dr.Lowell
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOG
Returns By Period
As of Sep 4, 2024, the dr.Lowell returned 12.56% Year-To-Date and 11.79% 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 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
| dr.Lowell | 12.56% | 6.48% | 5.93% | 21.07% | 13.75% | 11.79% |
| Portfolio components: | ||||||
VOOG Vanguard S&P 500 Growth ETF | 20.70% | 6.80% | 9.80% | 26.34% | 15.82% | 14.25% |
VUG Vanguard Growth ETF | 17.53% | 6.85% | 8.06% | 26.56% | 17.46% | 14.74% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 17.50% | 6.77% | 8.02% | 26.41% | 17.44% | 14.73% |
VOT Vanguard Mid-Cap Growth ETF | 5.94% | 6.31% | 0.81% | 13.75% | 9.76% | 9.65% |
VISVX Vanguard Small Cap Value Index Fund | 8.86% | 6.14% | 6.33% | 19.17% | 11.17% | 8.40% |
Monthly Returns
The table below presents the monthly returns of dr.Lowell, 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 | 0.02% | 6.03% | 2.99% | -4.87% | 4.68% | 2.67% | 1.95% | 1.57% | 12.56% | ||||
| 2023 | 8.89% | -1.87% | 2.34% | -0.40% | 1.16% | 7.71% | 3.82% | -2.25% | -5.22% | -3.91% | 10.46% | 6.58% | 29.15% |
| 2022 | -9.07% | -1.93% | 2.74% | -10.75% | -1.46% | -8.84% | 11.81% | -4.02% | -10.06% | 6.93% | 5.28% | -6.92% | -25.70% |
| 2021 | -0.16% | 3.52% | 2.02% | 5.65% | -0.23% | 4.09% | 1.69% | 3.16% | -4.55% | 7.60% | -1.11% | 2.62% | 26.47% |
| 2020 | 0.78% | -7.59% | -15.19% | 14.64% | 7.10% | 3.41% | 6.40% | 6.57% | -3.49% | -0.86% | 13.15% | 4.96% | 29.21% |
| 2019 | 10.01% | 4.17% | 1.62% | 4.13% | -6.24% | 6.56% | 1.55% | -2.26% | 1.03% | 2.00% | 3.37% | 2.66% | 31.50% |
| 2018 | 5.12% | -3.35% | -0.99% | -0.05% | 4.21% | 0.81% | 2.44% | 4.14% | -0.27% | -9.09% | 1.73% | -9.40% | -5.84% |
| 2017 | 2.80% | 3.30% | 0.51% | 1.71% | 1.24% | 0.49% | 1.93% | 0.25% | 2.21% | 2.24% | 2.79% | 0.46% | 21.76% |
| 2016 | -6.55% | 0.46% | 7.87% | 0.08% | 2.19% | -0.38% | 4.84% | -0.19% | 0.41% | -2.97% | 4.08% | 1.35% | 10.96% |
| 2015 | -1.97% | 6.17% | -0.33% | -0.17% | 1.33% | -1.50% | 1.70% | -5.77% | -3.31% | 7.43% | 0.39% | -2.94% | 0.26% |
| 2014 | -2.71% | 5.73% | -0.76% | -0.89% | 2.85% | 3.10% | -2.58% | 5.00% | -3.00% | 3.58% | 2.54% | -0.08% | 12.96% |
| 2013 | 5.52% | 1.28% | 4.04% | 0.98% | 2.19% | -1.43% | 5.76% | -2.59% | 4.91% | 3.63% | 2.28% | 3.03% | 33.49% |
Expense Ratio
dr.Lowell has an expense ratio of 0.10%, which is considered low compared to other funds. 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 dr.Lowell is 27, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VOOG Vanguard S&P 500 Growth ETF | 1.60 | 2.17 | 1.29 | 1.26 | 7.69 |
VUG Vanguard Growth ETF | 1.56 | 2.11 | 1.28 | 1.43 | 7.43 |
VIGAX Vanguard Growth Index Fund Admiral Shares | 1.55 | 2.10 | 1.28 | 1.43 | 7.37 |
VOT Vanguard Mid-Cap Growth ETF | 0.88 | 1.30 | 1.16 | 0.44 | 3.44 |
VISVX Vanguard Small Cap Value Index Fund | 1.01 | 1.51 | 1.18 | 1.09 | 4.02 |
Dividends
Dividend yield
dr.Lowell granted a 0.96% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| dr.Lowell | 0.96% | 1.06% | 1.06% | 0.73% | 0.89% | 1.20% | 1.40% | 1.18% | 1.30% | 1.33% | 1.20% | 1.19% |
| Portfolio components: | ||||||||||||
VOOG Vanguard S&P 500 Growth ETF | 0.73% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
VUG Vanguard Growth ETF | 0.52% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.51% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
VOT Vanguard Mid-Cap Growth ETF | 0.72% | 0.71% | 0.78% | 0.34% | 0.56% | 0.78% | 0.84% | 0.72% | 0.81% | 0.81% | 0.79% | 0.61% |
VISVX Vanguard Small Cap Value Index Fund | 1.94% | 2.00% | 1.90% | 1.63% | 1.58% | 1.95% | 2.20% | 1.68% | 1.66% | 1.85% | 1.62% | 1.71% |
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 dr.Lowell. 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 dr.Lowell was 36.08%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current dr.Lowell drawdown is 3.83%.
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 | 345 | Mar 1, 2024 | 574 |
| -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
Volatility Chart
The current dr.Lowell volatility is 6.36%, 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
| VISVX | VOT | VOOG | VUG | VIGAX | |
|---|---|---|---|---|---|
| VISVX | 1.00 | 0.83 | 0.73 | 0.74 | 0.74 |
| VOT | 0.83 | 1.00 | 0.89 | 0.92 | 0.92 |
| VOOG | 0.73 | 0.89 | 1.00 | 0.97 | 0.97 |
| VUG | 0.74 | 0.92 | 0.97 | 1.00 | 1.00 |
| VIGAX | 0.74 | 0.92 | 0.97 | 1.00 | 1.00 |