Quality Growth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 11.07% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 6.01% |
AVGO Broadcom Inc. | Technology | 3.85% |
COST Costco Wholesale Corporation | Consumer Defensive | 4.30% |
DHI D.R. Horton, Inc. | Consumer Cyclical | 6.91% |
GOOGL Alphabet Inc. | Communication Services | 9.67% |
JPM JPMorgan Chase & Co. | Financial Services | 6.78% |
LLY Eli Lilly and Company | Healthcare | 5.39% |
MA Mastercard Inc | Financial Services | 5.96% |
META Meta Platforms, Inc. | Communication Services | 3.18% |
MSFT Microsoft Corporation | Technology | 10.72% |
NFLX Netflix, Inc. | Communication Services | 2.10% |
NVDA NVIDIA Corporation | Technology | 9.42% |
PG The Procter & Gamble Company | Consumer Defensive | 7.52% |
V Visa Inc. | Financial Services | 7.12% |
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 Nov 15, 2024, the Quality Growth returned 42.52% Year-To-Date and 30.58% 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| Quality Growth | 42.52% | 2.41% | 16.35% | 50.43% | 32.71% | 30.58% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 14.14% | 1.95% | 1.58% | 16.11% | 24.45% | 26.06% |
AAPL Apple Inc | 19.12% | -2.30% | 20.49% | 21.98% | 28.84% | 24.60% |
AMZN Amazon.com, Inc. | 39.19% | 12.68% | 15.17% | 47.68% | 19.48% | 29.38% |
MA Mastercard Inc | 22.72% | 2.60% | 13.73% | 31.90% | 13.79% | 20.90% |
META Meta Platforms, Inc. | 63.55% | -1.55% | 22.20% | 73.99% | 24.34% | 22.84% |
V Visa Inc. | 19.31% | 10.58% | 10.59% | 25.19% | 12.20% | 18.17% |
PG The Procter & Gamble Company | 16.85% | -3.17% | 0.72% | 13.09% | 9.43% | 9.70% |
COST Costco Wholesale Corporation | 40.78% | 3.41% | 16.82% | 59.26% | 27.10% | 23.51% |
NFLX Netflix, Inc. | 71.96% | 18.60% | 37.14% | 81.25% | 23.24% | 31.48% |
LLY Eli Lilly and Company | 35.53% | -13.92% | 2.10% | 34.24% | 49.31% | 30.36% |
AVGO Broadcom Inc. | 54.28% | -3.18% | 21.44% | 77.37% | 44.67% | 38.00% |
NVDA NVIDIA Corporation | 196.42% | 11.52% | 55.56% | 200.29% | 96.16% | 77.74% |
GOOGL Alphabet Inc. | 26.00% | 6.12% | 1.05% | 30.75% | 21.46% | 20.51% |
DHI D.R. Horton, Inc. | 8.62% | -13.34% | 8.90% | 29.38% | 26.45% | 22.32% |
JPM JPMorgan Chase & Co. | 45.59% | 8.76% | 20.86% | 65.38% | 16.65% | 18.14% |
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 | 5.36% | 8.25% | 3.92% | -3.10% | 7.58% | 5.79% | 0.18% | 3.64% | 0.95% | -0.34% | 42.52% | ||
| 2023 | 10.70% | -0.14% | 9.97% | 4.88% | 7.57% | 7.25% | 3.93% | 0.68% | -5.83% | -0.03% | 10.67% | 4.92% | 68.22% |
| 2022 | -7.12% | -3.41% | 3.17% | -11.34% | -0.46% | -8.48% | 11.34% | -6.28% | -9.94% | 7.31% | 8.64% | -6.02% | -23.03% |
| 2021 | 0.42% | 2.48% | 2.36% | 7.18% | 0.21% | 6.19% | 4.10% | 3.84% | -5.23% | 7.86% | 3.74% | 4.23% | 43.54% |
| 2020 | 4.49% | -5.97% | -8.57% | 15.12% | 6.97% | 4.92% | 7.33% | 11.96% | -4.06% | -4.04% | 9.62% | 3.62% | 45.85% |
