Portfolio 2 (Revision 2): High volatility high growth

Asset Allocation

Position	Category/Sector	Target Weight
FCNTX Fidelity Contrafund	Large Cap Growth Equities	15%
FDFAX Fidelity Select Consumer Staples Portfolio	Consumer Staples Equities	15%
VIS Vanguard Industrials ETF	Industrials Equities	15%
TRBCX T. Rowe Price Blue Chip Growth Fund	Large Cap Growth Equities	10%
VOO Vanguard S&P 500 ETF	S&P 500	10%
ICLN iShares Global Clean Energy ETF	Alternative Energy Equities	10%
SPMO Invesco S&P 500 Momentum ETF	Momentum, S&P 500	10%
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	Foreign Small & Mid Cap Equities	10%
FSELX Fidelity Select Semiconductors Portfolio	Semiconductors, Technology Equities	5%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio 2 (Revision 2): High volatility high growth, 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 Every 3 months.

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Returns By Period

As of Jun 9, 2026, the Portfolio 2 (Revision 2): High volatility high growth returned 14.69% Year-To-Date and 15.41% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio Portfolio 2 (Revision 2): High volatility high growth	0.14%	0.08%	14.69%	14.50%	30.25%	22.69%	13.15%	15.41%
Portfolio components:
FCNTX Fidelity Contrafund	-2.98%	0.19%	6.03%	6.20%	19.84%	26.22%	14.50%	17.20%
FDFAX Fidelity Select Consumer Staples Portfolio	1.97%	-0.45%	9.17%	9.21%	7.60%	5.17%	4.21%	6.02%
FSELX Fidelity Select Semiconductors Portfolio	-9.27%	5.76%	66.12%	60.36%	135.04%	63.14%	43.03%	37.56%
ICLN iShares Global Clean Energy ETF	-1.50%	-0.76%	27.81%	26.73%	65.16%	5.80%	0.12%	11.27%
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	0.37%	-3.07%	5.86%	8.37%	19.59%	16.68%	7.07%	8.95%
SPMO Invesco S&P 500 Momentum ETF	2.50%	2.83%	24.29%	22.86%	39.53%	40.28%	23.06%	20.38%
TRBCX T. Rowe Price Blue Chip Growth Fund	-3.33%	-2.46%	0.89%	0.12%	15.48%	26.81%	12.51%	17.14%
VIS Vanguard Industrials ETF	-0.31%	0.03%	13.89%	14.16%	24.77%	21.62%	12.72%	13.91%
VOO Vanguard S&P 500 ETF	0.25%	0.24%	8.72%	8.77%	24.91%	21.45%	13.49%	15.35%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 12, 2015, Portfolio 2 (Revision 2): High volatility high growth's average daily return is +0.06%, while the average monthly return is +1.24%. At this rate, an investment would double in approximately 4.7 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.9%, while the worst month was Mar 2020 at -13.8%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Portfolio 2 (Revision 2): High volatility high growth closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +9.1%, while the worst single day was Mar 16, 2020 at -11.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.65%	1.93%	-5.96%	11.65%	5.37%	-2.81%							14.69%
2025	2.58%	-1.17%	-4.19%	1.81%	7.50%	4.99%	2.43%	1.83%	2.83%	2.49%	-0.10%	0.15%	22.77%
2024	0.59%	6.02%	3.51%	-3.89%	5.89%	0.91%	1.39%	2.75%	2.43%	-2.70%	4.28%	-2.10%	20.16%
2023	5.73%	-2.34%	3.64%	0.65%	-0.26%	6.08%	3.11%	-2.57%	-4.95%	-3.62%	8.84%	5.78%	20.76%
2022	-6.73%	-1.03%	2.27%	-8.46%	-0.02%	-7.78%	10.02%	-3.62%	-9.93%	7.13%	7.48%	-4.79%	-16.58%
2021	-0.74%	0.44%	3.36%	3.64%	0.84%	2.42%	1.26%	2.62%	-5.19%	6.87%	-1.96%	2.80%	17.06%

Benchmark Metrics

Portfolio 2 (Revision 2): High volatility high growth has an annualized alpha of 2.14%, beta of 0.95, and R2 of 0.95 versus S&P 500 Index. Calculated based on daily prices since October 12, 2015.

