ConservativeGrowth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 10% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 26% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 64% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ConservativeGrowth, 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
The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 26.90% | 0.96% | 12.91% | 31.46% | 14.06% | 11.73% |
| ConservativeGrowth | 24.34% | 1.32% | 11.40% | 28.27% | N/A | N/A |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 25.78% | 1.55% | 11.82% | 29.98% | 23.72% | 20.90% |
VOO Vanguard S&P 500 ETF | 28.53% | 1.08% | 13.65% | 33.30% | 15.87% | 13.75% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.00% | 0.36% | 2.57% | 5.33% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of ConservativeGrowth, 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 | 2.19% | 4.41% | 1.40% | -4.68% | 5.84% | 5.98% | -1.76% | 1.13% | 2.29% | -1.20% | 4.87% | 24.34% | |
| 2023 | 7.59% | -0.34% | 8.06% | 0.37% | 5.86% | 5.63% | 2.55% | -1.35% | -5.34% | -0.49% | 10.69% | 3.94% | 42.59% |
| 2022 | -5.74% | -3.86% | 3.09% | -9.32% | -0.36% | -7.98% | 10.99% | -5.09% | -10.09% | 7.02% | 5.54% | -6.78% | -22.54% |
| 2021 | -0.80% | 1.59% | 2.39% | 4.70% | -0.43% | 5.02% | 3.12% | 3.06% | -4.98% | 7.06% | 2.69% | 3.29% | 29.54% |
| 2020 | 0.92% | 4.93% | 5.18% | 9.49% | -4.48% | -3.87% | 10.09% | 4.54% | 28.87% |
Expense Ratio
ConservativeGrowth has an expense ratio of 0.09%, which is considered low compared to other funds. 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 ConservativeGrowth is 23, indicating that it is in the bottom 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.43 | 1.93 | 1.26 | 1.83 | 6.31 |
VOO Vanguard S&P 500 ETF | 2.78 | 3.69 | 1.52 | 4.01 | 18.18 |
SGOV iShares 0-3 Month Treasury Bond ETF | 21.85 | 520.32 | 521.32 | 533.99 | 8,476.89 |
Dividends
Dividend yield
ConservativeGrowth provided a 1.25% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.25% | 1.35% | 1.25% | 0.74% | 0.99% | 1.23% | 1.56% | 1.34% | 1.64% | 1.69% | 1.60% | 1.57% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.65% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
VOO Vanguard S&P 500 ETF | 1.22% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SGOV iShares 0-3 Month Treasury Bond ETF | 5.18% | 4.87% | 1.45% | 0.03% | 0.04% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the ConservativeGrowth. 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 ConservativeGrowth was 28.19%, occurring on Oct 12, 2022. Recovery took 187 trading sessions.
The current ConservativeGrowth drawdown is 0.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.19% | Dec 28, 2021 | 200 | Oct 12, 2022 | 187 | Jul 13, 2023 | 387 |
| -12.89% | Jul 11, 2024 | 20 | Aug 7, 2024 | 47 | Oct 14, 2024 | 67 |
| -10.81% | Sep 3, 2020 | 14 | Sep 23, 2020 | 51 | Dec 4, 2020 | 65 |
| -9.21% | Jul 19, 2023 | 71 | Oct 26, 2023 | 13 | Nov 14, 2023 | 84 |
| -6.67% | Feb 16, 2021 | 15 | Mar 8, 2021 | 19 | Apr 5, 2021 | 34 |
Volatility
Volatility Chart
The current ConservativeGrowth volatility is 3.13%, 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
| SGOV | VOO | XLK | |
|---|---|---|---|
| SGOV | 1.00 | -0.00 | 0.01 |
| VOO | -0.00 | 1.00 | 0.90 |
| XLK | 0.01 | 0.90 | 1.00 |