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Actual Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FBGRX 36%FSHOX 25%FDLSX 25%FSPSX 14%EquityEquity
PositionCategory/SectorWeight
FBGRX
Fidelity Blue Chip Growth Fund
Large Cap Growth Equities

36%

FDLSX
Fidelity Select Leisure Portfolio
Consumer Discretionary Equities

25%

FSHOX
Fidelity Select Construction & Housing Portfolio
Consumer Discretionary Equities

25%

FSPSX
Fidelity International Index Fund
Large Cap Blend Equities, Foreign Large Cap Equities

14%

S&P 500

Performance

Performance Chart

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
14.72%
15.10%
Actual Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2011, corresponding to the inception date of FSPSX

Returns By Period

As of Jun 15, 2024, the Actual Portfolio returned 13.12% Year-To-Date and 14.17% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
Actual Portfolio 13.12%0.84%14.72%25.85%17.40%14.17%
FSHOX
Fidelity Select Construction & Housing Portfolio
7.27%-3.74%7.69%23.28%19.45%15.28%
FDLSX
Fidelity Select Leisure Portfolio
4.47%-0.32%6.70%14.63%11.81%11.73%
FBGRX
Fidelity Blue Chip Growth Fund
26.96%6.31%28.51%42.91%22.51%18.02%
FSPSX
Fidelity International Index Fund
5.17%-3.01%7.81%9.45%7.21%4.51%

Monthly Returns

The table below presents the monthly returns of Actual Portfolio , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.72%7.14%3.72%-4.57%3.74%13.12%
202311.20%-1.71%3.29%2.15%0.21%8.46%4.44%-2.71%-5.84%-3.71%10.58%7.74%37.56%
2022-8.55%-3.82%0.32%-8.28%-2.52%-10.94%11.87%-3.67%-8.75%6.93%7.60%-6.34%-25.55%
2021-0.41%5.02%3.77%5.12%-0.05%1.59%1.60%2.70%-2.79%6.18%-0.67%4.27%29.23%
20201.19%-7.69%-17.32%15.73%8.48%3.63%5.94%10.86%-1.85%-2.86%13.72%4.74%34.00%
20198.66%3.68%2.41%4.92%-6.09%7.13%1.65%-0.15%-0.37%1.86%3.17%2.59%32.78%
20185.47%-4.98%-1.16%0.81%2.58%0.35%1.36%2.72%0.35%-9.44%2.27%-6.85%-7.34%
20172.91%2.87%2.79%3.40%2.97%-0.34%1.29%1.01%1.95%3.38%3.11%1.56%30.40%
2016-6.74%-0.61%6.74%-1.07%1.75%-1.63%5.44%-0.46%-0.23%-2.87%3.29%0.82%3.76%
2015-0.17%6.22%0.13%-1.00%1.61%-0.80%3.40%-5.70%-2.93%5.78%0.57%-1.75%4.84%
2014-2.78%6.69%-1.83%-1.72%2.31%2.78%-2.79%4.82%-2.25%2.54%3.40%-0.08%11.05%
20135.40%0.41%3.56%2.10%2.69%-1.90%5.03%-2.27%5.62%3.70%2.40%3.38%34.16%

Expense Ratio

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.


Expense ratio chart for FBGRX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for FSHOX: current value at 0.76% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.76%
Expense ratio chart for FDLSX: current value at 0.74% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.74%
Expense ratio chart for FSPSX: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Actual Portfolio is 58, 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 Actual Portfolio is 5858
Actual Portfolio
The Sharpe Ratio Rank of Actual Portfolio is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of Actual Portfolio is 6363Sortino Ratio Rank
The Omega Ratio Rank of Actual Portfolio is 6363Omega Ratio Rank
The Calmar Ratio Rank of Actual Portfolio is 5555Calmar Ratio Rank
The Martin Ratio Rank of Actual Portfolio is 5050Martin 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.


Actual Portfolio
Sharpe ratio
The chart of Sharpe ratio for Actual Portfolio , currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for Actual Portfolio , currently valued at 2.82, compared to the broader market-2.000.002.004.006.002.82
Omega ratio
The chart of Omega ratio for Actual Portfolio , currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for Actual Portfolio , currently valued at 1.70, compared to the broader market0.002.004.006.008.0010.001.70
Martin ratio
The chart of Martin ratio for Actual Portfolio , currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.0050.006.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FSHOX
Fidelity Select Construction & Housing Portfolio
1.372.001.241.163.91
FDLSX
Fidelity Select Leisure Portfolio
1.131.671.201.193.41
FBGRX
Fidelity Blue Chip Growth Fund
2.553.481.441.8112.40
FSPSX
Fidelity International Index Fund
0.881.341.160.742.65

Sharpe Ratio

The current Actual Portfolio Sharpe ratio is 1.97. 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 1.39 to 2.32, 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 Actual Portfolio 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 Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
1.97
2.14
Actual Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Actual Portfolio granted a 1.72% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Actual Portfolio 1.72%1.34%1.61%10.63%4.33%5.36%11.61%6.88%3.04%4.43%7.78%7.36%
FSHOX
Fidelity Select Construction & Housing Portfolio
1.74%0.82%0.80%5.45%4.73%7.91%15.68%13.62%3.61%3.30%11.79%8.70%
FDLSX
Fidelity Select Leisure Portfolio
2.41%1.64%3.32%22.77%2.36%6.43%20.10%6.33%1.01%5.56%8.61%8.06%
FBGRX
Fidelity Blue Chip Growth Fund
0.74%0.93%0.57%8.73%6.40%3.70%6.32%4.28%4.05%5.07%6.08%7.80%
FSPSX
Fidelity International Index Fund
3.02%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.


-8.00%-6.00%-4.00%-2.00%0.00%2024FebruaryMarchAprilMayJune
-0.70%
-0.04%
Actual Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Actual Portfolio . 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 Actual Portfolio was 38.30%, occurring on Mar 18, 2020. Recovery took 87 trading sessions.

The current Actual Portfolio drawdown is 0.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.3%Feb 20, 202020Mar 18, 202087Jul 22, 2020107
-31.56%Jan 4, 2022197Oct 14, 2022293Dec 14, 2023490
-19.27%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-18.2%Aug 6, 2015131Feb 11, 2016208Dec 7, 2016339
-12.19%Mar 27, 201248Jun 4, 201270Sep 13, 2012118

Volatility

Volatility Chart

The current Actual Portfolio volatility is 3.10%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%2024FebruaryMarchAprilMayJune
3.10%
2.26%
Actual Portfolio
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.

FSPSXFSHOXFDLSXFBGRX
FSPSX1.000.650.660.69
FSHOX0.651.000.710.70
FDLSX0.660.711.000.75
FBGRX0.690.700.751.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2011