This portfolio captured 100.93% of S&P 500 Index gains but only 92.89% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 2.14% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.95 and R2 of 0.95, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 2.14%

Beta: 0.95

R²: 0.95

Upside Capture: 100.93%

Downside Capture: 92.89%

Expense Ratio

Portfolio 2 (Revision 2): High volatility high growth has an expense ratio of 0.38%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FDFAX

Fidelity Select Consumer Staples Portfolio

TRBCX

T. Rowe Price Blue Chip Growth Fund

FSELX

Fidelity Select Semiconductors Portfolio

ISCF

iShares MSCI Intl Small-Cap Multifactor ETF

FCNTX

Fidelity Contrafund

ICLN

iShares Global Clean Energy ETF

SPMO

Invesco S&P 500 Momentum ETF

VIS

Vanguard Industrials ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Portfolio 2 (Revision 2): High volatility high growth ranks 64 for risk / return — better than 64% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Portfolio 2 (Revision 2): High volatility high growth and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.25	1.94	+0.31
Sortino ratioReturn per unit of downside risk	3.02	2.63	+0.39
Omega ratioGain probability vs. loss probability	1.41	1.35	+0.06
Calmar ratioReturn relative to maximum drawdown	3.10	2.59	+0.51
Martin ratioReturn relative to average drawdown	14.11	11.84	+2.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
FCNTX Fidelity Contrafund	30	1.49	2.06	1.27	1.89	8.00
FDFAX Fidelity Select Consumer Staples Portfolio	8	0.62	0.97	1.11	0.91	1.69
FSELX Fidelity Select Semiconductors Portfolio	93	4.00	4.09	1.57	9.48	35.79
ICLN iShares Global Clean Energy ETF	80	2.38	2.93	1.37	5.66	16.11
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	41	1.35	1.91	1.24	1.73	6.44
SPMO Invesco S&P 500 Momentum ETF	71	2.13	2.81	1.39	3.13	12.02
TRBCX T. Rowe Price Blue Chip Growth Fund	13	0.99	1.39	1.18	0.99	3.34
VIS Vanguard Industrials ETF	48	1.51	2.20	1.26	2.02	8.39
VOO Vanguard S&P 500 ETF	69	2.08	2.80	1.38	2.81	12.97

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Portfolio 2 (Revision 2): High volatility high growth Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.25
5-Year: 0.79
10-Year: 0.87
All Time: 0.85

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Portfolio 2 (Revision 2): High volatility high growth compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Portfolio 2 (Revision 2): High volatility high growth provided a 2.90% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.90%	3.70%	5.09%	3.11%	4.13%	5.37%	2.95%	2.25%	5.94%	4.19%	2.88%	4.16%
Portfolio components:
FCNTX Fidelity Contrafund	4.40%	5.21%	4.19%	3.78%	11.87%	10.80%	8.01%	4.16%	7.46%	6.08%	3.81%	5.33%
FDFAX Fidelity Select Consumer Staples Portfolio	2.90%	6.45%	8.49%	5.13%	3.34%	10.73%	3.16%	2.78%	14.36%	8.82%	4.71%	9.06%
FSELX Fidelity Select Semiconductors Portfolio	9.86%	11.11%	7.97%	7.20%	6.69%	6.99%	8.13%	3.36%	26.80%	14.44%	3.82%	15.22%
ICLN iShares Global Clean Energy ETF	1.28%	1.63%	1.85%	1.59%	0.89%	1.18%	0.34%	1.36%	2.77%	2.49%	3.88%	2.36%
ISCF iShares MSCI Intl Small-Cap Multifactor ETF	3.55%	3.76%	4.29%	3.94%	2.73%	3.93%	2.30%	2.87%	2.14%	1.97%	2.89%	1.46%
SPMO Invesco S&P 500 Momentum ETF	0.69%	0.73%	0.48%	1.63%	1.66%	0.52%	1.27%	1.39%	1.05%	0.77%	1.94%	0.36%
TRBCX T. Rowe Price Blue Chip Growth Fund	5.20%	5.25%	18.16%	3.49%	5.87%	9.38%	1.19%	0.36%	2.44%	2.94%	0.67%	3.26%
VIS Vanguard Industrials ETF	0.90%	1.01%	1.23%	1.36%	1.52%	1.11%	1.38%	1.68%	1.90%	1.60%	1.81%	1.94%
VOO Vanguard S&P 500 ETF	1.05%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio 2 (Revision 2): High volatility high growth. 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 Portfolio 2 (Revision 2): High volatility high growth was 34.00%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.

