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GROWTH AND INCOME FUND VERSION 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

GROWTH AND INCOME FUND VERSION 2

Last updated Sep 17, 2024

changes for the 4th quarter. Replace MPLX with SPYI because I do not want to deal with K-1 REPLACE PST with BTI. Add RING for precious metals coverage. Any sale of stock at a loss for recent purchases cannot be made until 9/30. GET RID OF COST, HRB, KO. This result is a 10% yield with the proper allocation. A loss of 3% of growth down to 27%. This is acceptable.

Asset Allocation

NVDY 2%HYGW 30%SPYI 23%VRT 3%GRMN 2%NVDA 2%ACIW 2%HWM 2%CACI 2%ABBV 2%ANET 2%MO 2%LMT 2%CLS 2%TT 2%TSM 2%RING 2%GS 2%NU 2%BTI 2%CCD 2%GOOGL 2%SVOL 6%AlternativesAlternativesBondBondEquityEquityVolatilityVolatility
PositionCategory/SectorWeight
ABBV
AbbVie Inc.		Healthcare
2%
ACIW
ACI Worldwide, Inc.		Technology
2%
ANET
Arista Networks, Inc.		Technology
2%
BTI
British American Tobacco p.l.c.		Consumer Defensive
2%
CACI
CACI International Inc		Technology
2%
CCD
Calamos Dynamic Convertible and Income Fund		Financial Services
2%
CLS
Celestica Inc.		Technology
2%
GOOGL
Alphabet Inc.		Communication Services
2%
GRMN
Garmin Ltd.		Technology
2%
GS
The Goldman Sachs Group, Inc.		Financial Services
2%
HWM
Howmet Aerospace Inc.		Industrials
2%
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		High Yield Bonds
30%
LMT
Lockheed Martin Corporation		Industrials
2%
MO
Altria Group, Inc.		Consumer Defensive
2%
NU
Nu Holdings Ltd.		Financial Services
2%
NVDA
NVIDIA Corporation		Technology
2%
NVDY
YieldMax NVDA Option Income Strategy ETF		Options Trading
2%
RING
iShares MSCI Global Gold Miners ETF		Materials
2%
SPYI
NEOS S&P 500 High Income ETF		Large Cap Blend Equities, Dividend
23%
SVOL
Simplify Volatility Premium ETF		Volatility, Actively Managed
6%
TSM
2%
TT
2%
VRT
3%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GROWTH AND INCOME FUND VERSION 2, 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%AprilMayJuneJulyAugustSeptember
13.94%
9.39%
GROWTH AND INCOME FUND VERSION 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 11, 2023, corresponding to the inception date of NVDY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		18.10%1.42%9.39%26.58%13.42%10.88%
GROWTH AND INCOME FUND VERSION 227.55%1.15%13.94%35.70%N/AN/A
Portfolio components:
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		6.45%0.89%3.88%6.93%N/AN/A
SPYI
NEOS S&P 500 High Income ETF		14.49%1.48%7.85%16.92%N/AN/A
GRMN
Garmin Ltd.		36.15%0.74%19.27%65.87%17.84%16.39%
SVOL
Simplify Volatility Premium ETF		8.63%0.04%6.28%13.04%N/AN/A
NVDA
NVIDIA Corporation		135.86%-6.25%32.04%166.09%92.38%74.38%
ACIW
ACI Worldwide, Inc.		58.43%2.06%52.74%105.95%8.21%9.75%
HWM
Howmet Aerospace Inc.		76.20%-0.71%42.76%104.50%35.81%N/A
CACI
CACI International Inc		51.41%5.39%33.17%54.25%17.83%21.08%
ABBV
AbbVie Inc.		29.27%0.47%11.17%33.01%27.76%17.40%
ANET
Arista Networks, Inc.		52.50%1.49%24.14%94.43%42.63%32.59%
MO
Altria Group, Inc.		32.74%2.77%23.66%30.49%13.98%8.13%
LMT
Lockheed Martin Corporation		28.91%2.85%33.89%38.76%10.56%15.34%
CLS
Celestica Inc.		57.58%-15.77%3.24%102.46%44.76%15.70%
VRT
81.23%9.53%12.80%128.17%N/AN/A
NVDY
YieldMax NVDA Option Income Strategy ETF		86.16%-2.48%25.25%105.58%N/AN/A
TT
52.47%8.35%27.08%84.27%N/AN/A
TSM
64.35%-2.77%24.59%92.40%N/AN/A
RING
iShares MSCI Global Gold Miners ETF		36.03%3.52%40.08%47.40%10.20%7.03%
GS
The Goldman Sachs Group, Inc.		28.18%-3.22%27.74%45.54%20.45%12.26%
NU
Nu Holdings Ltd.		78.75%5.68%26.29%102.31%N/AN/A
BTI
British American Tobacco p.l.c.		40.96%9.15%32.88%29.35%9.76%2.13%
CCD
Calamos Dynamic Convertible and Income Fund		30.33%2.48%15.23%37.69%13.64%N/A
GOOGL
Alphabet Inc.		13.00%-3.25%6.89%14.88%20.78%18.02%

