Quality Growth
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 9.10% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 9% |
COST Costco Wholesale Corporation | Consumer Defensive | 3.50% |
DE Deere & Company | Industrials | 7.30% |
GOOGL Alphabet Inc. | Communication Services | 7.30% |
HD The Home Depot, Inc. | Consumer Cyclical | 2.80% |
JPM JPMorgan Chase & Co. | Financial Services | 6% |
LLY Eli Lilly and Company | Healthcare | 3.70% |
META Meta Platforms, Inc. | Communication Services | 5.30% |
MSFT Microsoft Corporation | Technology | 9.40% |
NFLX Netflix, Inc. | Communication Services | 5.80% |
NVDA NVIDIA Corporation | Technology | 9.90% |
PG The Procter & Gamble Company | Consumer Defensive | 7.70% |
PGR The Progressive Corporation | Financial Services | 6% |
V Visa Inc. | Financial Services | 7.20% |
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 every 3 months.
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Apr 21, 2025, the Quality Growth returned -7.21% Year-To-Date and 29.17% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Quality Growth | -9.48% | -7.66% | -5.75% | 15.91% | 28.09% | 28.57% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -14.63% | -8.21% | -13.90% | -9.34% | 16.75% | 24.23% |
AAPL Apple Inc | -22.78% | -11.50% | -18.14% | 17.62% | 23.69% | 20.91% |
AMZN Amazon.com, Inc. | -23.73% | -14.72% | -11.50% | -4.19% | 7.23% | 22.43% |
META Meta Platforms, Inc. | -17.15% | -18.72% | -15.59% | 1.11% | 21.81% | 19.64% |
V Visa Inc. | 1.46% | -4.64% | 11.99% | 19.54% | 14.83% | 17.73% |
PG The Procter & Gamble Company | 0.11% | 0.07% | -1.01% | 7.39% | 9.63% | 10.49% |
COST Costco Wholesale Corporation | 4.64% | 5.34% | 8.27% | 35.73% | 27.59% | 22.75% |
NFLX Netflix, Inc. | 10.84% | 2.88% | 27.96% | 77.99% | 18.66% | 28.72% |
LLY Eli Lilly and Company | 6.14% | -2.33% | -9.42% | 13.36% | 41.07% | 30.07% |
NVDA NVIDIA Corporation | -27.83% | -17.66% | -32.55% | 27.21% | 68.88% | 68.60% |
GOOGL Alphabet Inc. | -21.90% | -9.95% | -9.79% | -3.71% | 18.80% | 17.92% |
JPM JPMorgan Chase & Co. | -3.39% | -4.65% | 3.85% | 26.10% | 24.22% | 17.08% |
PGR The Progressive Corporation | 9.61% | -5.63% | 4.74% | 22.44% | 28.24% | 28.55% |
DE Deere & Company | 4.58% | -6.21% | 9.30% | 11.94% | 28.34% | 19.63% |
HD The Home Depot, Inc. | -10.25% | -1.21% | -13.65% | 6.01% | 13.95% | 14.51% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 4.21% | 0.15% | -6.93% | -6.81% | -9.48% | ||||||||
| 2024 | 6.66% | 8.25% | 4.39% | -3.11% | 7.26% | 5.37% | -1.93% | 4.47% | 1.91% | 0.27% | 7.63% | -0.92% | 47.37% |
| 2023 | 11.18% | 0.65% | 9.41% | 2.63% | 6.87% | 7.61% | 3.87% | 0.41% | -5.55% | 1.30% | 8.98% | 3.42% | 62.51% |
| 2022 | -6.12% | -4.29% | 5.15% | -13.54% | -0.89% | -8.67% | 11.34% | -3.93% | -9.24% | 6.77% | 8.14% | -6.45% | -22.47% |
| 2021 | -0.41% | 2.90% | 3.16% | 6.52% | -0.02% | 6.30% | 2.67% | 4.89% | -5.04% | 7.79% | 3.35% | 1.93% | 38.96% |
| 2020 | 3.84% | -4.46% | -5.20% | 12.94% | 5.48% | 5.49% | 8.19% | 12.16% | -4.06% | -2.57% | 7.82% | 4.06% | 50.42% |
| 2019 | 9.36% | 3.51% | 5.17% | 5.73% | -8.40% | 8.28% | 2.60% | -1.66% | 1.63% | 4.77% | 3.82% | 4.23% | 45.14% |
| 2018 | 10.51% | -0.33% | -2.90% | 0.39% | 6.74% | 0.75% | 3.34% | 7.65% | 0.60% | -8.97% | -1.14% | -8.16% | 6.81% |
