intense_monk_401k
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 90% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in intense_monk_401k, 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 May 10, 2011, corresponding to the inception date of FXAIX
Returns By Period
As of Nov 13, 2024, the intense_monk_401k returned 28.78% Year-To-Date and 14.89% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| intense_monk_401k | 28.78% | 1.60% | 12.95% | 37.34% | 17.63% | 14.89% |
| Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | 26.92% | 2.20% | 13.46% | 34.97% | 15.79% | 13.30% |
SMH VanEck Vectors Semiconductor ETF | 44.03% | -3.61% | 7.68% | 57.29% | 33.43% | 28.85% |
Monthly Returns
The table below presents the monthly returns of intense_monk_401k, 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 | 2.14% | 6.24% | 3.54% | -4.16% | 5.69% | 4.09% | 0.56% | 2.06% | 2.00% | -0.96% | 28.78% | ||
| 2023 | 7.33% | -2.07% | 4.39% | 0.80% | 1.95% | 6.48% | 3.44% | -1.70% | -5.01% | -2.30% | 9.76% | 5.07% | 30.66% |
| 2022 | -5.74% | -2.96% | 3.41% | -9.33% | 0.76% | -9.09% | 9.94% | -4.65% | -9.67% | 7.50% | 6.99% | -6.10% | -19.65% |
| 2021 | -0.54% | 3.13% | 4.02% | 4.77% | 0.88% | 2.62% | 2.17% | 3.02% | -4.72% | 6.98% | 0.53% | 4.25% | 30.14% |
| 2020 | -0.30% | -7.83% | -12.24% | 12.97% | 4.83% | 2.62% | 5.96% | 7.01% | -3.47% | -2.36% | 11.79% | 4.10% | 21.91% |
| 2019 | 8.28% | 3.59% | 2.04% | 4.47% | -7.32% | 7.54% | 1.92% | -1.65% | 2.09% | 2.67% | 3.69% | 4.08% | 35.12% |
| 2018 | 6.04% | -3.31% | -2.50% | -0.43% | 3.15% | 0.13% | 3.66% | 3.22% | 0.29% | -7.38% | 2.18% | -9.21% | -5.22% |
| 2017 | 2.09% | 3.83% | 0.53% | 0.79% | 2.05% | 0.06% | 2.33% | 0.60% | 2.40% | 2.99% | 2.59% | 1.03% | 23.41% |
| 2016 | -5.13% | 0.02% | 7.02% | -0.15% | 2.44% | 0.25% | 4.47% | 0.57% | 0.56% | -1.81% | 3.74% | 1.59% | 13.85% |
| 2015 | -3.04% | 5.97% | -1.73% | 0.90% | 1.93% | -2.64% | 1.45% | -5.94% | -2.18% | 8.47% | 0.57% | -1.70% | 1.21% |
| 2014 | -3.42% | 4.72% | 1.21% | 0.46% | 2.47% | 2.54% | -1.39% | 4.20% | -1.38% | 2.27% | 3.20% | 0.33% | 15.95% |
| 2013 | 5.26% | 1.48% | 3.47% | 2.17% | 2.43% | -1.37% | 4.81% | -2.97% | 3.55% | 4.46% | 2.75% | 2.91% | 32.70% |
Expense Ratio
intense_monk_401k has an expense ratio of 0.05%, which is considered low compared to other funds. 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 intense_monk_401k is 65, 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 | |
|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 3.05 | 4.06 | 1.57 | 4.44 | 20.09 |
SMH VanEck Vectors Semiconductor ETF | 1.78 | 2.29 | 1.30 | 2.46 | 6.77 |
Dividends
Dividend yield
intense_monk_401k provided a 1.13% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.13% | 1.37% | 1.76% | 1.20% | 1.58% | 2.36% | 2.24% | 1.91% | 1.97% | 2.74% | 2.60% | 1.97% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
SMH VanEck Vectors Semiconductor ETF | 0.41% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the intense_monk_401k. 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 intense_monk_401k was 33.53%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current intense_monk_401k drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -26.7% | Jan 4, 2022 | 195 | Oct 12, 2022 | 292 | Dec 11, 2023 | 487 |
| -19.92% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -18.79% | May 11, 2011 | 101 | Oct 3, 2011 | 78 | Jan 25, 2012 | 179 |
| -13.47% | May 28, 2015 | 180 | Feb 11, 2016 | 46 | Apr 19, 2016 | 226 |
Volatility
Volatility Chart
The current intense_monk_401k volatility is 4.17%, 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
| FXAIX | SMH | |
|---|---|---|
| FXAIX | 1.00 | 0.77 |
| SMH | 0.77 | 1.00 |