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Growth Portfolio

Last updated Oct 2, 2022
Expense Ratio

Rank 23 of 54

0.05%
0.00%0.94%
Dividend Yield

Rank 24 of 54

2.47%
0.00%5.13%
10Y Annualized Return

Rank 18 of 54

8.33%
2.78%57.48%
Sharpe Ratio

Rank 20 of 54

-0.96
-1.65-0.52
Maximum Drawdown

Rank 33 of 54

-31.35%
-91.88%-19.55%

Growth PortfolioAsset Allocation


Growth PortfolioPerformance

The chart shows the growth of $10,000 invested in Growth Portfolio in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $24,630 for a total return of roughly 146.30%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-20.00%-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-20.20%
-21.76%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Growth PortfolioReturns

As of Oct 2, 2022, the Growth Portfolio returned -24.59% Year-To-Date and 8.33% of annualized return in the last 10 years.


1M6MYTD1Y5Y10Y
Benchmark-10.05%-20.85%-24.77%-17.75%7.32%9.53%
Growth Portfolio-9.06%-19.43%-23.99%-20.41%4.27%7.21%
BND
Vanguard Total Bond Market ETF
-4.58%-9.21%-14.51%-14.70%-0.34%0.80%
VEA
Vanguard FTSE Developed Markets ETF
-10.39%-23.07%-27.51%-25.78%-0.63%3.97%
VTI
Vanguard Total Stock Market ETF
-9.90%-20.52%-24.82%-18.85%8.58%11.34%
IGOV
iShares International Treasury Bond ETF
-6.80%-21.18%-27.20%-28.18%-5.58%-2.81%

Growth PortfolioSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Growth Portfolio Sharpe ratio is -0.96. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00MayJuneJulyAugustSeptember
-1.16
-0.77
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Growth PortfolioDividends

Growth Portfolio granted a 2.47% dividend yield in the last twelve months.


PeriodTTM202120202019201820172016201520142013201220112010

Dividend yield

2.47%1.87%1.73%2.35%2.67%2.31%2.60%2.65%2.93%2.61%3.18%3.47%3.09%

Growth PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptember
-24.65%
-25.25%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Growth PortfolioWorst Drawdowns

The table below shows the maximum drawdowns of the Growth Portfolio. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Growth Portfolio is 28.25%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.25%Feb 13, 202027Mar 23, 202095Aug 6, 2020122
-24.65%Nov 9, 2021225Sep 30, 2022
-17.44%May 2, 2011108Oct 3, 2011114Mar 16, 2012222
-15.33%Jan 29, 2018229Dec 24, 201881Apr 23, 2019310
-13.62%May 22, 2015183Feb 11, 2016117Jul 29, 2016300
-12.76%Apr 16, 201055Jul 2, 201068Oct 8, 2010123
-9.56%Apr 3, 201242Jun 1, 201267Sep 6, 2012109
-7.72%Jan 15, 201016Feb 8, 201025Mar 16, 201041
-6.93%Jul 7, 201473Oct 16, 201427Nov 24, 2014100
-6.59%May 22, 201323Jun 24, 201319Jul 22, 201342

Growth PortfolioVolatility Chart

Current Growth Portfolio volatility is 12.96%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%MayJuneJulyAugustSeptember
18.36%
19.40%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

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