PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Divgro
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 35%MOAT 15%VUG 15%VGT 10%INDY 5%COWZ 5%BITO 5%IMCG 2.5%VCR 2.5%KBWP 2.5%AVUV 2.5%EquityEquity
PositionCategory/SectorWeight
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed
2.50%
BITO
ProShares Bitcoin Strategy ETF
Technology Equities, Actively Managed, Blockchain
5%
COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities
5%
IMCG
iShares Morningstar Mid-Cap Growth ETF
Mid Cap Growth Equities
2.50%
INDY
iShares India 50 ETF
Asia Pacific Equities
5%
KBWP
Invesco KBW Property & Casualty Insurance ETF
Financials Equities
2.50%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities
15%
VCR
Vanguard Consumer Discretionary ETF
Consumer Discretionary Equities
2.50%
VGT
Vanguard Information Technology ETF
Technology Equities
10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
35%
VUG
Vanguard Growth ETF
Large Cap Growth Equities
15%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Divgro, 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


15.00%20.00%25.00%30.00%35.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
38.34%
29.93%
Divgro
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 19, 2021, corresponding to the inception date of BITO

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
23.11%-0.36%7.02%23.15%12.80%11.01%
Divgro26.87%0.70%10.43%26.80%N/AN/A
VOO
Vanguard S&P 500 ETF
24.65%-0.29%7.63%24.77%14.57%13.02%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
10.80%-1.05%9.26%11.00%12.44%12.98%
VUG
Vanguard Growth ETF
33.21%3.24%9.92%32.99%18.66%15.76%
INDY
iShares India 50 ETF
4.85%0.00%-2.70%5.36%8.13%7.10%
VGT
Vanguard Information Technology ETF
29.19%2.86%5.94%28.93%21.70%20.72%
COWZ
Pacer US Cash Cows 100 ETF
10.03%-4.58%4.28%9.52%14.95%N/A
BITO
ProShares Bitcoin Strategy ETF
122.78%8.73%51.91%120.28%N/AN/A
IMCG
iShares Morningstar Mid-Cap Growth ETF
18.28%-1.65%11.31%18.77%12.26%11.90%
VCR
Vanguard Consumer Discretionary ETF
26.26%5.43%23.86%24.75%16.54%14.20%
KBWP
Invesco KBW Property & Casualty Insurance ETF
27.80%-6.14%11.49%28.21%12.25%13.00%
AVUV
Avantis U.S. Small Cap Value ETF
8.74%-4.71%9.47%8.79%14.01%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Divgro, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.83%7.02%3.65%-5.05%4.84%2.58%2.19%1.53%2.36%-0.86%7.95%26.87%
20239.87%-1.92%5.22%1.04%0.96%7.05%3.26%-2.42%-4.34%-1.10%9.56%5.69%36.66%
2022-5.71%-2.13%3.49%-9.31%-1.17%-9.88%10.96%-4.79%-9.09%7.27%4.86%-6.23%-21.86%
20210.79%-1.29%2.62%2.11%

Expense Ratio

Divgro has an expense ratio of 0.24%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for BITO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for INDY: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for KBWP: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VCR: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for IMCG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Divgro is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Divgro is 6666
Overall Rank
The Sharpe Ratio Rank of Divgro is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of Divgro is 6262
Sortino Ratio Rank
The Omega Ratio Rank of Divgro is 6666
Omega Ratio Rank
The Calmar Ratio Rank of Divgro is 6565
Calmar Ratio Rank
The Martin Ratio Rank of Divgro is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for Divgro, currently valued at 2.02, compared to the broader market-6.00-4.00-2.000.002.004.002.021.90
The chart of Sortino ratio for Divgro, currently valued at 2.68, compared to the broader market-6.00-4.00-2.000.002.004.006.002.682.54
The chart of Omega ratio for Divgro, currently valued at 1.37, compared to the broader market0.400.600.801.001.201.401.601.801.371.35
The chart of Calmar ratio for Divgro, currently valued at 3.15, compared to the broader market0.002.004.006.008.0010.0012.003.152.81
The chart of Martin ratio for Divgro, currently valued at 13.49, compared to the broader market0.0010.0020.0030.0040.0050.0013.4912.39
Divgro
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.042.721.383.0213.60
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.991.391.181.795.11
VUG
Vanguard Growth ETF
1.952.551.362.6010.22
INDY
iShares India 50 ETF
0.430.661.090.571.63
VGT
Vanguard Information Technology ETF
1.381.861.251.946.96
COWZ
Pacer US Cash Cows 100 ETF
0.791.201.141.343.29
BITO
ProShares Bitcoin Strategy ETF
2.122.711.322.579.02
IMCG
iShares Morningstar Mid-Cap Growth ETF
1.351.881.231.197.11
VCR
Vanguard Consumer Discretionary ETF
1.401.921.241.617.37
KBWP
Invesco KBW Property & Casualty Insurance ETF
1.822.431.333.0610.97
AVUV
Avantis U.S. Small Cap Value ETF
0.540.921.111.022.63

