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Growth and Income #3

Last updated Sep 23, 2023

Asset Allocation


AAPL 3.33%ACN 3.33%CAT 3.33%CCI 3.33%CVX 3.33%DG 3.33%DHR 3.33%HAL 3.33%HCA 3.33%HD 3.33%HLT 3.33%JPM 3.33%LPLA 3.33%LRCX 3.33%MAR 3.33%MCD 3.33%MCHP 3.33%PG 3.33%STZ 3.33%V 3.33%WMT 3.33%YUM 3.33%NSC 3.33%MA 3.33%UNH 3.33%AVGO 3.33%DFS 3.33%DECK 3.33%COST 3.33%TXRH 3.33%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology3.33%
ACN
Accenture plc
Technology3.33%
CAT
Caterpillar Inc.
Industrials3.33%
CCI
Crown Castle International Corp.
Real Estate3.33%
CVX
Chevron Corporation
Energy3.33%
DG
Dollar General Corporation
Consumer Defensive3.33%
DHR
Danaher Corporation
Healthcare3.33%
HAL
Halliburton Company
Energy3.33%
HCA
HCA Healthcare, Inc.
Healthcare3.33%
HD
The Home Depot, Inc.
Consumer Cyclical3.33%
HLT
Hilton Worldwide Holdings Inc.
Consumer Cyclical3.33%
JPM
JPMorgan Chase & Co.
Financial Services3.33%
LPLA
LPL Financial Holdings Inc.
Financial Services3.33%
LRCX
Lam Research Corporation
Technology3.33%
MAR
Marriott International, Inc.
Consumer Cyclical3.33%
MCD
3.33%
MCHP
3.33%
PG
3.33%
STZ
3.33%
V
3.33%
WMT
3.33%
YUM
3.33%
NSC
3.33%
MA
Mastercard Inc
Financial Services3.33%
UNH
3.33%
AVGO
Broadcom Inc.
Technology3.33%
DFS
Discover Financial Services
Financial Services3.33%
DECK
Deckers Outdoor Corporation
Consumer Cyclical3.33%
COST
Costco Wholesale Corporation
Consumer Defensive3.33%
TXRH
3.33%

Performance

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 Quarterly


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
7.73%
8.62%
Growth and Income #3
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the Growth and Income #3 returned 8.04% Year-To-Date and 18.51% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-2.61%8.79%12.52%14.96%8.09%9.54%
Growth and Income #3-3.06%8.16%8.04%19.06%17.03%18.51%
AAPL
Apple Inc.
-3.49%9.37%35.10%15.12%27.43%26.53%
ACN
Accenture plc
0.24%17.09%19.84%22.45%14.38%18.07%
CAT
Caterpillar Inc.
0.01%27.14%15.72%63.63%14.60%15.80%
CCI
Crown Castle International Corp.
-6.05%-26.80%-29.29%-38.28%-0.21%6.06%
CVX
Chevron Corporation
4.41%8.63%-4.72%11.27%11.34%7.73%
DG
Dollar General Corporation
-31.78%-47.13%-55.81%-54.49%0.89%7.11%
DHR
Danaher Corporation
-2.55%0.31%-6.21%-6.39%18.64%17.01%
HAL
Halliburton Company
5.35%38.52%4.65%53.47%1.85%-0.32%
HCA
HCA Healthcare, Inc.
-8.78%-0.33%5.85%31.19%14.67%19.64%
HD
The Home Depot, Inc.
-5.64%9.50%-1.18%16.68%10.24%17.61%
HLT
Hilton Worldwide Holdings Inc.
-1.42%12.18%17.16%24.11%13.16%13.75%
JPM
JPMorgan Chase & Co.
-1.11%18.39%11.09%35.16%7.56%13.34%
LPLA
LPL Financial Holdings Inc.
5.23%25.97%12.03%5.55%30.97%21.24%
LRCX
Lam Research Corporation
-8.42%24.03%48.69%62.16%33.91%31.06%
MAR
Marriott International, Inc.
-4.37%24.84%31.58%40.18%9.02%17.07%
MCD
-2.90%1.40%5.01%12.24%13.10%14.49%
MCHP
-4.36%-1.98%11.30%24.05%15.04%16.58%
PG
-1.09%4.61%1.91%14.20%15.01%9.57%
STZ
-2.30%18.32%11.66%9.74%4.91%15.49%
V
-2.98%6.76%13.81%27.55%10.15%17.79%
WMT
2.69%15.34%15.82%23.57%13.03%10.06%
YUM
-2.95%-1.30%-1.04%14.93%8.84%11.61%
NSC
-3.85%2.40%-16.33%-7.74%3.90%11.33%
MA
Mastercard Inc
0.29%14.73%16.21%35.66%13.27%18.99%
UNH
3.81%7.17%-3.44%-0.76%15.40%24.17%
AVGO
Broadcom Inc.
-4.90%31.73%50.96%78.20%31.79%38.26%
DFS
Discover Financial Services
-1.58%-4.70%-9.05%-5.79%4.14%7.58%
DECK
Deckers Outdoor Corporation
-7.21%15.32%27.91%58.62%35.72%20.41%
COST
Costco Wholesale Corporation
3.47%13.23%23.06%15.52%20.56%19.57%
TXRH
-9.47%-7.19%6.79%12.92%8.07%15.61%

