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Actual Portfolio

Last updated Oct 3, 2023

Asset Allocation


FBGRX 36%FSHOX 25%FDLSX 25%FSPSX 14%EquityEquity
PositionCategory/SectorWeight
FBGRX
Fidelity Blue Chip Growth Fund
Large Cap Growth Equities36%
FSHOX
Fidelity Select Construction & Housing Portfolio
Consumer Discretionary Equities25%
FDLSX
Fidelity Select Leisure Portfolio
Consumer Discretionary Equities25%
FSPSX
Fidelity International Index Fund
Large Cap Blend Equities, Foreign Large Cap Equities14%

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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
7.72%
4.84%
Actual Portfolio
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 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%
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%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.29%2.15%0.21%8.46%4.44%-2.71%-5.84%

Sharpe Ratio

The current Actual Portfolio Sharpe ratio is 1.43. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.43

The Sharpe ratio of Actual Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50MayJuneJulyAugustSeptemberOctober
1.43
1.04
Actual Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Actual Portfolio granted a 0.99% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
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%
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.


0.79%
0.00%2.15%
0.76%
0.00%2.15%
0.74%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

FSPSXFSHOXFDLSXFBGRX
FSPSX1.000.640.660.69
FSHOX0.641.000.710.70
FDLSX0.660.711.000.76
FBGRX0.690.700.761.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%MayJuneJulyAugustSeptemberOctober
-11.31%
-10.59%
Actual Portfolio
Benchmark (^GSPC)
Portfolio components

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, 202020Mar 18, 202087Jul 22, 2020107
-31.56%Jan 4, 2022197Oct 14, 2022
-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 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%5.50%MayJuneJulyAugustSeptemberOctober
3.52%
3.15%
Actual Portfolio
Benchmark (^GSPC)
Portfolio components