Growth Focused
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AMD Advanced Micro Devices, Inc. | Technology | 14.29% |
COST Costco Wholesale Corporation | Consumer Defensive | 14.29% |
FICO Fair Isaac Corporation | Technology | 14.29% |
KLAC KLA Corporation | Technology | 14.29% |
LLY Eli Lilly and Company | Healthcare | 14.29% |
NVDA NVIDIA Corporation | Technology | 14.29% |
STRL Sterling Construction Company, Inc. | Industrials | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Growth Focused, 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
The earliest data available for this chart is Jan 22, 1999, corresponding to the inception date of NVDA
Returns By Period
As of Nov 14, 2024, the Growth Focused returned 66.69% Year-To-Date and 47.17% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Growth Focused | 66.69% | -1.02% | 21.73% | 85.67% | 54.47% | 47.17% |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | -5.50% | -15.71% | -12.76% | 16.20% | 29.40% | 48.96% |
KLAC KLA Corporation | 11.56% | -22.31% | -15.00% | 18.89% | 31.06% | 28.48% |
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 46.67% | 41.93% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
LLY Eli Lilly and Company | 39.94% | -12.66% | 3.29% | 33.55% | 50.37% | 30.78% |
COST Costco Wholesale Corporation | 42.28% | 5.08% | 18.96% | 62.58% | 27.42% | 23.65% |
STRL Sterling Construction Company, Inc. | 112.27% | 16.90% | 37.70% | 178.58% | 66.22% | 38.47% |
Monthly Returns
The table below presents the monthly returns of Growth Focused, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.42% | 18.27% | 2.52% | -5.12% | 13.47% | 6.76% | -3.55% | 6.09% | 4.50% | -2.18% | 66.69% | ||
| 2023 | 11.74% | 2.71% | 10.01% | 0.80% | 17.70% | 8.20% | 4.15% | 8.82% | -5.91% | -1.53% | 11.88% | 12.37% | 113.99% |
| 2022 | -8.33% | 1.80% | 2.31% | -15.14% | 6.36% | -8.57% | 15.79% | -7.62% | -12.04% | 10.17% | 19.96% | -7.44% | -9.32% |
| 2021 | 2.27% | 3.29% | 0.08% | 1.79% | 3.28% | 10.46% | 3.91% | 3.12% | -6.08% | 11.15% | 11.27% | 2.01% | 55.84% |
| 2020 | 1.04% | -2.35% | -6.20% | 10.89% | 5.59% | 5.71% | 9.35% | 12.70% | -2.03% | -4.17% | 15.64% | 5.30% | 61.42% |
| 2019 | 15.81% | 5.82% | 4.75% | 2.68% | -7.71% | 9.80% | 3.60% | 2.27% | 0.11% | 9.65% | 4.88% | 6.36% | 73.29% |
| 2018 | 9.21% | -4.36% | -4.59% | 1.03% | 11.12% | 1.42% | 9.69% | 12.95% | 3.39% | -16.15% | 4.15% | -10.17% | 14.01% |
| 2017 | 3.00% | 7.89% | 1.50% | 0.22% | 5.33% | 3.18% | 3.15% | -1.25% | 7.58% | 2.70% | 1.71% | -1.92% | 37.94% |
| 2016 | -8.60% | 0.44% | 8.07% | 3.10% | 10.16% | 3.94% | 14.35% | 2.09% | 3.30% | -0.53% | 9.31% | 10.39% | 69.55% |
| 2015 | -8.97% | 8.32% | 1.06% | -2.64% | 0.47% | -0.74% | -0.10% | -1.27% | -0.30% | 12.00% | 9.17% | 6.73% | 24.17% |
| 2014 | -5.57% | 5.22% | 0.08% | -0.87% | 3.86% | 3.77% | -4.17% | 4.58% | -4.14% | 3.70% | 2.54% | -1.03% | 7.41% |
| 2013 | 6.59% | 1.46% | 1.05% | 2.19% | 8.77% | -3.47% | 4.58% | -3.20% | 5.16% | 0.30% | 6.89% | 1.07% | 35.24% |
Expense Ratio
Growth Focused 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Growth Focused is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.40 | 0.87 | 1.11 | 0.49 | 0.90 |
KLAC KLA Corporation | 0.54 | 0.96 | 1.13 | 0.84 | 2.19 |
FICO Fair Isaac Corporation | 4.40 | 4.51 | 1.66 | 7.86 | 26.35 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
LLY Eli Lilly and Company | 1.14 | 1.72 | 1.23 | 1.75 | 5.68 |
COST Costco Wholesale Corporation | 3.37 | 3.99 | 1.60 | 6.44 | 16.64 |
STRL Sterling Construction Company, Inc. | 3.47 | 3.80 | 1.50 | 7.32 | 17.36 |
Dividends
Dividend yield
Growth Focused provided a 0.47% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.47% | 0.66% | 0.46% | 0.39% | 0.94% | 0.69% | 0.95% | 1.39% | 1.01% | 1.52% | 4.54% | 1.37% |
| Portfolio components: | ||||||||||||
AMD Advanced Micro Devices, 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% |
KLAC KLA Corporation | 0.67% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
STRL Sterling Construction Company, 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% |
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 Growth Focused. 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 Focused was 66.96%, occurring on Nov 20, 2008. Recovery took 1124 trading sessions.
The current Growth Focused drawdown is 2.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -66.96% | Oct 18, 2007 | 277 | Nov 20, 2008 | 1124 | May 13, 2013 | 1401 |
| -51.2% | Dec 18, 2001 | 202 | Oct 7, 2002 | 231 | Sep 8, 2003 | 433 |
| -34.39% | Mar 5, 2004 | 111 | Aug 12, 2004 | 80 | Dec 6, 2004 | 191 |
| -31.64% | Jul 18, 2000 | 110 | Dec 20, 2000 | 81 | Apr 19, 2001 | 191 |
| -30.95% | Feb 20, 2020 | 22 | Mar 20, 2020 | 55 | Jun 9, 2020 | 77 |
Volatility
Volatility Chart
The current Growth Focused volatility is 7.44%, 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
| STRL | LLY | COST | FICO | AMD | NVDA | KLAC | |
|---|---|---|---|---|---|---|---|
| STRL | 1.00 | 0.16 | 0.17 | 0.25 | 0.19 | 0.20 | 0.23 |
| LLY | 0.16 | 1.00 | 0.31 | 0.26 | 0.20 | 0.21 | 0.25 |
| COST | 0.17 | 0.31 | 1.00 | 0.34 | 0.28 | 0.31 | 0.37 |
| FICO | 0.25 | 0.26 | 0.34 | 1.00 | 0.34 | 0.36 | 0.38 |
| AMD | 0.19 | 0.20 | 0.28 | 0.34 | 1.00 | 0.53 | 0.54 |
| NVDA | 0.20 | 0.21 | 0.31 | 0.36 | 0.53 | 1.00 | 0.58 |
| KLAC | 0.23 | 0.25 | 0.37 | 0.38 | 0.54 | 0.58 | 1.00 |