dr.Lowell
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in dr.Lowell, 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
Returns
As of Sep 21, 2023, the dr.Lowell returned 16.33% Year-To-Date and 11.25% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| dr.Lowell | -0.15% | 11.17% | 16.33% | 14.92% | 9.27% | 11.31% |
| Portfolio components: | ||||||
VOOG Vanguard S&P 500 Growth ETF | 0.31% | 13.90% | 20.63% | 15.57% | 10.97% | 13.48% |
VUG Vanguard Growth ETF | 0.14% | 16.16% | 31.27% | 23.40% | 12.66% | 13.77% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.16% | 16.13% | 31.22% | 23.41% | 12.64% | 13.76% |
VOT Vanguard Mid-Cap Growth ETF | -0.47% | 6.85% | 10.66% | 10.83% | 7.55% | 9.64% |
VISVX Vanguard Small Cap Value Index Fund | -0.39% | 8.98% | 3.68% | 8.38% | 4.84% | 8.22% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| VISVX | VOT | VOOG | VUG | VIGAX | |
|---|---|---|---|---|---|
| VISVX | 1.00 | 0.83 | 0.75 | 0.76 | 0.76 |
| VOT | 0.83 | 1.00 | 0.90 | 0.93 | 0.93 |
| VOOG | 0.75 | 0.90 | 1.00 | 0.97 | 0.97 |
| VUG | 0.76 | 0.93 | 0.97 | 1.00 | 1.00 |
| VIGAX | 0.76 | 0.93 | 0.97 | 1.00 | 1.00 |
Dividend yield
dr.Lowell granted a 1.30% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| dr.Lowell | 1.30% | 1.07% | 0.75% | 0.92% | 1.25% | 1.48% | 1.26% | 1.41% | 1.47% | 1.34% | 1.35% | 1.79% |
| Portfolio components: | ||||||||||||
VOOG Vanguard S&P 500 Growth ETF | 0.98% | 0.94% | 0.54% | 0.90% | 1.30% | 1.40% | 1.40% | 1.58% | 1.70% | 1.42% | 1.64% | 2.00% |
VUG Vanguard Growth ETF | 0.75% | 0.71% | 0.48% | 0.67% | 0.98% | 1.37% | 1.20% | 1.47% | 1.40% | 1.31% | 1.32% | 1.69% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.74% | 0.69% | 0.48% | 0.67% | 0.97% | 1.36% | 1.20% | 1.47% | 1.40% | 1.32% | 1.32% | 1.69% |
VOT Vanguard Mid-Cap Growth ETF | 0.91% | 0.78% | 0.34% | 0.57% | 0.80% | 0.86% | 0.75% | 0.85% | 0.86% | 0.84% | 0.66% | 0.74% |
VISVX Vanguard Small Cap Value Index Fund | 2.65% | 1.93% | 1.69% | 1.66% | 2.09% | 2.41% | 1.88% | 1.89% | 2.14% | 1.91% | 2.05% | 3.03% |
Expense Ratio
The dr.Lowell features an expense ratio of 0.10%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
VOOG Vanguard S&P 500 Growth ETF | 0.63 | ||||
VUG Vanguard Growth ETF | 0.94 | ||||
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.88 | ||||
VOT Vanguard Mid-Cap Growth ETF | 0.43 | ||||
VISVX Vanguard Small Cap Value Index Fund | 0.25 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the dr.Lowell. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the dr.Lowell is 36.08%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -31.19% | Nov 17, 2021 | 229 | Oct 14, 2022 | — | — | — |
| -22.26% | Jul 8, 2011 | 61 | Oct 3, 2011 | 94 | Feb 16, 2012 | 155 |
| -22.04% | Aug 30, 2018 | 80 | Dec 24, 2018 | 75 | Apr 12, 2019 | 155 |
| -17.74% | Jun 24, 2015 | 161 | Feb 11, 2016 | 104 | Jul 12, 2016 | 265 |
Volatility Chart
The current dr.Lowell volatility is 3.54%, 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.