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Bell Growth Fund
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Bell Growth Fund

Last updated Nov 13, 2024

Asset Allocation

MBB 5%BNDX 4%USD=X 3.82%NVDA 30%SPY 21.3%BEQGX 15.4%USB 15.4%EQAC.MI 5%BondBondCurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
BEQGX
American Century Equity Growth Fund		Large Cap Blend Equities
15.40%
BNDX
Vanguard Total International Bond ETF		Total Bond Market
4%
EQAC.MI
Invesco EQQQ NASDAQ-100 UCITS ETF Acc		Large Cap Growth Equities
5%
MBB
iShares MBS Bond ETF		Mortgage Backed Securities
5%
NVDA
NVIDIA Corporation		Technology
30%
SPY
SPDR S&P 500 ETF		Large Cap Growth Equities
21.30%
TBIL
US Treasury 3 Month Bill ETF		Ultrashort Bond
0.09%
USB
U.S. Bancorp		Financial Services
15.40%
USD=X
USD Cash
3.82%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Bell Growth Fund, 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

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JuneJulyAugustSeptemberOctoberNovember
26.46%
12.76%
Bell Growth Fund
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 9, 2022, corresponding to the inception date of TBIL

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
Bell Growth Fund65.84%4.19%26.47%76.15%N/AN/A
Portfolio components:
TBIL
US Treasury 3 Month Bill ETF		4.73%0.36%2.56%5.47%N/AN/A
SPY
SPDR S&P 500 ETF		26.83%2.20%13.43%34.88%15.71%13.33%
BNDX
Vanguard Total International Bond ETF		2.78%-0.12%2.97%7.26%-0.08%2.00%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
BEQGX
American Century Equity Growth Fund		26.96%2.82%13.44%35.07%1.69%1.26%
NVDA
NVIDIA Corporation		195.43%5.94%54.60%194.66%96.24%77.64%
EQAC.MI
Invesco EQQQ NASDAQ-100 UCITS ETF Acc		26.04%3.32%13.83%33.33%22.00%N/A
USB
U.S. Bancorp		22.42%8.60%24.08%48.21%1.38%5.08%
MBB
iShares MBS Bond ETF		1.44%-1.56%2.41%6.85%-0.67%0.88%

Monthly Returns

The table below presents the monthly returns of Bell Growth Fund, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20247.48%12.06%7.85%-4.67%10.13%6.14%0.81%2.49%1.07%3.27%65.84%
202315.38%4.90%5.79%-0.17%9.72%8.13%7.67%-0.24%-7.25%-3.39%11.60%6.56%73.59%
2022-5.77%-11.38%7.09%11.27%-8.69%-9.15%

Expense Ratio

Bell Growth Fund has an expense ratio of 0.14%, 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.

TBIL
US Treasury 3 Month Bill ETF
Expense ratio chart for TBIL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
BNDX
Vanguard Total International Bond ETF
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
BEQGX
American Century Equity Growth Fund
Expense ratio chart for BEQGX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
EQAC.MI
Invesco EQQQ NASDAQ-100 UCITS ETF Acc
Expense ratio chart for EQAC.MI: current value at 0.30% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.30%
MBB
iShares MBS Bond ETF
Expense ratio chart for MBB: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Bell Growth Fund is 93, placing it in the top 7% 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 Bell Growth Fund is 9393
Combined Rank
The Sharpe Ratio Rank of Bell Growth Fund is 9494Sharpe Ratio Rank
The Sortino Ratio Rank of Bell Growth Fund is 9191Sortino Ratio Rank
The Omega Ratio Rank of Bell Growth Fund is 9191Omega Ratio Rank
The Calmar Ratio Rank of Bell Growth Fund is 9494Calmar Ratio Rank
The Martin Ratio Rank of Bell Growth Fund is 9292Martin 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.