| 2019 | 7.86% | 3.60% | 6.54% | 5.50% | -8.07% | 7.21% | 4.05% | 0.20% | 1.61% | 5.25% | 4.88% | 4.12% | 50.73% |
| 2018 | 8.40% | -1.50% | -3.02% | 0.83% | 5.99% | 0.66% | 4.46% | 7.34% | 0.19% | -8.57% | -1.15% | -7.66% | 4.44% |
| 2017 | 5.22% | 4.45% | 2.26% | 1.70% | 6.61% | -1.32% | 4.87% | 2.71% | 1.65% | 7.15% | 3.32% | 0.00% | 45.72% |
| 2016 | -6.14% | -2.64% | 8.26% | -2.43% | 6.75% | -1.84% | 8.32% | 2.15% | 2.87% | 0.72% | 1.13% | 4.90% | 23.00% |
| 2015 | -1.28% | 8.58% | -2.23% | 3.18% | 2.75% | -1.46% | 6.38% | -2.50% | -0.07% | 10.33% | 3.92% | 0.36% | 30.57% |
| 2014 | -1.57% | 5.94% | -2.36% | -0.38% | 4.50% | 1.25% | -1.17% | 5.88% | -0.37% | 3.72% | 5.18% | -1.72% | 19.93% |
| 2013 | 6.38% | 0.86% | 2.14% | 3.45% | 3.52% | -2.63% | 4.69% | 0.05% | 4.74% | 5.62% | 5.21% | 3.77% | 44.57% |
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.82 | 1.17 | 1.15 | 1.04 | 2.52 |
AAPL Apple Inc | 0.98 | 1.54 | 1.19 | 1.32 | 3.11 |
AMZN Amazon.com, Inc. | 1.78 | 2.45 | 1.32 | 2.03 | 8.12 |
MA Mastercard Inc | 2.03 | 2.69 | 1.37 | 2.70 | 6.72 |
META Meta Platforms, Inc. | 2.06 | 2.97 | 1.41 | 4.02 | 12.45 |
V Visa Inc. | 1.53 | 2.07 | 1.30 | 2.02 | 5.14 |
PG The Procter & Gamble Company | 0.85 | 1.25 | 1.17 | 1.47 | 4.63 |
COST Costco Wholesale Corporation | 3.03 | 3.66 | 1.54 | 5.77 | 14.96 |
NFLX Netflix, Inc. | 2.77 | 3.71 | 1.50 | 2.29 | 19.31 |
LLY Eli Lilly and Company | 1.17 | 1.77 | 1.24 | 1.79 | 5.73 |
AVGO Broadcom Inc. | 1.69 | 2.35 | 1.30 | 3.06 | 9.31 |
NVDA NVIDIA Corporation | 3.87 | 3.90 | 1.51 | 7.41 | 23.35 |
GOOGL Alphabet Inc. | 1.16 | 1.67 | 1.22 | 1.39 | 3.48 |
DHI D.R. Horton, Inc. | 0.90 | 1.40 | 1.19 | 1.63 | 3.64 |
JPM JPMorgan Chase & Co. | 2.85 | 3.65 | 1.58 | 6.45 | 19.62 |
Dividends
Dividend yield
Quality Growth provided a 0.77% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.77% | 0.85% | 0.95% | 0.75% | 1.04% | 1.03% | 1.28% | 1.29% | 1.33% | 1.49% | 1.36% | 1.49% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.53% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
MA Mastercard Inc | 0.51% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.70% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
PG The Procter & Gamble Company | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% | 2.91% |
COST Costco Wholesale Corporation | 2.11% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
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% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
AVGO Broadcom Inc. | 1.24% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% |
GOOGL Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DHI D.R. Horton, Inc. | 0.98% | 0.69% | 1.04% | 0.76% | 1.05% | 1.18% | 1.51% | 0.83% | 1.24% | 0.84% | 0.80% | 0.67% |
JPM JPMorgan Chase & Co. | 1.90% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
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 31.20%, occurring on Oct 12, 2022. Recovery took 149 trading sessions.
