Quality Growth
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Quality 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 May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 19, 2024, the Quality Growth returned 32.97% Year-To-Date and 31.64% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
Quality Growth | 32.97% | -0.04% | 13.27% | 53.31% | 34.06% | 31.80% |
Portfolio components: | ||||||
Microsoft Corporation | 15.19% | 1.41% | 0.70% | 35.31% | 26.53% | 26.81% |
Apple Inc | 15.06% | -2.57% | 29.10% | 26.40% | 33.27% | 25.74% |
Amazon.com, Inc. | 22.70% | 4.22% | 4.65% | 37.80% | 15.79% | 27.72% |
Mastercard Inc | 16.52% | 5.47% | 1.54% | 21.23% | 13.44% | 21.37% |
Meta Platforms, Inc. | 52.44% | 2.23% | 6.15% | 80.05% | 23.28% | 21.57% |
Visa Inc. | 11.44% | 7.63% | -0.27% | 20.21% | 11.44% | 19.23% |
The Procter & Gamble Company | 20.93% | 2.06% | 8.79% | 16.20% | 10.02% | 10.55% |
Costco Wholesale Corporation | 35.82% | 1.86% | 20.56% | 62.92% | 27.76% | 24.30% |
Netflix, Inc. | 41.82% | -1.16% | 10.88% | 78.74% | 20.65% | 27.06% |
Adobe Inc | -14.83% | -9.63% | -0.61% | -5.16% | 12.86% | 22.47% |
Eli Lilly and Company | 56.00% | -4.74% | 17.85% | 59.93% | 53.01% | 32.56% |
Broadcom Inc. | 45.91% | -2.58% | 20.31% | 97.00% | 45.89% | 38.14% |
NVIDIA Corporation | 128.98% | -10.90% | 24.01% | 168.48% | 92.73% | 73.96% |
Alphabet Inc. | 14.69% | -4.28% | 8.54% | 19.79% | 21.16% | 18.33% |
D.R. Horton, Inc. | 28.52% | 8.12% | 20.77% | 72.95% | 31.78% | 26.12% |
Monthly Returns
The table below presents the monthly returns of Quality 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 | 5.23% | 7.45% | 2.88% | -4.37% | 7.86% | 7.25% | 0.22% | 3.29% | 32.97% | ||||
2023 | 11.44% | -0.13% | 11.98% | 4.28% | 8.98% | 7.86% | 3.47% | 0.19% | -6.57% | 0.98% | 11.63% | 4.73% | 74.68% |
2022 | -8.07% | -4.39% | 3.00% | -12.69% | -0.85% | -8.90% | 12.93% | -6.50% | -10.68% | 6.41% | 8.82% | -5.88% | -26.60% |
2021 | 0.19% | 1.10% | 2.62% | 7.44% | -0.60% | 7.31% | 4.32% | 4.24% | -5.98% | 9.18% | 4.54% | 3.42% | 43.78% |
2020 | 5.39% | -5.09% | -8.18% | 16.03% | 7.64% | 6.55% | 7.69% | 13.12% | -4.22% | -4.97% | 8.57% | 3.51% | 52.27% |
2019 | 8.41% | 4.16% | 6.88% | 5.98% | -8.33% | 8.11% | 3.31% | 0.21% | 1.14% | 5.24% | 5.71% | 3.97% | 53.52% |
2018 | 9.27% | -0.75% | -2.57% | 1.23% | 7.17% | 0.60% | 2.97% | 8.14% | 0.48% | -9.57% | -1.97% | -7.57% | 5.71% |
2017 | 6.26% | 4.14% | 3.35% | 1.97% | 7.25% | -2.08% | 5.73% | 3.27% | 0.98% | 8.73% | 3.17% | -0.37% | 50.91% |
2016 | -6.21% | -2.44% | 9.34% | -4.25% | 7.39% | -2.16% | 8.44% | 2.39% | 2.87% | 1.49% | 0.05% | 4.35% | 21.81% |
2015 | -0.73% | 9.50% | -3.00% | 4.69% | 2.88% | -1.97% | 6.16% | -2.33% | 0.09% | 10.76% | 4.36% | 0.13% | 33.73% |
2014 | -0.83% | 6.65% | -2.82% | 0.01% | 5.63% | 1.88% | -1.29% | 6.53% | -0.58% | 3.37% | 5.52% | -2.20% | 23.36% |
2013 | 7.28% | 0.94% | 2.84% | 4.75% | 2.89% | -2.75% | 4.36% | 1.99% | 5.50% | 5.60% | 5.25% | 3.99% | 51.46% |
Expense Ratio
Quality Growth has an expense ratio of 0.00%, indicating no management fees are charged. 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 risk-adjusted rank of Quality Growth is 92, placing it in the top 8% 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 | |
---|---|---|---|---|---|
Microsoft Corporation | 1.62 | 2.14 | 1.28 | 2.07 | 6.33 |
Apple Inc | 1.08 | 1.66 | 1.21 | 1.44 | 3.39 |
Amazon.com, Inc. | 1.24 | 1.78 | 1.23 | 0.99 | 6.11 |
Mastercard Inc | 1.23 | 1.64 | 1.24 | 1.62 | 3.95 |
Meta Platforms, Inc. | 2.10 | 2.98 | 1.40 | 3.13 | 12.67 |
Visa Inc. | 1.29 | 1.74 | 1.23 | 1.56 | 4.01 |
The Procter & Gamble Company | 1.06 | 1.53 | 1.21 | 1.67 | 6.38 |
Costco Wholesale Corporation | 3.20 | 3.80 | 1.57 | 6.11 | 16.05 |
Netflix, Inc. | 2.32 | 3.40 | 1.44 | 1.49 | 17.11 |
Adobe Inc | -0.18 | -0.02 | 1.00 | -0.17 | -0.42 |
