Managed Defensive Growth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BLNDX Standpoint Multi-Asset Fund Institutional | Diversified Portfolio | 25% |
COWZ Pacer US Cash Cows 100 ETF | All Cap Equities | 25% |
KMLM KFA Mount Lucas Index Strategy ETF | Long-Short, Actively Managed | 25% |
SPGP Invesco S&P 500 GARP ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Managed Defensive 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
The earliest data available for this chart is Dec 2, 2020, corresponding to the inception date of KMLM
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Managed Defensive Growth | 8.06% | -1.40% | 1.64% | 11.21% | N/A | N/A |
| Portfolio components: | ||||||
BLNDX Standpoint Multi-Asset Fund Institutional | 14.06% | -1.99% | 2.69% | 15.47% | N/A | N/A |
COWZ Pacer US Cash Cows 100 ETF | 11.73% | -0.97% | 6.65% | 22.36% | 16.82% | N/A |
SPGP Invesco S&P 500 GARP ETF | 8.62% | 0.72% | 6.82% | 21.96% | 13.83% | 13.90% |
KMLM KFA Mount Lucas Index Strategy ETF | -1.98% | -3.35% | -8.72% | -12.67% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Managed Defensive Growth, 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 | -0.38% | 4.84% | 5.23% | -2.41% | 0.68% | -1.03% | 2.66% | -0.65% | 0.53% | 8.06% | |||
| 2023 | 3.95% | -1.64% | -1.29% | 1.52% | -1.30% | 3.69% | 3.42% | -0.51% | 0.18% | -2.25% | 1.42% | 1.48% | 8.72% |
| 2022 | -1.09% | 1.80% | 5.55% | 0.29% | 2.17% | -6.06% | 3.33% | 0.07% | -3.83% | 5.98% | 1.16% | -4.32% | 4.35% |
| 2021 | 1.11% | 5.76% | 4.82% | 4.47% | 1.42% | -0.35% | 1.43% | 1.55% | -1.61% | 4.65% | -3.26% | 3.76% | 25.98% |
| 2020 | 4.16% | 4.16% |
Expense Ratio
Managed Defensive Growth features an expense ratio of 0.76%, falling within the medium range. 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 Managed Defensive Growth is 9, indicating that it is in the bottom 9% 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 | |
|---|---|---|---|---|---|
BLNDX Standpoint Multi-Asset Fund Institutional | 1.37 | 1.90 | 1.25 | 1.64 | 6.10 |
COWZ Pacer US Cash Cows 100 ETF | 1.75 | 2.53 | 1.30 | 3.05 | 7.54 |
SPGP Invesco S&P 500 GARP ETF | 1.61 | 2.22 | 1.28 | 2.46 | 7.46 |
KMLM KFA Mount Lucas Index Strategy ETF | -1.13 | -1.47 | 0.83 | -0.51 | -1.39 |
Dividends
Dividend yield
Managed Defensive Growth provided a 1.01% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Managed Defensive Growth | 1.01% | 1.01% | 2.96% | 3.45% | 1.21% | 0.71% | 0.65% | 0.66% | 0.26% | 0.28% | 0.38% | 0.53% |
| Portfolio components: | ||||||||||||
BLNDX Standpoint Multi-Asset Fund Institutional | 0.77% | 0.88% | 0.53% | 4.70% | 1.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 1.90% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
SPGP Invesco S&P 500 GARP ETF | 1.37% | 1.24% | 1.22% | 0.69% | 1.10% | 0.86% | 0.95% | 0.68% | 0.89% | 1.12% | 1.52% | 2.11% |
KMLM KFA Mount Lucas Index Strategy ETF | 0.00% | 0.00% | 8.12% | 6.94% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Managed Defensive 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 Managed Defensive Growth was 8.98%, occurring on Jul 6, 2022. Recovery took 262 trading sessions.
The current Managed Defensive Growth drawdown is 2.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.98% | Jun 8, 2022 | 19 | Jul 6, 2022 | 262 | Jul 21, 2023 | 281 |
| -6.94% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -6.18% | Nov 17, 2021 | 10 | Dec 1, 2021 | 62 | Mar 2, 2022 | 72 |
| -4.84% | Apr 20, 2022 | 16 | May 11, 2022 | 17 | Jun 6, 2022 | 33 |
| -4.55% | Sep 15, 2023 | 31 | Oct 27, 2023 | 69 | Feb 7, 2024 | 100 |
Volatility
Volatility Chart
The current Managed Defensive Growth volatility is 2.64%, 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
| KMLM | COWZ | BLNDX | SPGP | |
|---|---|---|---|---|
| KMLM | 1.00 | -0.07 | 0.35 | -0.13 |
| COWZ | -0.07 | 1.00 | 0.57 | 0.87 |
| BLNDX | 0.35 | 0.57 | 1.00 | 0.61 |
| SPGP | -0.13 | 0.87 | 0.61 | 1.00 |