CONSERVATIVO FONDI
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Asset Allocation
Performance
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
Returns
As of Oct 3, 2023, the CONSERVATIVO FONDI returned 0.62% Year-To-Date and 4.02% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 4.58% | 11.69% | 16.58% | 8.13% | 8.78% |
| CONSERVATIVO FONDI | -3.17% | -1.58% | 0.62% | 5.23% | 4.13% | 4.02% |
| Portfolio components: | ||||||
BAGSX Baird Aggregate Bond Fund | -2.78% | -5.38% | -1.69% | -0.44% | 0.18% | -0.01% |
FADMX Fidelity Strategic Income Fund | -2.19% | -1.54% | 2.37% | 4.74% | 1.99% | 1.59% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | -4.90% | 0.73% | 2.52% | 10.59% | 9.56% | 10.01% |
VEIPX Vanguard Equity Income Fund Investor Shares | -5.06% | -0.24% | -2.43% | 8.01% | 7.23% | 7.61% |
PRFRX T. Rowe Price Floating Rate Fund | -0.33% | 4.51% | 7.94% | 11.01% | 3.74% | 3.78% |
TGGWX TCW Enhanced Commodity Strategy Fund | -3.11% | -3.05% | -6.05% | -4.43% | 6.31% | 5.34% |
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | -2.56% | 0.27% | 3.37% | 12.56% | 3.59% | 3.26% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | -2.49% | -0.41% | 2.95% | 7.31% | 2.60% | 2.63% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.18% | 0.89% | -1.93% | 2.34% | 1.87% | -1.03% | -2.60% |
Dividend yield
CONSERVATIVO FONDI granted a 4.96% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CONSERVATIVO FONDI | 4.96% | 4.42% | 4.32% | 3.70% | 4.22% | 5.35% | 2.99% | 3.47% | 4.30% | 3.94% | 3.60% | 3.78% |
| Portfolio components: | ||||||||||||
BAGSX Baird Aggregate Bond Fund | 3.07% | 2.38% | 1.75% | 3.21% | 2.64% | 2.84% | 2.54% | 2.59% | 2.58% | 3.12% | 3.75% | 6.51% |
FADMX Fidelity Strategic Income Fund | 4.44% | 3.94% | 4.96% | 5.12% | 5.07% | 3.20% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 3.90% | 3.84% | 2.09% | 1.10% | 1.93% | 4.04% | 2.50% | 3.58% | 9.11% | 5.73% | 2.53% | 2.36% |
VEIPX Vanguard Equity Income Fund Investor Shares | 8.99% | 8.86% | 8.45% | 3.32% | 5.39% | 14.04% | 5.23% | 5.61% | 9.86% | 9.75% | 9.06% | 5.21% |
PRFRX T. Rowe Price Floating Rate Fund | 7.36% | 5.63% | 4.31% | 4.64% | 5.86% | 6.17% | 5.38% | 5.64% | 5.88% | 5.92% | 5.70% | 6.26% |
TGGWX TCW Enhanced Commodity Strategy Fund | 3.40% | 1.91% | 6.64% | 3.82% | 4.04% | 2.70% | 2.66% | 2.70% | 1.53% | 1.98% | 3.11% | 3.34% |
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 6.89% | 5.71% | 5.76% | 5.25% | 7.67% | 6.27% | 8.88% | 12.91% | 0.00% | 0.00% | 0.00% | 0.00% |
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 5.36% | 5.31% | 4.52% | 5.26% | 6.27% | 7.48% | 7.08% | 7.63% | 8.79% | 8.80% | 9.62% | 10.78% |
Expense Ratio
The 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.
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 | |
|---|---|---|---|---|---|
BAGSX Baird Aggregate Bond Fund | 0.01 | ||||
FADMX Fidelity Strategic Income Fund | 0.74 | ||||
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 0.82 | ||||
VEIPX Vanguard Equity Income Fund Investor Shares | 0.65 | ||||
PRFRX T. Rowe Price Floating Rate Fund | 3.72 | ||||
TGGWX TCW Enhanced Commodity Strategy Fund | -0.30 | ||||
VEMBX Vanguard Emerging Markets Bond Fund Investor Shares | 1.96 | ||||
VWEHX Vanguard High-Yield Corporate Fund Investor Shares | 1.42 |
Asset Correlations Table
| BAGSX | TGGWX | PRFRX | VEIPX | PRDGX | VEMBX | VWEHX | FADMX | |
|---|---|---|---|---|---|---|---|---|
| BAGSX | 1.00 | 0.00 | 0.05 | -0.11 | -0.04 | 0.40 | 0.24 | 0.55 |
| TGGWX | 0.00 | 1.00 | 0.19 | 0.33 | 0.27 | 0.23 | 0.28 | 0.27 |
| PRFRX | 0.05 | 0.19 | 1.00 | 0.28 | 0.29 | 0.39 | 0.48 | 0.44 |
| VEIPX | -0.11 | 0.33 | 0.28 | 1.00 | 0.92 | 0.30 | 0.43 | 0.40 |
| PRDGX | -0.04 | 0.27 | 0.29 | 0.92 | 1.00 | 0.34 | 0.46 | 0.47 |
| VEMBX | 0.40 | 0.23 | 0.39 | 0.30 | 0.34 | 1.00 | 0.59 | 0.71 |
| VWEHX | 0.24 | 0.28 | 0.48 | 0.43 | 0.46 | 0.59 | 1.00 | 0.75 |
| FADMX | 0.55 | 0.27 | 0.44 | 0.40 | 0.47 | 0.71 | 0.75 | 1.00 |
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 CONSERVATIVO 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 CONSERVATIVO FONDI is 19.08%, recorded on Mar 23, 2020. It took 95 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.08% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -13.53% | Jan 3, 2022 | 204 | Oct 20, 2022 | — | — | — |
| -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 |
| -2.22% | Nov 10, 2021 | 15 | Dec 1, 2021 | 17 | Dec 27, 2021 | 32 |
Volatility Chart
The current CONSERVATIVO FONDI volatility is 1.24%, 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.