Equity C/S

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Equity C/S

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
ARKK ARK Innovation ETF	Actively Managed, Innovation, Technology Equities	10.07%
BLOK Amplify Transformational Data Sharing ETF	Technology Equities, Actively Managed, Blockchain	7.07%
DFSVX DFA U.S. Small Cap Value Portfolio I	Small Cap Value Equities	5.08%
FECGX Fidelity Small Cap Growth Index Fund	Small Cap Growth Equities	5.08%
FSGGX Fidelity Global ex U.S. Index Fund	Foreign Large Cap Equities	10.08%
FSMAX Fidelity Extended Market Index Fund	Mid Cap Growth Equities	5.08%
FSPGX Fidelity Large Cap Growth Index Fund	Large Cap Growth Equities	8.08%
FXAIX Fidelity 500 Index Fund	Large Cap Blend Equities	18.08%
GETGX Victory Sycamore Established Value Fund	Mid Cap Value Equities	5.08%
IMIDX Congress Mid Cap Growth Fund	Mid Cap Growth Equities	3.07%
MADCX BlackRock Emerging Markets Fund, Inc.	Emerging Markets Diversified	5.07%
MDIJX MFS International Diversification Fund	Foreign Large Cap Equities	6.08%
VYM Vanguard High Dividend Yield ETF	Dividend, Large Cap Value Equities	12.08%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Equity C/S, 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

Equity C/S

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jul 16, 2019, corresponding to the inception date of FECGX

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
Equity C/S	8.17%	1.51%	9.73%	15.83%	11.19%	N/A
Portfolio components:
ARKK ARK Innovation ETF	-13.71%	3.69%	-1.59%	-2.78%	-1.04%	N/A
BLOK Amplify Transformational Data Sharing ETF	21.34%	1.74%	32.48%	45.16%	17.91%	N/A
MADCX BlackRock Emerging Markets Fund, Inc.	0.88%	-1.99%	4.41%	1.40%	2.71%	3.06%
IMIDX Congress Mid Cap Growth Fund	1.87%	-0.32%	1.99%	5.26%	9.34%	10.48%
DFSVX DFA U.S. Small Cap Value Portfolio I	9.91%	9.46%	10.92%	19.35%	13.99%	8.99%
FXAIX Fidelity 500 Index Fund	14.07%	-1.36%	11.16%	20.79%	14.16%	12.70%
FSMAX Fidelity Extended Market Index Fund	7.72%	5.46%	9.09%	15.92%	9.08%	9.16%
FSGGX Fidelity Global ex U.S. Index Fund	5.82%	0.07%	7.19%	8.55%	5.67%	3.86%
FSPGX Fidelity Large Cap Growth Index Fund	15.90%	-4.39%	11.48%	26.22%	17.48%	N/A
FECGX Fidelity Small Cap Growth Index Fund	11.41%	7.96%	13.84%	14.18%	7.34%	N/A
MDIJX MFS International Diversification Fund	6.30%	0.73%	7.66%	7.92%	6.23%	5.68%
VYM Vanguard High Dividend Yield ETF	10.89%	3.16%	9.56%	14.88%	9.95%	9.59%
GETGX Victory Sycamore Established Value Fund	7.32%	2.92%	7.11%	10.27%	11.34%	10.54%

Monthly Returns

The table below presents the monthly returns of Equity C/S, 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	-2.34%	6.42%	3.45%	-5.85%	3.64%	1.78%							8.17%
2023	10.68%	-2.61%	1.56%	-0.49%	0.02%	7.22%	5.71%	-5.10%	-5.15%	-3.75%	11.37%	8.68%	29.48%
2022	-7.34%	-2.47%	0.83%	-10.69%	-0.72%	-9.07%	8.98%	-3.83%	-9.38%	6.52%	5.14%	-6.03%	-26.58%
2021	2.21%	5.03%	2.72%	2.89%	-0.53%	2.86%	-1.13%	2.91%	-4.89%	7.05%	-3.40%	0.72%	17.01%
2020	-0.89%	-6.60%	-15.23%	13.63%	6.24%	4.16%	6.41%	7.37%	-3.12%	-0.92%	14.48%	7.28%	32.86%
2019							-0.53%	-3.26%	1.47%	2.37%	4.19%	2.83%	7.08%

Expense Ratio

Equity C/S features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

GETGX

Victory Sycamore Established Value Fund

MADCX

BlackRock Emerging Markets Fund, Inc.