Monthly Returns

The table below presents the monthly returns of GROWTH AND INCOME FUND VERSION 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.79%6.04%4.42%-0.90%5.35%2.10%2.17%3.12%27.55%
20232.78%4.65%3.30%1.48%-2.90%-1.14%6.22%3.42%18.89%

Expense Ratio

GROWTH AND INCOME FUND VERSION 2 features an expense ratio of 0.42%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF
Expense ratio chart for HYGW: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
SPYI
NEOS S&P 500 High Income ETF
Expense ratio chart for SPYI: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
SVOL
Simplify Volatility Premium ETF
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
NVDY
YieldMax NVDA Option Income Strategy ETF
Expense ratio chart for NVDY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
RING
iShares MSCI Global Gold Miners ETF
Expense ratio chart for RING: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of GROWTH AND INCOME FUND VERSION 2 is 97, placing it in the top 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of GROWTH AND INCOME FUND VERSION 2 is 9797
GROWTH AND INCOME FUND VERSION 2
The Sharpe Ratio Rank of GROWTH AND INCOME FUND VERSION 2 is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of GROWTH AND INCOME FUND VERSION 2 is 9696Sortino Ratio Rank
The Omega Ratio Rank of GROWTH AND INCOME FUND VERSION 2 is 9797Omega Ratio Rank
The Calmar Ratio Rank of GROWTH AND INCOME FUND VERSION 2 is 9797Calmar Ratio Rank
The Martin Ratio Rank of GROWTH AND INCOME FUND VERSION 2 is 9797Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

GROWTH AND INCOME FUND VERSION 2
Sharpe ratio
The chart of Sharpe ratio for GROWTH AND INCOME FUND VERSION 2, currently valued at 3.37, compared to the broader market-1.000.001.002.003.004.003.37
Sortino ratio
The chart of Sortino ratio for GROWTH AND INCOME FUND VERSION 2, currently valued at 4.52, compared to the broader market-2.000.002.004.004.52
Omega ratio
The chart of Omega ratio for GROWTH AND INCOME FUND VERSION 2, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.801.64
Calmar ratio
The chart of Calmar ratio for GROWTH AND INCOME FUND VERSION 2, currently valued at 6.10, compared to the broader market0.002.004.006.008.006.10
Martin ratio
The chart of Martin ratio for GROWTH AND INCOME FUND VERSION 2, currently valued at 25.48, compared to the broader market0.0010.0020.0030.0025.48
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.96, compared to the broader market-1.000.001.002.003.004.001.96
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.65, compared to the broader market-2.000.002.004.002.65
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.43, compared to the broader market0.0010.0020.0030.0010.43
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		2.233.021.491.908.64
SPYI
NEOS S&P 500 High Income ETF		1.752.341.352.248.96
GRMN
Garmin Ltd.		2.544.061.596.6719.18
SVOL
Simplify Volatility Premium ETF		1.101.481.271.207.83
NVDA
NVIDIA Corporation		3.213.471.446.1419.57
ACIW
ACI Worldwide, Inc.		3.374.551.554.9322.81
HWM
Howmet Aerospace Inc.		3.294.731.666.6726.75
CACI
CACI International Inc		2.893.971.523.9917.88
ABBV
AbbVie Inc.		1.752.261.322.325.89
ANET
Arista Networks, Inc.		2.262.901.394.7514.54
MO
Altria Group, Inc.		1.521.931.322.379.45
LMT
Lockheed Martin Corporation		2.303.901.502.6011.76
CLS
Celestica Inc.		1.992.391.312.919.72
VRT
2.362.621.343.5010.00
NVDY
YieldMax NVDA Option Income Strategy ETF		2.503.001.424.9816.55
TT
3.174.131.556.6225.96
TSM
2.483.131.404.1013.65
RING
iShares MSCI Global Gold Miners ETF		1.482.061.251.996.33
GS
The Goldman Sachs Group, Inc.		1.972.651.352.4510.50
NU
Nu Holdings Ltd.		2.803.431.424.8418.18
BTI
British American Tobacco p.l.c.		1.481.971.302.135.00
CCD
Calamos Dynamic Convertible and Income Fund		2.253.171.391.4610.49
GOOGL
Alphabet Inc.		0.530.861.120.671.95

