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Nate Growth

Last updated Mar 2, 2024

Asset Allocation


VGT 50%VOOG 20%VBK 20%VHT 10%EquityEquity
PositionCategory/SectorWeight
VGT
Vanguard Information Technology ETF
Technology Equities

50%

VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities

20%

VBK
Vanguard Small-Cap Growth ETF
Small Cap Blend Equities

20%

VHT
Vanguard Health Care ETF
Health & Biotech Equities

10%

S&P 500

Performance

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


300.00%400.00%500.00%600.00%700.00%OctoberNovemberDecember2024FebruaryMarch
743.64%
365.24%
Nate Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOG

Returns

As of Mar 2, 2024, the Nate Growth returned 8.76% Year-To-Date and 15.75% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Nate Growth8.76%7.42%15.95%37.67%17.51%15.75%
VGT
Vanguard Information Technology ETF
8.96%6.78%18.52%50.28%23.23%20.34%
VOOG
Vanguard S&P 500 Growth ETF
11.67%8.63%16.84%39.67%15.92%14.16%
VHT
Vanguard Health Care ETF
7.10%4.62%10.28%15.36%10.51%10.82%
VBK
Vanguard Small-Cap Growth ETF
6.14%9.31%11.17%17.19%7.80%7.91%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.25%5.78%
2023-2.18%-5.88%-3.15%10.98%5.88%

Sharpe Ratio

The current Nate Growth Sharpe ratio is 2.56. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.56

The Sharpe ratio of Nate Growth lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.56
2.44
Nate Growth
Benchmark (^GSPC)
Portfolio components

Dividend yield

Nate Growth granted a 0.75% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Nate Growth0.75%0.82%0.88%0.61%0.80%1.11%1.21%1.05%1.31%1.27%1.12%1.06%
VGT
Vanguard Information Technology ETF
0.59%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
1.01%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
1.27%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
0.64%0.68%0.55%0.36%0.44%0.57%0.79%0.82%1.08%0.98%1.01%0.65%

Expense Ratio

The Nate Growth 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.


0.10%
0.00%2.15%
0.10%
0.00%2.15%
0.10%
0.00%2.15%
0.07%
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
2.44
Nate Growth
2.56
VGT
Vanguard Information Technology ETF
2.89
VOOG
Vanguard S&P 500 Growth ETF
2.99
VHT
Vanguard Health Care ETF
1.39
VBK
Vanguard Small-Cap Growth ETF
0.93

Asset Correlations Table

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

VHTVBKVGTVOOG
VHT1.000.750.670.77
VBK0.751.000.830.84
VGT0.670.831.000.93
VOOG0.770.840.931.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Nate Growth
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.72%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-32.04%Dec 28, 2021202Oct 14, 2022317Jan 22, 2024519
-22.43%Oct 1, 201859Dec 24, 201868Apr 3, 2019127
-18.64%Jul 8, 201161Oct 3, 201183Feb 1, 2012144
-16.69%Jul 21, 2015143Feb 11, 2016104Jul 12, 2016247

Volatility Chart

The current Nate Growth volatility is 4.83%, 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%3.00%4.00%5.00%6.00%OctoberNovemberDecember2024FebruaryMarch
4.83%
3.47%
Nate Growth
Benchmark (^GSPC)
Portfolio components
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