Asset Correlations Table

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

DGCCIWMTPGTXRHHALDECKUNHSTZCVXHCAMCDCOSTLPLAAAPLDHRHLTYUMAVGOLRCXNSCMARCATHDMCHPDFSJPMVMAACN
DG1.000.250.440.310.250.110.270.290.250.140.270.290.440.200.250.290.190.300.250.240.240.200.210.460.230.220.210.270.270.31
CCI0.251.000.290.390.160.120.180.280.320.180.260.360.350.140.290.380.210.350.260.240.240.190.190.340.230.200.200.330.330.39
WMT0.440.291.000.450.220.140.220.310.300.210.240.350.570.180.280.320.190.320.230.240.290.200.250.420.240.270.260.290.300.35
PG0.310.390.451.000.190.140.160.350.330.230.260.420.430.150.290.390.210.370.230.240.320.230.250.370.240.240.270.360.370.40
TXRH0.250.160.220.191.000.260.350.250.280.230.310.340.280.350.260.240.390.400.270.280.310.420.280.360.320.400.360.320.350.35
HAL0.110.120.140.140.261.000.270.220.270.710.310.180.160.430.250.220.370.260.310.310.420.390.580.260.350.460.480.290.310.31
DECK0.270.180.220.160.350.271.000.220.250.240.310.260.300.360.310.330.400.330.330.340.330.380.350.420.390.390.370.340.360.37
UNH0.290.280.310.350.250.220.221.000.330.300.420.330.340.310.330.420.310.370.310.310.370.320.330.380.300.330.400.400.390.41
STZ0.250.320.300.330.280.270.250.331.000.290.330.360.340.320.320.350.330.380.320.330.310.350.320.390.320.370.360.410.400.42
CVX0.140.180.210.230.230.710.240.300.291.000.320.260.240.430.270.270.360.300.310.310.450.370.570.300.350.470.510.360.360.38
HCA0.270.260.240.260.310.310.310.420.330.321.000.330.300.350.310.350.370.380.350.320.390.370.380.380.350.390.420.360.370.40
MCD0.290.360.350.420.340.180.260.330.360.260.331.000.380.270.330.380.330.570.320.280.350.350.310.410.300.340.360.430.440.43
COST0.440.350.570.430.280.160.300.340.340.240.300.381.000.230.440.420.290.380.360.360.320.300.270.510.360.300.300.410.410.46
LPLA0.200.140.180.150.350.430.360.310.320.430.350.270.231.000.320.310.440.340.360.390.450.450.500.350.420.570.620.420.430.42
AAPL0.250.290.280.290.260.250.310.330.320.270.310.330.440.321.000.450.370.340.570.530.370.380.360.400.520.360.380.500.510.51
DHR0.290.380.320.390.240.220.330.420.350.270.350.380.420.310.451.000.320.410.450.430.400.330.380.470.460.350.370.500.510.56
