Fid
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 4% |
ANET Arista Networks, Inc. | Technology | 3% |
AVGO Broadcom Inc. | Technology | 2% |
CRWD CrowdStrike Holdings, Inc. | Technology | 3% |
META Meta Platforms, Inc. | Communication Services | 3.50% |
MSFT Microsoft Corporation | Technology | 3.30% |
NOW ServiceNow, Inc. | Technology | 1.85% |
NVDA NVIDIA Corporation | Technology | 72% |
PANW Palo Alto Networks, Inc. | Technology | 2.70% |
SMCI Super Micro Computer, Inc. | Technology | 1% |
VRT Vertiv Holdings Co. | Industrials | 3.65% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fid, 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 12, 2019, corresponding to the inception date of CRWD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
Fid | 109.95% | 11.02% | 34.45% | 125.39% | 81.93% | N/A |
Portfolio components: | ||||||
META Meta Platforms, Inc. | 47.58% | 6.80% | 3.89% | 76.25% | 23.49% | 21.19% |
NVDA NVIDIA Corporation | 141.08% | 11.28% | 45.10% | 146.15% | 96.72% | 74.27% |
AMZN Amazon.com, Inc. | 17.48% | 6.31% | 0.16% | 29.24% | 14.85% | 26.47% |
MSFT Microsoft Corporation | 11.54% | 2.30% | 0.76% | 27.87% | 26.34% | 26.94% |
NOW ServiceNow, Inc. | 21.02% | 8.14% | 10.52% | 44.70% | 26.63% | 29.88% |
PANW Palo Alto Networks, Inc. | 23.01% | 18.69% | 19.95% | 49.44% | 40.56% | 28.39% |
CRWD CrowdStrike Holdings, Inc. | 8.60% | 27.26% | -11.86% | 71.98% | 27.12% | N/A |
AVGO Broadcom Inc. | 46.95% | 13.21% | 17.24% | 89.89% | 47.44% | 38.62% |
ANET Arista Networks, Inc. | 50.05% | 10.66% | 22.81% | 79.05% | 44.64% | 32.35% |
SMCI Super Micro Computer, Inc. | 53.98% | -29.93% | -51.66% | 55.12% | 88.73% | 32.18% |
VRT Vertiv Holdings Co. | 72.98% | 19.54% | 17.73% | 108.49% | 52.25% | N/A |
Monthly Returns
The table below presents the monthly returns of Fid, 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 | 20.98% | 24.71% | 11.91% | -4.30% | 20.68% | 11.95% | -6.07% | 109.95% | |||||
2023 | 27.05% | 16.20% | 17.64% | 0.01% | 31.89% | 10.97% | 8.77% | 6.23% | -9.72% | -3.37% | 14.66% | 5.99% | 211.44% |
2022 | -15.01% | -2.29% | 10.48% | -26.57% | -1.59% | -16.11% | 18.42% | -12.25% | -17.18% | 9.19% | 19.55% | -12.12% | -45.10% |
2021 | 0.03% | 3.89% | -1.99% | 11.31% | 6.48% | 19.15% | -0.97% | 12.03% | -7.25% | 19.23% | 21.13% | -7.22% | 98.33% |
2020 | 2.80% | 7.86% | -3.85% | 13.21% | 18.53% | 6.69% | 11.38% | 20.62% | 0.21% | -6.20% | 8.86% | 0.89% | 111.70% |
2019 | 10.31% | 3.42% | -1.99% | 1.67% | 11.70% | 6.55% | 6.80% | 44.49% |
Expense Ratio
Fid has an expense ratio of 0.00%, indicating no management fees are charged. 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 Fid is 92, placing it in the top 8% 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 | |
---|---|---|---|---|---|
META Meta Platforms, Inc. | 2.10 | 2.98 | 1.40 | 3.14 | 12.75 |
NVDA NVIDIA Corporation | 2.84 | 3.28 | 1.41 | 5.26 | 16.32 |
AMZN Amazon.com, Inc. | 1.13 | 1.66 | 1.21 | 0.90 | 4.99 |
MSFT Microsoft Corporation | 1.40 | 1.89 | 1.24 | 1.80 | 5.87 |