Sharpe Ratio

The current GROWTH AND INCOME FUND VERSION 2 Sharpe ratio is 3.37. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.29, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of GROWTH AND INCOME FUND VERSION 2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.002.003.004.005.00May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
3.37
1.96
GROWTH AND INCOME FUND VERSION 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

GROWTH AND INCOME FUND VERSION 2 granted a 9.95% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
GROWTH AND INCOME FUND VERSION 29.95%9.94%5.56%1.05%0.76%0.78%0.95%0.66%0.74%0.70%0.49%0.54%
Portfolio components:
HYGW
iShares High Yield Corporate Bond Buywrite Strategy ETF		13.25%15.98%8.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPYI
NEOS S&P 500 High Income ETF		11.72%12.01%4.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GRMN
Garmin Ltd.		1.71%2.27%3.10%1.92%2.01%2.30%3.32%3.42%4.21%5.41%3.58%3.90%
SVOL
Simplify Volatility Premium ETF		16.21%16.36%18.21%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
ACIW
ACI Worldwide, 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%
HWM
Howmet Aerospace Inc.		0.24%0.31%0.25%0.13%0.06%0.40%1.48%0.91%0.49%0.00%0.00%0.00%
CACI
CACI International 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%
ABBV
AbbVie Inc.		3.15%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
ANET
Arista Networks, 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%
MO
Altria Group, Inc.		7.66%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%4.79%
LMT
Lockheed Martin Corporation		2.20%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%3.22%
CLS
Celestica 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%
VRT
0.11%0.05%0.07%0.04%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDY
YieldMax NVDA Option Income Strategy ETF		77.16%22.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TT
0.89%1.23%1.59%1.17%1.46%1.59%2.15%1.91%1.81%2.10%1.58%1.09%
TSM
1.30%1.78%2.48%1.56%1.58%3.49%3.55%2.32%2.61%2.54%1.79%2.30%
RING
iShares MSCI Global Gold Miners ETF		1.41%2.01%2.29%2.38%0.83%0.83%0.70%0.42%1.41%0.96%0.85%1.48%
GS
The Goldman Sachs Group, Inc.		2.32%2.72%2.62%1.70%1.90%1.80%1.89%1.14%1.09%1.41%1.16%1.16%
NU
Nu Holdings Ltd.		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BTI
British American Tobacco p.l.c.		7.32%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.77%4.21%4.55%4.04%
CCD
Calamos Dynamic Convertible and Income Fund		9.73%11.83%11.42%7.43%7.11%8.01%12.21%9.99%11.43%7.40%0.00%0.00%
GOOGL
Alphabet Inc.		0.25%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.

-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.22%
-0.60%
GROWTH AND INCOME FUND VERSION 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the GROWTH AND INCOME FUND VERSION 2. 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 AND INCOME FUND VERSION 2 was 5.85%, occurring on Oct 27, 2023. Recovery took 12 trading sessions.

