Actual Portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Actual Portfolio , 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 Actual Portfolio returned 19.49% Year-To-Date and 12.61% 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% | 8.16% | 9.78% |
| Actual Portfolio | -6.54% | 6.46% | 19.49% | 25.89% | 12.64% | 12.61% |
| Portfolio components: | ||||||
FSHOX Fidelity Select Construction & Housing Portfolio | -9.96% | 6.75% | 10.35% | 18.27% | 15.85% | 13.69% |
FDLSX Fidelity Select Leisure Portfolio | -5.76% | 0.41% | 13.35% | 25.02% | 10.72% | 11.19% |
FBGRX Fidelity Blue Chip Growth Fund | -5.37% | 14.65% | 36.43% | 31.61% | 13.92% | 15.44% |
FSPSX Fidelity International Index Fund | -4.66% | -3.73% | 5.41% | 22.06% | 3.48% | 3.83% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 3.29% | 2.15% | 0.21% | 8.46% | 4.44% | -2.71% | -5.84% |
Dividend yield
Actual Portfolio granted a 0.99% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Actual Portfolio | 0.99% | 1.61% | 10.89% | 4.84% | 6.47% | 15.27% | 9.95% | 4.41% | 6.97% | 13.16% | 13.48% | 6.88% |
| Portfolio components: | ||||||||||||
FSHOX Fidelity Select Construction & Housing Portfolio | 0.72% | 0.80% | 5.49% | 5.06% | 9.08% | 19.52% | 19.46% | 5.90% | 5.59% | 20.64% | 17.29% | 3.60% |
FDLSX Fidelity Select Leisure Portfolio | 0.83% | 3.34% | 23.60% | 3.04% | 8.60% | 28.65% | 10.73% | 1.82% | 10.12% | 16.55% | 16.98% | 16.03% |
FBGRX Fidelity Blue Chip Growth Fund | 0.70% | 0.57% | 8.83% | 7.05% | 4.37% | 7.76% | 5.55% | 5.48% | 7.14% | 9.04% | 12.35% | 3.91% |
FSPSX Fidelity International Index Fund | 2.52% | 2.66% | 3.15% | 1.94% | 3.43% | 3.10% | 2.86% | 3.61% | 3.37% | 4.38% | 3.33% | 4.08% |
Expense Ratio
The Actual Portfolio has a high expense ratio of 0.66%, 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 | |
|---|---|---|---|---|---|
FSHOX Fidelity Select Construction & Housing Portfolio | 0.98 | ||||
FDLSX Fidelity Select Leisure Portfolio | 1.42 | ||||
FBGRX Fidelity Blue Chip Growth Fund | 1.34 | ||||
FSPSX Fidelity International Index Fund | 1.49 |
Asset Correlations Table
| FSPSX | FSHOX | FDLSX | FBGRX | |
|---|---|---|---|---|
| FSPSX | 1.00 | 0.64 | 0.66 | 0.69 |
| FSHOX | 0.64 | 1.00 | 0.71 | 0.70 |
| FDLSX | 0.66 | 0.71 | 1.00 | 0.76 |
| FBGRX | 0.69 | 0.70 | 0.76 | 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 Actual Portfolio . 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 Actual Portfolio is 38.30%, recorded on Mar 18, 2020. It took 87 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.3% | Feb 20, 2020 | 20 | Mar 18, 2020 | 87 | Jul 22, 2020 | 107 |
| -31.56% | Jan 4, 2022 | 197 | Oct 14, 2022 | — | — | — |
| -19.27% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -18.2% | Aug 6, 2015 | 131 | Feb 11, 2016 | 208 | Dec 7, 2016 | 339 |
| -12.19% | Mar 27, 2012 | 48 | Jun 4, 2012 | 70 | Sep 13, 2012 | 118 |
Volatility Chart
The current Actual Portfolio volatility is 3.52%, 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.