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Constant Growth Portfolio
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Constant Growth Portfolio, 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.


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The earliest data available for this chart is Mar 17, 2022, corresponding to the inception date of GDE

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
-0.11%0.61%-0.42%4.03%29.40%18.38%10.55%12.70%
Portfolio
Constant Growth Portfolio
0.35%2.76%13.21%20.81%75.85%37.34%
AIRR
First Trust RBA American Industrial Renaissance ETF
-0.24%7.28%22.47%28.01%82.89%38.10%24.05%21.49%
SMH
VanEck Semiconductor ETF
1.53%8.94%21.31%34.70%123.35%51.47%28.60%33.21%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
0.76%5.26%16.32%19.30%65.31%24.45%16.36%19.21%
QQQ
Invesco QQQ ETF
0.14%0.68%-0.40%3.92%37.62%25.34%13.31%19.62%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
-0.50%-7.82%6.88%18.48%76.17%45.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 18, 2022, Constant Growth Portfolio's average daily return is +0.10%, while the average monthly return is +2.11%. At this rate, an investment would double in approximately 2.8 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jul 2022 with a return of +13.5%, while the worst month was Apr 2022 at -11.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Constant Growth Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +12.4%, while the worst single day was Apr 4, 2025 at -6.3%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.96%3.92%-7.76%8.39%13.21%
20252.97%-3.66%-4.59%2.37%9.59%8.32%3.35%2.69%8.42%5.71%-0.78%0.81%39.95%
20240.00%9.24%5.89%-3.53%8.79%1.75%2.11%0.68%3.16%-0.80%5.33%-3.60%31.97%
202311.59%-0.94%6.04%-1.74%5.65%7.11%3.16%-2.34%-6.79%-3.32%11.27%8.16%42.41%
20222.19%-11.82%0.82%-9.82%13.51%-6.07%-10.68%7.96%10.32%-6.71%-13.31%

Benchmark Metrics

Constant Growth Portfolio has an annualized alpha of 11.55%, beta of 1.24, and R² of 0.87 versus S&P 500 Index. Calculated based on daily prices since March 18, 2022.

  • This portfolio captured 169.34% of S&P 500 Index gains and 107.23% of its losses — amplifying both gains and losses, but participating more in upside than downside.
  • This portfolio generated an annualized alpha of 11.55% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha
11.55%
Beta
1.24
0.87
Upside Capture
169.34%
Downside Capture
107.23%

Expense Ratio

Constant Growth Portfolio has an expense ratio of 0.43%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

Constant Growth Portfolio ranks 92 for risk / return — in the top 92% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


Constant Growth Portfolio Risk / Return Rank: 9292
Overall Rank
Constant Growth Portfolio Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
Constant Growth Portfolio Sortino Ratio Rank: 8989
Sortino Ratio Rank
Constant Growth Portfolio Omega Ratio Rank: 9090
Omega Ratio Rank
Constant Growth Portfolio Calmar Ratio Rank: 9191
Calmar Ratio Rank
Constant Growth Portfolio Martin Ratio Rank: 9595
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

3.81

2.23

+1.58

Sortino ratio

Return per unit of downside risk

4.61

3.12

+1.50

Omega ratio

Gain probability vs. loss probability

1.64

1.42

+0.22

Calmar ratio

Return relative to maximum drawdown

6.85

4.05

+2.80

Martin ratio

Return relative to average drawdown

31.01

17.91

+13.10


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AIRR
First Trust RBA American Industrial Renaissance ETF
883.334.111.527.2427.48
SMH
VanEck Semiconductor ETF
944.154.491.619.6135.05
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
913.624.571.616.5525.97
QQQ
Invesco QQQ ETF
612.233.001.403.9814.88
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
692.733.091.474.1715.55

Sharpe Ratio

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.

Constant Growth Portfolio Sharpe ratios as of Apr 11, 2026 (values are recalculated daily):

  • 1-Year: 3.81
  • All Time: 1.15

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 2.14 to 3.05, 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 Constant Growth Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Constant Growth Portfolio provided a 1.15% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.15%1.26%1.88%0.98%0.84%0.32%0.41%0.74%0.90%0.73%0.60%0.97%
AIRR
First Trust RBA American Industrial Renaissance ETF
0.15%0.19%0.18%0.23%0.12%0.05%0.10%0.20%0.43%0.30%0.08%0.47%
SMH
VanEck Semiconductor ETF
0.25%0.31%0.44%0.60%1.18%0.51%0.69%1.50%1.88%1.43%0.80%2.14%
GRID
First Trust Nasdaq Clean Edge Smart GRID Infrastructure Index
0.85%1.01%1.06%1.23%1.26%0.63%0.68%1.26%1.28%1.07%1.07%1.23%
QQQ
Invesco QQQ ETF
0.46%0.45%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%
GDE
WisdomTree Efficient Gold Plus Equity Strategy Fund
4.04%4.32%7.14%2.22%0.81%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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 Constant Growth Portfolio. 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 Constant Growth Portfolio was 26.89%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.

The current Constant Growth Portfolio drawdown is 1.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.89%Mar 30, 2022138Oct 14, 2022154May 26, 2023292
-22.46%Jan 24, 202552Apr 8, 202538Jun 3, 202590
-13.63%Jul 19, 202371Oct 26, 202333Dec 13, 2023104
-13.15%Jul 17, 202416Aug 7, 202435Sep 26, 202451
-13.13%Feb 26, 202623Mar 30, 2026

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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

BenchmarkGDEAIRRSMHGRIDQQQPortfolio
Benchmark1.000.640.750.810.840.940.92
GDE0.641.000.500.540.610.600.74
AIRR0.750.501.000.620.810.640.82
SMH0.810.540.621.000.760.880.90
GRID0.840.610.810.761.000.790.91
QQQ0.940.600.640.880.791.000.90
Portfolio0.920.740.820.900.910.901.00
The correlation results are calculated based on daily price changes starting from Mar 18, 2022