MODERATO FONDI
Moderato 70/30 orizzonte temporale da 6 a 10 anni
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in MODERATO FONDI, 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
Returns
As of Sep 23, 2023, the MODERATO FONDI returned 4.19% Year-To-Date and 5.64% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.94% | 8.79% | 12.52% | 16.97% | 8.18% | 8.97% |
| MODERATO FONDI | -1.36% | 2.79% | 4.19% | 12.01% | 5.54% | 5.64% |
| Portfolio components: | ||||||
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | -1.82% | 5.60% | 4.24% | 12.32% | 9.80% | 10.40% |
BAGSX Baird Aggregate Bond Fund | -0.71% | -3.24% | -0.01% | 0.86% | 0.43% | 0.30% |
FADMX Fidelity Strategic Income Fund | -0.28% | 0.72% | 3.33% | 5.26% | 2.12% | 1.78% |
DODGX Dodge & Cox Stock Fund Class I | -0.47% | 10.04% | 7.48% | 19.53% | 8.49% | 9.22% |
FIGFX Fidelity International Growth Fund | -3.59% | -0.35% | 6.16% | 21.44% | 5.13% | 4.81% |
HFQAX Janus Henderson Global Equity Income Fund | 0.34% | 2.92% | 3.27% | 16.99% | 3.24% | 2.16% |
DFDMX DF Dent Midcap Growth Fund | -2.27% | 4.42% | 8.80% | 14.32% | 5.69% | 6.88% |
PRSVX T. Rowe Price Small-Cap Value Fund | -3.26% | 2.24% | -0.81% | 1.81% | 2.99% | 4.37% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BAGSX | FADMX | HFQAX | DFDMX | PRSVX | FIGFX | DODGX | PRDGX | |
|---|---|---|---|---|---|---|---|---|
| BAGSX | 1.00 | 0.55 | -0.07 | 0.04 | -0.10 | 0.03 | -0.16 | -0.04 |
| FADMX | 0.55 | 1.00 | 0.47 | 0.51 | 0.41 | 0.54 | 0.39 | 0.47 |
| HFQAX | -0.07 | 0.47 | 1.00 | 0.66 | 0.73 | 0.84 | 0.81 | 0.78 |
| DFDMX | 0.04 | 0.51 | 0.66 | 1.00 | 0.78 | 0.80 | 0.73 | 0.86 |
| PRSVX | -0.10 | 0.41 | 0.73 | 0.78 | 1.00 | 0.70 | 0.88 | 0.80 |
| FIGFX | 0.03 | 0.54 | 0.84 | 0.80 | 0.70 | 1.00 | 0.75 | 0.82 |
| DODGX | -0.16 | 0.39 | 0.81 | 0.73 | 0.88 | 0.75 | 1.00 | 0.86 |
| PRDGX | -0.04 | 0.47 | 0.78 | 0.86 | 0.80 | 0.82 | 0.86 | 1.00 |
Dividend yield
MODERATO FONDI granted a 3.93% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MODERATO FONDI | 3.93% | 3.90% | 3.52% | 3.63% | 4.73% | 5.61% | 3.67% | 4.11% | 6.69% | 4.60% | 3.18% | 3.95% |
| Portfolio components: | ||||||||||||
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 3.79% | 3.83% | 2.09% | 1.10% | 1.92% | 4.03% | 2.49% | 3.57% | 9.08% | 5.72% | 2.53% | 2.35% |
BAGSX Baird Aggregate Bond Fund | 2.75% | 2.37% | 1.75% | 3.20% | 2.64% | 2.83% | 2.53% | 2.58% | 2.57% | 3.11% | 3.74% | 6.49% |
FADMX Fidelity Strategic Income Fund | 4.33% | 3.93% | 4.95% | 5.10% | 5.05% | 3.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODGX Dodge & Cox Stock Fund Class I | 5.30% | 5.56% | 3.45% | 7.61% | 12.23% | 12.85% | 9.84% | 9.73% | 8.89% | 5.55% | 2.24% | 2.96% |
FIGFX Fidelity International Growth Fund | 1.57% | 1.66% | 1.96% | 0.11% | 1.01% | 0.92% | 0.73% | 1.32% | 1.59% | 0.92% | 1.07% | 2.40% |
HFQAX Janus Henderson Global Equity Income Fund | 8.13% | 8.39% | 7.84% | 8.81% | 8.96% | 10.83% | 9.11% | 10.90% | 11.41% | 11.36% | 11.31% | 13.66% |
DFDMX DF Dent Midcap Growth Fund | 0.00% | 0.00% | 2.79% | 0.30% | 0.90% | 3.66% | 0.32% | 0.10% | 3.47% | 4.80% | 3.83% | 0.00% |
PRSVX T. Rowe Price Small-Cap Value Fund | 5.33% | 5.28% | 7.33% | 2.28% | 5.28% | 11.39% | 5.53% | 5.14% | 31.95% | 12.96% | 5.79% | 6.80% |
Expense Ratio
The MODERATO FONDI has a high expense ratio of 0.74%, 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.69 | ||||
BAGSX Baird Aggregate Bond Fund | -0.06 | ||||
FADMX Fidelity Strategic Income Fund | 0.96 | ||||
DODGX Dodge & Cox Stock Fund Class I | 0.91 | ||||
FIGFX Fidelity International Growth Fund | 0.92 | ||||
HFQAX Janus Henderson Global Equity Income Fund | 0.93 | ||||
DFDMX DF Dent Midcap Growth Fund | 0.48 | ||||
PRSVX T. Rowe Price Small-Cap Value Fund | -0.11 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the MODERATO FONDI. 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 MODERATO FONDI is 27.25%, recorded on Mar 23, 2020. It took 114 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -21.07% | Jan 5, 2022 | 196 | Oct 12, 2022 | — | — | — |
| -12.51% | Sep 24, 2018 | 64 | Dec 24, 2018 | 59 | Mar 21, 2019 | 123 |
| -5.22% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -5% | Sep 3, 2020 | 15 | Sep 24, 2020 | 12 | Oct 12, 2020 | 27 |
Volatility Chart
The current MODERATO FONDI volatility is 2.29%, 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.