Divgro

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Divgro

Last updated Dec 7, 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

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

	YTD	1M	6M	1Y	5Y (annualized)	10Y (annualized)
^GSPC 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:
VOO Vanguard S&P 500 ETF	29.20%	1.61%	14.62%	33.99%	15.93%	13.49%
MOAT VanEck Vectors Morningstar Wide Moat ETF	15.97%	1.30%	13.53%	22.83%	13.93%	13.53%
VUG Vanguard Growth ETF	36.66%	3.72%	17.49%	41.11%	19.87%	16.13%
INDY iShares India 50 ETF	9.06%	1.72%	3.10%	12.49%	9.62%	7.17%
VGT Vanguard Information Technology ETF	33.87%	3.21%	17.56%	38.83%	23.44%	21.20%
COWZ Pacer US Cash Cows 100 ETF	17.91%	1.17%	11.63%	22.37%	16.96%	N/A
BITO ProShares Bitcoin Strategy ETF	125.53%	31.18%	42.38%	110.68%	N/A	N/A
IMCG iShares Morningstar Mid-Cap Growth ETF	27.13%	4.61%	21.77%	35.22%	14.28%	12.88%
VCR Vanguard Consumer Discretionary ETF	29.50%	7.64%	28.56%	34.98%	17.75%	14.54%
KBWP Invesco KBW Property & Casualty Insurance ETF	37.79%	2.59%	18.21%	37.99%	14.21%	13.68%
AVUV 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.

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 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.

Overall Rank

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	2.92	3.86	1.54	4.22	19.12
MOAT VanEck Vectors Morningstar Wide Moat ETF	2.02	2.76	1.35	3.63	10.47
VUG Vanguard Growth ETF	2.57	3.28	1.47	3.35	13.22
INDY iShares India 50 ETF	0.93	1.31	1.18	1.23	3.76
VGT Vanguard Information Technology ETF	1.97	2.52	1.35	2.73	9.81
COWZ Pacer US Cash Cows 100 ETF	1.74	2.52	1.30	3.11	7.37
BITO ProShares Bitcoin Strategy ETF	1.99	2.60	1.31	2.42	8.45
IMCG iShares Morningstar Mid-Cap Growth ETF	2.56	3.46	1.43	1.87	13.27
VCR Vanguard Consumer Discretionary ETF	2.05	2.74	1.34	2.22	10.45
KBWP Invesco KBW Property & Casualty Insurance ETF	2.41	3.15	1.44	5.68	15.42
AVUV Avantis U.S. Small Cap Value ETF	1.36	2.06	1.25	2.59	6.79

The current Divgro Sharpe ratio is 2.86. 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 1.95 to 2.84, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

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 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:
VOO 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%
MOAT 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%
VUG 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%
INDY 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%
VGT 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%
COWZ 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%
BITO 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%
IMCG 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%
VCR 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%
KBWP 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%
AVUV 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.

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.

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.

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	0.19	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

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

Performance Analysis

Risk Analysis

Optimization

Factor Model

Divgro

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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