HLT0.190.210.190.210.390.370.400.310.330.360.370.330.290.440.370.321.000.420.400.410.440.800.460.390.460.510.480.480.480.41
YUM0.300.350.320.370.400.260.330.370.380.300.380.570.380.340.340.410.421.000.370.370.400.420.380.450.380.410.410.480.490.45
AVGO0.250.260.230.230.270.310.330.310.320.310.350.320.360.360.570.450.400.371.000.640.420.420.420.390.690.400.410.470.490.51
LRCX0.240.240.240.240.280.310.340.310.330.310.320.280.360.390.530.430.410.370.641.000.420.440.430.400.730.440.440.490.510.49
NSC0.240.240.290.320.310.420.330.370.310.450.390.350.320.450.370.400.440.400.420.421.000.440.570.440.440.510.540.440.460.49
MAR0.200.190.200.230.420.390.380.320.350.370.370.350.300.450.380.330.800.420.420.440.441.000.490.410.480.530.510.480.480.45
CAT0.210.190.250.250.280.580.350.330.320.570.380.310.270.500.360.380.460.380.420.430.570.491.000.390.480.550.590.430.440.45
HD0.460.340.420.370.360.260.420.380.390.300.380.410.510.350.400.470.390.450.390.400.440.410.391.000.430.430.420.470.470.53
MCHP0.230.230.240.240.320.350.390.300.320.350.350.300.360.420.520.460.460.380.690.730.440.480.480.431.000.480.470.490.510.54
DFS0.220.200.270.240.400.460.390.330.370.470.390.340.300.570.360.350.510.410.400.440.510.530.550.430.481.000.720.490.500.46
JPM0.210.200.260.270.360.480.370.400.360.510.420.360.300.620.380.370.480.410.410.440.540.510.590.420.470.721.000.480.490.48
V0.270.330.290.360.320.290.340.400.410.360.360.430.410.420.500.500.480.480.470.490.440.480.430.470.490.490.481.000.850.61
MA0.270.330.300.370.350.310.360.390.400.360.370.440.410.430.510.510.480.490.490.510.460.480.440.470.510.500.490.851.000.63
ACN0.310.390.350.400.350.310.370.410.420.380.400.430.460.420.510.560.410.450.510.490.490.450.450.530.540.460.480.610.631.00

Sharpe Ratio

The current Growth and Income #3 Sharpe ratio is 1.03. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.03

The Sharpe ratio of Growth and Income #3 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-0.500.000.501.001.50AprilMayJuneJulyAugustSeptember
1.03
0.81
Growth and Income #3
Benchmark (^GSPC)
Portfolio components

