Divgro
Asset Allocation
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
The earliest data available for this chart is Oct 19, 2021, corresponding to the inception date of BITO
Returns By Period
YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 27.68% | 2.72% | 13.90% | 32.81% | 14.15% | 11.47% |
Divgro | 31.79% | 3.90% | 16.99% | 36.14% | N/A | N/A |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 29.20% | 1.61% | 14.62% | 33.99% | 15.93% | 13.49% |
VanEck Vectors Morningstar Wide Moat ETF | 15.97% | 1.30% | 13.53% | 22.83% | 13.93% | 13.53% |
Vanguard Growth ETF | 36.66% | 3.72% | 17.49% | 41.11% | 19.87% | 16.13% |
iShares India 50 ETF | 9.06% | 1.72% | 3.10% | 12.49% | 9.62% | 7.17% |
Vanguard Information Technology ETF | 33.87% | 3.21% | 17.56% | 38.83% | 23.44% | 21.20% |
Pacer US Cash Cows 100 ETF | 17.91% | 1.17% | 11.63% | 22.37% | 16.96% | N/A |
ProShares Bitcoin Strategy ETF | 125.53% | 31.18% | 42.38% | 110.68% | N/A | N/A |
iShares Morningstar Mid-Cap Growth ETF | 27.13% | 4.61% | 21.77% | 35.22% | 14.28% | 12.88% |
Vanguard Consumer Discretionary ETF | 29.50% | 7.64% | 28.56% | 34.98% | 17.75% | 14.54% |
Invesco KBW Property & Casualty Insurance ETF | 37.79% | 2.59% | 18.21% | 37.99% | 14.21% | 13.68% |
Avantis U.S. Small Cap Value ETF | 16.44% | 0.20% | 15.95% | 25.77% | 16.23% | N/A |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.83% | 7.02% | 3.65% | -5.05% | 4.84% | 2.58% | 2.19% | 1.53% | 2.36% | -0.86% | 7.95% | 31.79% | |
2023 | 9.87% | -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% |
2021 | 0.79% | -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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Divgro is 78, placing it in the top 22% 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 | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 2.92 | 3.86 | 1.54 | 4.22 | 19.12 |
VanEck Vectors Morningstar Wide Moat ETF | 2.02 | 2.76 | 1.35 | 3.63 | 10.47 |
Vanguard Growth ETF | 2.57 | 3.28 | 1.47 | 3.35 | 13.22 |
iShares India 50 ETF | 0.93 | 1.31 | 1.18 | 1.23 | 3.76 |
Vanguard Information Technology ETF | 1.97 | 2.52 | 1.35 | 2.73 | 9.81 |
Pacer US Cash Cows 100 ETF | 1.74 | 2.52 | 1.30 | 3.11 | 7.37 |
ProShares Bitcoin Strategy ETF | 1.99 | 2.60 | 1.31 | 2.42 | 8.45 |
iShares Morningstar Mid-Cap Growth ETF | 2.56 | 3.46 | 1.43 | 1.87 | 13.27 |
Vanguard Consumer Discretionary ETF | 2.05 | 2.74 | 1.34 | 2.22 | 10.45 |
Invesco KBW Property & Casualty Insurance ETF | 2.41 | 3.15 | 1.44 | 5.68 | 15.42 |
Avantis U.S. Small Cap Value ETF | 1.36 | 2.06 | 1.25 | 2.59 | 6.79 |
Dividends
Dividend yield
Divgro provided a 3.37% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 3.37% | 1.79% | 1.40% | 1.30% | 1.19% | 1.33% | 1.53% | 1.25% | 1.36% | 1.48% | 1.28% | 1.16% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.21% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VanEck Vectors Morningstar Wide Moat ETF | 0.74% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
Vanguard Growth ETF | 0.46% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
iShares India 50 ETF | 0.29% | 0.39% | 3.75% | 7.12% | 0.08% | 0.58% | 0.59% | 0.27% | 0.48% | 0.57% | 0.52% | 0.77% |
Vanguard Information Technology ETF | 0.58% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
Pacer US Cash Cows 100 ETF | 1.80% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% | 0.00% |
ProShares Bitcoin Strategy ETF | 50.01% | 15.14% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Morningstar Mid-Cap Growth ETF | 0.74% | 0.85% | 0.91% | 0.41% | 0.09% | 0.30% | 0.35% | 0.45% | 0.52% | 0.38% | 0.60% | 0.36% |
Vanguard Consumer Discretionary ETF | 0.69% | 0.84% | 0.98% | 0.79% | 1.71% | 1.17% | 1.37% | 1.21% | 1.60% | 1.32% | 1.23% | 0.84% |
Invesco KBW Property & Casualty Insurance ETF | 1.27% | 1.68% | 1.99% | 3.02% | 1.93% | 1.99% | 2.11% | 1.90% | 2.14% | 1.35% | 2.73% | 1.72% |
Avantis U.S. Small Cap Value ETF | 1.51% | 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.
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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-27.52% | Nov 9, 2021 | 235 | Oct 14, 2022 | 284 | Dec 1, 2023 | 519 |
-8.8% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
-6.01% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
-2.69% | Oct 21, 2024 | 9 | Oct 31, 2024 | 4 | Nov 6, 2024 | 13 |
-2.41% | Dec 28, 2023 | 5 | Jan 4, 2024 | 10 | Jan 19, 2024 | 15 |
Volatility
Volatility Chart
The current Divgro volatility is 2.47%, 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
BITO | KBWP | INDY | COWZ | AVUV | VGT | VCR | VUG | MOAT | IMCG | VOO | |
---|---|---|---|---|---|---|---|---|---|---|---|
BITO | 1.00 | 0.19 | 0.31 | 0.36 | 0.37 | 0.41 | 0.42 | 0.41 | 0.40 | 0.43 | 0.40 |
KBWP | 0.19 | 1.00 | 0.35 | 0.56 | 0.57 | 0.28 | 0.35 | 0.31 | 0.46 | 0.45 | 0.47 |
INDY | 0.31 | 0.35 | 1.00 | 0.47 | 0.48 | 0.51 | 0.50 | 0.52 | 0.54 | 0.55 | 0.56 |
COWZ | 0.36 | 0.56 | 0.47 | 1.00 | 0.91 | 0.61 | 0.68 | 0.61 | 0.79 | 0.79 | 0.76 |
AVUV | 0.37 | 0.57 | 0.48 | 0.91 | 1.00 | 0.61 | 0.72 | 0.61 | 0.79 | 0.80 | 0.75 |
VGT | 0.41 | 0.28 | 0.51 | 0.61 | 0.61 | 1.00 | 0.81 | 0.97 | 0.81 | 0.85 | 0.93 |
VCR | 0.42 | 0.35 | 0.50 | 0.68 | 0.72 | 0.81 | 1.00 | 0.87 | 0.84 | 0.86 | 0.87 |
VUG | 0.41 | 0.31 | 0.52 | 0.61 | 0.61 | 0.97 | 0.87 | 1.00 | 0.83 | 0.86 | 0.95 |
MOAT | 0.40 | 0.46 | 0.54 | 0.79 | 0.79 | 0.81 | 0.84 | 0.83 | 1.00 | 0.92 | 0.90 |
IMCG | 0.43 | 0.45 | 0.55 | 0.79 | 0.80 | 0.85 | 0.86 | 0.86 | 0.92 | 1.00 | 0.91 |
VOO | 0.40 | 0.47 | 0.56 | 0.76 | 0.75 | 0.93 | 0.87 | 0.95 | 0.90 | 0.91 | 1.00 |