The current Quality Growth drawdown is 0.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.2% | Dec 28, 2021 | 200 | Oct 12, 2022 | 149 | May 17, 2023 | 349 |
| -30.26% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -22.71% | Oct 2, 2018 | 58 | Dec 24, 2018 | 67 | Apr 2, 2019 | 125 |
| -16.56% | Dec 7, 2015 | 46 | Feb 11, 2016 | 74 | May 27, 2016 | 120 |
| -11.54% | Aug 18, 2015 | 6 | Aug 25, 2015 | 37 | Oct 16, 2015 | 43 |
Volatility
Volatility Chart
The current Quality Growth volatility is 4.09%, 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 | DHI | JPM | NFLX | COST | META | AVGO | NVDA | AAPL | AMZN | V | MA | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.32 | 0.20 | 0.25 | 0.20 | 0.30 | 0.25 | 0.26 | 0.22 | 0.24 | 0.26 | 0.30 | 0.30 | 0.29 | 0.32 |
| PG | 0.32 | 1.00 | 0.26 | 0.26 | 0.16 | 0.40 | 0.18 | 0.20 | 0.16 | 0.25 | 0.23 | 0.36 | 0.36 | 0.28 | 0.33 |
| DHI | 0.20 | 0.26 | 1.00 | 0.32 | 0.24 | 0.32 | 0.29 | 0.34 | 0.32 | 0.31 | 0.34 | 0.36 | 0.37 | 0.34 | 0.33 |
| JPM | 0.25 | 0.26 | 0.32 | 1.00 | 0.24 | 0.29 | 0.29 | 0.38 | 0.33 | 0.33 | 0.31 | 0.47 | 0.47 | 0.37 | 0.37 |
| NFLX | 0.20 | 0.16 | 0.24 | 0.24 | 1.00 | 0.29 | 0.46 | 0.38 | 0.43 | 0.39 | 0.52 | 0.36 | 0.38 | 0.46 | 0.43 |
| COST | 0.30 | 0.40 | 0.32 | 0.29 | 0.29 | 1.00 | 0.31 | 0.35 | 0.35 | 0.38 | 0.40 | 0.41 | 0.40 | 0.40 | 0.45 |
| META | 0.25 | 0.18 | 0.29 | 0.29 | 0.46 | 0.31 | 1.00 | 0.43 | 0.47 | 0.45 | 0.56 | 0.43 | 0.43 | 0.60 | 0.50 |
| AVGO | 0.26 | 0.20 | 0.34 | 0.38 | 0.38 | 0.35 | 0.43 | 1.00 | 0.59 | 0.52 | 0.46 | 0.44 | 0.46 | 0.46 | 0.51 |
| NVDA | 0.22 | 0.16 | 0.32 | 0.33 | 0.43 | 0.35 | 0.47 | 0.59 | 1.00 | 0.48 | 0.51 | 0.41 | 0.44 | 0.50 | 0.56 |
| AAPL | 0.24 | 0.25 | 0.31 | 0.33 | 0.39 | 0.38 | 0.45 | 0.52 | 0.48 | 1.00 | 0.50 | 0.44 | 0.45 | 0.53 | 0.56 |
| AMZN | 0.26 | 0.23 | 0.34 | 0.31 | 0.52 | 0.40 | 0.56 | 0.46 | 0.51 | 0.50 | 1.00 | 0.48 | 0.50 | 0.65 | 0.60 |
| V | 0.30 | 0.36 | 0.36 | 0.47 | 0.36 | 0.41 | 0.43 | 0.44 | 0.41 | 0.44 | 0.48 | 1.00 | 0.83 | 0.53 | 0.54 |
| MA | 0.30 | 0.36 | 0.37 | 0.47 | 0.38 | 0.40 | 0.43 | 0.46 | 0.44 | 0.45 | 0.50 | 0.83 | 1.00 | 0.54 | 0.56 |
| GOOGL | 0.29 | 0.28 | 0.34 | 0.37 | 0.46 | 0.40 | 0.60 | 0.46 | 0.50 | 0.53 | 0.65 | 0.53 | 0.54 | 1.00 | 0.64 |
| MSFT | 0.32 | 0.33 | 0.33 | 0.37 | 0.43 | 0.45 | 0.50 | 0.51 | 0.56 | 0.56 | 0.60 | 0.54 | 0.56 | 0.64 | 1.00 |