Nate Growth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VBK Vanguard Small-Cap Growth ETF | Small Cap Blend Equities | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 50% |
VHT Vanguard Health Care ETF | Health & Biotech Equities | 10% |
VOOG Vanguard S&P 500 Growth ETF | Large Cap Blend Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Nate 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 Sep 9, 2010, corresponding to the inception date of VOOG
Returns By Period
As of Jul 25, 2024, the Nate Growth returned 14.40% Year-To-Date and 15.90% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Nate Growth | 13.73% | -1.73% | 10.77% | 21.22% | 16.18% | 15.87% |
| Portfolio components: | ||||||
VGT Vanguard Information Technology ETF | 15.09% | -3.59% | 10.66% | 25.31% | 21.09% | 20.21% |
VOOG Vanguard S&P 500 Growth ETF | 18.81% | -4.35% | 13.81% | 25.28% | 15.19% | 14.35% |
VHT Vanguard Health Care ETF | 9.85% | 2.56% | 7.99% | 11.92% | 11.13% | 10.85% |
VBK Vanguard Small-Cap Growth ETF | 6.28% | 3.49% | 8.41% | 10.66% | 6.57% | 8.45% |
Monthly Returns
The table below presents the monthly returns of Nate 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 | 1.25% | 5.77% | 2.02% | -5.59% | 6.33% | 5.64% | 13.73% | ||||||
| 2023 | 8.24% | -1.05% | 6.12% | 0.20% | 4.32% | 6.30% | 2.99% | -2.18% | -5.88% | -3.15% | 10.98% | 5.88% | 36.26% |
| 2022 | -8.96% | -3.25% | 3.33% | -11.23% | -1.56% | -8.13% | 11.97% | -4.93% | -10.04% | 6.90% | 4.69% | -6.96% | -27.16% |
| 2021 | 0.21% | 1.15% | 0.64% | 5.07% | -1.25% | 6.04% | 2.55% | 3.24% | -5.39% | 7.48% | 0.27% | 2.83% | 24.59% |
| 2020 | 2.04% | -7.01% | -11.04% | 14.59% | 7.72% | 4.77% | 6.09% | 8.39% | -3.87% | -2.87% | 11.97% | 5.75% | 38.78% |
| 2019 | 8.59% | 5.81% | 2.69% | 4.36% | -7.08% | 7.80% | 2.22% | -1.85% | 0.35% | 3.01% | 5.33% | 3.19% | 39.04% |
| 2018 | 6.68% | -1.42% | -2.26% | 0.17% | 5.71% | 0.19% | 2.79% | 7.34% | 0.23% | -8.92% | 0.58% | -8.92% | 0.62% |
| 2017 | 3.52% | 4.48% | 1.46% | 1.99% | 2.89% | -0.49% | 2.92% | 1.95% | 1.50% | 4.75% | 1.97% | 0.18% | 30.58% |
| 2016 | -6.69% | -0.68% | 7.70% | -2.03% | 3.90% | -1.02% | 6.32% | 0.94% | 1.45% | -2.50% | 2.05% | 1.13% | 10.17% |
| 2015 | -2.08% | 6.97% | -1.46% | 0.41% | 2.65% | -2.37% | 2.24% | -6.32% | -2.89% | 8.74% | 1.16% | -2.27% | 3.84% |
| 2014 | -1.83% | 5.13% | -0.89% | -1.28% | 2.83% | 3.40% | -1.04% | 4.45% | -1.83% | 2.86% | 3.60% | -0.76% | 15.20% |
| 2013 | 3.88% | 0.85% | 3.68% | 0.88% | 3.66% | -2.08% | 5.78% | -1.44% | 4.32% | 3.67% | 3.40% | 3.33% | 33.97% |
Expense Ratio
Nate Growth 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 Nate Growth is 40, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VGT Vanguard Information Technology ETF | 1.24 | 1.72 | 1.22 | 1.79 | 5.44 |
VOOG Vanguard S&P 500 Growth ETF | 1.62 | 2.24 | 1.29 | 1.16 | 8.83 |
VHT Vanguard Health Care ETF | 1.03 | 1.49 | 1.18 | 0.76 | 3.12 |
VBK Vanguard Small-Cap Growth ETF | 0.51 | 0.84 | 1.10 | 0.27 | 1.39 |
Dividends
Dividend yield
Nate Growth granted a 0.75% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Nate Growth | 0.75% | 0.82% | 0.88% | 0.61% | 0.80% | 1.11% | 1.21% | 1.05% | 1.31% | 1.27% | 1.12% | 1.06% |
| Portfolio components: | ||||||||||||
VGT Vanguard Information Technology ETF | 0.67% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VOOG Vanguard S&P 500 Growth ETF | 0.75% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
VHT Vanguard Health Care ETF | 1.30% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
VBK Vanguard Small-Cap Growth ETF | 0.68% | 0.68% | 0.55% | 0.36% | 0.44% | 0.57% | 0.79% | 0.82% | 1.08% | 0.98% | 1.01% | 0.65% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Nate 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 Nate Growth was 32.72%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current Nate Growth drawdown is 5.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.72% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -32.04% | Dec 28, 2021 | 202 | Oct 14, 2022 | 317 | Jan 22, 2024 | 519 |
| -22.43% | Oct 1, 2018 | 59 | Dec 24, 2018 | 68 | Apr 3, 2019 | 127 |
| -18.64% | Jul 8, 2011 | 61 | Oct 3, 2011 | 83 | Feb 1, 2012 | 144 |
| -16.69% | Jul 21, 2015 | 143 | Feb 11, 2016 | 104 | Jul 12, 2016 | 247 |
Volatility
Volatility Chart
The current Nate Growth volatility is 5.40%, 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
| VHT | VBK | VGT | VOOG | |
|---|---|---|---|---|
| VHT | 1.00 | 0.75 | 0.66 | 0.76 |
| VBK | 0.75 | 1.00 | 0.82 | 0.83 |
| VGT | 0.66 | 0.82 | 1.00 | 0.93 |
| VOOG | 0.76 | 0.83 | 0.93 | 1.00 |