PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios

0-SABIC 401K Fidelity Managed

Last updated Sep 21, 2023

Asset Allocation


SSPIX 32%ACWI 30%MLAAX 24%TRVLX 10%WBCIX 2%ACWX 2%EquityEquity
PositionCategory/SectorWeight
SSPIX
SEI Institutional Managed Trust S&P 500 Index Fund
Large Cap Blend Equities32%
ACWI
iShares MSCI ACWI ETF
Large Cap Growth Equities30%
MLAAX
MainStay Winslow Large Cap Growth Fund
Large Cap Growth Equities24%
TRVLX
T. Rowe Price Value Fund
Large Cap Value Equities10%
WBCIX
William Blair Small-Mid Cap Core Fund
Small Cap Blend Equities2%
ACWX
iShares MSCI ACWI ex U.S. ETF
Foreign Large Cap Equities2%

Performance

The chart shows the growth of an initial investment of $10,000 in 0-SABIC 401K Fidelity Managed, 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%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
11.15%
10.85%
0-SABIC 401K Fidelity Managed
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%10.72%N/A
0-SABIC 401K Fidelity Managed0.53%11.51%15.31%18.46%10.93%N/A
SSPIX
SEI Institutional Managed Trust S&P 500 Index Fund
0.47%12.23%15.85%17.55%12.27%N/A
ACWI
iShares MSCI ACWI ETF
0.94%9.12%12.93%17.62%8.86%N/A
MLAAX
MainStay Winslow Large Cap Growth Fund
-0.12%15.33%23.57%24.91%12.46%N/A
TRVLX
T. Rowe Price Value Fund
1.08%9.54%4.85%10.15%9.16%N/A
WFBIX
iShares U.S. Aggregate Bond Index Fund
0.28%-3.17%0.15%-0.56%-2.02%N/A
WBCIX
William Blair Small-Mid Cap Core Fund
-0.42%6.76%5.10%8.39%9.82%N/A
ACWX
iShares MSCI ACWI ex U.S. ETF
1.45%4.05%8.07%17.68%4.21%N/A

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

WFBIXMLAAXACWXWBCIXTRVLXSSPIXACWI
WFBIX1.000.070.00-0.02-0.06-0.000.01
MLAAX0.071.000.740.750.720.910.88
ACWX0.000.741.000.790.800.820.93
WBCIX-0.020.750.791.000.860.870.88
TRVLX-0.060.720.800.861.000.900.89
SSPIX-0.000.910.820.870.901.000.96
ACWI0.010.880.930.880.890.961.00

Sharpe Ratio

The current 0-SABIC 401K Fidelity Managed Sharpe ratio is 0.87. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.87

The Sharpe ratio of 0-SABIC 401K Fidelity Managed lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.87
0.74
0-SABIC 401K Fidelity Managed
Benchmark (^GSPC)
Portfolio components

Dividend yield

0-SABIC 401K Fidelity Managed granted a 7.44% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
0-SABIC 401K Fidelity Managed7.44%8.69%11.75%5.03%7.11%13.81%11.39%11.18%12.28%15.95%8.27%2.33%
SSPIX
SEI Institutional Managed Trust S&P 500 Index Fund
9.39%10.91%8.30%7.40%5.69%5.84%3.20%6.59%2.64%16.72%6.39%2.99%
ACWI
iShares MSCI ACWI ETF
1.72%1.81%1.76%1.50%2.48%2.45%2.16%2.48%2.97%2.69%2.30%2.78%
MLAAX
MainStay Winslow Large Cap Growth Fund
12.10%14.95%30.47%7.87%17.75%40.56%36.05%32.48%38.01%33.33%17.32%0.22%
TRVLX
T. Rowe Price Value Fund
9.62%10.09%12.00%2.85%2.11%14.12%10.14%4.62%13.63%17.20%13.05%4.10%
WFBIX
iShares U.S. Aggregate Bond Index Fund
3.12%2.65%2.33%2.84%3.17%3.07%2.61%2.67%2.67%3.18%7.15%4.10%
WBCIX
William Blair Small-Mid Cap Core Fund
0.00%0.00%0.00%0.00%0.06%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACWX
iShares MSCI ACWI ex U.S. ETF
2.44%2.72%2.85%2.01%3.51%2.99%2.77%3.29%3.06%3.96%3.45%3.46%

Expense Ratio

The 0-SABIC 401K Fidelity Managed has a high expense ratio of 0.50%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


1.25%
0.00%2.15%
0.93%
0.00%2.15%
0.65%
0.00%2.15%
0.32%
0.00%2.15%
0.25%
0.00%2.15%
0.05%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SSPIX
SEI Institutional Managed Trust S&P 500 Index Fund
0.82
ACWI
iShares MSCI ACWI ETF
0.86
MLAAX
MainStay Winslow Large Cap Growth Fund
1.00
TRVLX
T. Rowe Price Value Fund
0.37
WFBIX
iShares U.S. Aggregate Bond Index Fund
-0.09
WBCIX
William Blair Small-Mid Cap Core Fund
0.24
ACWX
iShares MSCI ACWI ex U.S. ETF
0.85

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-9.37%
-8.22%
0-SABIC 401K Fidelity Managed
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 0-SABIC 401K Fidelity Managed. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the 0-SABIC 401K Fidelity Managed is 33.34%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.34%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-27.85%Nov 17, 2021229Oct 14, 2022
-9.22%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-5.57%Sep 7, 202120Oct 4, 202113Oct 21, 202133
-5.27%Feb 17, 202112Mar 4, 202120Apr 1, 202132

Volatility Chart

The current 0-SABIC 401K Fidelity Managed volatility is 3.57%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%AprilMayJuneJulyAugustSeptember
3.57%
3.47%
0-SABIC 401K Fidelity Managed
Benchmark (^GSPC)
Portfolio components