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Growth Portfolio

Last updated Feb 7, 2023
Expense Ratio

Rank 23 of 54

0.05%
0.00%0.94%
Dividend Yield

Rank 29 of 54

2.01%
0.00%4.21%
10Y Annualized Return

Rank 20 of 54

8.20%
2.65%53.17%
Sharpe Ratio

Rank 27 of 54

-0.36
-0.99-0.09
Maximum Drawdown

Rank 35 of 54

-28.25%
-55.92%-14.59%

Growth PortfolioAsset Allocation


Growth PortfolioPerformance

The chart shows the growth of $10,000 invested in Growth Portfolio in Sep 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $28,624 for a total return of roughly 186.24%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


-10.00%-5.00%0.00%5.00%10.00%OctoberNovemberDecember2023February
6.84%
3.64%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Growth PortfolioReturns

As of Feb 7, 2023, the Growth Portfolio returned 6.70% Year-To-Date and 8.20% of annualized return in the last 10 years.


1MYTD6M1Y5Y10Y
Benchmark5.55%7.07%-0.82%-8.65%8.83%10.56%
Growth Portfolio4.40%6.70%1.93%-7.17%6.43%8.20%
BND
Vanguard Total Bond Market ETF
0.37%2.48%-2.03%-8.22%0.74%1.27%
VEA
Vanguard FTSE Developed Markets ETF
3.75%7.58%7.81%-5.70%3.03%5.37%
VTI
Vanguard Total Stock Market ETF
6.31%7.89%0.23%-7.27%10.25%12.26%
IGOV
iShares International Treasury Bond ETF
0.28%1.92%-3.78%-18.54%-4.54%-1.93%

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 -0.36. 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.


-1.20-1.00-0.80-0.60-0.40-0.20OctoberNovemberDecember2023February
-0.36
-0.34
Growth Portfolio
Benchmark (^GSPC)
Portfolio components

Growth PortfolioDividends

Growth Portfolio granted a 2.01% dividend yield in the last twelve months.


PeriodTTM2022202120202019201820172016201520142013201220112010

Dividend yield

2.01%2.10%1.89%1.74%2.37%2.70%2.33%2.62%2.67%2.96%2.63%3.21%3.50%3.11%

Growth PortfolioDrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%OctoberNovemberDecember2023February
-12.43%
-14.29%
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
-24.95%Nov 9, 2021235Oct 14, 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 7.69%. 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%OctoberNovemberDecember2023February
13.84%
16.98%
Growth Portfolio
Benchmark (^GSPC)
Portfolio components