#3: Value/Small cap/Growth Stocks
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
AXON Axon Enterprise, Inc. | Industrials | 10% |
GOOGL Alphabet Inc. | Communication Services | 10% |
HD The Home Depot, Inc. | Consumer Cyclical | 10% |
JNJ Johnson & Johnson | Healthcare | 10% |
JPM JPMorgan Chase & Co. | Financial Services | 10% |
LLY Eli Lilly and Company | Healthcare | 10% |
META Meta Platforms, Inc. | Communication Services | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
SHOP Shopify Inc. | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in #3: Value/Small cap/Growth Stocks, 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 year.
The earliest data available for this chart is May 21, 2015, corresponding to the inception date of SHOP
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| #3: Value/Small cap/Growth Stocks | -9.81% | -7.35% | -4.19% | 24.05% | 33.58% | N/A |
| Portfolio components: | ||||||
JNJ Johnson & Johnson | 9.76% | -3.76% | -3.10% | 9.88% | 3.91% | 7.56% |
JPM JPMorgan Chase & Co. | -2.13% | -3.41% | 4.09% | 27.74% | 24.63% | 17.19% |
NVDA NVIDIA Corporation | -24.42% | -13.77% | -26.44% | 33.23% | 72.52% | 69.24% |
SHOP Shopify Inc. | -21.33% | -19.73% | 1.17% | 20.07% | 7.44% | N/A |
AXON Axon Enterprise, Inc. | -5.85% | -0.08% | 27.73% | 90.57% | 51.54% | 34.26% |
LLY Eli Lilly and Company | 8.99% | 0.29% | -8.19% | 16.40% | 42.57% | 30.27% |
GOOGL Alphabet Inc. | -20.06% | -7.82% | -7.29% | -1.43% | 20.26% | 18.54% |
AMZN Amazon.com, Inc. | -21.32% | -12.03% | -8.67% | -1.16% | 8.23% | 24.45% |
HD The Home Depot, Inc. | -8.14% | 1.11% | -13.45% | 8.51% | 14.89% | 14.75% |
META Meta Platforms, Inc. | -14.28% | -15.89% | -12.86% | 4.62% | 24.26% | 19.92% |
Monthly Returns
The table below presents the monthly returns of #3: Value/Small cap/Growth Stocks, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.13% | -3.28% | -8.58% | -4.79% | -9.81% | ||||||||
| 2024 | 5.33% | 12.43% | 4.06% | -4.39% | 4.70% | 7.09% | -2.50% | 6.93% | 2.47% | 1.78% | 12.50% | -2.43% | 57.65% |
| 2023 | 14.64% | -1.21% | 10.86% | 4.05% | 10.57% | 7.81% | 6.00% | 2.24% | -6.89% | -2.87% | 14.04% | 6.34% | 85.10% |
| 2022 | -10.89% | -7.40% | 3.91% | -13.62% | 0.30% | -7.98% | 7.99% | -5.25% | -5.53% | 7.52% | 10.11% | -6.05% | -26.51% |
| 2021 | 5.87% | 3.42% | -0.46% | 6.56% | 1.90% | 8.77% | 2.78% | 4.67% | -6.17% | 7.83% | 2.98% | -0.84% | 43.06% |
| 2020 | 4.47% | -3.75% | -7.04% | 18.72% | 8.20% | 9.00% | 4.60% | 9.03% | -3.63% | -3.46% | 11.16% | 2.49% | 58.20% |
| 2019 | 11.57% | 2.88% | 5.07% | 7.81% | -4.60% | 5.71% | 3.21% | 1.18% | -3.75% | 2.96% | 7.52% | 6.41% | 55.26% |
| 2018 | 10.55% | 1.13% | -2.87% | 3.40% | 12.03% | 0.15% | 4.32% | 4.75% | 1.17% | -11.27% | -4.14% | -7.84% | 9.17% |
| 2017 | 5.47% | 5.31% | 2.71% | 4.05% | 7.15% | 0.02% | 3.66% | 3.03% | 3.25% | 2.37% | 2.87% | 0.35% | 48.26% |
| 2016 | -5.88% | -0.23% | 7.57% | 2.70% | 6.50% | 1.31% | 10.30% | 2.10% | 3.72% | -3.58% | 6.59% | 4.67% | 40.66% |
| 2015 | 0.77% | 3.68% | 5.73% | -5.91% | 2.96% | 8.17% | 0.93% | 0.63% | 17.59% |
Expense Ratio
#3: Value/Small cap/Growth Stocks 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, #3: Value/Small cap/Growth Stocks is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
Risk-Adjusted Performance Indicators
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 | Martin ratio | |
|---|---|---|---|---|---|
