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dr.Lowell
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOT 30%VISVX 25%VOOG 15%VUG 15%VIGAX 15%EquityEquity
PositionCategory/SectorWeight
VIGAX
Vanguard Growth Index Fund Admiral Shares
Large Cap Growth Equities

15%

VISVX
Vanguard Small Cap Value Index Fund
Small Cap Value Equities

25%

VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities

15%

VOT
Vanguard Mid-Cap Growth ETF
Mid Cap Blend Equities

30%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

15%

S&P 500

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


350.00%400.00%450.00%500.00%2024FebruaryMarchAprilMayJune
512.43%
395.68%
dr.Lowell
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOOG

Returns By Period

As of Jun 20, 2024, the dr.Lowell returned 12.05% Year-To-Date and 12.06% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
14.75%2.85%15.30%25.37%13.19%10.82%
dr.Lowell11.51%1.55%11.64%24.10%13.69%12.09%
VOOG
Vanguard S&P 500 Growth ETF
23.66%6.76%23.76%34.29%16.67%14.99%
VUG
Vanguard Growth ETF
20.39%5.87%20.50%34.67%18.66%15.51%
VIGAX
Vanguard Growth Index Fund Admiral Shares
20.43%5.89%20.56%34.69%18.65%15.50%
VOT
Vanguard Mid-Cap Growth ETF
5.22%-1.73%5.53%16.12%9.77%10.07%
VISVX
Vanguard Small Cap Value Index Fund
2.01%-2.79%1.94%15.78%9.25%7.88%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.02%6.03%2.99%-4.87%4.68%11.51%
20238.89%-1.87%2.34%-0.40%1.16%7.71%3.82%-2.25%-5.22%-3.91%10.46%6.59%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%
20200.78%-7.59%-15.19%14.64%7.10%3.41%6.40%6.57%-3.49%-0.86%13.15%4.96%29.21%
201910.01%4.17%1.62%4.13%-6.24%6.56%1.55%-2.26%1.03%2.00%3.37%2.66%31.50%
20185.12%-3.35%-0.99%-0.05%4.21%0.81%2.44%4.14%-0.27%-9.09%1.73%-9.40%-5.84%
20172.80%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%
20135.52%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 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.


Expense ratio chart for VISVX: current value at 0.19% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.19%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VOT: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VIGAX: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of dr.Lowell is 44, 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.


The Risk-Adjusted Performance Rank of dr.Lowell is 4444
dr.Lowell
The Sharpe Ratio Rank of dr.Lowell is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of dr.Lowell is 4747Sortino Ratio Rank
The Omega Ratio Rank of dr.Lowell is 4545Omega Ratio Rank
The Calmar Ratio Rank of dr.Lowell is 3333Calmar Ratio Rank
The Martin Ratio Rank of dr.Lowell is 4747Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


dr.Lowell
Sharpe ratio
The chart of Sharpe ratio for dr.Lowell, currently valued at 1.76, compared to the broader market0.002.004.006.001.76
Sortino ratio
The chart of Sortino ratio for dr.Lowell, currently valued at 2.50, compared to the broader market-2.000.002.004.006.002.50
Omega ratio
The chart of Omega ratio for dr.Lowell, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for dr.Lowell, currently valued at 1.11, compared to the broader market0.002.004.006.008.0010.001.11
Martin ratio
The chart of Martin ratio for dr.Lowell, currently valued at 6.20, compared to the broader market0.0010.0020.0030.0040.0050.006.20
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.006.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.10, compared to the broader market-2.000.002.004.006.003.10
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.75, compared to the broader market0.002.004.006.008.0010.001.75
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.21, compared to the broader market0.0010.0020.0030.0040.0050.008.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOOG
Vanguard S&P 500 Growth ETF
2.483.471.441.6413.28
VUG
Vanguard Growth ETF
2.273.111.401.8510.93
VIGAX
Vanguard Growth Index Fund Admiral Shares
2.263.101.401.8510.91
VOT
Vanguard Mid-Cap Growth ETF
1.081.591.190.503.03
VISVX
Vanguard Small Cap Value Index Fund
0.921.401.160.902.88

Sharpe Ratio

The current dr.Lowell Sharpe ratio is 1.75. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.41 to 2.40, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of dr.Lowell with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.76
2.19
dr.Lowell
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

dr.Lowell granted a 0.84% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
dr.Lowell0.84%1.06%1.06%0.73%0.89%1.20%1.40%1.18%1.30%1.33%1.20%1.19%
VOOG
Vanguard S&P 500 Growth ETF
0.80%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
0.49%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
0.38%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
0.69%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
1.54%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.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-0.48%
-0.25%
dr.Lowell
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.08%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-31.19%Nov 17, 2021229Oct 14, 2022345Mar 1, 2024574
-22.26%Jul 8, 201161Oct 3, 201194Feb 16, 2012155
-22.04%Aug 30, 201880Dec 24, 201875Apr 12, 2019155
-17.74%Jun 24, 2015161Feb 11, 2016104Jul 12, 2016265

Volatility

Volatility Chart

The current dr.Lowell volatility is 2.90%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%2024FebruaryMarchAprilMayJune
2.90%
2.37%
dr.Lowell
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.

VISVXVOTVOOGVUGVIGAX
VISVX1.000.830.740.740.75
VOT0.831.000.890.920.92
VOOG0.740.891.000.970.97
VUG0.740.920.971.001.00
VIGAX0.750.920.971.001.00
The correlation results are calculated based on daily price changes starting from Sep 10, 2010