily price changes starting from Dec 13, 2013

Growth and Income #3

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table