CONSERVATIVO FONDI
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Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CONSERVATIVO 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% |
| CONSERVATIVO FONDI | 4.61% | 0.76% | 4.94% | 8.00% | 5.01% | N/A |
| Portfolio components: | ||||||
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 |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 10.35% | 0.28% | 9.15% | 14.83% | 11.41% | 11.78% |
VEIPX Vanguard Equity Income Fund Investor Shares | 10.00% | 3.10% | 10.06% | 7.90% | 9.21% | 9.28% |
PRFRX T. Rowe Price Floating Rate Fund | 4.30% | 0.74% | 4.30% | 10.15% | 4.90% | 4.21% |
TGGWX TCW Enhanced Commodity Strategy Fund | 1.72% | -3.59% | 1.01% | -3.72% | 7.65% | -0.35% |
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 3.83% | 1.00% | 5.10% | 10.35% | 3.53% | N/A |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 2.90% | 1.27% | 3.47% | 9.94% | 3.52% | 4.20% |
Monthly Returns
The table below presents the monthly returns of CONSERVATIVO 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 | 0.14% | 0.79% | 2.14% | -1.92% | 2.19% | 0.46% | 4.61% | ||||||
| 2023 | 3.21% | -2.49% | 1.18% | 0.89% | -1.93% | 2.34% | 1.87% | -1.03% | -2.54% | -1.32% | 4.89% | 2.82% | 7.81% |
| 2022 | -1.67% | -1.33% | 0.26% | -3.50% | 0.79% | -5.00% | 4.15% | -2.03% | -5.52% | 2.99% | 4.64% | -1.68% | -8.19% |
| 2021 | -0.58% | 0.98% | 1.27% | 2.47% | 0.97% | 0.64% | 1.20% | 0.84% | -1.42% | 1.87% | -1.32% | 2.51% | 9.75% |
| 2020 | 0.20% | -2.74% | -8.55% | 5.04% | 3.36% | 0.83% | 3.41% | 1.79% | -1.06% | -0.76% | 5.25% | 1.98% | 8.23% |
| 2019 | 4.00% | 1.66% | 1.29% | 1.40% | -1.17% | 3.15% | 0.51% | 0.39% | 0.67% | 0.63% | 0.80% | 1.65% | 15.93% |
| 2018 | -1.09% | 0.50% | -0.16% | 1.55% | 0.56% | 0.24% | -2.35% | 1.01% | -2.71% | -2.49% |
Expense Ratio
CONSERVATIVO FONDI features an expense ratio of 0.55%, 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 CONSERVATIVO FONDI is 38, 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 | |
|---|---|---|---|---|---|
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 |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 1.53 | 2.21 | 1.27 | 1.35 | 5.34 |
VEIPX Vanguard Equity Income Fund Investor Shares | 0.65 | 0.92 | 1.12 | 0.72 | 1.96 |
PRFRX T. Rowe Price Floating Rate Fund | 3.72 | 13.87 | 3.60 | 14.39 | 59.36 |
TGGWX TCW Enhanced Commodity Strategy Fund | -0.39 | -0.48 | 0.94 | -0.16 | -0.93 |
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 1.60 | 2.44 | 1.30 | 0.68 | 6.12 |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 2.04 | 3.41 | 1.45 | 1.25 | 8.84 |
Dividends
Dividend yield
CONSERVATIVO FONDI granted a 4.01% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CONSERVATIVO FONDI | 4.01% | 3.97% | 4.30% | 4.00% | 3.30% | 3.60% | 4.35% | 2.33% | 2.60% | 3.19% | 2.74% | 2.39% |
| Portfolio components: | ||||||||||||
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% |
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% |
VEIPX Vanguard Equity Income Fund Investor Shares | 2.84% | 2.93% | 8.69% | 7.62% | 2.77% | 4.36% | 10.86% | 3.66% | 3.78% | 6.39% | 5.94% | 5.19% |
PRFRX T. Rowe Price Floating Rate Fund | 8.51% | 8.33% | 5.32% | 3.87% | 4.00% | 4.84% | 4.86% | 4.04% | 4.08% | 4.08% | 3.95% | 3.65% |
TGGWX TCW Enhanced Commodity Strategy Fund | 4.87% | 4.14% | 1.86% | 6.35% | 3.44% | 3.49% | 2.25% | 2.17% | 2.15% | 1.19% | 1.53% | 2.37% |
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 7.13% | 7.06% | 5.43% | 5.19% | 4.50% | 6.27% | 4.81% | 6.50% | 8.85% | 0.00% | 0.00% | 0.00% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 5.94% | 5.69% | 5.11% | 4.13% | 4.62% | 5.24% | 5.93% | 5.28% | 5.43% | 5.91% | 5.59% | 5.79% |
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 CONSERVATIVO 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 CONSERVATIVO FONDI was 19.08%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current CONSERVATIVO FONDI drawdown is 1.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -13.55% | Jan 3, 2022 | 204 | Oct 20, 2022 | 345 | Mar 1, 2024 | 549 |
| -6.07% | Oct 3, 2018 | 57 | Dec 24, 2018 | 33 | Feb 12, 2019 | 90 |
| -2.99% | Sep 3, 2020 | 15 | Sep 24, 2020 | 30 | Nov 5, 2020 | 45 |
| -2.53% | Apr 1, 2024 | 14 | Apr 18, 2024 | 18 | May 14, 2024 | 32 |
Volatility
Volatility Chart
The current CONSERVATIVO FONDI volatility is 1.36%, 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
| TGGWX | BAGSX | PRFRX | VEIPX | PRDGX | VEMBX | VWEHX | FADMX | |
|---|---|---|---|---|---|---|---|---|
| TGGWX | 1.00 | 0.02 | 0.18 | 0.32 | 0.26 | 0.22 | 0.25 | 0.25 |
| BAGSX | 0.02 | 1.00 | 0.06 | -0.06 | 0.01 | 0.48 | 0.30 | 0.61 |
| PRFRX | 0.18 | 0.06 | 1.00 | 0.29 | 0.30 | 0.38 | 0.45 | 0.40 |
| VEIPX | 0.32 | -0.06 | 0.29 | 1.00 | 0.91 | 0.31 | 0.42 | 0.40 |
| PRDGX | 0.26 | 0.01 | 0.30 | 0.91 | 1.00 | 0.35 | 0.46 | 0.47 |
| VEMBX | 0.22 | 0.48 | 0.38 | 0.31 | 0.35 | 1.00 | 0.61 | 0.74 |
| VWEHX | 0.25 | 0.30 | 0.45 | 0.42 | 0.46 | 0.61 | 1.00 | 0.75 |
| FADMX | 0.25 | 0.61 | 0.40 | 0.40 | 0.47 | 0.74 | 0.75 | 1.00 |