MODERATO FONDI
Moderato 70/30 orizzonte temporale da 6 a 10 anni
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is Apr 17, 2018, corresponding to the inception date of FADMX
Returns By Period
| 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% |
| MODERATO FONDI | 6.18% | 0.89% | 5.92% | 10.95% | 7.39% | N/A |
| Portfolio components: | ||||||
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 10.35% | 0.28% | 9.15% | 14.83% | 11.41% | 11.78% |
BAGSX Baird Aggregate Bond Fund | 0.37% | 0.50% | 1.63% | 4.67% | 0.11% | 1.55% |
FADMX Fidelity Strategic Income Fund | 3.33% | 0.62% | 3.78% | 8.24% | 2.77% | N/A |
DODGX Dodge & Cox Stock Fund Class I | 10.56% | 1.84% | 9.09% | 16.50% | 12.56% | 10.57% |
FIGFX Fidelity International Growth Fund | 4.02% | -2.40% | 3.00% | 9.04% | 7.34% | 6.85% |
HFQAX Janus Henderson Global Equity Income Fund | 6.44% | 0.70% | 6.96% | 9.30% | 6.34% | 4.03% |
DFDMX DF Dent Midcap Growth Fund | 5.38% | 4.74% | 4.00% | 11.65% | 6.53% | 10.62% |
PRSVX T. Rowe Price Small-Cap Value Fund | 8.25% | 9.11% | 10.40% | 12.22% | 7.89% | 8.19% |
Monthly Returns
The table below presents the monthly returns of MODERATO FONDI, 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 | 0.23% | 2.13% | 2.80% | -3.41% | 3.26% | 0.16% | 6.18% | ||||||
| 2023 | 5.55% | -2.72% | 1.26% | 1.17% | -2.11% | 3.98% | 2.23% | -2.11% | -3.59% | -2.25% | 7.10% | 5.10% | 13.66% |
| 2022 | -3.74% | -2.28% | 0.37% | -5.73% | 0.94% | -6.39% | 5.81% | -3.67% | -7.53% | 5.90% | 6.72% | -3.29% | -13.38% |
| 2021 | -1.16% | 2.52% | 2.62% | 3.45% | 1.70% | 0.48% | 1.42% | 1.58% | -3.03% | 3.58% | -2.18% | 3.81% | 15.51% |
| 2020 | -0.35% | -5.25% | -11.46% | 7.98% | 4.05% | 1.81% | 3.75% | 3.02% | -1.71% | -1.77% | 9.79% | 3.40% | 12.02% |
| 2019 | 5.92% | 2.56% | 1.11% | 3.01% | -3.34% | 4.80% | 0.62% | -0.76% | 1.29% | 1.60% | 2.20% | 2.32% | 23.17% |
| 2018 | -1.51% | 0.42% | 0.31% | 2.42% | 1.09% | -0.09% | -5.04% | 1.68% | -5.44% | -6.29% |
Expense Ratio
MODERATO FONDI features an expense ratio of 0.74%, 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 MODERATO FONDI is 29, 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 | |
|---|---|---|---|---|---|
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 1.53 | 2.21 | 1.27 | 1.35 | 5.34 |
BAGSX Baird Aggregate Bond Fund | 0.64 | 0.96 | 1.11 | 0.23 | 2.15 |
FADMX Fidelity Strategic Income Fund | 1.69 | 2.64 | 1.31 | 0.70 | 6.38 |
DODGX Dodge & Cox Stock Fund Class I | 1.45 | 2.05 | 1.25 | 1.44 | 5.73 |
FIGFX Fidelity International Growth Fund | 0.69 | 1.06 | 1.12 | 0.37 | 2.06 |
HFQAX Janus Henderson Global Equity Income Fund | 0.90 | 1.35 | 1.16 | 0.82 | 3.44 |
