3 bucket - alternate 2
MIx of stocks and dividend stocks/etfs aiming for 5-7% overall return. replaced Vangaurd with Fidelity JEPI with FVAL FLDR
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FLDR Fidelity Low Duration Bond Factor ETF | Corporate Bonds | 11% |
FVAL Fidelity Value Factor ETF | Large Cap Blend Equities | 33% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 34% |
VTV Vanguard Value ETF | Large Cap Value Equities | 11% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 11% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 3 bucket - alternate 2, 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 Jun 14, 2018, corresponding to the inception date of FLDR
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| 3 bucket - alternate 2 | 18.02% | 0.88% | 13.09% | 33.04% | 12.21% | N/A |
| Portfolio components: | ||||||
VTV Vanguard Value ETF | 18.09% | -0.30% | 12.11% | 33.51% | 11.72% | 10.53% |
VWO Vanguard FTSE Emerging Markets ETF | 15.27% | -2.57% | 12.24% | 26.95% | 5.35% | 3.80% |
FXAIX Fidelity 500 Index Fund | 23.66% | 1.74% | 16.62% | 42.00% | 15.83% | 13.34% |
FVAL Fidelity Value Factor ETF | 17.49% | 1.82% | 13.39% | 35.12% | 13.58% | N/A |
FLDR Fidelity Low Duration Bond Factor ETF | 4.98% | 0.06% | 3.36% | 7.10% | 2.59% | N/A |
Monthly Returns
The table below presents the monthly returns of 3 bucket - alternate 2, 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 | 0.41% | 3.84% | 3.27% | -3.08% | 3.39% | 2.33% | 1.90% | 1.73% | 2.44% | 18.02% | |||
| 2023 | 5.66% | -2.96% | 2.06% | 1.30% | -0.75% | 5.68% | 3.43% | -2.14% | -3.48% | -2.21% | 7.52% | 4.36% | 19.18% |
| 2022 | -2.53% | -2.55% | 2.16% | -6.53% | 1.03% | -7.47% | 6.11% | -3.13% | -8.21% | 7.13% | 6.10% | -4.50% | -13.17% |
| 2021 | -0.11% | 2.88% | 4.37% | 4.07% | 1.31% | 1.06% | 0.98% | 2.32% | -3.98% | 4.65% | -1.17% | 4.40% | 22.44% |
| 2020 | -1.50% | -7.15% | -13.45% | 11.23% | 3.59% | 2.04% | 4.50% | 5.46% | -2.97% | -1.66% | 9.94% | 3.90% | 11.78% |
| 2019 | 7.68% | 2.21% | 1.14% | 3.54% | -6.24% | 6.10% | 1.08% | -2.45% | 2.38% | 2.61% | 3.13% | 3.00% | 26.16% |
| 2018 | -2.01% | 3.26% | 1.83% | 0.35% | -5.77% | 2.25% | -7.92% | -8.27% |
Expense Ratio
3 bucket - alternate 2 has an expense ratio of 0.13%, 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 risk-adjusted rank of 3 bucket - alternate 2 is 82, placing it in the top 18% 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 | |
|---|---|---|---|---|---|
VTV Vanguard Value ETF | 3.43 | 4.74 | 1.62 | 3.90 | 22.81 |
VWO Vanguard FTSE Emerging Markets ETF | 1.92 | 2.72 | 1.34 | 1.03 | 11.43 |
FXAIX Fidelity 500 Index Fund | 3.60 | 4.73 | 1.68 | 4.15 | 23.73 |
FVAL Fidelity Value Factor ETF | 3.24 | 4.26 | 1.60 | 3.76 | 20.57 |
FLDR Fidelity Low Duration Bond Factor ETF | 6.76 | 14.03 | 2.83 | 26.13 | 108.15 |
Dividends
Dividend yield
3 bucket - alternate 2 provided a 2.05% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 bucket - alternate 2 | 2.05% | 2.29% | 2.13% | 1.46% | 1.70% | 2.21% | 2.37% | 1.71% | 1.55% | 1.61% | 1.45% | 1.17% |
| Portfolio components: | ||||||||||||
VTV Vanguard Value ETF | 2.29% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VWO Vanguard FTSE Emerging Markets ETF | 2.57% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
FVAL Fidelity Value Factor ETF | 1.61% | 1.69% | 1.79% | 1.41% | 1.61% | 1.77% | 2.06% | 1.62% | 0.45% | 0.00% | 0.00% | 0.00% |
FLDR Fidelity Low Duration Bond Factor ETF | 5.14% | 5.28% | 2.09% | 0.51% | 1.22% | 2.69% | 1.38% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the 3 bucket - alternate 2. 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 3 bucket - alternate 2 was 32.20%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current 3 bucket - alternate 2 drawdown is 0.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.2% | Feb 13, 2020 | 27 | Mar 23, 2020 | 111 | Aug 28, 2020 | 138 |
| -20.73% | Jan 5, 2022 | 186 | Sep 30, 2022 | 302 | Dec 13, 2023 | 488 |
| -15.99% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -7.68% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.73% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
Volatility
Volatility Chart
The current 3 bucket - alternate 2 volatility is 2.06%, 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
| FLDR | VWO | VTV | FXAIX | FVAL | |
|---|---|---|---|---|---|
| FLDR | 1.00 | 0.02 | -0.01 | 0.01 | -0.00 |
| VWO | 0.02 | 1.00 | 0.59 | 0.67 | 0.66 |
| VTV | -0.01 | 0.59 | 1.00 | 0.85 | 0.91 |
| FXAIX | 0.01 | 0.67 | 0.85 | 1.00 | 0.95 |
| FVAL | -0.00 | 0.66 | 0.91 | 0.95 | 1.00 |