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Growth & Income

Last updated Mar 2, 2024

Asset Allocation


HYG 33%CWB 33%VUG 34%BondBondEquityEquity
PositionCategory/SectorWeight
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds

33%

CWB
SPDR Bloomberg Barclays Convertible Securities ETF
Preferred Stock/Convertible Bonds

33%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

34%

S&P 500

Performance

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 Quarterly


350.00%400.00%450.00%500.00%OctoberNovemberDecember2024FebruaryMarch
402.19%
493.68%
Growth & Income
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 16, 2009, corresponding to the inception date of CWB

Returns

As of Mar 2, 2024, the Growth & Income returned 3.83% Year-To-Date and 8.90% of annualized return in the last 10 years.


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 & Income3.83%1.99%9.87%20.74%10.67%8.96%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
0.80%0.56%6.02%9.59%3.13%3.29%
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
0.05%0.93%4.45%8.41%9.46%8.22%
VUG
Vanguard Growth ETF
10.52%4.35%19.03%45.80%18.69%14.82%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.31%3.07%
2023-1.25%-3.36%-2.34%7.45%4.50%

Sharpe Ratio

The current Growth & Income Sharpe ratio is 2.47. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.47

The Sharpe ratio of Growth & Income 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
2.47
2.44
Growth & Income
Benchmark (^GSPC)
Portfolio components

Dividend yield

Growth & Income granted a 2.73% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Growth & Income2.73%2.74%2.72%2.14%2.61%2.97%4.31%3.48%3.73%4.87%4.72%3.63%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.76%5.74%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
1.97%1.97%2.21%1.97%2.34%3.03%6.17%4.25%4.60%7.52%7.37%3.66%
VUG
Vanguard Growth ETF
0.52%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Expense Ratio

The Growth & Income has a high expense ratio of 0.31%, indicating higher-than-average management fees. 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%0.49%
0.50%1.00%1.50%2.00%0.04%

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 & Income
2.47
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.63
CWB
SPDR Bloomberg Barclays Convertible Securities ETF
1.15
VUG
Vanguard Growth ETF
3.17

Asset Correlations Table

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

HYGCWBVUG
HYG1.000.630.68
CWB0.631.000.82
VUG0.680.821.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.88%
0
Growth & Income
Benchmark (^GSPC)
Portfolio components

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 28.80%, occurring on Mar 23, 2020. Recovery took 71 trading sessions.

The current Growth & Income drawdown is 1.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.8%Feb 20, 202023Mar 23, 202071Jul 2, 202094
-26.19%Nov 9, 2021235Oct 14, 2022
-14.78%Jul 8, 201161Oct 3, 201185Feb 3, 2012146
-14.32%May 28, 2015180Feb 11, 2016103Jul 11, 2016283
-13.81%Oct 2, 201858Dec 24, 201855Mar 15, 2019113

Volatility Chart

The current Growth & Income volatility is 2.65%, 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
2.65%
3.47%
Growth & Income
Benchmark (^GSPC)
Portfolio components
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