PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
MODERATO FONDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BAGSX 15%FADMX 15%PRDGX 20%DODGX 15%FIGFX 15%HFQAX 10%DFDMX 5%PRSVX 5%BondBondEquityEquity
PositionCategory/SectorWeight
BAGSX
Baird Aggregate Bond Fund
Intermediate Core Bond

15%

DFDMX
DF Dent Midcap Growth Fund
Mid Cap Growth Equities

5%

DODGX
Dodge & Cox Stock Fund Class I
Large Cap Value Equities

15%

FADMX
Fidelity Strategic Income Fund
Total Bond Market

15%

FIGFX
Fidelity International Growth Fund
Foreign Large Cap Equities

15%

HFQAX
Janus Henderson Global Equity Income Fund
Foreign Large Cap Equities

10%

PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
Large Cap Blend Equities, Dividend

20%

PRSVX
T. Rowe Price Small-Cap Value Fund
Small Cap Blend Equities

5%

S&P 500

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
7.58%
15.16%
MODERATO FONDI
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 17, 2018, corresponding to the inception date of FADMX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.65%3.82%15.17%24.08%13.46%10.86%
MODERATO FONDI5.56%0.86%7.58%13.26%8.00%N/A
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
9.64%1.49%10.48%19.29%12.18%11.83%
BAGSX
Baird Aggregate Bond Fund
-0.12%1.50%1.28%4.05%0.20%1.58%
FADMX
Fidelity Strategic Income Fund
2.87%1.24%4.43%8.71%2.99%N/A
DODGX
Dodge & Cox Stock Fund Class I
7.51%-0.42%9.64%19.74%13.19%10.55%
FIGFX
Fidelity International Growth Fund
8.83%1.96%11.62%15.02%9.36%7.34%
HFQAX
Janus Henderson Global Equity Income Fund
6.19%0.16%8.88%11.85%6.81%4.05%
DFDMX
DF Dent Midcap Growth Fund
1.96%-0.85%6.23%12.16%6.68%10.05%
PRSVX
T. Rowe Price Small-Cap Value Fund
0.69%-1.23%4.30%9.16%7.28%7.23%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.23%2.13%2.80%-3.41%3.16%5.56%
20235.55%-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%12.03%
20195.92%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 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.


Expense ratio chart for HFQAX: current value at 1.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.24%
Expense ratio chart for FIGFX: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for DFDMX: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for PRSVX: current value at 0.78% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.78%
Expense ratio chart for FADMX: current value at 0.66% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.66%
Expense ratio chart for PRDGX: current value at 0.62% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.62%
Expense ratio chart for BAGSX: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for DODGX: current value at 0.51% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.51%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MODERATO FONDI is 30, 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 MODERATO FONDI is 3030
MODERATO FONDI
The Sharpe Ratio Rank of MODERATO FONDI is 3232Sharpe Ratio Rank
The Sortino Ratio Rank of MODERATO FONDI is 3333Sortino Ratio Rank
The Omega Ratio Rank of MODERATO FONDI is 3333Omega Ratio Rank
The Calmar Ratio Rank of MODERATO FONDI is 2323Calmar Ratio Rank
The Martin Ratio Rank of MODERATO FONDI is 2626Martin 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.


MODERATO FONDI
Sharpe ratio
The chart of Sharpe ratio for MODERATO FONDI, currently valued at 1.49, compared to the broader market0.002.004.006.001.49
Sortino ratio
The chart of Sortino ratio for MODERATO FONDI, currently valued at 2.21, compared to the broader market-2.000.002.004.006.002.21
Omega ratio
The chart of Omega ratio for MODERATO FONDI, 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 MODERATO FONDI, currently valued at 0.88, compared to the broader market0.002.004.006.008.0010.000.88
Martin ratio
The chart of Martin ratio for MODERATO FONDI, currently valued at 4.23, compared to the broader market0.0010.0020.0030.0040.0050.004.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.20, compared to the broader market0.002.004.006.002.20
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.12, compared to the broader market-2.000.002.004.006.003.12
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.76, compared to the broader market0.002.004.006.008.0010.001.76
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.26, compared to the broader market0.0010.0020.0030.0040.0050.008.26

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
1.962.801.341.706.33
BAGSX
Baird Aggregate Bond Fund
0.520.781.090.191.45
FADMX
Fidelity Strategic Income Fund
1.842.881.350.786.30
DODGX
Dodge & Cox Stock Fund Class I
1.612.291.281.726.14
FIGFX
Fidelity International Growth Fund
1.121.681.190.592.72
HFQAX
Janus Henderson Global Equity Income Fund
1.001.511.180.963.14
DFDMX
DF Dent Midcap Growth Fund
0.711.101.130.311.87
PRSVX
T. Rowe Price Small-Cap Value Fund
0.500.861.100.311.42

Sharpe Ratio

The current MODERATO FONDI Sharpe ratio is 1.49. 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 1.47 to 2.38, 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 MODERATO FONDI 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 Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.49
2.20
MODERATO FONDI
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MODERATO FONDI granted a 3.41% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MODERATO FONDI3.41%3.26%3.82%3.30%3.23%4.00%4.50%2.72%2.94%4.81%3.08%2.05%
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
2.55%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
3.33%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
4.41%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
5.04%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
0.44%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
7.54%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
3.25%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.40%
0
MODERATO FONDI
Benchmark (^GSPC)
Portfolio components

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 0.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.25%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-21.07%Jan 5, 2022196Oct 12, 2022345Feb 22, 2024541
-12.51%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-5.22%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-5%Sep 3, 202015Sep 24, 202012Oct 12, 202027

Volatility

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.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
2.29%
2.51%
MODERATO FONDI
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.

BAGSXFADMXHFQAXPRSVXDFDMXFIGFXDODGXPRDGX
BAGSX1.000.60-0.02-0.040.080.07-0.110.00
FADMX0.601.000.460.410.500.530.390.47
HFQAX-0.020.461.000.720.660.830.810.77
PRSVX-0.040.410.721.000.780.700.880.80
DFDMX0.080.500.660.781.000.800.730.86
FIGFX0.070.530.830.700.801.000.740.82
DODGX-0.110.390.810.880.730.741.000.86
PRDGX0.000.470.770.800.860.820.861.00
The correlation results are calculated based on daily price changes starting from Apr 18, 2018