NOW ServiceNow, Inc. | 1.36 | 1.85 | 1.27 | 1.85 | 6.67 |
PANW Palo Alto Networks, Inc. | 1.19 | 1.51 | 1.27 | 1.72 | 3.64 |
CRWD CrowdStrike Holdings, Inc. | 1.88 | 2.33 | 1.35 | 1.89 | 6.51 |
AVGO Broadcom Inc. | 1.98 | 2.69 | 1.34 | 3.39 | 10.78 |
ANET Arista Networks, Inc. | 2.19 | 2.91 | 1.39 | 4.47 | 13.82 |
SMCI Super Micro Computer, Inc. | 0.65 | 1.58 | 1.21 | 1.00 | 2.56 |
VRT Vertiv Holdings Co. | 2.17 | 2.49 | 1.32 | 3.10 | 9.67 |
Dividends
Dividend yield
Fid granted a 0.07% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Fid | 0.07% | 0.08% | 0.18% | 0.11% | 0.18% | 0.31% | 0.48% | 0.33% | 0.45% | 0.97% | 1.34% | 1.56% |
Portfolio components: | ||||||||||||
META Meta Platforms, Inc. | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.72% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
NOW ServiceNow, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PANW Palo Alto Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CRWD CrowdStrike Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AVGO Broadcom Inc. | 1.25% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
ANET Arista Networks, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SMCI Super Micro Computer, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VRT Vertiv Holdings Co. | 0.09% | 0.05% | 0.07% | 0.04% | 0.05% | 0.00% | 0.00% | 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 Fid. 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 Fid was 59.49%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Fid drawdown is 10.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-59.49% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
-36.92% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
-24.5% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-21.15% | Feb 17, 2021 | 14 | Mar 8, 2021 | 25 | Apr 13, 2021 | 39 |
-17% | Mar 26, 2024 | 18 | Apr 19, 2024 | 18 | May 15, 2024 | 36 |
Volatility
Volatility Chart
The current Fid volatility is 14.96%, 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
SMCI | VRT | CRWD | PANW | META | ANET | AMZN | AVGO | NOW | NVDA | MSFT | |
---|---|---|---|---|---|---|---|---|---|---|---|
SMCI | 1.00 | 0.41 | 0.28 | 0.29 | 0.36 | 0.47 | 0.34 | 0.48 | 0.34 | 0.47 | 0.37 |
VRT | 0.41 | 1.00 | 0.38 | 0.39 | 0.43 | 0.46 | 0.43 | 0.47 | 0.43 | 0.48 | 0.41 |
CRWD | 0.28 | 0.38 | 1.00 | 0.58 | 0.40 | 0.48 | 0.50 | 0.43 | 0.60 | 0.50 | 0.49 |
PANW | 0.29 | 0.39 | 0.58 | 1.00 | 0.42 | 0.51 | 0.50 | 0.48 | 0.60 | 0.51 | 0.52 |
META | 0.36 | 0.43 | 0.40 | 0.42 | 1.00 | 0.49 | 0.63 | 0.53 | 0.56 | 0.58 | 0.65 |
ANET | 0.47 | 0.46 | 0.48 | 0.51 | 0.49 | 1.00 | 0.52 | 0.63 | 0.56 | 0.58 | 0.60 |
AMZN | 0.34 | 0.43 | 0.50 | 0.50 | 0.63 | 0.52 | 1.00 | 0.54 | 0.62 | 0.61 | 0.70 |
AVGO | 0.48 | 0.47 | 0.43 | 0.48 | 0.53 | 0.63 | 0.54 | 1.00 | 0.55 | 0.69 | 0.62 |
NOW | 0.34 | 0.43 | 0.60 | 0.60 | 0.56 | 0.56 | 0.62 | 0.55 | 1.00 | 0.60 | 0.68 |
NVDA | 0.47 | 0.48 | 0.50 | 0.51 | 0.58 | 0.58 | 0.61 | 0.69 | 0.60 | 1.00 | 0.67 |
MSFT | 0.37 | 0.41 | 0.49 | 0.52 | 0.65 | 0.60 | 0.70 | 0.62 | 0.68 | 0.67 | 1.00 |