FthePlan - Proposed
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 5% |
FSELX Fidelity Select Semiconductors Portfolio | Technology Equities | 10% |
FSPTX Fidelity Select Technology Portfolio | Technology Equities | 10% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 20% |
PRGSX T. Rowe Price Global Stock Fund | Global Equities | 5% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 10% |
TWCUX American Century Ultra Fund | Large Cap Growth Equities | 10% |
USD=X USD Cash | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in FthePlan - Proposed, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Oct 17, 2024, the FthePlan - Proposed returned 17.89% Year-To-Date and 12.75% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
| FthePlan - Proposed | 17.89% | 3.54% | 13.35% | 27.80% | 14.91% | 12.67% |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 16.62% | 3.67% | 16.21% | 27.01% | 12.98% | 11.86% |
FSELX Fidelity Select Semiconductors Portfolio | 42.93% | 8.82% | 21.78% | 66.67% | 33.89% | 27.53% |
FXAIX Fidelity 500 Index Fund | 23.84% | 3.79% | 17.39% | 37.38% | 15.64% | 13.48% |
FSPTX Fidelity Select Technology Portfolio | 29.25% | 7.40% | 21.30% | 45.88% | 23.52% | 20.68% |
AAPL Apple Inc | 20.84% | 6.91% | 39.11% | 32.49% | 31.08% | 25.47% |
PRGSX T. Rowe Price Global Stock Fund | 17.94% | 2.16% | 10.57% | 32.38% | 14.09% | 13.38% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TWCUX American Century Ultra Fund | 23.81% | 4.06% | 16.55% | 39.58% | 18.93% | 16.17% |
Monthly Returns
The table below presents the monthly returns of FthePlan - Proposed, 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 | 1.25% | 4.54% | 1.99% | -2.69% | 4.57% | 3.46% | 0.08% | 1.36% | 1.00% | 17.89% | |||
| 2023 | 6.61% | -0.11% | 4.31% | -0.55% | 3.65% | 4.86% | 2.53% | -1.57% | -4.01% | -2.64% | 7.26% | 3.99% | 26.31% |
| 2022 | -5.00% | -2.26% | 2.23% | -7.62% | -0.05% | -6.89% | 8.47% | -3.62% | -7.36% | 5.04% | 5.03% | -5.46% | -17.57% |
| 2021 | -0.29% | 2.01% | 1.96% | 3.01% | 0.19% | 3.13% | 1.39% | 2.37% | -3.37% | 4.93% | 1.57% | 2.49% | 20.93% |
| 2020 | 0.65% | -5.20% | -7.82% | 9.84% | 4.81% | 3.64% | 4.84% | 6.84% | -2.62% | -1.57% | 8.94% | 3.62% | 27.19% |
| 2019 | 6.14% | 3.23% | 2.08% | 3.82% | -6.54% | 5.98% | 2.01% | -1.38% | 1.68% | 2.72% | 3.38% | 3.08% | 28.76% |
| 2018 | 4.20% | -1.35% | -1.75% | -0.50% | 3.69% | -0.21% | 1.90% | 3.40% | -0.23% | -5.99% | 0.06% | -6.00% | -3.35% |
| 2017 | 2.15% | 3.25% | 1.36% | 0.98% | 2.58% | -0.75% | 1.94% | 1.48% | 1.05% | 3.38% | 2.07% | 0.14% | 21.41% |
| 2016 | -4.48% | 0.04% | 5.27% | -1.17% | 2.37% | -0.48% | 4.22% | 1.06% | 1.50% | -1.24% | 1.37% | 1.32% | 9.83% |
| 2015 | -1.06% | 4.57% | -1.11% | 0.62% | 1.68% | -2.11% | 0.37% | -4.14% | -1.49% | 6.40% | 0.75% | -1.49% | 2.57% |
| 2014 | -2.04% | 3.76% | 0.08% | 0.17% | 2.40% | 2.26% | -0.84% | 3.14% | -1.16% | 1.77% | 2.42% | -0.25% | 12.15% |
| 2013 | 2.25% | 0.90% | 2.09% | 0.67% | 2.33% | -1.45% | 4.41% | -0.74% | 2.77% | 2.57% | 2.09% | 2.49% | 22.23% |
Expense Ratio
