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test
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FBGKX 11.11%VUG 11.11%RSP 11.11%EQWL 11.11%VTI 11.11%VTV 11.11%USMV 11.11%VFMV 11.11%FBCG 11.11%EquityEquity
PositionCategory/SectorWeight
EQWL
Invesco S&P 100 Equal Weight ETF
Large Cap Blend Equities
11.11%
FBCG
Fidelity Blue Chip Growth ETF
Large Cap Growth Equities, Actively Managed
11.11%
FBGKX
Fidelity Blue Chip Growth Fund Class K
Large Cap Growth Equities
11.11%
RSP
Invesco S&P 500® Equal Weight ETF
Large Cap Blend Equities
11.11%
USMV
iShares Edge MSCI Min Vol USA ETF
Large Cap Growth Equities
11.11%
VFMV
Vanguard U.S. Minimum Volatility ETF
All Cap Equities
11.11%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities
11.11%
VTV
Vanguard Value ETF
Large Cap Value Equities
11.11%
VUG
Vanguard Growth ETF
Large Cap Growth Equities
11.11%

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%AprilMayJuneJulyAugustSeptember
8.14%
7.54%
test
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 4, 2020, corresponding to the inception date of FBCG

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
17.79%0.18%7.53%26.42%13.48%10.85%
test18.57%0.72%7.75%29.61%N/AN/A
FBGKX
Fidelity Blue Chip Growth Fund Class K
24.00%-1.32%6.24%40.74%21.47%17.22%
VUG
Vanguard Growth ETF
20.25%-1.17%7.91%34.51%18.16%15.05%
RSP
Invesco S&P 500® Equal Weight ETF
12.58%2.81%5.48%22.42%12.12%10.39%
EQWL
Invesco S&P 100 Equal Weight ETF
16.08%2.02%7.38%26.15%14.20%12.43%
VTI
Vanguard Total Stock Market ETF
17.74%0.83%7.37%28.83%14.53%12.29%
VTV
Vanguard Value ETF
16.74%2.40%7.57%23.81%11.83%10.35%
USMV
iShares Edge MSCI Min Vol USA ETF
17.35%1.47%9.98%23.33%9.11%11.14%
VFMV
Vanguard U.S. Minimum Volatility ETF
16.15%0.56%9.22%24.30%8.23%N/A
FBCG
Fidelity Blue Chip Growth ETF
24.20%-1.48%6.87%40.89%N/AN/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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.48%5.19%3.43%-3.91%4.60%2.93%1.61%2.63%18.57%
20237.02%-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%
20200.05%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.


Expense ratio chart for FBGKX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for FBCG: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for EQWL: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for RSP: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for USMV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VFMV: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

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.


The Risk-Adjusted Performance Rank of test is 7474
test
The Sharpe Ratio Rank of test is 7777Sharpe Ratio Rank
The Sortino Ratio Rank of test is 7676Sortino Ratio Rank
The Omega Ratio Rank of test is 7878Omega Ratio Rank
The Calmar Ratio Rank of test is 6262Calmar Ratio Rank
The Martin Ratio Rank of test is 7878Martin 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.


test
Sharpe ratio
The chart of Sharpe ratio for test, currently valued at 2.34, compared to the broader market-1.000.001.002.003.004.002.34
Sortino ratio
The chart of Sortino ratio for test, currently valued at 3.19, compared to the broader market-2.000.002.004.006.003.19
Omega ratio
The chart of Omega ratio for test, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for test, currently valued at 2.21, compared to the broader market0.002.004.006.008.002.21
Martin ratio
The chart of Martin ratio for test, currently valued at 13.18, compared to the broader market0.0010.0020.0030.0013.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.002.06
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market-2.000.002.004.006.002.78
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 1.85, compared to the broader market0.002.004.006.008.001.85
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 11.09, compared to the broader market0.0010.0020.0030.0011.09

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FBGKX
Fidelity Blue Chip Growth Fund Class K
1.912.541.341.569.35
VUG
Vanguard Growth ETF
1.872.471.331.739.28
RSP
Invesco S&P 500® Equal Weight ETF
1.742.461.311.368.01
EQWL
Invesco S&P 100 Equal Weight ETF
2.263.121.412.2411.21
VTI
Vanguard Total Stock Market ETF
2.112.841.381.9511.33
VTV
Vanguard Value ETF
2.193.041.382.3510.56
USMV
iShares Edge MSCI Min Vol USA ETF
2.693.691.492.2814.33
VFMV
Vanguard U.S. Minimum Volatility ETF
2.613.621.463.0117.65
FBCG
Fidelity Blue Chip Growth ETF
1.882.501.331.609.20

Sharpe Ratio

The current test Sharpe ratio is 2.34. 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 1.71 to 2.37, 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 test 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 Ratio1.502.002.503.00AprilMayJuneJulyAugustSeptember
2.34
2.06
test
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

test granted a 1.75% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
test1.75%1.45%1.45%2.01%2.07%1.89%2.35%1.56%1.71%1.87%1.84%2.03%
FBGKX
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%
VUG
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%
RSP
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%
EQWL
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%
VTI
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%
VTV
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%
USMV
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%
VFMV
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%
FBCG
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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.46%
-0.86%
test
Benchmark (^GSPC)
Portfolio components

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, 2021200Oct 12, 2022294Dec 13, 2023494
-8.75%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-7.57%Jul 17, 202414Aug 5, 202414Aug 23, 202428
-7.08%Jun 9, 20203Jun 11, 202023Jul 15, 202026
-5.45%Feb 16, 202113Mar 4, 20217Mar 15, 202120

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.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.69%
3.99%
test
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.

VTVFBCGFBGKXUSMVVFMVVUGRSPEQWLVTI
VTV1.000.560.570.840.830.590.940.940.82
FBCG0.561.000.990.630.670.970.710.730.90
FBGKX0.570.991.000.640.670.970.720.730.91
USMV0.840.630.641.000.920.720.840.860.84
VFMV0.830.670.670.921.000.720.840.860.84
VUG0.590.970.970.720.721.000.730.760.92
RSP0.940.710.720.840.840.731.000.960.91
EQWL0.940.730.730.860.860.760.961.000.92
VTI0.820.900.910.840.840.920.910.921.00
The correlation results are calculated based on daily price changes starting from Jun 5, 2020