The current Divgro Sharpe ratio is 2.02. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.26 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Divgro with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.02
1.90
Divgro
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Divgro provided a 3.33% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio3.33%1.79%1.40%1.30%1.19%1.33%1.53%1.25%1.36%1.48%1.28%1.16%
VOO
Vanguard S&P 500 ETF
1.26%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.00%0.86%1.25%1.08%1.45%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
VUG
Vanguard Growth ETF
0.48%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
INDY
iShares India 50 ETF
0.46%0.39%3.75%7.12%0.08%0.58%0.59%0.27%0.48%0.57%0.52%0.77%
VGT
Vanguard Information Technology ETF
0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
COWZ
Pacer US Cash Cows 100 ETF
1.93%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%0.00%
BITO
ProShares Bitcoin Strategy ETF
50.63%15.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IMCG
iShares Morningstar Mid-Cap Growth ETF
1.02%0.85%0.91%0.41%0.09%0.30%0.35%0.45%0.52%0.38%0.60%0.36%
VCR
Vanguard Consumer Discretionary ETF
0.73%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%0.84%
KBWP
Invesco KBW Property & Casualty Insurance ETF
0.98%1.68%1.99%3.02%1.93%1.99%2.11%1.90%2.14%1.35%2.73%1.72%
AVUV
Avantis U.S. Small Cap Value ETF
1.62%1.65%1.74%1.28%1.21%0.38%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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-3.73%
-3.58%
Divgro
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Divgro. 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 Divgro was 27.52%, occurring on Oct 14, 2022. Recovery took 284 trading sessions.

The current Divgro drawdown is 3.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.52%Nov 9, 2021235Oct 14, 2022284Dec 1, 2023519
-8.8%Jul 17, 202414Aug 5, 202432Sep 19, 202446
-6.01%Apr 1, 202415Apr 19, 202418May 15, 202433
-3.73%Dec 9, 20248Dec 18, 2024
-2.69%Oct 21, 20249Oct 31, 20244Nov 6, 202413

Volatility

Volatility Chart

The current Divgro volatility is 4.32%, 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.32%
3.64%
Divgro
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

BITOKBWPINDYCOWZAVUVVGTVCRVUGMOATIMCGVOO
BITO1.000.190.310.350.370.410.430.410.400.430.41
KBWP0.191.000.360.560.570.280.350.310.460.450.47
INDY0.310.361.000.470.480.520.500.520.540.550.56
COWZ0.350.560.471.000.910.610.680.610.790.790.76
AVUV0.370.570.480.911.000.610.720.620.790.800.75
VGT0.410.280.520.610.611.000.810.970.810.850.93
VCR0.430.350.500.680.720.811.000.870.840.860.87
VUG0.410.310.520.610.620.970.871.000.830.860.95
MOAT0.400.460.540.790.790.810.840.831.000.920.90
IMCG0.430.450.550.790.800.850.860.860.921.000.91
VOO0.410.470.560.760.750.930.870.950.900.911.00
The correlation results are calculated based on daily price changes starting from Oct 20, 2021
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab