Passive #2
Alternative Proposed Asset Allocation Perpetual Account
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Passive #2, 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 Sep 27, 2011, corresponding to the inception date of VSIAX
Returns By Period
As of Aug 27, 2024, the Passive #2 returned 15.52% Year-To-Date and 11.10% 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 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Passive #2 | 15.52% | 2.56% | 10.07% | 25.38% | 13.73% | 11.10% |
| Portfolio components: | ||||||
FSMDX Fidelity Mid Cap Index Fund | 11.56% | 2.39% | 7.96% | 21.48% | 11.20% | 9.68% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 18.79% | 3.01% | 11.34% | 28.51% | 15.81% | 12.90% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 21.10% | 3.81% | 11.23% | 34.15% | 18.53% | 15.09% |
VVIAX Vanguard Value Index Fund Admiral Shares | 15.66% | 2.24% | 11.05% | 22.75% | 12.49% | 10.34% |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 17.47% | 2.68% | 10.63% | 27.67% | 15.07% | 12.25% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 11.00% | 2.90% | 8.07% | 20.24% | 10.98% | 9.51% |
VB Vanguard Small-Cap ETF | 9.90% | 0.32% | 7.17% | 19.99% | 10.54% | 8.84% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 10.87% | 0.32% | 9.66% | 21.53% | 12.07% | 8.74% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 11.37% | -1.33% | 9.51% | 22.12% | 10.50% | 10.06% |
FSPSX Fidelity International Index Fund | 11.36% | 3.98% | 8.39% | 20.15% | 8.77% | 5.30% |
Monthly Returns
The table below presents the monthly returns of Passive #2, 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 | 0.30% | 5.00% | 3.56% | -4.45% | 4.31% | 1.65% | 3.01% | 15.52% | |||||
| 2023 | 7.36% | -2.39% | 1.64% | 0.78% | -0.80% | 6.98% | 3.60% | -2.47% | -4.72% | -3.21% | 9.22% | 6.02% | 22.91% |
| 2022 | -5.85% | -2.03% | 2.71% | -8.33% | 0.27% | -8.73% | 9.10% | -3.84% | -9.35% | 8.29% | 6.24% | -5.33% | -17.68% |
| 2021 | -0.28% | 3.74% | 3.47% | 4.75% | 0.94% | 1.69% | 1.36% | 2.67% | -4.21% | 6.10% | -2.06% | 4.23% | 24.26% |
| 2020 | -0.58% | -8.31% | -15.14% | 12.63% | 5.57% | 2.23% | 5.21% | 5.97% | -3.19% | -1.59% | 12.93% | 4.70% | 18.07% |
| 2019 | 8.82% | 3.56% | 1.13% | 3.83% | -6.32% | 6.88% | 1.08% | -2.27% | 1.96% | 2.06% | 3.39% | 2.80% | 29.44% |
| 2018 | 4.97% | -3.93% | -1.37% | 0.43% | 2.37% | 0.52% | 3.14% | 2.86% | 0.01% | -7.76% | 1.95% | -9.11% | -6.78% |
| 2017 | 2.11% | 3.25% | 0.36% | 1.19% | 1.11% | 0.86% | 1.92% | -0.11% | 2.60% | 1.99% | 2.86% | 0.98% | 20.82% |
| 2016 | -5.86% | -0.08% | 7.22% | 0.81% | 1.60% | -0.06% | 4.14% | 0.28% | 0.30% | -2.46% | 4.22% | 1.92% | 12.04% |
| 2015 | -2.23% | 5.81% | -0.72% | 0.46% | 1.24% | -1.75% | 1.50% | -5.95% | -3.21% | 7.45% | 0.40% | -2.25% | 0.00% |
| 2014 | -3.16% | 5.04% | 0.29% | -0.02% | 2.13% | 2.62% | -2.30% | 3.91% | -2.59% | 2.65% | 2.20% | -0.18% | 10.71% |
| 2013 | 5.62% | 1.06% | 3.74% | 1.86% | 1.87% | -1.40% | 5.54% | -2.66% | 4.33% | 4.04% | 2.53% | 2.64% | 32.96% |
Expense Ratio
Passive #2 has an expense ratio of 0.05%, 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 Passive #2 is 54, 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 | |
|---|---|---|---|---|---|
FSMDX Fidelity Mid Cap Index Fund | 1.61 | 2.27 | 1.28 | 1.07 | 6.11 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 2.42 | 3.28 | 1.44 | 2.59 | 11.47 |