Bell Growth Fund
Sharpe ratio
The chart of Sharpe ratio for Bell Growth Fund, currently valued at 3.62, compared to the broader market0.002.004.006.003.62
Sortino ratio
The chart of Sortino ratio for Bell Growth Fund, currently valued at 4.61, compared to the broader market-2.000.002.004.006.004.61
Omega ratio
The chart of Omega ratio for Bell Growth Fund, currently valued at 1.63, compared to the broader market0.801.001.201.401.601.802.001.63
Calmar ratio
The chart of Calmar ratio for Bell Growth Fund, currently valued at 6.71, compared to the broader market0.005.0010.0015.006.71
Martin ratio
The chart of Martin ratio for Bell Growth Fund, currently valued at 24.52, compared to the broader market0.0010.0020.0030.0040.0050.0060.0024.52
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TBIL
US Treasury 3 Month Bill ETF		14.2181.2426.69261.751,208.42
SPY
SPDR S&P 500 ETF		2.763.691.533.9517.88
BNDX
Vanguard Total International Bond ETF		1.642.491.292.865.77
USD=X
USD Cash		—————
BEQGX
American Century Equity Growth Fund		2.673.561.513.4515.42
NVDA
NVIDIA Corporation		3.953.951.527.5223.96
EQAC.MI
Invesco EQQQ NASDAQ-100 UCITS ETF Acc		1.992.701.372.579.04
USB
U.S. Bancorp		1.732.531.302.046.94
MBB
iShares MBS Bond ETF		0.991.451.181.243.18

Sharpe Ratio

The current Bell Growth Fund Sharpe ratio is 3.66. 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 2.06 to 2.97, 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 Bell Growth Fund 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 Ratio1.001.502.002.503.003.504.004.50JuneJulyAugustSeptemberOctoberNovember
3.62
2.91
Bell Growth Fund
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Bell Growth Fund provided a 1.33% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.33%1.53%1.48%1.05%1.23%1.32%1.46%1.22%1.30%1.60%1.59%1.61%
Portfolio components:
TBIL
US Treasury 3 Month Bill ETF		5.38%5.00%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF		1.17%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
BNDX
Vanguard Total International Bond ETF		4.78%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%0.86%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BEQGX
American Century Equity Growth Fund		0.59%1.20%1.63%0.62%1.06%1.16%1.17%1.39%1.35%1.51%1.35%1.33%
NVDA
NVIDIA Corporation		0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
EQAC.MI
Invesco EQQQ NASDAQ-100 UCITS ETF Acc		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
USB
U.S. Bancorp		3.85%4.46%4.31%3.13%3.61%2.66%2.93%2.16%2.08%2.37%2.15%2.19%
MBB
iShares MBS Bond ETF		3.86%3.40%2.31%1.05%2.10%2.77%2.63%2.23%2.58%2.66%1.72%1.27%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.34%
-0.27%
Bell Growth Fund
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Bell Growth Fund. 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 Bell Growth Fund was 22.88%, occurring on Oct 12, 2022. Recovery took 77 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.88%Aug 16, 202242Oct 12, 202277Jan 27, 2023119
-11.94%Aug 1, 202364Oct 27, 202312Nov 14, 202376
-11.38%Jul 11, 202420Aug 7, 202412Aug 23, 202432
-10.03%Mar 26, 202419Apr 19, 202424May 23, 202443
-8.17%Aug 26, 202410Sep 6, 202421Oct 7, 202431

Volatility

Volatility Chart

The current Bell Growth Fund volatility is 5.13%, 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.

2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
5.13%
3.75%
Bell Growth Fund
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.
USD=XTBILBNDXUSBMBBNVDAEQAC.MIBEQGXSPY
USD=X0.000.000.000.000.000.000.000.000.00
TBIL0.001.000.15-0.030.17-0.020.010.030.03
BNDX0.000.151.000.120.820.130.160.180.21
USB0.00-0.030.121.000.130.230.270.510.54
MBB0.000.170.820.131.000.140.220.220.25
NVDA0.00-0.020.130.230.141.000.560.680.67
EQAC.MI0.000.010.160.270.220.561.000.610.61
BEQGX0.000.030.180.510.220.680.611.000.99
SPY0.000.030.210.540.250.670.610.991.00
The correlation results are calculated based on daily price changes starting from Aug 10, 2022