The current Portfolio 2 (Revision 2): High volatility high growth drawdown is 3.61%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.00%Mar 2020	1mo 2d	4mo 13d	5mo 15dFeb 2020 - Aug 2020
Bear market2022	-25.51%Oct 2022	11mo 1d	1y 3mo	2y 2moNov 2021 - Jan 2024
Rate-hike selloffLate 2018	-19.63%Dec 2018	10mo 29d	3mo 10d	1y 2moJan 2018 - Apr 2019
2025 selloff2025	-15.87%Apr 2025	1mo 17d	1mo 5d	2mo 22dFeb 2025 - May 2025
2016 correction2016	-12.78%Feb 2016	1mo 13d	2mo 8d	3mo 21dDec 2015 - Apr 2016

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 8.33, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.30	1.26	1.20	1.16	1.16

The portfolio has a diversification ratio of 1.16, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Portfolio 2 (Revision 2): High volatility high growth correlation to the S&P 500 Index

Portfolio 2 (Revision 2): High volatility high growth has a 0.92 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.95
Correlation (5Y) Calculated over the trailing 5-year period	0.96
Correlation (10Y) Calculated over the trailing 10-year period	0.96
Correlation (All Time) Calculated using the full available price history since Oct 12, 2015	0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while FDFAX has the lowest at 0.58.

0.58

0.60

0.69

0.77

0.78

0.83

0.89

0.92

1.00

Portfolio Correlations

Correlation vs. Portfolio 2 (Revision 2): High volatility high growth. VOO has the highest portfolio correlation at 0.96, while FDFAX has the lowest at 0.58.

0.58

0.72

0.77

0.80

0.80

0.84

0.88

0.91

0.96

Asset Correlations Table

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

	FDFAX	ICLN	ISCF	FSELX	SPMO	VIS	TRBCX	FCNTX	VOO
FDFAX	1.00	0.35	0.46	0.29	0.38	0.54	0.40	0.44	0.58
ICLN	0.35	1.00	0.59	0.55	0.49	0.57	0.54	0.56	0.60
ISCF	0.46	0.59	1.00	0.56	0.59	0.65	0.60	0.64	0.69
FSELX	0.29	0.55	0.56	1.00	0.67	0.63	0.76	0.77	0.77
SPMO	0.38	0.49	0.59	0.67	1.00	0.62	0.75	0.80	0.78
VIS	0.54	0.57	0.65	0.63	0.62	1.00	0.64	0.69	0.83
TRBCX	0.40	0.54	0.60	0.76	0.75	0.64	1.00	0.96	0.89
FCNTX	0.44	0.56	0.64	0.77	0.80	0.69	0.96	1.00	0.92
VOO	0.58	0.60	0.69	0.77	0.78	0.83	0.89	0.92	1.00

The correlation results are calculated based on daily price changes starting from Oct 12, 2015

Diversification Analysis

Find what Portfolio 2 (Revision 2): High volatility high growth is missing

See which holdings overlap, where Portfolio 2 (Revision 2): High volatility high growth is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification