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My Portfolio

Last updated Dec 9, 2023

Asset Allocation


FXNAX 6.8%FBIIX 2.8%FSKAX 55%FTIHX 35.4%BondBondEquityEquity
PositionCategory/SectorWeight
FXNAX
Fidelity U.S. Bond Index Fund
Total Bond Market6.8%
FBIIX
Fidelity International Bond Index Fund
Global Bonds2.8%
FSKAX
Fidelity Total Market Index Fund
Large Cap Blend Equities55%
FTIHX
Fidelity Total International Index Fund
Foreign Large Cap Equities35.4%

Performance

The chart shows the growth of an initial investment of $10,000 in My 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


25.00%30.00%35.00%40.00%45.00%50.00%55.00%60.00%JulyAugustSeptemberOctoberNovemberDecember
41.41%
56.71%
My Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 10, 2019, corresponding to the inception date of FBIIX

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
My Portfolio15.45%4.89%4.87%13.24%N/AN/A
FSKAX
Fidelity Total Market Index Fund
21.10%5.94%7.81%17.40%12.99%11.29%
FTIHX
Fidelity Total International Index Fund
10.08%5.05%1.34%8.85%5.77%N/A
FXNAX
Fidelity U.S. Bond Index Fund
3.23%2.89%0.67%0.86%0.80%1.49%
FBIIX
Fidelity International Bond Index Fund
5.39%2.12%2.30%2.65%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.03%5.30%3.33%-2.63%-4.07%-2.91%8.57%

Sharpe Ratio

The current My Portfolio Sharpe ratio is 1.07. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.07

The Sharpe ratio of My 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 Ratio0.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
1.07
1.14
My Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

My Portfolio granted a 1.83% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
My Portfolio1.83%1.98%1.69%1.60%2.17%2.37%2.09%1.67%1.56%1.08%1.01%1.28%
FSKAX
Fidelity Total Market Index Fund
1.38%1.62%1.15%1.45%1.94%2.54%2.33%2.43%2.49%1.63%1.54%1.93%
FTIHX
Fidelity Total International Index Fund
2.28%2.51%2.55%1.62%2.61%2.21%1.81%0.47%0.00%0.00%0.00%0.00%
FXNAX
Fidelity U.S. Bond Index Fund
3.18%2.43%2.06%3.07%2.67%2.73%2.58%2.54%2.75%2.59%2.39%3.25%
FBIIX
Fidelity International Bond Index Fund
1.81%1.02%0.62%0.74%0.17%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The My Portfolio has an expense ratio of 0.03% 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.


0.06%
0.00%2.15%
0.03%
0.00%2.15%
0.02%
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
1.29
FTIHX
Fidelity Total International Index Fund
0.73
FXNAX
Fidelity U.S. Bond Index Fund
0.21
FBIIX
Fidelity International Bond Index Fund
0.59

Asset Correlations Table

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

FXNAXFBIIXFSKAXFTIHX
FXNAX1.000.700.020.04
FBIIX0.701.000.050.05
FSKAX0.020.051.000.80
FTIHX0.040.050.801.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%JulyAugustSeptemberOctoberNovemberDecember
-5.64%
-4.01%
My Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My 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 My Portfolio was 31.27%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.27%Feb 13, 202027Mar 23, 202099Aug 12, 2020126
-25.57%Nov 9, 2021237Oct 14, 2022
-6.89%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-4.96%Sep 7, 202120Oct 4, 202118Oct 28, 202138
-4.45%Feb 17, 202112Mar 4, 202121Apr 5, 202133

Volatility Chart

The current My Portfolio volatility is 2.69%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.69%
2.77%
My Portfolio
Benchmark (^GSPC)
Portfolio components
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