| 2017 | 5.35% | 3.77% | 2.06% | 2.05% | 7.41% | -1.35% | 5.72% | 1.11% | 1.83% | 6.71% | 3.35% | 1.11% | 46.45% |
| 2016 | -5.12% | -1.49% | 6.94% | -1.70% | 6.97% | -2.01% | 6.77% | 2.79% | 3.11% | 1.80% | 2.74% | 5.27% | 28.31% |
| 2015 | 0.07% | 7.43% | -2.86% | 5.28% | 2.41% | -0.50% | 7.39% | -3.24% | -0.46% | 11.24% | 3.70% | -0.15% | 33.46% |
| 2014 | -2.23% | 5.68% | -2.56% | -0.86% | 4.26% | 1.47% | -1.06% | 5.95% | -0.60% | 2.08% | 3.87% | -1.67% | 14.69% |
Expense Ratio
Quality Growth has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 77, Quality Growth is among the top 23% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | -0.49 | -0.56 | 0.93 | -0.51 | -1.18 |
AAPL Apple Inc | 0.48 | 0.90 | 1.13 | 0.47 | 1.83 |
AMZN Amazon.com, Inc. | -0.23 | -0.10 | 0.99 | -0.25 | -0.75 |
META Meta Platforms, Inc. | -0.04 | 0.20 | 1.03 | -0.05 | -0.16 |
V Visa Inc. | 0.85 | 1.25 | 1.18 | 1.22 | 4.26 |
PG The Procter & Gamble Company | 0.48 | 0.75 | 1.10 | 0.76 | 1.94 |
COST Costco Wholesale Corporation | 1.57 | 2.12 | 1.29 | 2.00 | 6.18 |
NFLX Netflix, Inc. | 1.81 | 2.44 | 1.34 | 2.99 | 10.01 |
LLY Eli Lilly and Company | 0.27 | 0.65 | 1.08 | 0.39 | 0.81 |
NVDA NVIDIA Corporation | 0.25 | 0.77 | 1.10 | 0.42 | 1.13 |
GOOGL Alphabet Inc. | -0.14 | 0.01 | 1.00 | -0.15 | -0.37 |
JPM JPMorgan Chase & Co. | 1.06 | 1.57 | 1.23 | 1.23 | 4.46 |
PGR The Progressive Corporation | 1.05 | 1.50 | 1.21 | 2.09 | 5.38 |
DE Deere & Company | 0.45 | 0.90 | 1.10 | 0.60 | 1.73 |
HD The Home Depot, Inc. | 0.30 | 0.58 | 1.07 | 0.31 | 0.92 |
Dividends
Dividend yield
Quality Growth provided a 0.90% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.90% | 0.73% | 0.82% | 0.82% | 1.02% | 1.03% | 1.13% | 1.23% | 1.22% | 1.39% | 1.61% | 1.67% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.88% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
AAPL Apple Inc | 0.52% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
AMZN 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% |
META Meta Platforms, Inc. | 0.42% | 0.34% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.69% | 0.68% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% |
PG The Procter & Gamble Company | 2.46% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
COST Costco Wholesale Corporation | 0.48% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% |
NFLX 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% |
LLY Eli Lilly and Company | 0.66% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% |
NVDA NVIDIA Corporation | 0.03% | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% |
GOOGL Alphabet Inc. | 0.54% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPM JPMorgan Chase & Co. | 2.21% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
PGR The Progressive Corporation | 1.90% | 0.48% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% |
DE Deere & Company | 1.40% | 1.42% | 1.33% | 1.05% | 1.14% | 1.13% | 1.75% | 1.84% | 1.53% | 2.33% | 3.15% | 2.61% |
HD The Home Depot, Inc. | 2.61% | 2.31% | 2.41% | 2.41% | 1.59% | 2.26% | 2.49% | 2.40% | 1.88% | 2.06% | 1.78% | 1.79% |
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 29.88%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.
