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Growth Balanced Portfolio

Last updated Mar 2, 2024

This portfolio aims to provide a higher return than the SP500 and better divided yield

Asset Allocation


VOO 30%MGK 25%COWZ 20%ARCC 15%JPM 10%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

25%

COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

20%

ARCC
Ares Capital Corporation
Financial Services

15%

JPM
JPMorgan Chase & Co.
Financial Services

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Growth Balanced Portfolio, 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


80.00%100.00%120.00%140.00%160.00%180.00%OctoberNovemberDecember2024FebruaryMarch
184.98%
127.05%
Growth Balanced Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 19, 2016, corresponding to the inception date of COWZ

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%
Growth Balanced Portfolio7.13%3.85%14.80%29.36%17.09%N/A
JPM
JPMorgan Chase & Co.
9.60%6.04%27.92%32.66%15.77%15.67%
VOO
Vanguard S&P 500 ETF
7.93%3.78%14.58%29.02%15.08%12.70%
ARCC
Ares Capital Corporation
1.00%0.30%8.91%15.12%13.67%11.38%
MGK
Vanguard Mega Cap Growth ETF
10.69%4.08%19.37%50.56%19.86%15.67%
COWZ
Pacer US Cash Cows 100 ETF
4.90%5.23%7.13%13.21%16.12%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.47%4.82%
2023-1.58%-3.06%-2.34%8.60%4.59%

Sharpe Ratio

The current Growth Balanced Portfolio Sharpe ratio is 2.57. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.57

The Sharpe ratio of Growth Balanced Portfolio 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.57
2.44
Growth Balanced Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Growth Balanced Portfolio granted a 2.53% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Growth Balanced Portfolio2.53%2.62%2.89%2.15%2.83%2.75%2.95%2.86%2.59%2.88%2.61%2.41%
JPM
JPMorgan Chase & Co.
2.21%2.38%2.98%2.34%2.83%2.37%2.54%1.91%2.13%2.54%2.49%2.33%
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%
ARCC
Ares Capital Corporation
9.49%9.59%10.10%7.60%9.41%8.94%9.78%9.57%9.12%10.90%9.93%8.67%
MGK
Vanguard Mega Cap Growth ETF
0.45%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
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%

Expense Ratio

The Growth Balanced Portfolio features an expense ratio of 0.12%, falling within the medium range. 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%0.03%
0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.07%

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
Growth Balanced Portfolio
2.57
JPM
JPMorgan Chase & Co.
1.68
VOO
Vanguard S&P 500 ETF
2.61
ARCC
Ares Capital Corporation
0.99
MGK
Vanguard Mega Cap Growth ETF
3.39
COWZ
Pacer US Cash Cows 100 ETF
1.03

Asset Correlations Table

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

ARCCJPMMGKCOWZVOO
ARCC1.000.450.430.540.52
JPM0.451.000.450.670.63
MGK0.430.451.000.620.92
COWZ0.540.670.621.000.80
VOO0.520.630.920.801.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Growth Balanced Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Growth Balanced Portfolio. 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 Growth Balanced Portfolio was 37.97%, occurring on Mar 23, 2020. Recovery took 110 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-37.97%Feb 20, 202023Mar 23, 2020110Aug 27, 2020133
-24.16%Jan 5, 2022186Sep 30, 2022198Jul 18, 2023384
-19.73%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-9.02%Sep 3, 202015Sep 24, 202032Nov 9, 202047
-8.78%Jan 29, 20189Feb 8, 2018108Jul 16, 2018117

Volatility Chart

The current Growth Balanced Portfolio volatility is 3.01%, 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
3.01%
3.47%
Growth Balanced Portfolio
Benchmark (^GSPC)
Portfolio components
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