DFDMX DF Dent Midcap Growth Fund | 0.68 | 1.07 | 1.13 | 0.30 | 1.79 |
PRSVX T. Rowe Price Small-Cap Value Fund | 0.58 | 0.99 | 1.11 | 0.37 | 1.73 |
Dividends
Dividend yield
MODERATO FONDI granted a 3.38% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MODERATO FONDI | 3.38% | 3.26% | 3.82% | 3.30% | 3.23% | 4.00% | 4.50% | 2.72% | 2.94% | 4.81% | 3.08% | 2.05% |
| Portfolio components: | ||||||||||||
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.52% | 2.78% | 3.81% | 2.00% | 1.03% | 1.78% | 3.67% | 2.19% | 3.07% | 7.57% | 4.43% | 1.87% |
BAGSX Baird Aggregate Bond Fund | 3.12% | 3.10% | 2.33% | 1.68% | 3.02% | 2.41% | 2.53% | 2.21% | 2.20% | 2.14% | 2.54% | 2.97% |
FADMX Fidelity Strategic Income Fund | 4.43% | 4.32% | 3.81% | 4.64% | 4.57% | 4.32% | 2.59% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DODGX Dodge & Cox Stock Fund Class I | 4.97% | 3.76% | 5.47% | 3.22% | 6.86% | 10.23% | 9.69% | 6.78% | 6.26% | 5.36% | 3.17% | 1.24% |
FIGFX Fidelity International Growth Fund | 0.46% | 0.48% | 1.66% | 1.93% | 0.11% | 0.97% | 0.88% | 0.69% | 1.24% | 1.47% | 0.84% | 0.97% |
HFQAX Janus Henderson Global Equity Income Fund | 7.75% | 7.89% | 8.02% | 6.92% | 7.25% | 6.80% | 7.66% | 6.03% | 6.77% | 6.62% | 6.20% | 5.82% |
DFDMX DF Dent Midcap Growth Fund | 0.00% | 0.00% | 0.00% | 2.79% | 0.30% | 0.87% | 3.52% | 0.30% | 0.09% | 3.21% | 4.31% | 3.29% |
PRSVX T. Rowe Price Small-Cap Value Fund | 3.02% | 3.27% | 5.28% | 6.98% | 2.03% | 4.59% | 9.46% | 4.22% | 3.77% | 22.55% | 7.46% | 3.10% |
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 MODERATO FONDI. 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 MODERATO FONDI was 27.25%, occurring on Mar 23, 2020. Recovery took 114 trading sessions.
The current MODERATO FONDI drawdown is 2.29%.
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 | 345 | Feb 22, 2024 | 541 |
| -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
Volatility Chart
The current MODERATO FONDI volatility is 2.27%, 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
| BAGSX | FADMX | HFQAX | PRSVX | DFDMX | FIGFX | DODGX | PRDGX | |
|---|---|---|---|---|---|---|---|---|
| BAGSX | 1.00 | 0.61 | -0.01 | -0.04 | 0.08 | 0.07 | -0.11 | 0.01 |
| FADMX | 0.61 | 1.00 | 0.46 | 0.42 | 0.51 | 0.54 | 0.39 | 0.47 |
| HFQAX | -0.01 | 0.46 | 1.00 | 0.72 | 0.66 | 0.83 | 0.81 | 0.77 |
| PRSVX | -0.04 | 0.42 | 0.72 | 1.00 | 0.78 | 0.70 | 0.88 | 0.80 |
| DFDMX | 0.08 | 0.51 | 0.66 | 0.78 | 1.00 | 0.80 | 0.73 | 0.86 |
| FIGFX | 0.07 | 0.54 | 0.83 | 0.70 | 0.80 | 1.00 | 0.74 | 0.82 |
| DODGX | -0.11 | 0.39 | 0.81 | 0.88 | 0.73 | 0.74 | 1.00 | 0.86 |
| PRDGX | 0.01 | 0.47 | 0.77 | 0.80 | 0.86 | 0.82 | 0.86 | 1.00 |