Leighton Growth
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Leighton 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 23, 2023, the Leighton Growth returned 12.90% Year-To-Date and 11.64% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.20% |
| Leighton Growth | -0.72% | 8.70% | 12.90% | 17.97% | 10.93% | 11.64% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | -0.77% | 15.45% | 35.00% | 30.79% | 15.08% | 16.39% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | -3.48% | 2.33% | 8.11% | 16.84% | 11.44% | 12.69% |
OMFS Invesco Russell 2000 Dynamic Multifactor ETF | -4.64% | -0.14% | -0.28% | 6.17% | 5.19% | 6.72% |
PTNQ Pacer Trendpilot 100 ETF | -0.08% | 15.38% | 24.92% | 23.39% | 11.86% | 13.55% |
COWZ Pacer US Cash Cows 100 ETF | -1.03% | 10.33% | 7.39% | 22.48% | 12.03% | 13.02% |
DGRO iShares Core Dividend Growth ETF | -1.08% | 5.05% | 2.22% | 12.07% | 8.68% | 9.90% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | -1.56% | 7.65% | 17.30% | 26.89% | 11.79% | 12.95% |
SCHO Schwab Short-Term U.S. Treasury ETF | 0.15% | -0.48% | 1.60% | 2.33% | 0.98% | 0.83% |
VCSH Vanguard Short-Term Corporate Bond ETF | 0.08% | 0.18% | 2.11% | 3.64% | 1.68% | 1.44% |
AGG iShares Core U.S. Aggregate Bond ETF | -0.65% | -3.60% | 0.03% | 0.72% | 0.37% | 0.09% |
MBXIX Catalyst/Millburn Hedge Strategy Fund Class I | 4.23% | 11.04% | 3.66% | 5.67% | 7.39% | 6.83% |
MFTFX Arrow Managed Futures Stragegy Fund | 6.15% | 24.65% | 5.83% | 1.86% | 10.69% | 8.80% |
GLD SPDR Gold Trust | 0.43% | -2.74% | 5.29% | 16.74% | 9.52% | 6.87% |
FTLS First Trust Long/Short Equity ETF | -0.23% | 7.05% | 9.17% | 13.47% | 6.18% | 6.67% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| MFTFX | GLD | AGG | SCHO | VCSH | MBXIX | OMFS | PTNQ | FTLS | QQQ | OMFL | COWZ | DGRO | MOAT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MFTFX | 1.00 | 0.02 | -0.19 | -0.21 | -0.19 | 0.29 | 0.02 | 0.14 | 0.14 | 0.10 | 0.07 | 0.07 | 0.07 | 0.05 |
| GLD | 0.02 | 1.00 | 0.41 | 0.37 | 0.41 | -0.04 | 0.02 | 0.07 | 0.13 | 0.07 | 0.04 | 0.05 | 0.03 | 0.06 |
| AGG | -0.19 | 0.41 | 1.00 | 0.69 | 0.80 | -0.12 | -0.05 | 0.05 | 0.03 | 0.08 | -0.02 | -0.06 | -0.01 | 0.03 |
| SCHO | -0.21 | 0.37 | 0.69 | 1.00 | 0.71 | -0.24 | -0.11 | -0.09 | -0.09 | -0.09 | -0.13 | -0.17 | -0.14 | -0.10 |
| VCSH | -0.19 | 0.41 | 0.80 | 0.71 | 1.00 | -0.04 | 0.09 | 0.15 | 0.13 | 0.19 | 0.12 | 0.07 | 0.13 | 0.17 |
| MBXIX | 0.29 | -0.04 | -0.12 | -0.24 | -0.04 | 1.00 | 0.55 | 0.48 | 0.56 | 0.52 | 0.59 | 0.62 | 0.61 | 0.59 |
| OMFS | 0.02 | 0.02 | -0.05 | -0.11 | 0.09 | 0.55 | 1.00 | 0.47 | 0.61 | 0.53 | 0.81 | 0.77 | 0.72 | 0.74 |
| PTNQ | 0.14 | 0.07 | 0.05 | -0.09 | 0.15 | 0.48 | 0.47 | 1.00 | 0.69 | 0.92 | 0.61 | 0.58 | 0.68 | 0.73 |
| FTLS | 0.14 | 0.13 | 0.03 | -0.09 | 0.13 | 0.56 | 0.61 | 0.69 | 1.00 | 0.74 | 0.71 | 0.74 | 0.78 | 0.75 |
| QQQ | 0.10 | 0.07 | 0.08 | -0.09 | 0.19 | 0.52 | 0.53 | 0.92 | 0.74 | 1.00 | 0.69 | 0.64 | 0.74 | 0.81 |
| OMFL | 0.07 | 0.04 | -0.02 | -0.13 | 0.12 | 0.59 | 0.81 | 0.61 | 0.71 | 0.69 | 1.00 | 0.83 | 0.85 | 0.84 |
| COWZ | 0.07 | 0.05 | -0.06 | -0.17 | 0.07 | 0.62 | 0.77 | 0.58 | 0.74 | 0.64 | 0.83 | 1.00 | 0.86 | 0.84 |
| DGRO | 0.07 | 0.03 | -0.01 | -0.14 | 0.13 | 0.61 | 0.72 | 0.68 | 0.78 | 0.74 | 0.85 | 0.86 | 1.00 | 0.90 |
| MOAT | 0.05 | 0.06 | 0.03 | -0.10 | 0.17 | 0.59 | 0.74 | 0.73 | 0.75 | 0.81 | 0.84 | 0.84 | 0.90 | 1.00 |
Dividend yield
