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Income Growth
Performance
Risk-Adjusted Performance
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Drawdowns
Volatility
Diversification

Asset Allocation


USHY 20%SCHD 20%VGT 20%VOO 20%BTC-USD 20%BondBondEquityEquity
PositionCategory/SectorWeight
BTC-USD
Bitcoin

20%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

20%

USHY
iShares Broad USD High Yield Corporate Bond ETF
High Yield Bonds

20%

VGT
Vanguard Information Technology ETF
Technology Equities

20%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Income 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


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
33.01%
17.59%
Income Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 26, 2017, corresponding to the inception date of USHY

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Income Growth11.68%-3.29%33.01%37.45%28.72%N/A
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.78%10.92%
USHY
iShares Broad USD High Yield Corporate Bond ETF
0.11%-1.68%9.24%8.57%3.28%N/A
VGT
Vanguard Information Technology ETF
-0.61%-9.16%17.56%27.89%18.69%19.45%
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%12.96%12.27%
BTC-USD
Bitcoin
51.05%0.10%112.86%129.51%62.95%62.81%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.99%11.18%6.06%
2023-2.83%3.99%8.47%6.56%

Expense Ratio

The Income Growth has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Income Growth
Sharpe ratio
The chart of Sharpe ratio for Income Growth, currently valued at 2.96, compared to the broader market-1.000.001.002.003.004.002.96
Sortino ratio
The chart of Sortino ratio for Income Growth, currently valued at 4.04, compared to the broader market-2.000.002.004.006.004.04
Omega ratio
The chart of Omega ratio for Income Growth, currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for Income Growth, currently valued at 0.96, compared to the broader market0.002.004.006.008.000.96
Martin ratio
The chart of Martin ratio for Income Growth, currently valued at 21.60, compared to the broader market0.0010.0020.0030.0040.0021.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.711.091.130.122.61
USHY
iShares Broad USD High Yield Corporate Bond ETF
1.582.501.310.228.01
VGT
Vanguard Information Technology ETF
1.151.651.200.445.91
VOO
Vanguard S&P 500 ETF
1.552.231.270.427.25
BTC-USD
Bitcoin
4.093.991.462.0029.69

Sharpe Ratio

The current Income Growth Sharpe ratio is 2.96. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.96

The Sharpe ratio of Income Growth is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.96
1.66
Income Growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Income Growth granted a 2.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Income Growth2.49%2.44%2.41%1.95%2.17%2.38%2.54%1.22%1.24%1.27%1.12%1.07%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
USHY
iShares Broad USD High Yield Corporate Bond ETF
6.81%6.63%6.08%5.07%5.30%5.92%6.30%0.72%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.75%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VOO
Vanguard S&P 500 ETF
1.41%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.23%
-5.46%
Income Growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Income 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 Income Growth was 34.72%, occurring on Dec 25, 2018. Recovery took 178 trading sessions.

The current Income Growth drawdown is 6.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.72%Dec 17, 2017374Dec 25, 2018178Jun 21, 2019552
-34.3%Nov 9, 2021328Oct 2, 2022438Dec 14, 2023766
-32.68%Feb 13, 202039Mar 22, 2020129Jul 29, 2020168
-10.09%Apr 17, 202194Jul 19, 202121Aug 9, 2021115
-8.72%Jun 27, 2019104Oct 8, 201994Jan 10, 2020198

Volatility

Volatility Chart

The current Income Growth volatility is 4.25%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%NovemberDecember2024FebruaryMarchApril
4.25%
3.15%
Income Growth
Benchmark (^GSPC)
Portfolio components

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.

BTC-USDUSHYSCHDVGTVOO
BTC-USD1.000.150.130.190.19
USHY0.151.000.560.590.65
SCHD0.130.561.000.590.80
VGT0.190.590.591.000.86
VOO0.190.650.800.861.00