First Portfolio
First Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in First Portfolio, 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 Mar 28, 2013, corresponding to the inception date of CBFSX
Returns By Period
As of Jul 25, 2024, the First Portfolio returned 7.78% Year-To-Date and 7.34% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| First Portfolio | 7.72% | -0.26% | 6.72% | 12.18% | 10.44% | 7.37% |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 13.99% | -1.30% | 11.16% | 20.65% | 14.08% | 12.60% |
DBC Invesco DB Commodity Index Tracking Fund | 1.95% | -3.19% | -0.62% | -3.50% | 9.25% | -0.46% |
DFSTX DFA U.S. Small Cap Portfolio | 8.97% | 8.04% | 10.76% | 15.49% | 11.14% | 9.16% |
FEMKX Fidelity Emerging Markets | 7.77% | -2.95% | 9.67% | 8.89% | 5.69% | 5.46% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.21% | 0.97% | 1.29% | 2.56% | -1.05% | 0.99% |
CBFSX JPMorgan Corporate Bond Fund | 1.08% | 0.72% | 2.17% | 6.66% | 1.03% | 2.67% |
MSFT Microsoft Corporation | 11.67% | -7.47% | 3.96% | 27.50% | 25.49% | 27.40% |
XOM Exxon Mobil Corporation | 19.51% | 2.64% | 16.00% | 15.32% | 15.11% | 5.77% |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.34% | 5.73% |
PSP Invesco Global Listed Private Equity ETF | 8.99% | 4.71% | 8.95% | 25.26% | 8.22% | 7.30% |
Monthly Returns
The table below presents the monthly returns of First Portfolio, 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 | 0.39% | 1.96% | 3.66% | -2.09% | 2.62% | 1.35% | 7.72% | ||||||
| 2023 | 5.80% | -3.14% | 2.14% | 1.20% | -2.19% | 3.51% | 3.76% | -1.56% | -2.22% | -2.35% | 6.23% | 3.12% | 14.57% |
| 2022 | -0.90% | -0.21% | 2.41% | -4.49% | 1.95% | -6.71% | 4.81% | -3.44% | -8.51% | 4.58% | 6.21% | -3.45% | -8.66% |
| 2021 | 1.20% | 4.28% | 0.88% | 4.60% | 2.00% | 2.00% | 0.86% | 0.95% | -1.38% | 5.43% | -3.02% | 3.02% | 22.54% |
| 2020 | -1.56% | -5.23% | -12.25% | 7.62% | 4.51% | 3.49% | 4.38% | 3.70% | -3.33% | -1.46% | 8.65% | 5.00% | 12.08% |
| 2019 | 6.59% | 2.75% | 1.31% | 2.67% | -4.31% | 5.39% | 0.02% | -1.01% | 0.99% | 1.73% | 1.47% | 3.57% | 22.82% |
| 2018 | 3.85% | -3.62% | -0.41% | 0.92% | 1.74% | -0.70% | 1.11% | 1.11% | 0.69% | -5.69% | -0.90% | -4.69% | -6.82% |
| 2017 | 1.40% | 1.39% | 0.16% | 1.11% | 0.83% | 0.32% | 2.55% | 0.49% | 1.70% | 2.42% | 0.93% | 1.74% | 16.09% |
| 2016 | -3.01% | 0.34% | 5.32% | 2.42% | 0.72% | 2.01% | 1.12% | 0.33% | 1.25% | -1.40% | 0.53% | 1.96% | 11.99% |
| 2015 | -1.71% | 3.15% | -2.18% | 3.17% | -0.62% | -1.20% | -2.53% | -3.46% | -1.90% | 4.97% | -1.44% | -2.42% | -6.37% |
| 2014 | -2.39% | 4.18% | 0.52% | 0.36% | 0.93% | 2.04% | -2.15% | 1.90% | -3.84% | 0.63% | -0.73% | -2.08% | -0.92% |
| 2013 | 0.87% | -0.31% | -2.75% | 3.03% | -0.95% | 1.57% | 2.90% | 1.09% | 1.00% | 6.49% |
Expense Ratio
First Portfolio features an expense ratio of 0.52%, 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 First Portfolio is 42, 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.73 | 2.42 | 1.30 | 1.70 | 6.79 |
DBC Invesco DB Commodity Index Tracking Fund | -0.33 | -0.36 | 0.96 | -0.16 | -0.69 |
DFSTX DFA U.S. Small Cap Portfolio | 0.86 | 1.37 | 1.16 | 0.77 | 2.77 |
FEMKX Fidelity Emerging Markets | 0.64 | 1.01 | 1.12 | 0.26 | 1.77 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.23 | 0.38 | 1.04 | 0.07 | 0.58 |
