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Fid
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Fid

Last updated Jul 24, 2024

Asset Allocation

NVDA 72%AMZN 4%VRT 3.65%META 3.5%MSFT 3.3%CRWD 3%ANET 3%PANW 2.7%AVGO 2%NOW 1.85%SMCI 1%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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

0.00%500.00%1,000.00%1,500.00%2,000.00%FebruaryMarchAprilMayJuneJuly
2,127.91%
92.92%
Fid
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 12, 2019, corresponding to the inception date of CRWD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		16.48%1.67%14.21%21.98%13.13%10.91%
Fid114.79%-3.30%81.55%151.48%80.61%N/A
Portfolio components:
META
Meta Platforms, Inc.		38.35%-1.23%27.13%67.93%19.60%20.66%
NVDA
NVIDIA Corporation		147.58%-3.14%104.78%174.87%95.76%76.50%
AMZN
Amazon.com, Inc.		22.69%-1.41%19.48%44.73%13.61%27.75%
MSFT
Microsoft Corporation		18.73%-1.10%11.93%29.91%27.28%28.01%
NOW
ServiceNow, Inc.		8.36%2.16%1.61%32.43%21.86%29.13%
PANW
Palo Alto Networks, Inc.		13.80%4.75%-2.50%37.90%35.26%28.42%
CRWD
CrowdStrike Holdings, Inc.		5.31%-29.36%-9.55%79.56%23.93%N/A
AVGO
Broadcom Inc.		47.81%-0.95%34.54%84.84%44.96%41.48%
ANET
Arista Networks, Inc.		47.19%2.75%32.29%101.87%39.13%36.19%
SMCI
Super Micro Computer, Inc.		180.30%-11.98%74.21%157.55%111.84%40.61%
VRT
Vertiv Holdings Co.		89.58%0.42%69.66%253.40%55.28%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
202420.98%24.71%11.91%-4.30%20.68%11.95%114.79%
202327.05%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%
20210.03%3.89%-1.99%11.31%6.48%19.15%-0.97%12.03%-7.25%19.23%21.13%-7.22%98.33%
20202.80%7.86%-3.85%13.21%18.53%6.69%11.38%20.62%0.21%-6.20%8.86%0.89%111.70%
201910.31%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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Fid is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Fid is 9696
Fid
The Sharpe Ratio Rank of Fid is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of Fid is 9494Sortino Ratio Rank
The Omega Ratio Rank of Fid is 9595Omega Ratio Rank
The Calmar Ratio Rank of Fid is 9898Calmar Ratio Rank
The Martin Ratio Rank of Fid is 9797Martin 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.

Fid
Sharpe ratio
The chart of Sharpe ratio for Fid, currently valued at 3.92, compared to the broader market-1.000.001.002.003.004.003.92
Sortino ratio
The chart of Sortino ratio for Fid, currently valued at 4.34, compared to the broader market-2.000.002.004.006.004.34
Omega ratio
The chart of Omega ratio for Fid, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.801.55
Calmar ratio
The chart of Calmar ratio for Fid, currently valued at 8.98, compared to the broader market0.002.004.006.008.0010.008.98
Martin ratio
The chart of Martin ratio for Fid, currently valued at 27.30, compared to the broader market0.0010.0020.0030.0040.0027.30
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
META
Meta Platforms, Inc.		1.822.701.352.5710.42
NVDA
NVIDIA Corporation		3.844.131.528.9324.93
AMZN
Amazon.com, Inc.		1.572.361.281.218.83
MSFT
Microsoft Corporation		1.542.061.262.347.01
NOW
ServiceNow, Inc.		1.041.391.201.294.56
PANW
Palo Alto Networks, Inc.		0.811.211.221.232.64
CRWD
CrowdStrike Holdings, Inc.		1.722.201.321.5412.55
AVGO
Broadcom Inc.		2.223.001.365.9413.69
ANET
Arista Networks, Inc.		2.343.181.435.1317.65
SMCI
Super Micro Computer, Inc.		1.712.461.334.087.17
VRT
Vertiv Holdings Co.		4.524.511.5811.1036.12

Sharpe Ratio

The current Fid Sharpe ratio is 3.90. 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 1.33 to 2.11, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Fid 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 Ratio1.002.003.004.005.006.007.00FebruaryMarchAprilMayJuneJuly
3.92
1.99
Fid
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Fid granted a 0.07% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Fid0.07%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.		0.20%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		0.66%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.		1.24%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.		0.08%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.

-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.59%
-1.97%
Fid
Benchmark (^GSPC)
Portfolio components

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 8.81%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.49%Nov 30, 2021221Oct 14, 2022153May 25, 2023374
-36.92%Feb 20, 202018Mar 16, 202039May 11, 202057
-21.15%Feb 17, 202114Mar 8, 202125Apr 13, 202139
-17%Mar 26, 202418Apr 19, 202418May 15, 202436
-15.15%Sep 1, 202339Oct 26, 202311Nov 10, 202350

Volatility

Volatility Chart

The current Fid volatility is 13.31%, 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.

0.00%5.00%10.00%15.00%20.00%FebruaryMarchAprilMayJuneJuly
13.31%
2.94%
Fid
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.
SMCIVRTCRWDPANWMETAANETAMZNAVGONOWNVDAMSFT
SMCI1.000.400.280.290.360.460.330.470.340.460.36
VRT0.401.000.370.390.430.440.420.460.430.470.41
CRWD0.280.371.000.580.400.470.500.420.600.490.48
PANW0.290.390.581.000.420.500.500.470.590.510.52
META0.360.430.400.421.000.480.630.530.560.580.65
ANET0.460.440.470.500.481.000.510.620.560.580.60
AMZN0.330.420.500.500.630.511.000.530.620.600.70
AVGO0.470.460.420.470.530.620.531.000.550.680.62
NOW0.340.430.600.590.560.560.620.551.000.600.68
NVDA0.460.470.490.510.580.580.600.680.601.000.67
MSFT0.360.410.480.520.650.600.700.620.680.671.00
The correlation results are calculated based on daily price changes starting from Jun 13, 2019