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Mid Small Stock Funds
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IFRA 13.64%MLPX 9.09%IAK 9.09%COWZ 9.09%PKB 9.09%CACI 9.09%PHO 9.09%OUSM 9.09%SLYG 9.09%FSUTX 4.55%PPA 4.55%XMHQ 4.54%EquityEquity
PositionCategory/SectorWeight
IFRA
iShares U.S. Infrastructure ETF
All Cap Equities

13.64%

MLPX
Global X MLP & Energy Infrastructure ETF
MLPs

9.09%

IAK
iShares U.S. Insurance ETF
Financials Equities

9.09%

COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

9.09%

PKB
Invesco Dynamic Building & Construction ETF
Building & Construction

9.09%

CACI
CACI International Inc
Technology

9.09%

PHO
Invesco Water Resources ETF
Water Equities

9.09%

OUSM
OShares U.S. Small-Cap Quality Dividend ETF
Small Cap Blend Equities, Dividend

9.09%

SLYG
SPDR S&P 600 Small Cap Growth ETF
Small Cap Growth Equities

9.09%

FSUTX
Fidelity Select Utilities Portfolio
Utilities Equities

4.55%

PPA
Invesco Aerospace & Defense ETF
Industrials Equities, Aerospace & Defense

4.55%

XMHQ
Invesco S&P MidCap Quality ETF
Mid Cap Blend Equities

4.54%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mid Small Stock Funds, 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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.07%
15.73%
Mid Small Stock Funds
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 5, 2018, corresponding to the inception date of IFRA

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
Mid Small Stock Funds6.63%-1.08%17.06%22.65%13.47%N/A
MLPX
Global X MLP & Energy Infrastructure ETF
7.52%0.17%11.00%22.08%10.55%4.38%
IAK
iShares U.S. Insurance ETF
10.57%-3.51%16.07%30.38%13.06%11.39%
COWZ
Pacer US Cash Cows 100 ETF
7.25%-0.56%12.85%18.28%15.78%N/A
FSUTX
Fidelity Select Utilities Portfolio
2.65%1.74%11.47%3.18%7.34%8.67%
PKB
Invesco Dynamic Building & Construction ETF
9.64%-1.20%39.74%53.58%19.30%12.30%
XMHQ
Invesco S&P MidCap Quality ETF
17.98%-1.87%30.16%42.64%17.27%12.79%
CACI
CACI International Inc
12.65%-2.10%7.29%18.22%14.44%18.11%
PPA
Invesco Aerospace & Defense ETF
6.84%0.13%19.27%22.34%11.53%12.91%
PHO
Invesco Water Resources ETF
4.56%-1.15%19.82%21.92%13.97%9.75%
OUSM
OShares U.S. Small-Cap Quality Dividend ETF
2.31%-2.72%14.34%14.57%9.84%N/A
IFRA
iShares U.S. Infrastructure ETF
3.79%0.64%15.15%14.17%11.42%N/A
SLYG
SPDR S&P 600 Small Cap Growth ETF
-1.41%-1.64%13.73%14.56%7.50%8.93%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.14%6.31%5.55%
2023-4.32%-1.97%7.17%6.12%

Expense Ratio

The Mid Small Stock Funds has a high expense ratio of 0.42%, 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.


0.50%1.00%1.50%2.00%0.74%
0.50%1.00%1.50%2.00%0.61%
0.50%1.00%1.50%2.00%0.60%
0.50%1.00%1.50%2.00%0.49%
0.50%1.00%1.50%2.00%0.48%
0.50%1.00%1.50%2.00%0.45%
0.50%1.00%1.50%2.00%0.43%
0.50%1.00%1.50%2.00%0.40%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.15%

Risk-Adjusted Performance

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.


Mid Small Stock Funds
Sharpe ratio
The chart of Sharpe ratio for Mid Small Stock Funds, currently valued at 1.68, compared to the broader market-1.000.001.002.003.004.005.001.68
Sortino ratio
The chart of Sortino ratio for Mid Small Stock Funds, currently valued at 2.43, compared to the broader market-2.000.002.004.006.002.43
Omega ratio
The chart of Omega ratio for Mid Small Stock Funds, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for Mid Small Stock Funds, currently valued at 2.32, compared to the broader market0.002.004.006.008.0010.002.32
Martin ratio
The chart of Martin ratio for Mid Small Stock Funds, currently valued at 7.43, compared to the broader market0.0010.0020.0030.0040.0050.007.43
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MLPX
Global X MLP & Energy Infrastructure ETF
1.602.301.282.0511.20
IAK
iShares U.S. Insurance ETF
2.072.871.362.2314.39
COWZ
Pacer US Cash Cows 100 ETF
1.321.981.221.626.05
FSUTX
Fidelity Select Utilities Portfolio
0.130.301.040.110.40
PKB
Invesco Dynamic Building & Construction ETF
2.332.991.392.959.30
XMHQ
Invesco S&P MidCap Quality ETF
2.533.601.423.5613.40
CACI
CACI International Inc
0.991.501.181.322.70
PPA
Invesco Aerospace & Defense ETF
1.602.401.272.437.55
PHO
Invesco Water Resources ETF
1.412.031.251.204.51
OUSM
OShares U.S. Small-Cap Quality Dividend ETF
1.061.591.191.293.87
IFRA
iShares U.S. Infrastructure ETF
0.821.291.150.942.58
SLYG
SPDR S&P 600 Small Cap Growth ETF
0.751.241.140.522.58

