Growth
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 16% |
AMD Advanced Micro Devices, Inc. | Technology | 17% |
AVGO Broadcom Inc. | Technology | 17% |
KLAC KLA Corporation | Technology | 17% |
MSFT Microsoft Corporation | Technology | 16% |
NVDA NVIDIA Corporation | Technology | 17% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 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 Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Nov 13, 2024, the Growth returned 44.93% Year-To-Date and 45.56% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Growth | 43.04% | -6.34% | 10.65% | 55.01% | 45.37% | 45.34% |
| Portfolio components: | ||||||
AMD Advanced Micro Devices, Inc. | -5.50% | -15.71% | -12.76% | 16.20% | 29.40% | 48.96% |
AAPL Apple Inc | 17.50% | -2.56% | 18.93% | 20.69% | 28.54% | 24.42% |
AVGO Broadcom Inc. | 57.18% | -4.79% | 21.65% | 81.15% | 45.30% | 38.20% |
MSFT Microsoft Corporation | 13.69% | 1.45% | 0.68% | 15.70% | 24.40% | 25.99% |
NVDA NVIDIA Corporation | 195.43% | 5.94% | 54.60% | 194.66% | 96.24% | 77.64% |
KLAC KLA Corporation | 11.56% | -22.31% | -15.00% | 18.89% | 31.06% | 28.48% |
Monthly Returns
The table below presents the monthly returns of 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 | 8.06% | 12.77% | 2.39% | -4.68% | 10.86% | 9.83% | -2.95% | 1.50% | 2.88% | -4.49% | 43.04% | ||
| 2023 | 12.25% | 4.90% | 14.99% | -0.91% | 20.59% | 6.51% | 3.48% | -1.13% | -7.80% | -0.06% | 14.58% | 9.51% | 103.83% |
| 2022 | -11.44% | -2.19% | 3.59% | -16.44% | 5.16% | -14.28% | 17.04% | -9.08% | -15.07% | 4.49% | 17.33% | -8.38% | -31.39% |
| 2021 | 1.28% | 2.36% | -0.10% | 4.07% | 0.94% | 11.02% | 5.29% | 4.83% | -5.32% | 14.23% | 14.60% | 1.30% | 67.38% |
| 2020 | 0.87% | -3.62% | -4.71% | 13.97% | 8.41% | 8.55% | 13.45% | 15.16% | -4.62% | -4.59% | 15.00% | 3.97% | 76.63% |
| 2019 | 12.40% | 4.32% | 8.76% | 6.31% | -13.69% | 13.59% | 4.75% | 1.68% | 2.00% | 9.87% | 7.24% | 8.53% | 84.65% |
| 2018 | 12.04% | -1.33% | -6.46% | -0.51% | 13.61% | -1.17% | 7.02% | 13.40% | 5.89% | -15.91% | -1.54% | -7.59% | 13.58% |
| 2017 | 3.94% | 9.09% | 4.10% | -0.89% | 7.82% | -2.07% | 6.24% | 2.89% | 1.10% | 5.72% | -0.04% | -2.30% | 40.93% |
| 2016 | -9.03% | 0.01% | 14.55% | -1.30% | 15.46% | 2.39% | 13.76% | 3.78% | 1.58% | 3.27% | 10.34% | 10.26% | 83.21% |
| 2015 | -4.21% | 14.75% | -6.40% | 0.41% | 4.81% | -5.22% | -5.09% | -1.43% | 1.06% | 16.44% | 5.49% | 6.21% | 26.60% |
| 2014 | -4.05% | 9.03% | 4.13% | 0.72% | 4.23% | 3.25% | -2.00% | 9.66% | -2.14% | -0.63% | 6.73% | -1.35% | 29.89% |
| 2013 | 4.26% | -0.86% | 1.35% | 4.19% | 13.34% | -1.99% | 0.78% | 0.65% | 6.59% | 2.34% | 3.81% | 4.53% | 45.60% |
Expense Ratio
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 rank of Growth is 23, indicating that it is in the bottom 23% 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 | |
|---|---|---|---|---|---|
AMD Advanced Micro Devices, Inc. | 0.40 | 0.87 | 1.11 | 0.49 | 0.90 |
AAPL Apple Inc | 1.00 | 1.56 | 1.19 | 1.35 | 3.17 |
AVGO Broadcom Inc. | 1.88 | 2.52 | 1.32 | 3.41 | 10.40 |
MSFT Microsoft Corporation | 0.86 | 1.21 | 1.16 | 1.09 | 2.65 |
NVDA NVIDIA Corporation | 3.88 | 3.90 | 1.50 | 7.43 | 23.42 |
KLAC KLA Corporation | 0.54 | 0.96 | 1.13 | 0.84 | 2.19 |
Dividends
Dividend yield
Growth provided a 0.51% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.51% | 0.65% | 1.03% | 0.73% | 1.02% | 1.30% | 1.70% | 1.26% | 1.46% | 1.58% | 5.61% | 1.81% |
| Portfolio components: | ||||||||||||
AMD Advanced Micro Devices, 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% |
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AVGO Broadcom Inc. | 1.21% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
KLAC KLA Corporation | 0.67% | 0.92% | 1.25% | 0.91% | 1.35% | 1.74% | 3.17% | 2.15% | 2.67% | 2.94% | 26.17% | 2.64% |
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 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 Growth was 44.70%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Growth drawdown is 8.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.7% | Dec 28, 2021 | 202 | Oct 14, 2022 | 153 | May 25, 2023 | 355 |
| -32.49% | Feb 20, 2020 | 22 | Mar 20, 2020 | 42 | May 20, 2020 | 64 |
| -31.41% | Apr 3, 2012 | 158 | Nov 16, 2012 | 230 | Oct 17, 2013 | 388 |
| -30.34% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -27.15% | Feb 18, 2011 | 118 | Aug 8, 2011 | 133 | Feb 16, 2012 | 251 |
Volatility
Volatility Chart
The current Growth volatility is 7.23%, 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
| AAPL | AMD | MSFT | AVGO | NVDA | KLAC | |
|---|---|---|---|---|---|---|
| AAPL | 1.00 | 0.41 | 0.55 | 0.49 | 0.47 | 0.49 |
| AMD | 0.41 | 1.00 | 0.46 | 0.47 | 0.61 | 0.54 |
| MSFT | 0.55 | 0.46 | 1.00 | 0.49 | 0.54 | 0.54 |
| AVGO | 0.49 | 0.47 | 0.49 | 1.00 | 0.56 | 0.62 |
| NVDA | 0.47 | 0.61 | 0.54 | 0.56 | 1.00 | 0.62 |
| KLAC | 0.49 | 0.54 | 0.54 | 0.62 | 0.62 | 1.00 |