Quality Growth

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Quality Growth

Currency in USD · Last updated May 15, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	7.90%
AMZN Amazon.com, Inc.	Consumer Cyclical	6.90%
CAT Caterpillar Inc.	Industrials	6.90%
COST Costco Wholesale Corporation	Consumer Defensive	2.90%
HD The Home Depot, Inc.	Consumer Cyclical	6.30%
JPM JPMorgan Chase & Co.	Financial Services	5.90%
LLY Eli Lilly and Company	Healthcare	3.80%
META Meta Platforms, Inc.	Communication Services	5.90%
MSFT Microsoft Corporation	Technology	9.80%
NFLX Netflix, Inc.	Communication Services	6.90%
NVDA NVIDIA Corporation	Technology	8.80%
PG The Procter & Gamble Company	Consumer Defensive	7.80%
PGR The Progressive Corporation	Financial Services	6.80%
V Visa Inc.	Financial Services	6.50%
XOM Exxon Mobil Corporation	Energy	6.90%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of May 15, 2025, the Quality Growth returned 4.83% Year-To-Date and 28.74% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.19%	9.00%	-1.55%	12.31%	15.59%	10.78%
Quality Growth	4.83%	10.53%	3.54%	23.38%	30.44%	28.74%
Portfolio components:
MSFT Microsoft Corporation	7.67%	16.79%	6.95%	9.56%	20.98%	27.00%
AAPL Apple Inc	-15.01%	4.98%	-5.45%	13.81%	23.29%	22.14%
AMZN Amazon.com, Inc.	-4.17%	15.45%	-1.80%	12.39%	11.82%	25.79%
META Meta Platforms, Inc.	12.71%	24.06%	13.88%	40.25%	25.82%	23.53%
V Visa Inc.	13.17%	6.53%	15.57%	29.52%	15.07%	18.61%
PG The Procter & Gamble Company	-4.56%	-5.97%	-3.95%	-2.32%	9.33%	9.94%
COST Costco Wholesale Corporation	8.48%	1.38%	6.45%	28.12%	29.30%	23.41%
NFLX Netflix, Inc.	29.13%	23.59%	38.60%	87.56%	20.51%	29.44%
LLY Eli Lilly and Company	-7.15%	-5.14%	-11.56%	-5.73%	36.73%	27.98%
NVDA NVIDIA Corporation	0.79%	22.25%	-7.46%	48.19%	74.41%	74.82%
JPM JPMorgan Chase & Co.	12.08%	13.17%	11.40%	34.88%	28.97%	18.20%
PGR The Progressive Corporation	18.45%	-0.14%	8.59%	32.94%	32.31%	29.34%
HD The Home Depot, Inc.	-3.55%	4.37%	-8.05%	12.21%	11.97%	15.35%
CAT Caterpillar Inc.	-2.78%	17.87%	-8.88%	-0.78%	29.22%	17.79%
XOM Exxon Mobil Corporation	1.75%	4.92%	-9.15%	-5.47%	26.39%	6.68%

*Annualized

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	3.22%	1.22%	-5.84%	-0.02%	6.59%								4.83%
2024	7.20%	9.57%	4.30%	-4.28%	6.97%	4.51%	-0.76%	5.00%	2.15%	-0.20%	7.49%	-2.90%	45.37%
2023	10.53%	0.48%	7.87%	3.26%	4.38%	8.40%	3.27%	1.16%	-4.47%	0.10%	9.19%	3.47%	57.98%
2022	-5.11%	-4.66%	4.93%	-11.31%	1.16%	-9.17%	11.01%	-4.10%	-8.70%	9.83%	7.78%	-4.75%	-15.22%
2021	-0.44%	3.34%	3.92%	5.39%	0.79%	5.63%	0.84%	3.80%	-3.57%	8.25%	2.44%	2.69%	37.87%
2020	2.53%	-5.20%	-5.64%	13.01%	4.98%	5.22%	6.74%	10.10%	-4.28%	-3.34%	7.82%	4.74%	40.57%
2019	9.26%	4.43%	4.67%	5.68%	-8.19%	8.52%	1.15%	-1.96%	1.33%	4.40%	4.06%	3.87%	42.62%
2018	9.53%	-1.06%	-2.49%	1.70%	6.10%	0.59%	2.45%	6.97%	1.56%	-9.35%	-1.22%	-8.70%	4.37%
2017	4.64%	3.38%	1.76%	2.16%	5.78%	-0.74%	5.78%	1.52%	2.38%	6.20%	2.83%	1.79%	44.32%
2016	-5.34%	-0.49%	8.01%	-1.49%	5.82%	-1.07%	6.31%	1.92%	2.94%	1.04%	3.27%	4.79%	27.97%
2015	-1.05%	7.07%	-3.11%	5.83%	2.14%	-0.65%	5.25%	-2.66%	-0.94%	11.02%	3.33%	-0.82%	27.29%
2014	-2.20%	6.16%	-2.31%	0.01%	3.78%	1.86%	-1.10%	7.00%	-1.42%	2.35%	3.04%	-1.64%	16.02%

