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Basic Aggressive Growth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 20%VUG 15%VGT 14%QQQ 14%BRK-B 14%SWVXX 10%CALF 5%COWZ 5%BABA 3%EquityEquity
PositionCategory/SectorWeight
BABA
Alibaba Group Holding Limited
Consumer Cyclical

3%

BRK-B
Berkshire Hathaway Inc.
Financial Services

14%

CALF
Pacer US Small Cap Cash Cows 100 ETF
Small Cap Blend Equities

5%

COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

5%

QQQ
Invesco QQQ
Large Cap Blend Equities

14%

SWVXX
Schwab Value Advantage Money Fund

10%

VGT
Vanguard Information Technology ETF
Technology Equities

14%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

15%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Basic Aggressive Growth, 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.46%
19.37%
Basic Aggressive Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 19, 2017, corresponding to the inception date of CALF

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
Basic Aggressive Growth5.53%-3.08%17.46%25.53%14.20%N/A
VOO
Vanguard S&P 500 ETF
6.76%-2.99%20.31%24.48%13.43%12.61%
VGT
Vanguard Information Technology ETF
2.40%-6.40%20.03%32.34%19.33%20.04%
VUG
Vanguard Growth ETF
6.66%-4.37%21.71%34.22%15.94%14.78%
QQQ
Invesco QQQ
3.93%-4.77%18.82%35.44%18.15%18.32%
BRK-B
Berkshire Hathaway Inc.
14.60%-0.69%20.70%25.36%13.99%12.40%
SWVXX
Schwab Value Advantage Money Fund
1.07%0.41%2.21%4.81%1.82%1.24%
BABA
Alibaba Group Holding Limited
-6.45%0.53%-11.33%-15.43%-17.07%N/A
CALF
Pacer US Small Cap Cash Cows 100 ETF
-1.48%-1.99%19.50%26.59%14.58%N/A
COWZ
Pacer US Cash Cows 100 ETF
7.48%-2.57%16.49%19.84%15.96%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.94%4.92%2.11%
2023-4.17%-2.11%8.20%3.97%

Expense Ratio

The Basic Aggressive Growth features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Basic Aggressive Growth
Sharpe ratio
The chart of Sharpe ratio for Basic Aggressive Growth, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.005.002.28
Sortino ratio
The chart of Sortino ratio for Basic Aggressive Growth, currently valued at 3.29, compared to the broader market0.002.004.006.003.29
Omega ratio
The chart of Omega ratio for Basic Aggressive Growth, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for Basic Aggressive Growth, currently valued at 2.23, compared to the broader market0.002.004.006.008.002.23
Martin ratio
The chart of Martin ratio for Basic Aggressive Growth, currently valued at 10.41, compared to the broader market0.0010.0020.0030.0040.0050.0010.41
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.183.151.381.858.82
VGT
Vanguard Information Technology ETF
1.722.421.291.686.91
VUG
Vanguard Growth ETF
2.193.031.381.4310.84
QQQ
Invesco QQQ
2.122.951.371.6210.50
BRK-B
Berkshire Hathaway Inc.
2.113.081.372.267.80
SWVXX
Schwab Value Advantage Money Fund
3.36
BABA
Alibaba Group Holding Limited
-0.28-0.180.98-0.13-0.49
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.602.461.281.478.38
COWZ
Pacer US Cash Cows 100 ETF
1.822.721.302.159.26

Sharpe Ratio

The current Basic Aggressive Growth Sharpe ratio is 2.28. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.28

The Sharpe ratio of Basic Aggressive Growth is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.28
1.92
Basic Aggressive Growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Basic Aggressive Growth granted a 0.74% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Basic Aggressive Growth0.74%0.75%0.82%0.68%0.77%0.93%1.07%0.91%0.95%0.93%0.91%0.84%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VGT
Vanguard Information Technology ETF
0.73%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VUG
Vanguard Growth ETF
0.56%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
QQQ
Invesco QQQ
0.62%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
BRK-B
Berkshire Hathaway Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SWVXX
Schwab Value Advantage Money Fund
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BABA
Alibaba Group Holding Limited
1.38%1.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.10%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
1.86%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.40%
-3.50%
Basic Aggressive Growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Basic Aggressive Growth. 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 Basic Aggressive Growth was 28.64%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.

The current Basic Aggressive Growth drawdown is 3.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.64%Feb 20, 202023Mar 23, 202079Jul 15, 2020102
-24.02%Jan 4, 2022195Oct 12, 2022189Jul 13, 2023384
-18.53%Sep 21, 201865Dec 24, 201875Apr 12, 2019140
-9.4%Jan 29, 20189Feb 8, 201885Jun 12, 201894
-9.04%Sep 3, 202014Sep 23, 202038Nov 16, 202052

Volatility

Volatility Chart

The current Basic Aggressive Growth volatility is 3.46%, 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%NovemberDecember2024FebruaryMarchApril
3.46%
3.58%
Basic Aggressive Growth
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SWVXXBABABRK-BCALFCOWZVGTQQQVUGVOO
SWVXX1.000.010.010.010.000.020.020.020.02
BABA0.011.000.280.330.380.490.510.490.45
BRK-B0.010.281.000.570.680.510.510.540.70
CALF0.010.330.571.000.840.560.550.580.69
COWZ0.000.380.680.841.000.630.620.650.80
VGT0.020.490.510.560.631.000.970.970.90
QQQ0.020.510.510.550.620.971.000.980.91
VUG0.020.490.540.580.650.970.981.000.94
VOO0.020.450.700.690.800.900.910.941.00