Eli Lilly and Company | 1.93 | 2.69 | 1.35 | 3.12 | 11.47 |
Broadcom Inc. | 2.06 | 2.68 | 1.35 | 3.71 | 11.49 |
NVIDIA Corporation | 3.10 | 3.40 | 1.43 | 5.94 | 18.70 |
Alphabet Inc. | 0.57 | 0.91 | 1.13 | 0.73 | 2.09 |
D.R. Horton, Inc. | 2.19 | 2.88 | 1.39 | 3.15 | 9.64 |
Dividends
Dividend yield
Quality Growth granted a 0.60% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Quality Growth | 0.60% | 0.66% | 0.78% | 0.58% | 0.84% | 0.91% | 1.18% | 1.17% | 1.24% | 1.35% | 1.25% | 1.39% |
Portfolio components: | ||||||||||||
Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Mastercard Inc | 0.52% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
Meta Platforms, Inc. | 0.28% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Visa Inc. | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
The Procter & Gamble Company | 2.24% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
Costco Wholesale Corporation | 2.17% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Adobe Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Eli Lilly and Company | 0.56% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Broadcom Inc. | 1.30% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
D.R. Horton, Inc. | 0.62% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.79% | 0.67% |
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 Quality 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 Quality Growth was 34.48%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Quality Growth drawdown is 1.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-34.48% | Dec 28, 2021 | 202 | Oct 14, 2022 | 153 | May 25, 2023 | 355 |
-29.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 49 | Jun 2, 2020 | 72 |
-24.51% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
-17.24% | Dec 7, 2015 | 46 | Feb 11, 2016 | 81 | Jun 8, 2016 | 127 |
-12.19% | Sep 3, 2020 | 14 | Sep 23, 2020 | 81 | Jan 20, 2021 | 95 |
Volatility
Volatility Chart
The current Quality Growth volatility is 4.88%, 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
PG | LLY | DHI | NFLX | COST | META | AVGO | AAPL | NVDA | V | AMZN | MA | GOOGL | ADBE | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
PG | 1.00 | 0.33 | 0.26 | 0.16 | 0.40 | 0.18 | 0.20 | 0.25 | 0.16 | 0.36 | 0.23 | 0.36 | 0.28 | 0.28 | 0.33 |
LLY | 0.33 | 1.00 | 0.20 | 0.20 | 0.30 | 0.25 | 0.25 | 0.24 | 0.23 | 0.31 | 0.26 | 0.30 | 0.29 | 0.30 | 0.33 |
DHI | 0.26 | 0.20 | 1.00 | 0.25 | 0.32 | 0.30 | 0.35 | 0.32 | 0.33 | 0.37 | 0.35 | 0.37 | 0.35 | 0.34 | 0.34 |
NFLX | 0.16 | 0.20 | 0.25 | 1.00 | 0.29 | 0.46 | 0.38 | 0.39 | 0.43 | 0.36 | 0.52 | 0.38 | 0.46 | 0.49 | 0.44 |
COST | 0.40 | 0.30 | 0.32 | 0.29 | 1.00 | 0.31 | 0.35 | 0.38 | 0.36 | 0.41 | 0.41 | 0.40 | 0.41 | 0.42 | 0.45 |
META | 0.18 | 0.25 | 0.30 | 0.46 | 0.31 | 1.00 | 0.43 | 0.45 | 0.47 | 0.44 | 0.56 | 0.43 | 0.60 | 0.52 | 0.50 |
AVGO | 0.20 | 0.25 | 0.35 | 0.38 | 0.35 | 0.43 | 1.00 | 0.52 | 0.59 | 0.44 | 0.46 | 0.46 | 0.46 | 0.51 | 0.52 |
AAPL | 0.25 | 0.24 | 0.32 | 0.39 | 0.38 | 0.45 | 0.52 | 1.00 | 0.48 | 0.45 | 0.50 | 0.46 | 0.54 | 0.49 | 0.56 |
NVDA | 0.16 | 0.23 | 0.33 | 0.43 | 0.36 | 0.47 | 0.59 | 0.48 | 1.00 | 0.42 | 0.51 | 0.45 | 0.51 | 0.56 | 0.56 |
V | 0.36 | 0.31 | 0.37 | 0.36 | 0.41 | 0.44 | 0.44 | 0.45 | 0.42 | 1.00 | 0.49 | 0.83 | 0.54 | 0.58 | 0.55 |
AMZN | 0.23 | 0.26 | 0.35 | 0.52 | 0.41 | 0.56 | 0.46 | 0.50 | 0.51 | 0.49 | 1.00 | 0.50 | 0.65 | 0.59 | 0.60 |
MA | 0.36 | 0.30 | 0.37 | 0.38 | 0.40 | 0.43 | 0.46 | 0.46 | 0.45 | 0.83 | 0.50 | 1.00 | 0.54 | 0.57 | 0.56 |
GOOGL | 0.28 | 0.29 | 0.35 | 0.46 | 0.41 | 0.60 | 0.46 | 0.54 | 0.51 | 0.54 | 0.65 | 0.54 | 1.00 | 0.60 | 0.65 |
ADBE | 0.28 | 0.30 | 0.34 | 0.49 | 0.42 | 0.52 | 0.51 | 0.49 | 0.56 | 0.58 | 0.59 | 0.57 | 0.60 | 1.00 | 0.66 |
MSFT | 0.33 | 0.33 | 0.34 | 0.44 | 0.45 | 0.50 | 0.52 | 0.56 | 0.56 | 0.55 | 0.60 | 0.56 | 0.65 | 0.66 | 1.00 |