Leighton Growth granted a 2.37% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Leighton Growth | 2.37% | 3.66% | 0.92% | 1.38% | 2.99% | 2.20% | 1.33% | 1.77% | 0.97% | 0.61% | 0.36% | 0.39% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.61% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 1.71% | 1.57% | 0.98% | 1.54% | 1.62% | 1.50% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OMFS Invesco Russell 2000 Dynamic Multifactor ETF | 1.68% | 1.86% | 0.68% | 1.11% | 1.35% | 1.60% | 0.37% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PTNQ Pacer Trendpilot 100 ETF | 0.50% | 0.62% | 0.00% | 0.16% | 0.44% | 0.46% | 0.33% | 0.31% | 0.23% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 2.09% | 1.99% | 1.53% | 2.67% | 2.13% | 1.85% | 2.19% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 2.43% | 2.36% | 2.00% | 2.43% | 2.40% | 2.72% | 2.31% | 2.64% | 3.00% | 1.19% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.07% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
SCHO Schwab Short-Term U.S. Treasury ETF | 3.16% | 1.37% | 0.43% | 1.33% | 2.39% | 1.92% | 1.23% | 0.91% | 0.76% | 0.53% | 0.33% | 0.33% |
VCSH Vanguard Short-Term Corporate Bond ETF | 2.81% | 2.05% | 1.89% | 2.40% | 3.11% | 2.96% | 2.58% | 2.46% | 2.49% | 2.45% | 2.56% | 2.91% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.05% | 2.44% | 1.85% | 2.28% | 2.93% | 3.30% | 2.67% | 2.82% | 2.95% | 2.96% | 2.94% | 3.81% |
MBXIX Catalyst/Millburn Hedge Strategy Fund Class I | 7.46% | 7.74% | 0.00% | 4.61% | 5.84% | 3.95% | 4.09% | 2.42% | 0.00% | 0.00% | 0.00% | 0.00% |
MFTFX Arrow Managed Futures Stragegy Fund | 14.28% | 41.04% | 3.28% | 0.00% | 29.12% | 13.53% | 3.95% | 17.79% | 2.50% | 0.00% | 0.00% | 0.00% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTLS First Trust Long/Short Equity ETF | 1.65% | 0.82% | 0.01% | 0.45% | 0.85% | 0.90% | 0.45% | 1.09% | 0.51% | 0.55% | 0.00% | 0.00% |
Expense Ratio
The Leighton Growth has a high expense ratio of 0.56%, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 1.18 | ||||
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.94 | ||||
OMFS Invesco Russell 2000 Dynamic Multifactor ETF | 0.07 | ||||
PTNQ Pacer Trendpilot 100 ETF | 1.48 | ||||
COWZ Pacer US Cash Cows 100 ETF | 0.87 | ||||
DGRO iShares Core Dividend Growth ETF | 0.65 | ||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.07 | ||||
SCHO Schwab Short-Term U.S. Treasury ETF | 0.74 | ||||
VCSH Vanguard Short-Term Corporate Bond ETF | 0.76 | ||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.08 | ||||
MBXIX Catalyst/Millburn Hedge Strategy Fund Class I | 0.39 | ||||
MFTFX Arrow Managed Futures Stragegy Fund | 0.17 | ||||
GLD SPDR Gold Trust | 1.03 | ||||
FTLS First Trust Long/Short Equity ETF | 1.12 |
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 Leighton 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 Leighton Growth is 27.67%, recorded on Mar 23, 2020. It took 97 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.67% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -15.63% | Nov 17, 2021 | 219 | Sep 30, 2022 | 170 | Jun 6, 2023 | 389 |
| -14.69% | Oct 4, 2018 | 56 | Dec 24, 2018 | 71 | Apr 8, 2019 | 127 |
| -9.43% | Jan 29, 2018 | 9 | Feb 8, 2018 | 124 | Aug 7, 2018 | 133 |
| -8.68% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility Chart
The current Leighton Growth volatility is 2.81%, 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.