The current GROWTH AND INCOME FUND VERSION 2 drawdown is 0.22%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.85%Sep 5, 202339Oct 27, 202312Nov 14, 202351
-5.7%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-4.16%Mar 25, 202419Apr 19, 20249May 2, 202428
-3.58%Sep 3, 20244Sep 6, 2024———
-2.82%Aug 8, 20238Aug 17, 20238Aug 29, 202316

Volatility

Volatility Chart

The current GROWTH AND INCOME FUND VERSION 2 volatility is 3.53%, 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.

2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.53%
4.09%
GROWTH AND INCOME FUND VERSION 2
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.
MOABBVLMTBTIRINGGOOGLCACINUACIWHYGWGSGRMNANETCCDVRTTTHWMNVDYCLSNVDASVOLTSMSPYI
MO1.00-0.030.060.080.060.030.080.060.060.050.030.09-0.030.03-0.010.010.11-0.010.00-0.04-0.00-0.090.00
ABBV-0.031.000.210.240.04-0.020.140.060.120.080.240.21-0.110.06-0.030.130.07-0.04-0.04-0.050.12-0.040.19
LMT0.060.211.000.240.11-0.120.28-0.040.060.050.190.14-0.140.08-0.080.060.19-0.18-0.13-0.210.07-0.100.04
BTI0.080.240.241.000.280.080.240.110.330.280.350.23-0.010.24-0.010.100.130.03-0.01-0.000.290.080.27
RING0.060.040.110.281.000.160.190.240.270.270.270.290.190.370.090.210.220.130.180.110.250.200.31
GOOGL0.03-0.02-0.120.080.161.000.110.290.270.300.160.220.320.350.250.210.170.370.290.400.370.390.57
CACI0.080.140.280.240.190.111.000.230.420.310.350.410.200.320.240.360.450.190.240.160.290.220.41
NU0.060.06-0.040.110.240.290.231.000.300.290.260.260.280.350.370.350.310.310.370.340.350.400.47
ACIW0.060.120.060.330.270.270.420.301.000.370.450.390.230.410.170.310.320.120.240.130.360.280.47
HYGW0.050.080.050.280.270.300.310.290.371.000.400.380.260.440.240.340.390.290.280.280.510.380.53
GS0.030.240.190.350.270.160.350.260.450.401.000.440.220.410.260.410.380.200.320.200.420.330.53
GRMN0.090.210.140.230.290.220.410.260.390.380.441.000.280.370.260.450.430.230.320.230.390.290.52
ANET-0.03-0.11-0.14-0.010.190.320.200.280.230.260.220.281.000.290.560.360.330.540.530.540.340.530.57
CCD0.030.060.080.240.370.350.320.350.410.440.410.370.291.000.300.350.390.290.320.310.420.360.53
VRT-0.01-0.03-0.08-0.010.090.250.240.370.170.240.260.260.560.301.000.560.420.560.570.580.380.520.56
TT0.010.130.060.100.210.210.360.350.310.340.410.450.360.350.561.000.490.300.440.330.400.380.57
HWM0.110.070.190.130.220.170.450.310.320.390.380.430.330.390.420.491.000.350.390.340.370.380.52
NVDY-0.01-0.04-0.180.030.130.370.190.310.120.290.200.230.540.290.560.300.351.000.520.950.380.640.61
CLS0.00-0.04-0.13-0.010.180.290.240.370.240.280.320.320.530.320.570.440.390.521.000.530.390.560.57
NVDA-0.04-0.05-0.21-0.000.110.400.160.340.130.280.200.230.540.310.580.330.340.950.531.000.390.660.63
SVOL-0.000.120.070.290.250.370.290.350.360.510.420.390.340.420.380.400.370.380.390.391.000.480.67
TSM-0.09-0.04-0.100.080.200.390.220.400.280.380.330.290.530.360.520.380.380.640.560.660.481.000.62
SPYI0.000.190.040.270.310.570.410.470.470.530.530.520.570.530.560.570.520.610.570.630.670.621.00
The correlation results are calculated based on daily price changes starting from May 12, 2023