Growth & Income
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
CWB SPDR Bloomberg Barclays Convertible Securities ETF | Preferred Stock/Convertible Bonds | 33% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 33% |
VUG Vanguard Growth ETF | Large Cap Growth Equities | 34% |
Performance
Performance Chart
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The earliest data available for this chart is May 1, 2009, corresponding to the inception date of CWB
Returns By Period
As of May 11, 2025, the Growth & Income returned -0.51% Year-To-Date and 9.41% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 5.53% | -5.60% | 8.37% | 14.61% | 10.35% |
| Growth & Income | N/A | N/A | N/A | N/A | N/A | N/A |
| Portfolio components: | ||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | N/A | N/A | N/A | N/A | N/A | N/A |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | N/A | N/A | N/A | N/A | N/A | N/A |
VUG Vanguard Growth ETF | N/A | N/A | N/A | N/A | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Growth & Income, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 0.35% | 0.35% |
Expense Ratio
Growth & Income has an expense ratio of 0.31%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Growth & Income is 72, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
HYG iShares iBoxx $ High Yield Corporate Bond ETF | — | — | — | — | — |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | — | — | — | — | — |
VUG Vanguard Growth ETF | — | — | — | — | — |
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Dividends
Dividend yield
Growth & Income provided a 2.75% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.75% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
| Portfolio components: | ||||||||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 5.89% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 1.94% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VUG Vanguard Growth ETF | 0.50% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Growth & Income. 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 & Income was 0.33%, occurring on May 6, 2025. Recovery took 2 trading sessions.
The current Growth & Income drawdown is 3.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.33% | May 6, 2025 | 1 | May 6, 2025 | 2 | May 8, 2025 | 3 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | CWB | HYG | VUG | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.40 | 0.40 | 1.00 | 1.00 |
| CWB | 0.40 | 1.00 | -0.40 | 0.40 | 0.40 |
| HYG | 0.40 | -0.40 | 1.00 | 0.40 | 0.40 |
| VUG | 1.00 | 0.40 | 0.40 | 1.00 | 1.00 |
| Portfolio | 1.00 | 0.40 | 0.40 | 1.00 | 1.00 |