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.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, Quality Growth is among the top 18% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
MSFT Microsoft Corporation	0.30	0.76	1.10	0.43	0.96
AAPL Apple Inc	0.38	0.85	1.12	0.44	1.44
AMZN Amazon.com, Inc.	0.38	0.76	1.10	0.41	1.09
META Meta Platforms, Inc.	1.02	1.73	1.23	1.21	3.76
V Visa Inc.	1.28	1.81	1.27	1.92	6.41
PG The Procter & Gamble Company	-0.15	-0.04	0.99	-0.20	-0.45
COST Costco Wholesale Corporation	1.23	1.81	1.25	1.65	4.79
NFLX Netflix, Inc.	2.72	3.44	1.46	4.53	14.80
LLY Eli Lilly and Company	-0.23	0.08	1.01	-0.20	-0.39
NVDA NVIDIA Corporation	0.72	1.43	1.18	1.35	3.33
JPM JPMorgan Chase & Co.	1.21	1.84	1.27	1.51	5.03
PGR The Progressive Corporation	1.47	1.86	1.26	2.74	6.91
HD The Home Depot, Inc.	0.42	0.89	1.10	0.55	1.43
CAT Caterpillar Inc.	-0.04	0.21	1.03	-0.01	-0.03
XOM Exxon Mobil Corporation	-0.26	-0.12	0.98	-0.26	-0.57

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Quality Growth Sharpe ratios as of May 15, 2025 (values are recalculated daily):

1-Year: 1.15
5-Year: 1.56
10-Year: 1.42
All Time: 1.53

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.54 to 1.03, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Quality Growth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Quality Growth provided a 1.19% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.19%	1.03%	1.15%	1.17%	1.57%	1.76%	1.62%	1.67%	1.53%	1.74%	1.96%	1.95%
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	0.48%	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.	0.31%	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.	0.79%	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	2.58%	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	0.75%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%	2.84%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
JPM JPMorgan Chase & Co.	1.90%	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	1.76%	0.48%	0.25%	0.31%	6.23%	2.68%	3.89%	1.86%	1.21%	2.50%	2.16%	5.53%
HD The Home Depot, Inc.	2.43%	2.31%	2.41%	2.41%	1.59%	2.26%	2.49%	2.40%	1.88%	2.06%	1.78%	1.79%
CAT Caterpillar Inc.	1.61%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%	2.84%
XOM Exxon Mobil Corporation	3.61%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%

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.

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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 27.08%, occurring on Mar 23, 2020. Recovery took 50 trading sessions.

The current Quality Growth drawdown is 1.65%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.08%	Feb 20, 2020	23	Mar 23, 2020	50	Jun 3, 2020	73
-25.68%	Dec 28, 2021	192	Sep 30, 2022	125	Mar 31, 2023	317
-24.42%	Oct 2, 2018	58	Dec 24, 2018	75	Apr 12, 2019	133
-17.87%	Feb 14, 2025	37	Apr 8, 2025	—	—	—
-14.01%	Dec 7, 2015	46	Feb 11, 2016	42	Apr 13, 2016	88

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 14.13, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	LLY	PG	XOM	PGR	NFLX	COST	CAT	META	JPM	NVDA	HD	AAPL	AMZN	V	MSFT	Portfolio
^GSPC	1.00	0.43	0.43	0.49	0.46	0.48	0.56	0.62	0.56	0.65	0.61	0.61	0.64	0.64	0.68	0.72	0.91
LLY	0.43	1.00	0.32	0.21	0.29	0.20	0.30	0.22	0.26	0.25	0.23	0.27	0.24	0.26	0.30	0.32	0.40
PG	0.43	0.32	1.00	0.23	0.38	0.15	0.40	0.23	0.16	0.26	0.14	0.36	0.25	0.21	0.36	0.32	0.38
XOM	0.49	0.21	0.23	1.00	0.31	0.14	0.22	0.55	0.17	0.47	0.19	0.29	0.24	0.20	0.34	0.24	0.44
PGR	0.46	0.29	0.38	0.31	1.00	0.19	0.33	0.34	0.20	0.43	0.20	0.34	0.24	0.23	0.39	0.31	0.45
NFLX	0.48	0.20	0.15	0.14	0.19	1.00	0.29	0.25	0.46	0.24	0.43	0.29	0.39	0.52	0.36	0.44	0.63
COST	0.56	0.30	0.40	0.22	0.33	0.29	1.00	0.28	0.31	0.29	0.35	0.48	0.38	0.40	0.41	0.45	0.53
CAT	0.62	0.22	0.23	0.55	0.34	0.25	0.28	1.00	0.27	0.56	0.34	0.40	0.35	0.31	0.41	0.36	0.58
META	0.56	0.26	0.16	0.17	0.20	0.46	0.31	0.27	1.00	0.30	0.48	0.31	0.45	0.57	0.43	0.50	0.65
JPM	0.65	0.25	0.26	0.47	0.43	0.24	0.29	0.56	0.30	1.00	0.33	0.40	0.33	0.32	0.47	0.37	0.57
NVDA	0.61	0.23	0.14	0.19	0.20	0.43	0.35	0.34	0.48	0.33	1.00	0.34	0.47	0.52	0.41	0.56	0.72
HD	0.61	0.27	0.36	0.29	0.34	0.29	0.48	0.40	0.31	0.40	0.34	1.00	0.37	0.39	0.46	0.42	0.58
AAPL	0.64	0.24	0.25	0.24	0.24	0.39	0.38	0.35	0.45	0.33	0.47	0.37	1.00	0.50	0.44	0.56	0.67
AMZN	0.64	0.26	0.21	0.20	0.23	0.52	0.40	0.31	0.57	0.32	0.52	0.39	0.50	1.00	0.47	0.60	0.72
V	0.68	0.30	0.36	0.34	0.39	0.36	0.41	0.41	0.43	0.47	0.41	0.46	0.44	0.47	1.00	0.53	0.66
MSFT	0.72	0.32	0.32	0.24	0.31	0.44	0.45	0.36	0.50	0.37	0.56	0.42	0.56	0.60	0.53	1.00	0.76
Portfolio	0.91	0.40	0.38	0.44	0.45	0.63	0.53	0.58	0.65	0.57	0.72	0.58	0.67	0.72	0.66	0.76	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

Performance Analysis

Risk Analysis

Optimization

Factor Model

Quality Growth

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community