Ret2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FCPGX Fidelity Small Cap Growth Fund | Small Cap Growth Equities | 25% |
FIVFX Fidelity International Capital Appreciation Fund | Foreign Large Cap Equities | 25% |
VLIFX Value Line Mid Cap Focused Fund | Mid Cap Growth Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ret2, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 21, 2024, the Ret2 returned 17.44% Year-To-Date and 12.51% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Ret2 | 17.44% | 2.80% | 7.30% | 32.82% | 12.80% | 12.43% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.75% | 2.49% | 9.72% | 33.92% | 15.63% | 13.11% |
FCPGX Fidelity Small Cap Growth Fund | 20.90% | 4.62% | 8.22% | 38.00% | 11.78% | 13.14% |
VLIFX Value Line Mid Cap Focused Fund | 14.58% | 2.33% | 6.79% | 29.20% | 13.63% | 13.96% |
FIVFX Fidelity International Capital Appreciation Fund | 13.39% | 1.76% | 4.26% | 29.90% | 9.55% | 8.92% |
Monthly Returns
The table below presents the monthly returns of Ret2, 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 | 0.80% | 6.27% | 2.69% | -5.24% | 4.03% | 1.34% | 3.56% | 2.30% | 17.44% | ||||
| 2023 | 7.95% | -1.75% | 2.60% | -0.04% | -0.74% | 6.38% | 1.83% | -2.01% | -4.87% | -3.55% | 9.98% | 7.05% | 23.79% |
| 2022 | -9.07% | -2.18% | 2.72% | -8.92% | -1.09% | -7.68% | 9.96% | -4.05% | -8.69% | 7.45% | 7.35% | -5.23% | -19.97% |
| 2021 | -1.35% | 2.80% | 1.56% | 4.72% | -0.21% | 1.96% | 1.72% | 3.70% | -4.99% | 6.13% | -2.78% | 3.74% | 17.73% |
| 2020 | 1.10% | -6.90% | -13.88% | 9.61% | 7.73% | 2.24% | 5.95% | 5.38% | -1.76% | -1.45% | 11.20% | 5.69% | 24.32% |
| 2019 | 8.98% | 4.70% | 2.11% | 3.54% | -3.53% | 6.45% | 0.91% | -0.19% | -0.53% | 1.45% | 4.12% | 2.29% | 34.09% |
| 2018 | 5.60% | -3.13% | -0.21% | -0.44% | 3.02% | 0.65% | 2.70% | 4.01% | 0.10% | -9.40% | 1.86% | -7.92% | -4.25% |
| 2017 | 2.78% | 3.54% | 1.41% | 2.80% | 2.17% | 0.33% | 2.47% | 0.53% | 2.47% | 2.56% | 1.87% | 0.98% | 26.64% |
| 2016 | -5.94% | -0.58% | 6.65% | 0.82% | 2.32% | 0.52% | 3.54% | 0.46% | 0.60% | -3.27% | 1.87% | 1.10% | 7.80% |
| 2015 | -1.53% | 5.81% | 0.12% | -0.41% | 1.91% | -0.37% | 2.07% | -5.49% | -3.25% | 5.55% | 1.45% | -1.82% | 3.50% |
| 2014 | -2.93% | 5.09% | -0.95% | -1.54% | 1.72% | 3.02% | -3.11% | 3.58% | -3.04% | 3.38% | 1.92% | 0.48% | 7.39% |
| 2013 | 5.35% | 1.01% | 3.64% | 1.14% | 1.41% | -1.41% | 5.57% | -2.61% | 5.99% | 3.64% | 2.58% | 2.84% | 32.87% |
Expense Ratio
Ret2 features an expense ratio of 0.78%, falling within the medium range. 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 rank of Ret2 is 46, 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.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
FCPGX Fidelity Small Cap Growth Fund | 1.77 | 2.43 | 1.29 | 1.03 | 10.01 |
VLIFX Value Line Mid Cap Focused Fund | 1.93 | 2.72 | 1.33 | 2.49 | 10.54 |
FIVFX Fidelity International Capital Appreciation Fund | 1.96 | 2.79 | 1.34 | 1.17 | 10.96 |
Dividends
Dividend yield
Ret2 granted a 0.72% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Ret2 | 0.72% | 0.47% | 2.24% | 9.46% | 4.71% | 2.98% | 6.13% | 3.40% | 1.42% | 2.10% | 4.09% | 4.99% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
FCPGX Fidelity Small Cap Growth Fund | 1.25% | 0.00% | 0.00% | 19.27% | 8.19% | 5.31% | 14.35% | 6.88% | 0.76% | 4.32% | 8.37% | 16.99% |
VLIFX Value Line Mid Cap Focused Fund | 0.02% | 0.03% | 7.22% | 8.23% | 7.81% | 1.42% | 5.12% | 1.61% | 2.24% | 0.00% | 0.04% | 0.42% |
FIVFX Fidelity International Capital Appreciation Fund | 0.33% | 0.38% | 0.05% | 9.08% | 1.28% | 3.29% | 3.01% | 3.31% | 0.68% | 1.98% | 6.09% | 0.71% |
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 Ret2. 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 Ret2 was 34.35%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Ret2 drawdown is 0.51%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.35% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -28.75% | Nov 9, 2021 | 235 | Oct 14, 2022 | 329 | Feb 7, 2024 | 564 |
| -23.34% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
| -20.51% | Sep 17, 2018 | 69 | Dec 24, 2018 | 70 | Apr 5, 2019 | 139 |
| -15.77% | Jul 17, 2015 | 145 | Feb 11, 2016 | 81 | Jun 8, 2016 | 226 |
Volatility
Volatility Chart
The current Ret2 volatility is 4.88%, 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
| FIVFX | FCPGX | VLIFX | VOO | |
|---|---|---|---|---|
| FIVFX | 1.00 | 0.74 | 0.77 | 0.80 |
| FCPGX | 0.74 | 1.00 | 0.85 | 0.83 |
| VLIFX | 0.77 | 0.85 | 1.00 | 0.89 |
| VOO | 0.80 | 0.83 | 0.89 | 1.00 |