MDIJX

MFS International Diversification Fund

IMIDX

Congress Mid Cap Growth Fund

ARKK

ARK Innovation ETF

BLOK

Amplify Transformational Data Sharing ETF

DFSVX

DFA U.S. Small Cap Value Portfolio I

VYM

Vanguard High Dividend Yield ETF

FSGGX

Fidelity Global ex U.S. Index Fund

FECGX

Fidelity Small Cap Growth Index Fund

FSMAX

Fidelity Extended Market Index Fund

FSPGX

Fidelity Large Cap Growth Index Fund

FXAIX

Fidelity 500 Index Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Equity C/S is 17, indicating that it is in the bottom 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Equity C/S

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Equity C/S

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ARKK ARK Innovation ETF	-0.10	0.11	1.01	-0.05	-0.23
BLOK Amplify Transformational Data Sharing ETF	1.23	1.93	1.21	0.67	3.47
MADCX BlackRock Emerging Markets Fund, Inc.	0.07	0.18	1.02	0.02	0.16
IMIDX Congress Mid Cap Growth Fund	0.26	0.47	1.05	0.13	0.71
DFSVX DFA U.S. Small Cap Value Portfolio I	1.10	1.70	1.20	1.53	4.03
FXAIX Fidelity 500 Index Fund	1.73	2.43	1.30	1.72	6.88
FSMAX Fidelity Extended Market Index Fund	0.86	1.33	1.15	0.47	2.64
FSGGX Fidelity Global ex U.S. Index Fund	0.73	1.11	1.13	0.46	1.96
FSPGX Fidelity Large Cap Growth Index Fund	1.62	2.21	1.29	1.62	8.58
FECGX Fidelity Small Cap Growth Index Fund	0.64	1.07	1.12	0.34	1.71
MDIJX MFS International Diversification Fund	0.72	1.09	1.13	0.40	1.86
VYM Vanguard High Dividend Yield ETF	1.43	2.09	1.25	1.46	4.52
GETGX Victory Sycamore Established Value Fund	0.80	1.22	1.14	0.78	2.16

Sharpe Ratio

The current Equity C/S Sharpe ratio is 1.09. 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 1.23 to 1.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Equity C/S 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.

Equity C/S

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Equity C/S granted a 2.01% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Equity C/S	2.01%	2.19%	2.34%	4.41%	1.98%	2.35%	3.24%	2.00%	1.85%	2.79%	2.56%	1.98%
Portfolio components:
ARKK ARK Innovation ETF	0.00%	0.00%	0.00%	0.83%	1.31%	0.38%	3.14%	1.32%	0.00%	2.27%	0.00%	0.00%
BLOK Amplify Transformational Data Sharing ETF	0.95%	1.15%	0.00%	14.31%	1.88%	2.06%	1.30%	0.00%	0.00%	0.00%	0.00%	0.00%
MADCX BlackRock Emerging Markets Fund, Inc.	1.52%	1.67%	2.22%	5.72%	0.97%	1.53%	0.98%	0.48%	1.82%	1.34%	0.56%	0.55%
IMIDX Congress Mid Cap Growth Fund	6.15%	6.27%	5.80%	12.29%	2.06%	5.41%	2.99%	0.04%	1.11%	0.80%	3.96%	1.54%
DFSVX DFA U.S. Small Cap Value Portfolio I	3.37%	3.67%	6.77%	10.40%	1.96%	2.83%	7.54%	5.62%	4.53%	5.83%	4.53%	5.09%
FXAIX Fidelity 500 Index Fund	1.30%	1.45%	1.69%	1.22%	1.60%	2.06%	2.72%	1.97%	2.52%	2.83%	2.63%	1.84%
FSMAX Fidelity Extended Market Index Fund	0.99%	1.17%	1.90%	7.49%	2.14%	4.30%	6.09%	5.61%	4.85%	6.58%	5.43%	4.09%
FSGGX Fidelity Global ex U.S. Index Fund	2.79%	2.95%	2.64%	2.60%	1.71%	2.85%	2.66%	2.31%	2.11%	2.44%	2.61%	3.42%
FSPGX Fidelity Large Cap Growth Index Fund	0.48%	0.73%	0.86%	2.22%	1.76%	1.04%	1.47%	1.22%	0.29%	0.00%	0.00%	0.00%
FECGX Fidelity Small Cap Growth Index Fund	0.73%	0.81%	0.80%	3.43%	1.00%	0.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MDIJX MFS International Diversification Fund	3.89%	4.14%	2.64%	2.70%	1.64%	2.50%	3.14%	1.63%	2.18%	1.69%	1.48%	1.06%
VYM Vanguard High Dividend Yield ETF	2.92%	3.12%	3.01%	2.76%	3.18%	3.03%	3.40%	2.80%	2.91%	3.22%	2.78%	2.81%
GETGX Victory Sycamore Established Value Fund	5.46%	5.79%	7.89%	8.04%	5.12%	5.70%	10.23%	2.89%	1.34%	11.52%	14.58%	7.16%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Equity C/S

