Actual Portfolio
Asset Allocation
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
The earliest data available for this chart is Sep 14, 2011, corresponding to the inception date of FSPSX
Returns By Period
As of Jul 24, 2024, the Actual Portfolio returned 15.21% Year-To-Date and 14.29% 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 | 16.48% | 1.67% | 14.21% | 21.98% | 13.13% | 10.91% |
| Actual Portfolio | 15.21% | 1.29% | 14.30% | 23.07% | 16.90% | 14.29% |
| Portfolio components: | ||||||
FSHOX Fidelity Select Construction & Housing Portfolio | 13.06% | 4.99% | 14.86% | 20.99% | 20.05% | 15.80% |
FDLSX Fidelity Select Leisure Portfolio | 5.13% | -1.50% | 4.73% | 10.72% | 11.03% | 11.85% |
FBGRX Fidelity Blue Chip Growth Fund | 26.31% | -0.19% | 21.71% | 37.57% | 21.09% | 17.73% |
FSPSX Fidelity International Index Fund | 8.01% | 2.66% | 10.08% | 12.00% | 7.27% | 4.80% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.72% | 7.14% | 3.72% | -4.57% | 3.70% | 2.36% | 15.21% | ||||||
| 2023 | 11.20% | -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% |
| 2020 | 1.19% | -7.69% | -17.32% | 15.73% | 8.48% | 3.63% | 5.94% | 10.86% | -1.85% | -2.86% | 13.72% | 4.74% | 34.00% |
| 2019 | 8.66% | 3.68% | 2.41% | 4.92% | -6.09% | 7.13% | 1.65% | -0.15% | -0.37% | 1.86% | 3.17% | 2.59% | 32.78% |
| 2018 | 5.47% | -4.98% | -1.16% | 0.81% | 2.58% | 0.35% | 1.36% | 2.72% | 0.35% | -9.44% | 2.27% | -6.85% | -7.34% |
| 2017 | 2.91% | 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% |
| 2013 | 5.40% | 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 features an expense ratio of 0.66%, 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 Actual Portfolio is 49, 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 | |
|---|---|---|---|---|---|
FSHOX Fidelity Select Construction & Housing Portfolio | 1.13 | 1.71 | 1.20 | 1.00 | 3.19 |
FDLSX Fidelity Select Leisure Portfolio | 0.74 | 1.14 | 1.14 | 0.79 | 2.24 |
FBGRX Fidelity Blue Chip Growth Fund | 2.15 | 2.92 | 1.38 | 1.54 | 10.48 |
FSPSX Fidelity International Index Fund | 1.01 | 1.52 | 1.18 | 0.82 | 2.93 |
Dividends
Dividend yield
Actual Portfolio granted a 1.69% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Actual Portfolio | 1.69% | 1.34% | 1.61% | 10.63% | 4.33% | 5.36% | 11.61% | 6.88% | 3.04% | 4.43% | 7.78% | 7.36% |
| Portfolio components: | ||||||||||||
FSHOX Fidelity Select Construction & Housing Portfolio | 1.65% | 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 | 2.39% | 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 | 2.94% | 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.
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 2.41%.
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 | 293 | Dec 14, 2023 | 490 |
| -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
Volatility Chart
The current Actual Portfolio volatility is 3.61%, 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 | FSHOX | FDLSX | FBGRX | |
|---|---|---|---|---|
| FSPSX | 1.00 | 0.65 | 0.66 | 0.69 |
| FSHOX | 0.65 | 1.00 | 0.71 | 0.70 |
| FDLSX | 0.66 | 0.71 | 1.00 | 0.75 |
| FBGRX | 0.69 | 0.70 | 0.75 | 1.00 |