Dividend yield

Growth and Income #3 granted a 1.74% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Growth and Income #31.74%1.61%1.28%1.67%1.82%2.13%1.84%2.10%2.44%1.92%1.71%3.24%
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
1.42%1.53%0.89%1.30%1.13%2.11%1.80%2.19%2.30%2.52%2.51%2.71%
CAT
Caterpillar Inc.
1.79%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.
6.81%4.59%2.83%3.45%3.70%4.68%4.35%5.34%5.18%3.31%0.00%0.00%
CVX
Chevron Corporation
3.58%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
2.11%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
0.42%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
1.48%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.
0.94%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.
2.67%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.
0.41%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.
2.74%3.05%2.46%3.06%2.65%2.93%2.25%2.58%3.17%3.19%3.05%3.53%
LPLA
LPL Financial Holdings Inc.
0.48%0.46%0.62%0.97%1.12%1.71%1.85%3.08%2.64%2.48%1.63%9.53%
LRCX
Lam Research Corporation
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
Marriott International, Inc.
0.95%0.68%0.00%0.37%1.24%1.48%0.99%1.47%1.52%1.08%1.43%1.47%
MCD
2.23%2.18%2.04%2.50%2.61%2.63%2.55%3.48%3.52%4.38%4.16%4.35%
MCHP
1.92%1.67%1.01%1.11%1.48%2.17%1.80%2.50%3.52%3.72%3.85%5.43%
PG
2.45%2.43%2.17%2.40%2.60%3.49%3.48%3.83%4.12%3.57%3.85%4.45%
STZ
1.32%1.38%1.24%1.42%1.66%1.83%0.93%1.08%0.72%0.00%0.00%0.00%
V
0.77%0.76%0.62%0.57%0.57%0.69%0.63%0.78%0.68%0.68%0.67%0.70%
WMT
1.40%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
YUM
1.91%1.81%1.49%1.82%1.79%1.71%1.63%2.42%2.67%2.46%2.19%2.20%
NSC
2.61%2.05%1.45%1.67%1.99%2.23%1.88%2.49%3.28%2.44%2.71%3.97%
MA
Mastercard Inc
0.55%0.57%0.49%0.46%0.45%0.54%0.60%0.77%0.69%0.54%0.27%0.23%
UNH
1.39%1.22%1.14%1.43%1.49%1.49%1.42%1.64%1.79%1.59%1.62%1.74%
AVGO
Broadcom Inc.
2.22%3.08%2.35%3.30%4.01%3.65%2.36%1.88%1.54%1.71%2.43%2.56%
DFS
Discover Financial Services
2.98%2.40%1.70%2.06%2.17%2.84%1.93%1.87%2.39%1.70%1.32%1.42%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.69%0.77%0.55%3.45%0.91%1.16%5.18%1.24%4.66%1.16%1.23%10.00%
TXRH
2.21%2.05%1.38%0.48%2.26%1.81%1.75%1.76%2.17%2.06%2.05%3.30%

Expense Ratio

The Growth and Income #3 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
0.77
CAT
Caterpillar Inc.
2.10
CCI
Crown Castle International Corp.
-1.34
CVX
Chevron Corporation
0.44
DG
Dollar General Corporation
-1.63
DHR
Danaher Corporation
-0.25
HAL
Halliburton Company
1.22
HCA
HCA Healthcare, Inc.
1.11
HD
The Home Depot, Inc.
0.63
HLT
Hilton Worldwide Holdings Inc.
0.78
JPM
JPMorgan Chase & Co.
1.38
LPLA
LPL Financial Holdings Inc.
0.16
LRCX
Lam Research Corporation
1.29
MAR
Marriott International, Inc.
0.91
MCD
N/A
MCHP
N/A
PG
N/A
STZ
N/A
V
N/A
WMT
N/A
YUM
N/A
NSC
N/A
MA
Mastercard Inc
1.52
UNH
N/A
AVGO
Broadcom Inc.
2.28
DFS
Discover Financial Services
-0.24
DECK
Deckers Outdoor Corporation
1.78
COST
Costco Wholesale Corporation
0.64
TXRH
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
-6.54%
-9.93%
Growth and Income #3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Growth and Income #3. 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 #3 is 38.36%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.36%Feb 20, 202023Mar 23, 202097Aug 10, 2020120
-17.56%Apr 21, 202240Jun 16, 2022115Nov 30, 2022155
-16.25%Sep 24, 201864Dec 24, 201834Feb 13, 201998
-14.48%Jun 23, 2015162Feb 11, 201632Mar 30, 2016194
-11.07%Jan 5, 202242Mar 7, 202231Apr 20, 202273

Volatility Chart

The current Growth and Income #3 volatility is 3.07%, 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
3.07%
3.41%
Growth and Income #3
Benchmark (^GSPC)
Portfolio components