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Equity C/S. 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 Equity C/S was 35.01%, occurring on Oct 14, 2022. Recovery took 438 trading sessions.

The current Equity C/S drawdown is 4.58%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.01%	Nov 9, 2021	235	Oct 14, 2022	438	Jul 16, 2024	673
-34.89%	Feb 20, 2020	23	Mar 23, 2020	83	Jul 21, 2020	106
-8.01%	Sep 3, 2020	14	Sep 23, 2020	12	Oct 9, 2020	26
-7.66%	Feb 22, 2021	9	Mar 4, 2021	27	Apr 13, 2021	36
-7.13%	Jul 25, 2019	15	Aug 14, 2019	56	Nov 1, 2019	71

Volatility

Volatility Chart

The current Equity C/S volatility is 4.31%, 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.

Equity C/S

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.

	BLOK	ARKK	MADCX	DFSVX	VYM	MDIJX	FSPGX	GETGX	FSGGX	IMIDX	FECGX	FXAIX	FSMAX
BLOK	1.00	0.75	0.59	0.53	0.49	0.62	0.68	0.54	0.64	0.67	0.72	0.66	0.72
ARKK	0.75	1.00	0.59	0.51	0.45	0.59	0.74	0.51	0.60	0.74	0.82	0.68	0.82
MADCX	0.59	0.59	1.00	0.58	0.60	0.82	0.65	0.62	0.87	0.64	0.65	0.69	0.68
DFSVX	0.53	0.51	0.58	1.00	0.85	0.64	0.56	0.92	0.69	0.72	0.81	0.73	0.84
VYM	0.49	0.45	0.60	0.85	1.00	0.69	0.62	0.93	0.73	0.73	0.72	0.82	0.77
MDIJX	0.62	0.59	0.82	0.64	0.69	1.00	0.71	0.71	0.97	0.74	0.71	0.78	0.74
FSPGX	0.68	0.74	0.65	0.56	0.62	0.71	1.00	0.64	0.71	0.86	0.78	0.94	0.81
GETGX	0.54	0.51	0.62	0.92	0.93	0.71	0.64	1.00	0.74	0.79	0.79	0.82	0.84
FSGGX	0.64	0.60	0.87	0.69	0.73	0.97	0.71	0.74	1.00	0.74	0.73	0.79	0.77
IMIDX	0.67	0.74	0.64	0.72	0.73	0.74	0.86	0.79	0.74	1.00	0.88	0.89	0.91
FECGX	0.72	0.82	0.65	0.81	0.72	0.71	0.78	0.79	0.73	0.88	1.00	0.82	0.97
FXAIX	0.66	0.68	0.69	0.73	0.82	0.78	0.94	0.82	0.79	0.89	0.82	1.00	0.87
FSMAX	0.72	0.82	0.68	0.84	0.77	0.74	0.81	0.84	0.77	0.91	0.97	0.87	1.00

The correlation results are calculated based on daily price changes starting from Jul 17, 2019