Mutual Fund Port
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mutual Fund Port , 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 Oct 26, 2017, corresponding to the inception date of USHY
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.91% | 3.41% | 8.87% | 22.44% | 13.23% | 10.69% |
| Mutual Fund Port | 9.93% | 2.98% | 6.96% | 16.22% | 7.67% | N/A |
| Portfolio components: | ||||||
FRESX Fidelity Real Estate Investment Portfolio | 11.26% | 4.10% | 14.02% | 21.13% | 4.19% | 6.52% |
RPMGX T. Rowe Price Mid-Cap Growth Fund | 6.22% | 3.14% | 0.33% | 12.24% | 8.27% | 10.42% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 11.15% | 2.89% | 5.12% | 17.60% | 8.92% | 9.81% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 14.79% | 3.69% | 9.10% | 21.05% | 12.40% | 12.05% |
IAGG iShares Core International Aggregate Bond ETF | 3.19% | 0.02% | 3.25% | 7.98% | 0.28% | N/A |
AGG iShares Core U.S. Aggregate Bond ETF | 3.62% | 0.34% | 4.51% | 8.32% | 0.06% | 1.72% |
ISTB iShares Core 1-5 Year USD Bond ETF | 4.03% | 0.46% | 3.90% | 7.49% | 1.56% | 1.88% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.49% | 1.77% | 5.45% | 12.17% | 4.05% | N/A |
IEFA iShares Core MSCI EAFE ETF | 9.77% | 5.89% | 7.02% | 17.04% | 7.79% | 5.19% |
Monthly Returns
The table below presents the monthly returns of Mutual Fund Port , 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 | -0.28% | 2.82% | 2.10% | -3.55% | 3.14% | 0.62% | 3.25% | 2.54% | 9.93% | ||||
| 2023 | 5.17% | -2.56% | 1.35% | 1.03% | -2.20% | 4.18% | 1.99% | -1.83% | -3.65% | -2.08% | 7.25% | 4.66% | 13.35% |
| 2022 | -5.20% | -2.19% | 1.32% | -5.08% | -0.11% | -5.75% | 6.53% | -3.85% | -7.05% | 5.12% | 6.07% | -3.25% | -13.77% |
| 2021 | -1.22% | 1.73% | 2.69% | 3.91% | 0.56% | 1.02% | 2.05% | 1.64% | -3.30% | 3.87% | -1.85% | 4.40% | 16.31% |
| 2020 | 0.13% | -5.52% | -11.04% | 7.67% | 4.41% | 1.06% | 4.26% | 2.65% | -1.56% | -1.39% | 8.14% | 3.15% | 10.81% |
| 2019 | 6.36% | 2.66% | 1.56% | 2.27% | -2.46% | 4.58% | 0.76% | 0.32% | 0.83% | 0.80% | 1.79% | 1.76% | 23.10% |
| 2018 | 2.64% | -3.06% | -0.14% | 0.13% | 1.05% | 0.79% | 2.25% | 1.70% | 0.10% | -4.26% | 2.26% | -5.57% | -2.47% |
| 2017 | 0.20% | 1.80% | 0.22% | 2.23% |
Expense Ratio
Mutual Fund Port features an expense ratio of 0.43%, 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 Mutual Fund Port is 49, 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 | |
|---|---|---|---|---|---|
FRESX Fidelity Real Estate Investment Portfolio | 1.17 | 1.73 | 1.21 | 0.65 | 3.87 |
RPMGX T. Rowe Price Mid-Cap Growth Fund | 0.91 | 1.33 | 1.16 | 0.51 | 3.12 |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 1.03 | 1.52 | 1.18 | 0.71 | 4.19 |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.15 | 2.98 | 1.39 | 2.02 | 10.06 |
IAGG iShares Core International Aggregate Bond ETF | 1.86 | 2.89 | 1.33 | 0.70 | 9.63 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.19 | 1.75 | 1.21 | 0.44 | 4.45 |
ISTB iShares Core 1-5 Year USD Bond ETF | 2.57 | 4.14 | 1.51 | 1.22 | 17.53 |
USHY iShares Broad USD High Yield Corporate Bond ETF | 2.33 | 3.64 | 1.46 | 1.44 | 12.05 |