CBFSX JPMorgan Corporate Bond Fund | 0.90 | 1.35 | 1.16 | 0.33 | 2.94 |
MSFT Microsoft Corporation | 1.00 | 1.41 | 1.18 | 1.55 | 6.20 |
XOM Exxon Mobil Corporation | 0.74 | 1.20 | 1.14 | 0.80 | 1.61 |
GLD SPDR Gold Trust | 1.43 | 2.05 | 1.26 | 1.52 | 6.97 |
PSP Invesco Global Listed Private Equity ETF | 1.37 | 2.00 | 1.23 | 0.62 | 4.82 |
Dividends
Dividend yield
First Portfolio granted a 3.25% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| First Portfolio | 3.25% | 2.83% | 1.89% | 3.39% | 1.91% | 2.42% | 2.72% | 2.82% | 1.83% | 2.19% | 2.01% | 2.54% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.27% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
DBC Invesco DB Commodity Index Tracking Fund | 4.85% | 4.94% | 0.59% | 0.00% | 0.00% | 1.59% | 1.30% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFSTX DFA U.S. Small Cap Portfolio | 2.26% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.92% | 3.42% | 6.33% | 3.73% | 3.75% |
FEMKX Fidelity Emerging Markets | 1.03% | 1.11% | 0.77% | 6.00% | 1.39% | 1.71% | 0.83% | 0.58% | 0.67% | 0.51% | 1.24% | 0.08% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.27% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% | 1.77% |
CBFSX JPMorgan Corporate Bond Fund | 4.41% | 4.18% | 4.06% | 7.96% | 3.74% | 3.14% | 4.86% | 6.78% | 3.11% | 2.98% | 3.61% | 2.03% |
MSFT Microsoft Corporation | 0.70% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
XOM Exxon Mobil Corporation | 3.20% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSP Invesco Global Listed Private Equity ETF | 8.50% | 3.96% | 2.88% | 10.34% | 4.66% | 5.87% | 6.81% | 10.18% | 4.12% | 6.23% | 4.94% | 13.48% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the First Portfolio. 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 First Portfolio was 26.07%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current First Portfolio drawdown is 2.93%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.07% | Jan 21, 2020 | 44 | Mar 23, 2020 | 94 | Aug 5, 2020 | 138 |
| -18.8% | Jul 7, 2014 | 389 | Jan 20, 2016 | 267 | Feb 9, 2017 | 656 |
| -17.24% | Apr 5, 2022 | 120 | Sep 26, 2022 | 307 | Dec 14, 2023 | 427 |
| -13.97% | Oct 4, 2018 | 56 | Dec 24, 2018 | 73 | Apr 10, 2019 | 129 |
| -7.16% | Jan 29, 2018 | 9 | Feb 8, 2018 | 162 | Oct 1, 2018 | 171 |
Volatility
Volatility Chart
The current First Portfolio volatility is 2.40%, 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
| GLD | CBFSX | IEF | DBC | MSFT | XOM | FEMKX | PSP | DFSTX | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.34 | 0.39 | 0.24 | 0.01 | 0.05 | 0.11 | 0.09 | -0.02 | -0.00 |
| CBFSX | 0.34 | 1.00 | 0.86 | -0.05 | 0.00 | -0.13 | 0.05 | 0.04 | -0.08 | -0.03 |
| IEF | 0.39 | 0.86 | 1.00 | -0.13 | -0.08 | -0.22 | -0.10 | -0.12 | -0.22 | -0.18 |
| DBC | 0.24 | -0.05 | -0.13 | 1.00 | 0.19 | 0.52 | 0.32 | 0.34 | 0.32 | 0.31 |
| MSFT | 0.01 | 0.00 | -0.08 | 0.19 | 1.00 | 0.23 | 0.52 | 0.52 | 0.48 | 0.72 |
| XOM | 0.05 | -0.13 | -0.22 | 0.52 | 0.23 | 1.00 | 0.36 | 0.42 | 0.51 | 0.49 |
| FEMKX | 0.11 | 0.05 | -0.10 | 0.32 | 0.52 | 0.36 | 1.00 | 0.71 | 0.59 | 0.69 |
| PSP | 0.09 | 0.04 | -0.12 | 0.34 | 0.52 | 0.42 | 0.71 | 1.00 | 0.74 | 0.78 |
| DFSTX | -0.02 | -0.08 | -0.22 | 0.32 | 0.48 | 0.51 | 0.59 | 0.74 | 1.00 | 0.82 |
| SPY | -0.00 | -0.03 | -0.18 | 0.31 | 0.72 | 0.49 | 0.69 | 0.78 | 0.82 | 1.00 |