The current Quality Growth drawdown is 13.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.88% | Dec 28, 2021 | 202 | Oct 14, 2022 | 148 | May 18, 2023 | 350 |
| -26.12% | Feb 20, 2020 | 23 | Mar 23, 2020 | 49 | Jun 2, 2020 | 72 |
| -23.77% | Oct 4, 2018 | 56 | Dec 24, 2018 | 69 | Apr 4, 2019 | 125 |
| -19.04% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -14.45% | Dec 7, 2015 | 46 | Feb 11, 2016 | 71 | May 24, 2016 | 117 |
Volatility
Volatility Chart
The current Quality Growth volatility is 13.80%, 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
| LLY | PG | PGR | DE | NFLX | JPM | COST | HD | META | NVDA | AAPL | AMZN | V | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.32 | 0.29 | 0.20 | 0.20 | 0.25 | 0.30 | 0.27 | 0.26 | 0.23 | 0.24 | 0.26 | 0.30 | 0.29 | 0.32 |
| PG | 0.32 | 1.00 | 0.38 | 0.25 | 0.15 | 0.26 | 0.40 | 0.36 | 0.16 | 0.14 | 0.25 | 0.21 | 0.36 | 0.26 | 0.32 |
| PGR | 0.29 | 0.38 | 1.00 | 0.33 | 0.19 | 0.43 | 0.33 | 0.34 | 0.20 | 0.20 | 0.24 | 0.23 | 0.39 | 0.26 | 0.31 |
| DE | 0.20 | 0.25 | 0.33 | 1.00 | 0.20 | 0.50 | 0.25 | 0.40 | 0.22 | 0.29 | 0.32 | 0.25 | 0.37 | 0.29 | 0.30 |
| NFLX | 0.20 | 0.15 | 0.19 | 0.20 | 1.00 | 0.24 | 0.29 | 0.29 | 0.46 | 0.43 | 0.39 | 0.52 | 0.36 | 0.46 | 0.44 |
| JPM | 0.25 | 0.26 | 0.43 | 0.50 | 0.24 | 1.00 | 0.29 | 0.40 | 0.30 | 0.33 | 0.33 | 0.32 | 0.47 | 0.37 | 0.37 |
| COST | 0.30 | 0.40 | 0.33 | 0.25 | 0.29 | 0.29 | 1.00 | 0.48 | 0.31 | 0.35 | 0.38 | 0.41 | 0.41 | 0.40 | 0.45 |
| HD | 0.27 | 0.36 | 0.34 | 0.40 | 0.29 | 0.40 | 0.48 | 1.00 | 0.31 | 0.34 | 0.37 | 0.39 | 0.45 | 0.39 | 0.42 |
| META | 0.26 | 0.16 | 0.20 | 0.22 | 0.46 | 0.30 | 0.31 | 0.31 | 1.00 | 0.47 | 0.45 | 0.57 | 0.43 | 0.60 | 0.50 |
| NVDA | 0.23 | 0.14 | 0.20 | 0.29 | 0.43 | 0.33 | 0.35 | 0.34 | 0.47 | 1.00 | 0.47 | 0.52 | 0.41 | 0.51 | 0.56 |
| AAPL | 0.24 | 0.25 | 0.24 | 0.32 | 0.39 | 0.33 | 0.38 | 0.37 | 0.45 | 0.47 | 1.00 | 0.50 | 0.44 | 0.53 | 0.56 |
| AMZN | 0.26 | 0.21 | 0.23 | 0.25 | 0.52 | 0.32 | 0.41 | 0.39 | 0.57 | 0.52 | 0.50 | 1.00 | 0.48 | 0.65 | 0.60 |
| V | 0.30 | 0.36 | 0.39 | 0.37 | 0.36 | 0.47 | 0.41 | 0.45 | 0.43 | 0.41 | 0.44 | 0.48 | 1.00 | 0.52 | 0.53 |
| GOOGL | 0.29 | 0.26 | 0.26 | 0.29 | 0.46 | 0.37 | 0.40 | 0.39 | 0.60 | 0.51 | 0.53 | 0.65 | 0.52 | 1.00 | 0.64 |
| MSFT | 0.32 | 0.32 | 0.31 | 0.30 | 0.44 | 0.37 | 0.45 | 0.42 | 0.50 | 0.56 | 0.56 | 0.60 | 0.53 | 0.64 | 1.00 |