Divgro

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Divgro

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
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%

Benchmark

S&P 500

Rebalance portfolio

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

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

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.78%	-0.38%	11.47%	18.82%	12.44%	10.64%
Divgro	14.24%	0.46%	12.87%	22.90%	N/A	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	14.62%	-0.27%	12.26%	20.57%	14.27%	12.68%
MOAT VanEck Vectors Morningstar Wide Moat ETF	3.62%	0.68%	4.82%	7.25%	13.18%	12.66%
VUG Vanguard Growth ETF	17.02%	-1.74%	12.75%	26.01%	17.20%	14.99%
INDY iShares India 50 ETF	8.55%	1.21%	9.29%	16.42%	10.07%	7.46%
VGT Vanguard Information Technology ETF	16.19%	-1.08%	10.81%	24.47%	21.34%	20.29%
COWZ Pacer US Cash Cows 100 ETF	7.65%	0.86%	9.61%	12.13%	15.92%	N/A
BITO ProShares Bitcoin Strategy ETF	48.97%	10.48%	59.73%	106.68%	N/A	N/A
IMCG iShares Morningstar Mid-Cap Growth ETF	5.44%	-0.76%	6.20%	9.02%	10.05%	11.21%
VCR Vanguard Consumer Discretionary ETF	2.08%	-0.32%	5.12%	8.36%	12.13%	12.54%
KBWP Invesco KBW Property & Casualty Insurance ETF	16.71%	0.70%	8.13%	27.69%	10.20%	13.14%
AVUV Avantis U.S. Small Cap Value ETF	7.61%	7.35%	10.27%	18.63%	N/A	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%							14.24%
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.

BITO

ProShares Bitcoin Strategy ETF

INDY

iShares India 50 ETF

COWZ

Pacer US Cash Cows 100 ETF

MOAT

VanEck Vectors Morningstar Wide Moat ETF

KBWP

Invesco KBW Property & Casualty Insurance ETF

AVUV

Avantis U.S. Small Cap Value ETF

VGT

Vanguard Information Technology ETF

VCR

Vanguard Consumer Discretionary ETF

IMCG

iShares Morningstar Mid-Cap Growth ETF

VUG

Vanguard Growth ETF

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Divgro is 73, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

Divgro

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Divgro

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	1.82	2.53	1.32	1.80	7.20
MOAT VanEck Vectors Morningstar Wide Moat ETF	0.59	0.91	1.11	0.50	1.44
VUG Vanguard Growth ETF	1.68	2.29	1.30	1.43	8.62
INDY iShares India 50 ETF	1.27	1.73	1.25	1.62	7.82
VGT Vanguard Information Technology ETF	1.38	1.89	1.24	1.98	6.09
COWZ Pacer US Cash Cows 100 ETF	0.99	1.52	1.17	1.53	3.48
BITO ProShares Bitcoin Strategy ETF	2.08	2.72	1.32	1.65	10.41
IMCG iShares Morningstar Mid-Cap Growth ETF	0.65	1.00	1.12	0.32	1.78
VCR Vanguard Consumer Discretionary ETF	0.47	0.76	1.09	0.28	1.72
KBWP Invesco KBW Property & Casualty Insurance ETF	1.81	2.50	1.31	2.55	10.70
AVUV Avantis U.S. Small Cap Value ETF	0.97	1.55	1.17	1.48	3.67

Sharpe Ratio

The current Divgro Sharpe ratio is 1.92. 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 1.23 to 1.94, 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.

Divgro

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Divgro granted a 2.73% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Divgro	2.73%	1.79%	1.40%	1.30%	1.19%	1.33%	1.53%	1.25%	1.36%	1.48%	1.28%	1.16%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.33%	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	0.83%	0.86%	1.25%	1.08%	1.46%	1.31%	1.79%	1.07%	1.17%	2.13%	1.34%	0.79%
VUG Vanguard Growth ETF	0.52%	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	0.30%	0.38%	3.75%	7.12%	0.08%	0.58%	0.59%	0.27%	0.48%	0.57%	0.52%	0.76%
VGT Vanguard Information Technology ETF	0.66%	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	2.06%	1.92%	1.96%	1.48%	2.54%	1.96%	1.67%	1.95%	0.13%	0.00%	0.00%	0.00%
BITO ProShares Bitcoin Strategy ETF	35.10%	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	0.84%	0.85%	0.91%	0.41%	0.09%	0.29%	0.35%	0.45%	0.52%	0.38%	0.60%	0.36%
VCR Vanguard Consumer Discretionary ETF	0.84%	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	1.47%	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	1.60%	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.

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 4.02%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.52%	Nov 9, 2021	235	Oct 14, 2022	284	Dec 1, 2023	519
-6.01%	Apr 1, 2024	15	Apr 19, 2024	18	May 15, 2024	33
-4.02%	Jul 17, 2024	6	Jul 24, 2024	—	—	—
-2.41%	Dec 28, 2023	5	Jan 4, 2024	10	Jan 19, 2024	15
-1.96%	Jan 30, 2024	2	Jan 31, 2024	2	Feb 2, 2024	4

Volatility

Volatility Chart

The current Divgro volatility is 3.65%, 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.

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.

	BITO	KBWP	INDY	COWZ	AVUV	VGT	VCR	VUG	MOAT	IMCG	VOO
BITO	1.00	0.18	0.30	0.35	0.36	0.41	0.42	0.41	0.40	0.42	0.40
KBWP	0.18	1.00	0.35	0.57	0.58	0.30	0.36	0.32	0.46	0.45	0.48
INDY	0.30	0.35	1.00	0.48	0.48	0.53	0.51	0.53	0.54	0.55	0.57
COWZ	0.35	0.57	0.48	1.00	0.91	0.62	0.69	0.62	0.79	0.79	0.77
AVUV	0.36	0.58	0.48	0.91	1.00	0.63	0.73	0.63	0.79	0.81	0.76
VGT	0.41	0.30	0.53	0.62	0.63	1.00	0.83	0.97	0.83	0.86	0.93
VCR	0.42	0.36	0.51	0.69	0.73	0.83	1.00	0.88	0.85	0.87	0.88
VUG	0.41	0.32	0.53	0.62	0.63	0.97	0.88	1.00	0.86	0.87	0.95
MOAT	0.40	0.46	0.54	0.79	0.79	0.83	0.85	0.86	1.00	0.92	0.91
IMCG	0.42	0.45	0.55	0.79	0.81	0.86	0.87	0.87	0.92	1.00	0.91
VOO	0.40	0.48	0.57	0.77	0.76	0.93	0.88	0.95	0.91	0.91	1.00

The correlation results are calculated based on daily price changes starting from Oct 20, 2021