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Marcy 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FTEC 46.14%IMCG 33.75%SCHD 19.21%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
FTEC
Fidelity MSCI Information Technology Index ETF
Technology Equities

46.14%

IMCG
iShares Morningstar Mid-Cap Growth ETF
Mid Cap Growth Equities

33.75%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

19.21%

USD=X
USD Cash

0.90%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Marcy 2, 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


200.00%250.00%300.00%350.00%400.00%FebruaryMarchAprilMayJuneJuly
385.12%
214.20%
Marcy 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 24, 2013, corresponding to the inception date of FTEC

Returns By Period

As of Jul 22, 2024, the Marcy 2 returned 12.77% Year-To-Date and 14.88% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Marcy 212.77%0.86%10.46%19.64%15.63%14.94%
FTEC
Fidelity MSCI Information Technology Index ETF
18.94%-0.74%14.33%29.68%21.16%19.54%
SCHD
Schwab US Dividend Equity ETF
8.51%4.93%7.39%12.32%11.58%10.79%
IMCG
iShares Morningstar Mid-Cap Growth ETF
6.72%0.72%6.64%10.54%9.94%10.89%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns

The table below presents the monthly returns of Marcy 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.76%5.02%2.65%-5.49%4.59%4.08%12.77%
20237.93%-1.09%4.49%-0.94%3.26%6.47%3.22%-2.46%-5.65%-3.19%11.10%6.03%31.63%
2022-8.07%-2.85%2.40%-9.61%-0.60%-8.65%10.70%-4.37%-10.00%7.87%5.95%-6.17%-23.32%
2021-0.60%2.49%1.25%4.71%-0.29%4.75%2.39%3.05%-4.99%7.19%0.00%3.27%25.19%
20201.99%-7.28%-11.09%14.44%8.26%4.30%6.33%7.31%-3.34%-1.77%12.76%4.86%39.19%
20198.76%6.46%2.79%4.86%-6.88%7.82%2.51%-2.29%0.79%2.33%5.07%2.76%39.76%
20186.26%-1.89%-1.84%-0.44%4.87%0.53%2.31%6.06%-0.03%-8.90%0.52%-8.50%-2.38%
20173.08%3.94%1.29%1.75%3.03%-0.76%2.83%1.53%1.54%5.11%2.27%0.65%29.52%
2016-6.25%-0.19%8.05%-1.91%3.47%-0.79%5.83%0.71%1.45%-1.99%2.29%1.00%11.48%
2015-2.54%6.91%-1.24%0.46%1.49%-2.74%1.80%-5.81%-2.35%8.44%0.66%-2.20%2.00%
2014-2.27%4.84%-0.54%-0.75%2.49%2.98%-1.10%4.47%-1.86%2.45%3.90%-0.89%14.20%
20130.11%2.68%3.70%6.59%

Expense Ratio

Marcy 2 has an expense ratio of 0.07%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for FTEC: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for IMCG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Marcy 2 is 48, 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.


The Risk-Adjusted Performance Rank of Marcy 2 is 4848
Marcy 2
The Sharpe Ratio Rank of Marcy 2 is 4747Sharpe Ratio Rank
The Sortino Ratio Rank of Marcy 2 is 4646Sortino Ratio Rank
The Omega Ratio Rank of Marcy 2 is 4646Omega Ratio Rank
The Calmar Ratio Rank of Marcy 2 is 4545Calmar Ratio Rank
The Martin Ratio Rank of Marcy 2 is 5959Martin 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.


Marcy 2
Sharpe ratio
The chart of Sharpe ratio for Marcy 2, currently valued at 1.56, compared to the broader market-1.000.001.002.003.004.001.56
Sortino ratio
The chart of Sortino ratio for Marcy 2, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for Marcy 2, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Marcy 2, currently valued at 1.29, compared to the broader market0.002.004.006.008.0010.001.29
Martin ratio
The chart of Martin ratio for Marcy 2, currently valued at 6.71, compared to the broader market0.0010.0020.0030.0040.006.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FTEC
Fidelity MSCI Information Technology Index ETF
1.732.341.302.519.24
SCHD
Schwab US Dividend Equity ETF
1.171.761.210.984.12
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.861.301.150.422.80
USD=X
USD Cash

Sharpe Ratio

The current Marcy 2 Sharpe ratio is 1.56. 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 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Marcy 2 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.56
1.82
Marcy 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Marcy 2 granted a 1.26% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Marcy 21.26%1.31%1.39%0.96%1.02%1.15%1.26%1.10%1.31%1.28%1.21%0.68%
FTEC
Fidelity MSCI Information Technology Index ETF
0.66%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%0.18%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
IMCG
iShares Morningstar Mid-Cap Growth ETF
0.83%0.85%0.91%0.41%0.09%0.29%0.35%0.45%0.52%0.38%0.60%0.36%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%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.


-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-3.53%
-2.86%
Marcy 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Marcy 2. 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 Marcy 2 was 32.52%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.

The current Marcy 2 drawdown is 3.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.52%Feb 20, 202023Mar 23, 202055Jun 8, 202078
-30.02%Dec 28, 2021209Oct 14, 2022307Dec 19, 2023516
-22%Aug 30, 201883Dec 24, 201863Mar 21, 2019146
-16.05%May 22, 2015191Feb 11, 2016106Jul 8, 2016297
-9.92%Jan 29, 20189Feb 8, 201821Mar 9, 201830

Volatility

Volatility Chart

The current Marcy 2 volatility is 3.30%, 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%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
3.30%
2.76%
Marcy 2
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.

USD=XSCHDFTECIMCG
USD=X0.000.000.000.00
SCHD0.001.000.660.69
FTEC0.000.661.000.83
IMCG0.000.690.831.00
The correlation results are calculated based on daily price changes starting from Oct 25, 2013