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
The chart shows the growth of an initial investment of $10,000 in Growth & Income, 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 every 3 months.
The earliest data available for this chart is Apr 16, 2009, corresponding to the inception date of CWB
Returns By Period
As of Dec 28, 2024, the Growth & Income returned 17.95% Year-To-Date and 9.87% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.18% | -0.47% | 9.35% | 24.83% | 13.03% | 11.14% |
| Growth & Income | 24.36% | 0.41% | 10.26% | 24.36% | 13.47% | 11.65% |
| Portfolio components: | ||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 7.84% | -0.91% | 5.46% | 7.84% | 3.03% | 4.03% |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 11.25% | -3.31% | 10.69% | 11.25% | 9.63% | 9.20% |
VUG Vanguard Growth ETF | 35.07% | 2.25% | 11.18% | 35.07% | 18.88% | 16.02% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.87% | 4.38% | 1.51% | -3.63% | 4.53% | 4.33% | -0.24% | 1.87% | 2.49% | -0.21% | 6.08% | 24.36% | |
| 2023 | 7.81% | -1.56% | 4.47% | 0.19% | 2.98% | 5.49% | 2.88% | -1.38% | -4.23% | -2.34% | 8.87% | 4.60% | 30.41% |
| 2022 | -7.82% | -3.00% | 2.31% | -10.00% | -2.07% | -7.45% | 9.64% | -3.39% | -8.20% | 3.63% | 3.76% | -5.50% | -26.26% |
| 2021 | 0.13% | 1.34% | -0.26% | 4.44% | -1.12% | 4.32% | 1.36% | 2.68% | -3.61% | 5.35% | -1.15% | 1.16% | 15.22% |
| 2020 | 2.35% | -4.50% | -11.21% | 11.79% | 6.16% | 4.30% | 7.04% | 7.93% | -3.41% | -1.43% | 10.11% | 4.72% | 36.25% |
| 2019 | 7.81% | 3.06% | 1.81% | 3.23% | -5.07% | 5.35% | 1.62% | -0.59% | 0.16% | 1.75% | 2.90% | 2.73% | 27.08% |
| 2018 | 4.66% | -2.29% | -1.22% | 0.19% | 3.18% | 0.46% | 1.72% | 3.08% | 0.17% | -6.76% | 0.93% | -6.06% | -2.61% |
| 2017 | 2.62% | 2.92% | 0.79% | 1.72% | 1.78% | 0.24% | 2.30% | 0.61% | 0.76% | 1.83% | 0.98% | 0.36% | 18.24% |
| 2016 | -4.65% | 0.47% | 5.38% | 0.74% | 1.37% | 0.35% | 3.75% | 0.71% | 0.92% | -1.71% | 0.67% | 1.37% | 9.42% |
| 2015 | -0.89% | 4.38% | -1.96% | 1.88% | 1.30% | -2.17% | 1.12% | -3.93% | -2.75% | 6.04% | -0.79% | -1.98% | -0.23% |
| 2014 | -0.75% | 4.35% | -1.26% | 0.34% | 2.41% | 1.85% | -1.79% | 3.55% | -2.16% | 1.70% | 1.34% | -1.21% | 8.41% |
| 2013 | 2.62% | 0.78% | 2.38% | 1.81% | 0.46% | -2.04% | 4.43% | -1.35% | 2.96% | 3.28% | 1.39% | 1.89% | 20.05% |
Expense Ratio
Growth & Income features an expense ratio of 0.31%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Growth & Income is 59, 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 | 1.58 | 2.26 | 1.28 | 3.01 | 11.22 |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 1.24 | 1.73 | 1.21 | 0.55 | 6.45 |
VUG Vanguard Growth ETF | 1.99 | 2.59 | 1.36 | 2.66 | 10.43 |
Dividends
Dividend yield
Growth & Income provided a 2.91% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.91% | 2.74% | 2.72% | 2.14% | 2.61% | 2.97% | 4.31% | 3.48% | 3.73% | 4.87% | 4.72% | 3.63% |
| Portfolio components: | ||||||||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 6.50% | 5.75% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
CWB SPDR Bloomberg Barclays Convertible Securities ETF | 1.84% | 1.97% | 2.21% | 1.97% | 2.34% | 3.03% | 6.17% | 4.25% | 4.60% | 7.52% | 7.36% | 3.66% |
VUG Vanguard Growth ETF | 0.46% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
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.
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 29.85%, occurring on Oct 14, 2022. Recovery took 345 trading sessions.
The current Growth & Income drawdown is 1.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.85% | Nov 9, 2021 | 235 | Oct 14, 2022 | 345 | Mar 1, 2024 | 580 |
| -29.85% | Feb 20, 2020 | 23 | Mar 23, 2020 | 64 | Jun 23, 2020 | 87 |
| -15.86% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -14.89% | Jul 8, 2011 | 61 | Oct 3, 2011 | 85 | Feb 3, 2012 | 146 |
| -14.47% | May 28, 2015 | 180 | Feb 11, 2016 | 103 | Jul 11, 2016 | 283 |
Volatility
Volatility Chart
The current Growth & Income volatility is 4.29%, 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.
Diversification
Asset Correlations Table
| HYG | CWB | VUG | |
|---|---|---|---|
| HYG | 1.00 | 0.63 | 0.67 |
| CWB | 0.63 | 1.00 | 0.81 |
| VUG | 0.67 | 0.81 | 1.00 |