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Divgro

Last updated Mar 2, 2024

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
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

35%

MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

15%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

15%

VGT
Vanguard Information Technology ETF
Technology Equities

10%

INDY
iShares India 50 ETF
Asia Pacific Equities

5%

COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

5%

BITO
ProShares Bitcoin Strategy ETF
Technology Equities, Actively Managed, Blockchain

5%

IMCG
iShares Morningstar Mid-Cap Growth ETF
Mid Cap Growth Equities

2.50%

VCR
Vanguard Consumer Discretionary ETF
Consumer Discretionary Equities

2.50%

KBWP
Invesco KBW Property & Casualty Insurance ETF
Financials Equities

2.50%

AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

2.50%

S&P 500

Performance

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
18.86%
13.66%
Divgro
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Divgro9.00%5.91%19.06%35.80%N/AN/A
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%14.77%12.70%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
2.62%3.05%9.10%21.22%14.49%13.12%
VUG
Vanguard Growth ETF
10.52%4.35%19.03%45.80%18.39%14.78%
INDY
iShares India 50 ETF
3.49%2.25%12.76%21.47%10.65%9.62%
VGT
Vanguard Information Technology ETF
8.96%4.40%18.52%47.19%23.23%20.34%
COWZ
Pacer US Cash Cows 100 ETF
4.90%5.23%7.13%13.21%15.54%N/A
BITO
ProShares Bitcoin Strategy ETF
47.70%46.14%136.14%162.50%N/AN/A
IMCG
iShares Morningstar Mid-Cap Growth ETF
7.31%5.80%13.80%18.07%12.85%11.26%
VCR
Vanguard Consumer Discretionary ETF
4.22%4.64%11.40%28.67%14.75%12.73%
KBWP
Invesco KBW Property & Casualty Insurance ETF
12.02%3.42%22.11%14.45%12.40%13.30%
AVUV
Avantis U.S. Small Cap Value ETF
-0.19%2.88%9.44%10.49%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.83%7.17%
2023-2.42%-4.34%-1.10%9.56%5.69%

Sharpe Ratio

The current Divgro Sharpe ratio is 2.93. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.93

The Sharpe ratio of Divgro lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.93
2.44
Divgro
Benchmark (^GSPC)
Portfolio components

Dividend yield

Divgro granted a 1.64% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Divgro1.64%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
1.35%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
0.84%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
0.37%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
0.59%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
1.83%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
13.57%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
0.79%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
0.80%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
1.50%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
1.66%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Divgro has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.95%
0.50%1.00%1.50%2.00%0.94%
0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.48%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Divgro
2.93
VOO
Vanguard S&P 500 ETF
2.61
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.70
VUG
Vanguard Growth ETF
3.17
INDY
iShares India 50 ETF
2.18
VGT
Vanguard Information Technology ETF
2.89
COWZ
Pacer US Cash Cows 100 ETF
1.03
BITO
ProShares Bitcoin Strategy ETF
2.79
IMCG
iShares Morningstar Mid-Cap Growth ETF
1.36
VCR
Vanguard Consumer Discretionary ETF
1.69
KBWP
Invesco KBW Property & Casualty Insurance ETF
0.80
AVUV
Avantis U.S. Small Cap Value ETF
0.56

Asset Correlations Table

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

BITOKBWPINDYCOWZAVUVVCRVGTVUGMOATIMCGVOO
BITO1.000.190.320.370.380.450.440.450.420.440.43
KBWP0.191.000.390.590.590.380.350.380.480.470.53
INDY0.320.391.000.520.520.530.550.560.570.580.60
COWZ0.370.590.521.000.920.700.660.670.800.790.80
AVUV0.380.590.520.921.000.740.670.670.800.820.79
VCR0.450.380.530.700.741.000.850.900.870.880.89
VGT0.440.350.550.660.670.851.000.980.880.880.93
VUG0.450.380.560.670.670.900.981.000.900.900.96
MOAT0.420.480.570.800.800.870.880.901.000.930.94
IMCG0.440.470.580.790.820.880.880.900.931.000.93
VOO0.430.530.600.800.790.890.930.960.940.931.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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, 2021235Oct 14, 2022284Dec 1, 2023519
-2.41%Dec 28, 20235Jan 4, 202410Jan 19, 202415
-1.96%Jan 30, 20242Jan 31, 20242Feb 2, 20244
-1.55%Feb 13, 20241Feb 13, 20242Feb 15, 20243
-1.32%Feb 16, 20243Feb 21, 20241Feb 22, 20244

Volatility Chart

The current Divgro volatility is 3.55%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.55%
3.47%
Divgro
Benchmark (^GSPC)
Portfolio components
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