Compare Performance
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BKCC BlackRock Capital Investment Corporation | Financial Services | 50% |
FOCIX Fairholme Focused Income Fund | High Yield Bonds | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Compare Performance, 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 Dec 31, 2009, corresponding to the inception date of FOCIX
Returns By Period
As of Sep 6, 2024, the Compare Performance returned 2.71% Year-To-Date and 4.36% 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 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| Compare Performance | 2.71% | 0.35% | 2.05% | 12.64% | 6.78% | 4.36% |
| Portfolio components: | ||||||
BKCC BlackRock Capital Investment Corporation | -2.35% | 0.00% | 0.50% | 12.70% | 4.38% | 1.57% |
FOCIX Fairholme Focused Income Fund | 7.86% | 0.69% | 3.58% | 11.93% | 6.59% | 5.08% |
Monthly Returns
The table below presents the monthly returns of Compare Performance, 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 | 0.97% | -2.43% | 3.21% | -0.43% | 0.47% | 0.21% | 1.09% | 0.12% | 2.71% | ||||
| 2023 | 5.08% | -1.38% | -2.02% | -3.22% | -1.33% | 4.60% | 5.78% | -0.81% | 4.21% | -6.11% | 8.96% | 2.52% | 16.31% |
| 2022 | 2.38% | 0.36% | 4.36% | -2.25% | 1.97% | -8.01% | 5.91% | 0.74% | -8.91% | 8.00% | 3.44% | -2.06% | 4.55% |
| 2021 | 4.89% | 5.64% | 4.17% | 9.65% | 4.03% | -2.21% | -2.17% | 4.66% | -2.88% | 7.37% | -2.99% | 0.21% | 33.65% |
| 2020 | -0.04% | -5.75% | -28.22% | 17.45% | -2.26% | -0.68% | -2.24% | 8.83% | -9.08% | -2.33% | 19.64% | -4.54% | -16.82% |
| 2019 | 9.35% | 0.54% | 1.49% | 2.25% | -0.64% | 1.07% | -0.53% | -6.17% | -0.49% | -3.96% | 2.26% | 2.03% | 6.61% |
| 2018 | -1.99% | -5.26% | 5.14% | 4.35% | 0.47% | -2.70% | 1.80% | 2.11% | -3.02% | -3.34% | 0.98% | -3.42% | -5.36% |
| 2017 | 3.57% | 3.48% | -2.24% | -0.25% | 1.09% | -1.11% | 2.67% | -3.23% | 4.98% | -4.48% | -4.79% | 0.46% | -0.43% |
| 2016 | -5.82% | 1.91% | 5.60% | -0.43% | -3.45% | 2.52% | 4.78% | 2.27% | -1.16% | -4.16% | 6.68% | -1.58% | 6.46% |
| 2015 | -0.85% | 6.94% | 2.73% | 2.68% | 0.77% | -1.72% | 3.00% | 0.35% | -1.67% | 3.10% | 2.29% | -5.47% | 12.22% |
| 2014 | 0.95% | 3.71% | -1.78% | -0.32% | -2.11% | 3.78% | -1.57% | 3.53% | -4.59% | -1.34% | 1.12% | -4.03% | -3.06% |
| 2013 | 4.42% | 0.25% | 0.00% | -0.25% | 9.11% | -2.72% | 4.34% | -2.30% | 0.51% | 0.64% | 3.59% | -1.91% | 16.13% |
Expense Ratio
Compare Performance features an expense ratio of 0.50%, falling within the medium range. 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 Compare Performance is 35, 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 | |
|---|---|---|---|---|---|
BKCC BlackRock Capital Investment Corporation | 0.71 | 1.20 | 1.21 | 0.61 | 1.89 |
FOCIX Fairholme Focused Income Fund | 2.41 | 3.56 | 1.47 | 4.17 | 15.30 |
Dividends
Dividend yield
Compare Performance granted a 5.64% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Compare Performance | 5.64% | 6.57% | 8.03% | 5.56% | 8.50% | 7.80% | 9.09% | 10.69% | 8.62% | 7.22% | 7.31% | 10.49% |
| Portfolio components: | ||||||||||||
BKCC BlackRock Capital Investment Corporation | 8.15% | 10.34% | 13.81% | 10.00% | 16.36% | 12.86% | 13.61% | 11.56% | 12.07% | 8.94% | 10.85% | 11.15% |
FOCIX Fairholme Focused Income Fund | 3.13% | 2.81% | 2.25% | 1.12% | 0.65% | 2.75% | 4.57% | 9.83% | 5.16% | 5.51% | 3.77% | 9.84% |
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 Compare Performance. 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 Compare Performance was 45.19%, occurring on Mar 18, 2020. Recovery took 303 trading sessions.
The current Compare Performance drawdown is 0.54%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.19% | Feb 21, 2017 | 774 | Mar 18, 2020 | 303 | Jun 1, 2021 | 1077 |
| -26.98% | Mar 7, 2011 | 147 | Oct 3, 2011 | 236 | Sep 10, 2012 | 383 |
| -14.4% | Dec 3, 2015 | 48 | Feb 11, 2016 | 51 | Apr 26, 2016 | 99 |
| -13.64% | Apr 21, 2022 | 113 | Sep 30, 2022 | 84 | Feb 1, 2023 | 197 |
| -12.38% | Apr 28, 2016 | 16 | May 19, 2016 | 63 | Aug 18, 2016 | 79 |
Volatility
Volatility Chart
The current Compare Performance volatility is 0.95%, 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
| BKCC | FOCIX | |
|---|---|---|
| BKCC | 1.00 | 0.28 |
| FOCIX | 0.28 | 1.00 |