brokerage 4
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
DBOEY Deutsche Boerse AG ADR | Financial Services | 16% |
ESLT Elbit Systems Ltd | Industrials | 16% |
FSKAX Fidelity Total Market Index Fund | Large Cap Blend Equities | 5% |
FTIHX Fidelity Total International Index Fund | Foreign Large Cap Equities | 3% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 26% |
MURGY Muenchener Rueckver Ges | Financial Services | 12.50% |
ORI Old Republic International Corporation | Financial Services | 10% |
SO The Southern Company | Utilities | 11.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in brokerage 4, 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.
The earliest data available for this chart is Jun 14, 2016, corresponding to the inception date of FTIHX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -15.28% | -13.65% | -13.36% | -4.22% | 12.35% | 9.04% |
| brokerage 4 | 8.40% | -5.28% | 12.45% | 28.15% | 21.99% | N/A |
| Portfolio components: | ||||||
DBOEY Deutsche Boerse AG ADR | 21.69% | 0.36% | 20.43% | 40.32% | 16.49% | 15.32% |
ESLT Elbit Systems Ltd | 44.14% | 4.18% | 78.06% | 82.03% | 26.24% | 19.26% |
MURGY Muenchener Rueckver Ges | 16.47% | -4.97% | 12.43% | 30.70% | 40.02% | 30.59% |
ORI Old Republic International Corporation | 4.26% | -5.20% | 8.90% | 25.55% | 25.52% | 16.57% |
SO The Southern Company | 6.41% | -4.97% | -1.09% | 28.27% | 11.96% | 11.63% |
FXAIX Fidelity 500 Index Fund | -15.27% | -13.83% | -13.08% | -3.25% | 14.01% | 10.82% |
FSKAX Fidelity Total Market Index Fund | -15.69% | -13.79% | -13.19% | -4.08% | 13.55% | 10.00% |
FTIHX Fidelity Total International Index Fund | -5.06% | -12.37% | -11.03% | -4.48% | 8.02% | N/A |
Monthly Returns
The table below presents the monthly returns of brokerage 4, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.00% | 2.89% | 6.84% | -7.84% | 8.40% | ||||||||
| 2024 | -0.61% | 4.91% | 1.85% | -3.53% | 5.02% | -0.17% | 2.67% | 6.58% | 1.76% | 0.81% | 4.44% | -1.88% | 23.55% |
| 2023 | 4.99% | -2.32% | 3.84% | 3.17% | -0.18% | 4.61% | 3.43% | -3.28% | -2.42% | -1.63% | 9.22% | 3.43% | 24.45% |
| 2022 | -0.36% | 0.45% | 4.24% | -3.12% | 0.47% | -2.76% | 4.61% | -2.53% | -6.78% | 5.30% | 4.91% | -2.25% | 1.34% |
| 2021 | -2.68% | 1.86% | 6.70% | 3.37% | -0.39% | -0.11% | 0.71% | 5.18% | -4.36% | 6.34% | -4.67% | 8.69% | 21.42% |
| 2020 | 1.47% | -8.58% | -14.12% | 9.59% | 8.19% | 3.93% | 3.25% | 2.99% | -5.85% | -3.77% | 11.94% | 4.60% | 10.74% |
| 2019 | 7.12% | 2.71% | 1.24% | 4.94% | -0.79% | 4.79% | 1.30% | 0.35% | 5.01% | 1.11% | 1.71% | 1.21% | 35.00% |
| 2018 | 6.58% | -2.95% | -1.37% | 2.52% | -0.28% | 0.57% | 3.14% | 1.90% | -0.24% | -4.16% | 2.43% | -6.81% | 0.62% |
| 2017 | 4.54% | 2.21% | 1.00% | 5.46% | 2.80% | 0.29% | 1.65% | 1.68% | 3.07% | 1.78% | 1.74% | -0.66% | 28.58% |
| 2016 | 1.18% | 3.45% | -0.58% | -0.91% | -0.74% | 1.01% | 3.06% | 6.56% |
Expense Ratio
brokerage 4 has an expense ratio of 0.01%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 98, brokerage 4 is among the top 2% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
DBOEY Deutsche Boerse AG ADR | 1.95 | 2.42 | 1.36 | 3.44 | 15.72 |
ESLT Elbit Systems Ltd | 3.13 | 4.47 | 1.56 | 3.29 | 15.95 |
MURGY Muenchener Rueckver Ges | 1.29 | 1.78 | 1.24 | 2.73 | 6.78 |
ORI Old Republic International Corporation | 1.25 | 1.66 | 1.23 | 2.17 | 7.41 |
SO The Southern Company | 1.53 | 2.17 | 1.27 | 2.15 | 5.24 |
FXAIX Fidelity 500 Index Fund | -0.20 | -0.16 | 0.98 | -0.17 | -0.89 |
FSKAX Fidelity Total Market Index Fund | -0.25 | -0.21 | 0.97 | -0.21 | -1.04 |
FTIHX Fidelity Total International Index Fund | -0.28 | -0.28 | 0.96 | -0.31 | -0.96 |
Dividends
Dividend yield
brokerage 4 provided a 3.76% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.76% | 3.58% | 2.16% | 2.81% | 5.19% | 2.38% | 4.62% | 3.46% | 4.75% | 5.23% | 2.89% | 3.36% |
| Portfolio components: | ||||||||||||
DBOEY Deutsche Boerse AG ADR | 1.44% | 1.76% | 1.92% | 2.04% | 2.12% | 1.84% | 1.94% | 2.52% | 2.14% | 3.18% | 2.53% | 4.03% |
ESLT Elbit Systems Ltd | 0.54% | 0.77% | 0.94% | 1.22% | 1.03% | 1.28% | 1.14% | 1.54% | 1.32% | 1.57% | 1.63% | 2.07% |
MURGY Muenchener Rueckver Ges | 13.80% | 16.07% | 3.02% | 3.72% | 19.39% | 3.57% | 17.66% | 4.93% | 21.58% | 23.46% | 4.22% | 5.01% |
ORI Old Republic International Corporation | 8.72% | 2.93% | 3.33% | 7.95% | 13.75% | 4.26% | 8.05% | 8.65% | 3.55% | 3.96% | 3.97% | 5.00% |
SO The Southern Company | 3.32% | 3.47% | 3.96% | 3.78% | 3.82% | 4.13% | 3.86% | 5.42% | 4.78% | 4.52% | 4.60% | 4.24% |
FXAIX Fidelity 500 Index Fund | 1.15% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
FSKAX Fidelity Total Market Index Fund | 1.41% | 1.19% | 1.41% | 1.62% | 1.15% | 1.45% | 1.80% | 2.06% | 1.66% | 1.82% | 1.96% | 1.63% |
FTIHX Fidelity Total International Index Fund | 3.04% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 0.00% |
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 brokerage 4. 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 brokerage 4 was 36.02%, occurring on Mar 23, 2020. Recovery took 166 trading sessions.
The current brokerage 4 drawdown is 8.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.02% | Feb 20, 2020 | 23 | Mar 23, 2020 | 166 | Nov 16, 2020 | 189 |
| -13.13% | Sep 24, 2018 | 64 | Dec 24, 2018 | 55 | Mar 15, 2019 | 119 |
| -12.25% | Aug 15, 2022 | 42 | Oct 12, 2022 | 76 | Feb 1, 2023 | 118 |
| -12.24% | Mar 31, 2022 | 55 | Jun 17, 2022 | 36 | Aug 10, 2022 | 91 |
| -9.26% | Mar 20, 2025 | 13 | Apr 7, 2025 | — | — | — |
Volatility
Volatility Chart
The current brokerage 4 volatility is 7.84%, 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
| SO | ESLT | DBOEY | MURGY | ORI | FTIHX | FXAIX | FSKAX | |
|---|---|---|---|---|---|---|---|---|
| SO | 1.00 | 0.12 | 0.13 | 0.13 | 0.28 | 0.18 | 0.25 | 0.23 |
| ESLT | 0.12 | 1.00 | 0.13 | 0.16 | 0.24 | 0.35 | 0.37 | 0.37 |
| DBOEY | 0.13 | 0.13 | 1.00 | 0.46 | 0.14 | 0.38 | 0.26 | 0.26 |
| MURGY | 0.13 | 0.16 | 0.46 | 1.00 | 0.31 | 0.46 | 0.30 | 0.30 |
| ORI | 0.28 | 0.24 | 0.14 | 0.31 | 1.00 | 0.41 | 0.51 | 0.52 |
| FTIHX | 0.18 | 0.35 | 0.38 | 0.46 | 0.41 | 1.00 | 0.76 | 0.77 |
| FXAIX | 0.25 | 0.37 | 0.26 | 0.30 | 0.51 | 0.76 | 1.00 | 0.99 |
| FSKAX | 0.23 | 0.37 | 0.26 | 0.30 | 0.52 | 0.77 | 0.99 | 1.00 |