JNJ Johnson & Johnson | 0.66 | 1.00 | 1.14 | 0.71 | 2.04 |
JPM JPMorgan Chase & Co. | 1.10 | 1.62 | 1.24 | 1.28 | 4.69 |
NVDA NVIDIA Corporation | 0.27 | 0.79 | 1.10 | 0.44 | 1.21 |
SHOP Shopify Inc. | 0.36 | 0.94 | 1.13 | 0.32 | 1.41 |
AXON Axon Enterprise, Inc. | 1.58 | 2.56 | 1.38 | 2.87 | 7.22 |
LLY Eli Lilly and Company | 0.37 | 0.79 | 1.10 | 0.54 | 1.11 |
GOOGL Alphabet Inc. | -0.05 | 0.15 | 1.02 | -0.05 | -0.13 |
AMZN Amazon.com, Inc. | -0.18 | -0.02 | 1.00 | -0.20 | -0.58 |
HD The Home Depot, Inc. | 0.38 | 0.69 | 1.08 | 0.40 | 1.19 |
META Meta Platforms, Inc. | 0.02 | 0.29 | 1.04 | 0.02 | 0.07 |
Dividends
Dividend yield
#3: Value/Small cap/Growth Stocks provided a 0.95% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.95% | 0.90% | 0.86% | 0.91% | 0.77% | 0.95% | 0.97% | 1.01% | 0.89% | 1.02% | 1.08% | 1.15% |
| Portfolio components: | ||||||||||||
JNJ Johnson & Johnson | 3.15% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
JPM JPMorgan Chase & Co. | 2.18% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
NVDA NVIDIA Corporation | 0.04% | 0.03% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
SHOP Shopify 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% |
AXON Axon Enterprise, 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% |
LLY Eli Lilly and Company | 0.64% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
GOOGL Alphabet Inc. | 0.53% | 0.32% | 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% |
HD The Home Depot, Inc. | 2.55% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
META Meta Platforms, Inc. | 0.40% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the #3: Value/Small cap/Growth Stocks. 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 #3: Value/Small cap/Growth Stocks was 37.69%, occurring on Sep 26, 2022. Recovery took 168 trading sessions.
The current #3: Value/Small cap/Growth Stocks drawdown is 18.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -37.69% | Nov 22, 2021 | 212 | Sep 26, 2022 | 168 | May 26, 2023 | 380 |
| -29.78% | Feb 20, 2020 | 18 | Mar 16, 2020 | 38 | May 8, 2020 | 56 |
| -28.45% | Jul 26, 2018 | 105 | Dec 24, 2018 | 81 | Apr 23, 2019 | 186 |
| -23.44% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -16.02% | Dec 7, 2015 | 46 | Feb 11, 2016 | 34 | Apr 1, 2016 | 80 |
Volatility
Volatility Chart
The current #3: Value/Small cap/Growth Stocks volatility is 14.62%, 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.
Diversification
Asset Correlations Table
| JNJ | LLY | JPM | AXON | SHOP | HD | NVDA | META | AMZN | GOOGL | |
|---|---|---|---|---|---|---|---|---|---|---|
| JNJ | 1.00 | 0.43 | 0.29 | 0.09 | 0.09 | 0.32 | 0.11 | 0.16 | 0.16 | 0.25 |
| LLY | 0.43 | 1.00 | 0.22 | 0.19 | 0.17 | 0.26 | 0.22 | 0.26 | 0.25 | 0.27 |
| JPM | 0.29 | 0.22 | 1.00 | 0.29 | 0.23 | 0.41 | 0.32 | 0.31 | 0.30 | 0.36 |
| AXON | 0.09 | 0.19 | 0.29 | 1.00 | 0.39 | 0.33 | 0.41 | 0.34 | 0.37 | 0.35 |
| SHOP | 0.09 | 0.17 | 0.23 | 0.39 | 1.00 | 0.31 | 0.49 | 0.45 | 0.52 | 0.45 |
| HD | 0.32 | 0.26 | 0.41 | 0.33 | 0.31 | 1.00 | 0.36 | 0.35 | 0.38 | 0.39 |
| NVDA | 0.11 | 0.22 | 0.32 | 0.41 | 0.49 | 0.36 | 1.00 | 0.52 | 0.55 | 0.54 |
| META | 0.16 | 0.26 | 0.31 | 0.34 | 0.45 | 0.35 | 0.52 | 1.00 | 0.62 | 0.67 |
| AMZN | 0.16 | 0.25 | 0.30 | 0.37 | 0.52 | 0.38 | 0.55 | 0.62 | 1.00 | 0.68 |
| GOOGL | 0.25 | 0.27 | 0.36 | 0.35 | 0.45 | 0.39 | 0.54 | 0.67 | 0.68 | 1.00 |