test
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test, 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 Jun 4, 2020, corresponding to the inception date of FBCG
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 17.79% | 0.18% | 7.53% | 26.42% | 13.48% | 10.85% |
test | 18.57% | 0.72% | 7.75% | 29.61% | N/A | N/A |
Portfolio components: | ||||||
Fidelity Blue Chip Growth Fund Class K | 24.00% | -1.32% | 6.24% | 40.74% | 21.47% | 17.22% |
Vanguard Growth ETF | 20.25% | -1.17% | 7.91% | 34.51% | 18.16% | 15.05% |
Invesco S&P 500® Equal Weight ETF | 12.58% | 2.81% | 5.48% | 22.42% | 12.12% | 10.39% |
Invesco S&P 100 Equal Weight ETF | 16.08% | 2.02% | 7.38% | 26.15% | 14.20% | 12.43% |
Vanguard Total Stock Market ETF | 17.74% | 0.83% | 7.37% | 28.83% | 14.53% | 12.29% |
Vanguard Value ETF | 16.74% | 2.40% | 7.57% | 23.81% | 11.83% | 10.35% |
iShares Edge MSCI Min Vol USA ETF | 17.35% | 1.47% | 9.98% | 23.33% | 9.11% | 11.14% |
Vanguard U.S. Minimum Volatility ETF | 16.15% | 0.56% | 9.22% | 24.30% | 8.23% | N/A |
Fidelity Blue Chip Growth ETF | 24.20% | -1.48% | 6.87% | 40.89% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of test, 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 | 1.48% | 5.19% | 3.43% | -3.91% | 4.60% | 2.93% | 1.61% | 2.63% | 18.57% | ||||
2023 | 7.02% | -2.24% | 3.39% | 0.77% | 0.76% | 6.37% | 3.45% | -1.78% | -4.64% | -2.15% | 9.01% | 4.96% | 26.76% |
2022 | -6.35% | -2.73% | 3.41% | -8.90% | -0.48% | -7.95% | 9.07% | -3.66% | -9.11% | 7.77% | 5.54% | -5.84% | -19.59% |
2021 | -0.43% | 2.70% | 3.66% | 4.63% | 0.60% | 2.82% | 1.80% | 2.87% | -4.51% | 6.26% | -1.34% | 3.88% | 24.93% |
2020 | 0.05% | 5.41% | 7.44% | -3.29% | -2.41% | 11.89% | 4.14% | 24.61% |
Expense Ratio
test has an expense ratio of 0.23%, which is considered low compared to other funds. 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 test is 74, 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 | |
---|---|---|---|---|---|
Fidelity Blue Chip Growth Fund Class K | 1.91 | 2.54 | 1.34 | 1.56 | 9.35 |
Vanguard Growth ETF | 1.87 | 2.47 | 1.33 | 1.73 | 9.28 |
Invesco S&P 500® Equal Weight ETF | 1.74 | 2.46 | 1.31 | 1.36 | 8.01 |
Invesco S&P 100 Equal Weight ETF | 2.26 | 3.12 | 1.41 | 2.24 | 11.21 |
Vanguard Total Stock Market ETF | 2.11 | 2.84 | 1.38 | 1.95 | 11.33 |
Vanguard Value ETF | 2.19 | 3.04 | 1.38 | 2.35 | 10.56 |
iShares Edge MSCI Min Vol USA ETF | 2.69 | 3.69 | 1.49 | 2.28 | 14.33 |
Vanguard U.S. Minimum Volatility ETF | 2.61 | 3.62 | 1.46 | 3.01 | 17.65 |
Fidelity Blue Chip Growth ETF | 1.88 | 2.50 | 1.33 | 1.60 | 9.20 |
Dividends
Dividend yield
test granted a 1.75% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
test | 1.75% | 1.45% | 1.45% | 2.01% | 2.07% | 1.89% | 2.35% | 1.56% | 1.71% | 1.87% | 1.84% | 2.03% |
Portfolio components: | ||||||||||||
Fidelity Blue Chip Growth Fund Class K | 5.97% | 0.93% | 0.56% | 8.77% | 6.41% | 3.70% | 6.41% | 4.37% | 4.22% | 5.19% | 6.31% | 8.07% |
Vanguard Growth ETF | 0.51% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
Invesco S&P 500® Equal Weight ETF | 1.11% | 1.64% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.45% | 1.27% |
Invesco S&P 100 Equal Weight ETF | 1.39% | 1.97% | 2.12% | 1.65% | 2.01% | 2.04% | 2.23% | 1.27% | 2.01% | 2.03% | 1.74% | 1.61% |
Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Vanguard Value ETF | 2.29% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
iShares Edge MSCI Min Vol USA ETF | 1.63% | 1.82% | 1.62% | 1.26% | 1.81% | 1.88% | 2.12% | 1.77% | 2.22% | 2.02% | 1.88% | 2.18% |
Vanguard U.S. Minimum Volatility ETF | 1.49% | 2.20% | 2.08% | 1.31% | 2.14% | 2.43% | 2.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Fidelity Blue Chip Growth ETF | 0.02% | 0.02% | 0.00% | 0.00% | 0.01% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the test. 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 test was 25.43%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.
The current test drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-25.43% | Dec 28, 2021 | 200 | Oct 12, 2022 | 294 | Dec 13, 2023 | 494 |
-8.75% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
-7.57% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
-7.08% | Jun 9, 2020 | 3 | Jun 11, 2020 | 23 | Jul 15, 2020 | 26 |
-5.45% | Feb 16, 2021 | 13 | Mar 4, 2021 | 7 | Mar 15, 2021 | 20 |
Volatility
Volatility Chart
The current test volatility is 3.69%, 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
VTV | FBCG | FBGKX | USMV | VFMV | VUG | RSP | EQWL | VTI | |
---|---|---|---|---|---|---|---|---|---|
VTV | 1.00 | 0.56 | 0.57 | 0.84 | 0.83 | 0.59 | 0.94 | 0.94 | 0.82 |
FBCG | 0.56 | 1.00 | 0.99 | 0.63 | 0.67 | 0.97 | 0.71 | 0.73 | 0.90 |
FBGKX | 0.57 | 0.99 | 1.00 | 0.64 | 0.67 | 0.97 | 0.72 | 0.73 | 0.91 |
USMV | 0.84 | 0.63 | 0.64 | 1.00 | 0.92 | 0.72 | 0.84 | 0.86 | 0.84 |
VFMV | 0.83 | 0.67 | 0.67 | 0.92 | 1.00 | 0.72 | 0.84 | 0.86 | 0.84 |
VUG | 0.59 | 0.97 | 0.97 | 0.72 | 0.72 | 1.00 | 0.73 | 0.76 | 0.92 |
RSP | 0.94 | 0.71 | 0.72 | 0.84 | 0.84 | 0.73 | 1.00 | 0.96 | 0.91 |
EQWL | 0.94 | 0.73 | 0.73 | 0.86 | 0.86 | 0.76 | 0.96 | 1.00 | 0.92 |
VTI | 0.82 | 0.90 | 0.91 | 0.84 | 0.84 | 0.92 | 0.91 | 0.92 | 1.00 |