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Bali

Last updated Feb 21, 2024

Asset Allocation


FSKAX 33.33%VTI 33.33%FZROX 33.33%EquityEquity
PositionCategory/SectorWeight
FSKAX
Fidelity Total Market Index Fund
Large Cap Blend Equities

33.33%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

33.33%

FZROX
Fidelity ZERO Total Market Index Fund
Large Cap Blend Equities

33.33%

Performance

The chart shows the growth of an initial investment of $10,000 in Bali, 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%SeptemberOctoberNovemberDecember2024February
14.35%
13.40%
Bali
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Bali4.06%3.04%14.35%22.31%13.48%N/A
FSKAX
Fidelity Total Market Index Fund
4.02%3.01%14.32%22.23%13.42%11.86%
VTI
Vanguard Total Stock Market ETF
4.08%3.07%14.33%22.30%13.44%11.88%
FZROX
Fidelity ZERO Total Market Index Fund
4.09%3.04%14.40%22.38%13.59%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.12%
20233.62%-1.93%-4.80%-2.67%9.42%5.31%

Sharpe Ratio

The current Bali Sharpe ratio is 1.71. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.71

The Sharpe ratio of Bali 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.71
1.75
Bali
Benchmark (^GSPC)
Portfolio components

Dividend yield

Bali granted a 1.35% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Bali1.35%1.40%1.62%1.20%1.38%1.74%1.77%1.34%1.45%1.49%1.13%1.09%
FSKAX
Fidelity Total Market Index Fund
1.36%1.41%1.62%1.15%1.45%1.94%2.54%2.33%2.43%2.49%1.63%1.54%
VTI
Vanguard Total Stock Market ETF
1.38%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
FZROX
Fidelity ZERO Total Market Index Fund
1.31%1.36%1.57%1.25%1.27%1.51%0.74%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Bali has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.03%
0.00%2.15%
0.02%
0.00%2.15%
0.00%
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
FSKAX
Fidelity Total Market Index Fund
1.69
VTI
Vanguard Total Stock Market ETF
1.71
FZROX
Fidelity ZERO Total Market Index Fund
1.71

Asset Correlations Table

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

VTIFZROXFSKAX
VTI1.000.991.00
FZROX0.991.001.00
FSKAX1.001.001.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.16%
-1.08%
Bali
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Bali. 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 Bali was 34.99%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current Bali drawdown is 1.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.99%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-25.29%Jan 4, 2022195Oct 12, 2022297Dec 18, 2023492
-20.15%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-9.27%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-6.8%May 6, 201920Jun 3, 201913Jun 20, 201933

Volatility Chart

The current Bali volatility is 3.65%, 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%SeptemberOctoberNovemberDecember2024February
3.65%
3.37%
Bali
Benchmark (^GSPC)
Portfolio components
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