VIGAX Vanguard Growth Index Fund Admiral Shares | 2.13 | 2.80 | 1.38 | 1.94 | 10.21 |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.29 | 3.17 | 1.40 | 2.44 | 9.77 |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 2.28 | 3.11 | 1.41 | 2.12 | 10.41 |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.63 | 2.30 | 1.28 | 0.96 | 6.34 |
VB Vanguard Small-Cap ETF | 1.20 | 1.75 | 1.21 | 0.88 | 4.47 |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 1.32 | 1.93 | 1.23 | 1.44 | 5.26 |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.22 | 1.82 | 1.21 | 0.89 | 5.16 |
FSPSX Fidelity International Index Fund | 1.76 | 2.53 | 1.31 | 1.53 | 8.03 |
Dividends
Dividend yield
Passive #2 granted a 1.50% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Passive #2 | 1.50% | 1.62% | 1.75% | 1.59% | 1.57% | 1.93% | 2.07% | 1.79% | 1.97% | 2.18% | 2.01% | 1.79% |
| Portfolio components: | ||||||||||||
FSMDX Fidelity Mid Cap Index Fund | 1.02% | 1.39% | 2.07% | 3.35% | 2.34% | 2.86% | 2.60% | 2.53% | 2.23% | 4.68% | 3.82% | 2.74% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.28% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.49% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.30% | 2.45% | 2.51% | 2.14% | 2.55% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
VRTTX Vanguard Russell 3000 Index Fund Institutional Shares | 1.26% | 1.49% | 1.54% | 1.18% | 1.38% | 1.66% | 1.96% | 1.69% | 1.89% | 1.91% | 1.73% | 1.62% |
VIMAX Vanguard Mid-Cap Index Fund Admiral Shares | 1.50% | 1.51% | 1.59% | 1.11% | 1.44% | 1.47% | 1.82% | 1.35% | 1.45% | 1.47% | 1.29% | 1.17% |
VB Vanguard Small-Cap ETF | 1.43% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VSIAX Vanguard Small-Cap Value Index Fund Admiral Shares | 2.02% | 2.12% | 2.03% | 1.75% | 1.68% | 2.06% | 2.35% | 1.79% | 1.77% | 1.99% | 1.77% | 1.87% |
VIOG Vanguard S&P Small-Cap 600 Growth ETF | 1.07% | 1.15% | 1.17% | 0.69% | 0.68% | 1.09% | 0.76% | 0.87% | 0.92% | 1.04% | 0.72% | 0.52% |
FSPSX Fidelity International Index Fund | 2.85% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% | 3.53% | 2.59% |
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 Passive #2. 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 Passive #2 was 35.92%, occurring on Mar 23, 2020. Recovery took 109 trading sessions.
The current Passive #2 drawdown is 0.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
| -24.79% | Jan 5, 2022 | 186 | Sep 30, 2022 | 306 | Dec 19, 2023 | 492 |
| -20.11% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
| -16.57% | Jun 24, 2015 | 161 | Feb 11, 2016 | 104 | Jul 12, 2016 | 265 |
| -10.77% | Apr 3, 2012 | 43 | Jun 4, 2012 | 66 | Sep 6, 2012 | 109 |
Volatility
Volatility Chart
The current Passive #2 volatility is 5.78%, 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
| FSPSX | VIGAX | VIOG | VVIAX | VSIAX | VFIAX | VB | VRTTX | VIMAX | FSMDX | |
|---|---|---|---|---|---|---|---|---|---|---|
| FSPSX | 1.00 | 0.71 | 0.67 | 0.75 | 0.71 | 0.77 | 0.72 | 0.77 | 0.76 | 0.76 |
| VIGAX | 0.71 | 1.00 | 0.74 | 0.75 | 0.73 | 0.95 | 0.80 | 0.94 | 0.87 | 0.86 |
| VIOG | 0.67 | 0.74 | 1.00 | 0.78 | 0.91 | 0.80 | 0.94 | 0.84 | 0.87 | 0.89 |
| VVIAX | 0.75 | 0.75 | 0.78 | 1.00 | 0.89 | 0.91 | 0.86 | 0.91 | 0.90 | 0.90 |
| VSIAX | 0.71 | 0.73 | 0.91 | 0.89 | 1.00 | 0.84 | 0.97 | 0.88 | 0.92 | 0.94 |
| VFIAX | 0.77 | 0.95 | 0.80 | 0.91 | 0.84 | 1.00 | 0.87 | 0.99 | 0.93 | 0.93 |
| VB | 0.72 | 0.80 | 0.94 | 0.86 | 0.97 | 0.87 | 1.00 | 0.91 | 0.95 | 0.97 |
| VRTTX | 0.77 | 0.94 | 0.84 | 0.91 | 0.88 | 0.99 | 0.91 | 1.00 | 0.96 | 0.95 |
| VIMAX | 0.76 | 0.87 | 0.87 | 0.90 | 0.92 | 0.93 | 0.95 | 0.96 | 1.00 | 0.99 |
| FSMDX | 0.76 | 0.86 | 0.89 | 0.90 | 0.94 | 0.93 | 0.97 | 0.95 | 0.99 | 1.00 |