IEFA iShares Core MSCI EAFE ETF | 1.31 | 1.89 | 1.23 | 1.03 | 6.29 |
Dividends
Dividend yield
Mutual Fund Port granted a 3.86% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mutual Fund Port | 3.86% | 4.04% | 4.11% | 3.97% | 2.58% | 3.51% | 4.74% | 2.71% | 2.59% | 4.89% | 3.33% | 1.98% |
| Portfolio components: | ||||||||||||
FRESX Fidelity Real Estate Investment Portfolio | 6.33% | 6.95% | 10.16% | 3.70% | 4.77% | 6.91% | 4.82% | 4.00% | 4.90% | 6.53% | 1.66% | 3.08% |
RPMGX T. Rowe Price Mid-Cap Growth Fund | 5.98% | 6.35% | 2.60% | 10.52% | 4.53% | 5.29% | 12.12% | 8.04% | 3.45% | 9.51% | 8.84% | 5.96% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 2.18% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% | 3.79% | 0.60% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.42% | 2.78% | 3.81% | 2.00% | 1.03% | 1.78% | 3.67% | 2.19% | 3.07% | 7.57% | 4.43% | 1.87% |
IAGG iShares Core International Aggregate Bond ETF | 3.44% | 3.55% | 2.27% | 1.16% | 1.95% | 2.81% | 3.02% | 1.74% | 1.56% | 0.13% | 0.00% | 0.00% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.46% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
ISTB iShares Core 1-5 Year USD Bond ETF | 3.58% | 2.97% | 2.01% | 1.69% | 2.20% | 2.75% | 2.57% | 2.06% | 1.90% | 1.58% | 1.07% | 0.60% |
USHY iShares Broad USD High Yield Corporate Bond ETF | 6.66% | 6.63% | 6.08% | 5.07% | 5.30% | 5.92% | 6.30% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% |
IEFA iShares Core MSCI EAFE ETF | 3.00% | 3.20% | 2.70% | 3.32% | 1.90% | 3.18% | 3.46% | 2.57% | 2.96% | 2.63% | 3.10% | 2.16% |
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 Mutual Fund Port . 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 Mutual Fund Port was 27.40%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current Mutual Fund Port drawdown is 0.92%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.4% | Feb 18, 2020 | 25 | Mar 23, 2020 | 114 | Sep 2, 2020 | 139 |
| -20.74% | Dec 30, 2021 | 200 | Oct 14, 2022 | 340 | Feb 23, 2024 | 540 |
| -11.65% | Sep 24, 2018 | 64 | Dec 24, 2018 | 38 | Feb 20, 2019 | 102 |
| -6.66% | Jan 29, 2018 | 9 | Feb 8, 2018 | 116 | Jul 26, 2018 | 125 |
| -5.27% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current Mutual Fund Port volatility is 3.12%, 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
| IAGG | AGG | ISTB | FRESX | IEFA | PRDSX | PRDGX | USHY | RPMGX | |
|---|---|---|---|---|---|---|---|---|---|
| IAGG | 1.00 | 0.75 | 0.60 | 0.20 | 0.04 | 0.05 | 0.05 | 0.23 | 0.07 |
| AGG | 0.75 | 1.00 | 0.79 | 0.24 | 0.09 | 0.08 | 0.07 | 0.32 | 0.09 |
| ISTB | 0.60 | 0.79 | 1.00 | 0.24 | 0.14 | 0.11 | 0.10 | 0.34 | 0.12 |
| FRESX | 0.20 | 0.24 | 0.24 | 1.00 | 0.53 | 0.59 | 0.67 | 0.54 | 0.60 |
| IEFA | 0.04 | 0.09 | 0.14 | 0.53 | 1.00 | 0.76 | 0.80 | 0.67 | 0.78 |
| PRDSX | 0.05 | 0.08 | 0.11 | 0.59 | 0.76 | 1.00 | 0.84 | 0.67 | 0.94 |
| PRDGX | 0.05 | 0.07 | 0.10 | 0.67 | 0.80 | 0.84 | 1.00 | 0.68 | 0.89 |
| USHY | 0.23 | 0.32 | 0.34 | 0.54 | 0.67 | 0.67 | 0.68 | 1.00 | 0.69 |
| RPMGX | 0.07 | 0.09 | 0.12 | 0.60 | 0.78 | 0.94 | 0.89 | 0.69 | 1.00 |