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ConservativeGrowth

Last updated Feb 24, 2024

Asset Allocation


SGOV 10%XLK 64%VOO 26%BondBondEquityEquity
PositionCategory/SectorWeight
SGOV
iShares 0-3 Month Treasury Bond ETF
Government Bonds

10%

XLK
Technology Select Sector SPDR Fund
Technology Equities

64%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

26%

S&P 500

Performance

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


40.00%50.00%60.00%70.00%80.00%90.00%100.00%SeptemberOctoberNovemberDecember2024February
95.66%
67.96%
ConservativeGrowth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
ConservativeGrowth6.12%2.24%18.76%41.41%N/AN/A
XLK
Technology Select Sector SPDR Fund
6.66%1.75%22.21%52.16%25.09%20.69%
VOO
Vanguard S&P 500 ETF
6.86%4.14%16.40%30.22%14.66%12.76%
SGOV
iShares 0-3 Month Treasury Bond ETF
0.82%0.42%2.70%5.29%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.20%
20232.55%-1.35%-5.34%-0.49%10.69%3.94%

Sharpe Ratio

The current ConservativeGrowth Sharpe ratio is 2.86. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.86

The Sharpe ratio of ConservativeGrowth 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 Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.86
2.23
ConservativeGrowth
Benchmark (^GSPC)
Portfolio components

Dividend yield

ConservativeGrowth granted a 1.30% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ConservativeGrowth1.30%1.35%1.25%0.74%0.99%1.23%1.56%1.34%1.64%1.69%1.60%1.57%
XLK
Technology Select Sector SPDR Fund
0.71%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
1.36%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
4.92%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The ConservativeGrowth has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.13%
0.00%2.15%
0.03%
0.00%2.15%

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
2.23
ConservativeGrowth
2.86
XLK
Technology Select Sector SPDR Fund
2.90
VOO
Vanguard S&P 500 ETF
2.39
SGOV
iShares 0-3 Month Treasury Bond ETF
20.98

Asset Correlations Table

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

SGOVXLKVOO
SGOV1.000.01-0.01
XLK0.011.000.90
VOO-0.010.901.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.43%
0
ConservativeGrowth
Benchmark (^GSPC)
Portfolio components

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 0.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.19%Dec 28, 2021200Oct 12, 2022187Jul 13, 2023387
-10.81%Sep 3, 202014Sep 23, 202051Dec 4, 202065
-9.21%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-6.67%Feb 16, 202115Mar 8, 202119Apr 5, 202134
-6.25%Apr 27, 202112May 12, 202122Jun 14, 202134

Volatility Chart

The current ConservativeGrowth volatility is 4.63%, 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%SeptemberOctoberNovemberDecember2024February
4.63%
3.90%
ConservativeGrowth
Benchmark (^GSPC)
Portfolio components
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