FthePlan - Proposed features an expense ratio of 0.28%, 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 FthePlan - Proposed is 71, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.92 | 4.21 | 1.53 | 2.78 | 16.00 |
FSELX Fidelity Select Semiconductors Portfolio | 2.33 | 2.83 | 1.38 | 3.38 | 10.18 |
FXAIX Fidelity 500 Index Fund | 3.50 | 4.62 | 1.67 | 4.24 | 22.96 |
FSPTX Fidelity Select Technology Portfolio | 2.34 | 2.96 | 1.41 | 3.11 | 11.23 |
AAPL Apple Inc | 1.65 | 2.40 | 1.31 | 2.22 | 5.20 |
PRGSX T. Rowe Price Global Stock Fund | 2.48 | 3.36 | 1.45 | 1.39 | 13.16 |
USD=X USD Cash | — | — | — | — | — |
TWCUX American Century Ultra Fund | 2.69 | 3.46 | 1.50 | 2.43 | 12.37 |
Dividends
Dividend yield
FthePlan - Proposed granted a 1.60% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FthePlan - Proposed | 1.60% | 2.01% | 2.52% | 3.77% | 3.93% | 1.77% | 7.11% | 3.65% | 1.94% | 3.58% | 3.80% | 2.02% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
FSELX Fidelity Select Semiconductors Portfolio | 4.91% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.65% | 3.82% | 16.31% | 3.48% | 0.61% |
FXAIX Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
FSPTX Fidelity Select Technology Portfolio | 0.00% | 0.01% | 3.95% | 11.62% | 18.86% | 1.86% | 23.77% | 8.32% | 1.54% | 4.28% | 17.85% | 8.07% |
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
PRGSX T. Rowe Price Global Stock Fund | 0.23% | 0.27% | 0.00% | 13.67% | 5.67% | 1.25% | 5.81% | 0.37% | 0.63% | 0.33% | 0.71% | 0.29% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TWCUX American Century Ultra Fund | 4.92% | 6.09% | 7.42% | 6.78% | 2.80% | 4.27% | 8.24% | 6.01% | 4.87% | 5.44% | 7.63% | 4.17% |
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 FthePlan - Proposed. 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 FthePlan - Proposed was 23.39%, occurring on Mar 23, 2020. Recovery took 55 trading sessions.
The current FthePlan - Proposed drawdown is 0.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.39% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 8, 2020 | 78 |
| -22.46% | Dec 28, 2021 | 209 | Oct 14, 2022 | 197 | Jul 18, 2023 | 406 |
| -15.83% | Aug 30, 2018 | 83 | Dec 24, 2018 | 72 | Apr 3, 2019 | 155 |
| -11.15% | May 28, 2015 | 187 | Feb 11, 2016 | 107 | Jul 11, 2016 | 294 |
| -8.59% | Aug 1, 2023 | 64 | Oct 27, 2023 | 32 | Dec 12, 2023 | 96 |
Volatility
Volatility Chart
The current FthePlan - Proposed volatility is 2.88%, 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
| USD=X | AAPL | SCHD | FSELX | PRGSX | FSPTX | FXAIX | TWCUX | |
|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| AAPL | 0.00 | 1.00 | 0.45 | 0.55 | 0.60 | 0.70 | 0.63 | 0.70 |
| SCHD | 0.00 | 0.45 | 1.00 | 0.62 | 0.73 | 0.62 | 0.86 | 0.69 |
| FSELX | 0.00 | 0.55 | 0.62 | 1.00 | 0.78 | 0.85 | 0.76 | 0.78 |
| PRGSX | 0.00 | 0.60 | 0.73 | 0.78 | 1.00 | 0.88 | 0.90 | 0.92 |
| FSPTX | 0.00 | 0.70 | 0.62 | 0.85 | 0.88 | 1.00 | 0.84 | 0.92 |
| FXAIX | 0.00 | 0.63 | 0.86 | 0.76 | 0.90 | 0.84 | 1.00 | 0.92 |
| TWCUX | 0.00 | 0.70 | 0.69 | 0.78 | 0.92 | 0.92 | 0.92 | 1.00 |