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CONSERVATIVO FONDI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BAGSX 25%FADMX 25%PRFRX 5%VEMBX 5%VWEHX 5%TGGWX 5%PRDGX 15%VEIPX 15%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BAGSX
Baird Aggregate Bond Fund
Intermediate Core Bond

25%

FADMX
Fidelity Strategic Income Fund
Total Bond Market

25%

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

15%

PRFRX
T. Rowe Price Floating Rate Fund
High Yield Bonds

5%

TGGWX
TCW Enhanced Commodity Strategy Fund
Commodities

5%

VEIPX
Vanguard Equity Income Fund Investor Shares
Large Cap Value Equities

15%

VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
Emerging Markets Bonds

5%

VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
High Yield Bonds

5%

S&P 500

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
4.83%
14.58%
CONSERVATIVO 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
14.75%3.20%15.46%24.12%13.37%10.83%
CONSERVATIVO FONDI3.94%0.08%4.82%8.92%5.18%N/A
BAGSX
Baird Aggregate Bond Fund
0.47%1.59%1.38%4.26%0.23%1.64%
FADMX
Fidelity Strategic Income Fund
3.14%1.15%3.69%8.70%2.93%N/A
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
9.09%-0.61%10.08%17.63%11.86%11.72%
VEIPX
Vanguard Equity Income Fund Investor Shares
5.99%-3.04%7.44%8.04%8.89%8.97%
PRFRX
T. Rowe Price Floating Rate Fund
3.64%0.54%4.76%11.22%4.87%4.15%
TGGWX
TCW Enhanced Commodity Strategy Fund
6.75%-2.60%6.46%3.11%8.93%-0.26%
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
3.02%0.53%4.07%12.05%3.80%N/A
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
1.42%0.52%2.69%8.91%3.46%4.00%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.14%0.79%2.14%-1.92%2.24%3.94%
20233.21%-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%
20200.20%-2.74%-8.55%5.04%3.36%0.83%3.41%1.79%-1.06%-0.76%5.25%1.98%8.23%
20194.00%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 has a high expense ratio of 0.55%, 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 PRFRX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for TGGWX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
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 VEMBX: 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 VEIPX: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
Expense ratio chart for VWEHX: current value at 0.23% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.23%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CONSERVATIVO FONDI is 44, 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 CONSERVATIVO FONDI is 4444
CONSERVATIVO FONDI
The Sharpe Ratio Rank of CONSERVATIVO FONDI is 4646Sharpe Ratio Rank
The Sortino Ratio Rank of CONSERVATIVO FONDI is 4949Sortino Ratio Rank
The Omega Ratio Rank of CONSERVATIVO FONDI is 5353Omega Ratio Rank
The Calmar Ratio Rank of CONSERVATIVO FONDI is 3232Calmar Ratio Rank
The Martin Ratio Rank of CONSERVATIVO FONDI is 3737Martin 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.


CONSERVATIVO FONDI
Sharpe ratio
The chart of Sharpe ratio for CONSERVATIVO FONDI, currently valued at 1.71, compared to the broader market0.002.004.001.71
Sortino ratio
The chart of Sortino ratio for CONSERVATIVO FONDI, currently valued at 2.53, compared to the broader market-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for CONSERVATIVO FONDI, 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 CONSERVATIVO FONDI, currently valued at 1.06, compared to the broader market0.002.004.006.008.0010.001.06
Martin ratio
The chart of Martin ratio for CONSERVATIVO FONDI, currently valued at 5.06, compared to the broader market0.0010.0020.0030.0040.0050.005.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.10, compared to the broader market0.002.004.002.10
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.67, compared to the broader market0.002.004.006.008.0010.001.67
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.85, compared to the broader market0.0010.0020.0030.0040.0050.007.85

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BAGSX
Baird Aggregate Bond Fund
0.590.881.100.221.66
FADMX
Fidelity Strategic Income Fund
1.902.971.360.816.51
PRDGX
T. Rowe Price Dividend Growth Fund, Inc.
2.022.891.361.756.53
VEIPX
Vanguard Equity Income Fund Investor Shares
0.811.131.150.912.42
PRFRX
T. Rowe Price Floating Rate Fund
4.2616.854.2217.4175.69
TGGWX
TCW Enhanced Commodity Strategy Fund
0.390.621.070.170.96
VEMBX
Vanguard Emerging Markets Bond Fund Investor Shares
1.972.971.380.866.59
VWEHX
Vanguard High-Yield Corporate Fund Investor Shares
1.963.281.411.278.71

Sharpe Ratio

The current CONSERVATIVO FONDI Sharpe ratio is 1.71. 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 1.40 to 2.33, 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 CONSERVATIVO 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
1.71
2.14
CONSERVATIVO FONDI
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CONSERVATIVO FONDI granted a 3.93% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
CONSERVATIVO FONDI3.93%3.97%4.30%4.00%3.30%3.60%4.35%2.33%2.60%3.19%2.74%2.39%
BAGSX
Baird Aggregate Bond Fund
3.31%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
4.40%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.
2.56%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
2.09%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
8.59%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
4.59%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
6.99%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
5.96%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.13%
-0.04%
CONSERVATIVO FONDI
Benchmark (^GSPC)
Portfolio components

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 0.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.08%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-13.55%Jan 3, 2022204Oct 20, 2022345Mar 1, 2024549
-6.07%Oct 3, 201857Dec 24, 201833Feb 12, 201990
-2.99%Sep 3, 202015Sep 24, 202030Nov 5, 202045
-2.53%Apr 1, 202414Apr 18, 202418May 14, 202432

Volatility

Volatility Chart

The current CONSERVATIVO FONDI volatility is 1.34%, 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.


1.00%2.00%3.00%4.00%2024FebruaryMarchAprilMayJune
1.34%
2.26%
CONSERVATIVO 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.

TGGWXBAGSXPRFRXVEIPXPRDGXVEMBXVWEHXFADMX
TGGWX1.000.010.180.320.260.210.250.25
BAGSX0.011.000.05-0.06-0.000.470.300.60
PRFRX0.180.051.000.290.300.380.460.40
VEIPX0.32-0.060.291.000.910.300.420.40
PRDGX0.26-0.000.300.911.000.340.460.47
VEMBX0.210.470.380.300.341.000.610.74
VWEHX0.250.300.460.420.460.611.000.76
FADMX0.250.600.400.400.470.740.761.00
The correlation results are calculated based on daily price changes starting from Apr 18, 2018