Sharpe Ratio

The current Mid Small Stock Funds Sharpe ratio is 1.68. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.68

The Sharpe ratio of Mid Small Stock Funds 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.68
1.89
Mid Small Stock Funds
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mid Small Stock Funds granted a 1.65% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mid Small Stock Funds1.65%1.61%1.78%1.54%2.08%1.66%2.18%1.73%1.11%1.63%1.30%0.56%
MLPX
Global X MLP & Energy Infrastructure ETF
5.03%5.22%5.23%5.98%8.32%5.78%5.98%4.36%5.50%4.81%2.15%0.68%
IAK
iShares U.S. Insurance ETF
1.43%1.44%1.69%2.26%2.07%1.84%2.33%1.62%1.68%1.62%1.57%1.13%
COWZ
Pacer US Cash Cows 100 ETF
1.86%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%0.00%
FSUTX
Fidelity Select Utilities Portfolio
5.67%3.52%4.67%2.68%4.86%2.29%8.53%5.61%2.51%6.97%9.07%4.14%
PKB
Invesco Dynamic Building & Construction ETF
0.28%0.33%0.43%0.25%0.30%0.37%0.54%0.17%0.31%0.11%0.10%0.00%
XMHQ
Invesco S&P MidCap Quality ETF
0.61%0.73%1.72%1.00%1.12%1.22%1.59%1.06%1.63%1.34%1.25%1.11%
CACI
CACI International Inc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PPA
Invesco Aerospace & Defense ETF
0.64%0.67%0.83%0.59%0.88%0.95%0.90%0.67%1.70%1.41%0.62%1.26%
PHO
Invesco Water Resources ETF
0.54%0.59%0.49%0.20%0.39%0.43%0.46%0.34%0.47%0.75%0.59%0.49%
OUSM
OShares U.S. Small-Cap Quality Dividend ETF
1.60%1.64%1.98%1.55%2.02%1.99%2.62%2.17%0.00%0.00%0.00%0.00%
IFRA
iShares U.S. Infrastructure ETF
1.87%1.98%1.98%1.63%2.08%1.68%2.50%0.00%0.00%0.00%0.00%0.00%
SLYG
SPDR S&P 600 Small Cap Growth ETF
1.18%1.18%1.18%0.68%0.71%1.08%1.06%4.74%1.13%5.75%4.42%0.61%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.84%
-3.66%
Mid Small Stock Funds
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mid Small Stock Funds. 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 Mid Small Stock Funds was 41.80%, occurring on Mar 23, 2020. Recovery took 171 trading sessions.

The current Mid Small Stock Funds drawdown is 4.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.8%Feb 20, 202023Mar 23, 2020171Nov 23, 2020194
-21.68%Sep 17, 201869Dec 24, 201889May 3, 2019158
-16.25%Mar 30, 202256Jun 17, 2022155Jan 31, 2023211
-9.53%Aug 1, 202363Oct 27, 202324Dec 1, 202387
-9.31%Feb 3, 202330Mar 17, 202369Jun 27, 202399

Volatility

Volatility Chart

The current Mid Small Stock Funds volatility is 3.71%, 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%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.71%
3.44%
Mid Small Stock Funds
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.

FSUTXCACIMLPXIAKPKBPPAPHOCOWZXMHQSLYGIFRAOUSM
FSUTX1.000.380.400.480.430.480.570.440.430.430.640.51
CACI0.381.000.360.480.450.620.510.480.490.500.500.54
MLPX0.400.361.000.550.510.590.510.700.600.610.690.60
IAK0.480.480.551.000.620.720.670.730.700.670.730.76
PKB0.430.450.510.621.000.700.800.750.800.820.770.83
PPA0.480.620.590.720.701.000.750.760.750.770.770.79
PHO0.570.510.510.670.800.751.000.760.810.820.810.88
COWZ0.440.480.700.730.750.760.761.000.840.850.820.87
XMHQ0.430.490.600.700.800.750.810.841.000.880.820.89
SLYG0.430.500.610.670.820.770.820.850.881.000.840.92
IFRA0.640.500.690.730.770.770.810.820.820.841.000.88
OUSM0.510.540.600.760.830.790.880.870.890.920.881.00