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Fidelity Portfolio

Last updated Feb 21, 2024

Asset Allocation


XLK 30%XLF 20%XLV 20%XLP 10%XLY 10%XLE 10%EquityEquity
PositionCategory/SectorWeight
XLK
Technology Select Sector SPDR Fund
Technology Equities

30%

XLF
Financial Select Sector SPDR Fund
Financials Equities

20%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

20%

XLP
Consumer Staples Select Sector SPDR Fund
Consumer Staples Equities

10%

XLY
Consumer Discretionary Select Sector SPDR Fund
Consumer Discretionary Equities

10%

XLE
Energy Select Sector SPDR Fund
Energy Equities

10%

Performance

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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
12.98%
13.40%
Fidelity Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 22, 1998, corresponding to the inception date of XLF

Returns

As of Feb 21, 2024, the Fidelity Portfolio returned 3.88% Year-To-Date and 14.26% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Fidelity Portfolio3.88%2.68%12.98%20.65%16.18%14.26%
XLF
Financial Select Sector SPDR Fund
5.11%4.19%18.66%10.67%10.60%13.13%
XLK
Technology Select Sector SPDR Fund
4.17%0.17%19.93%44.65%24.86%20.42%
XLP
Consumer Staples Select Sector SPDR Fund
2.80%2.78%4.16%3.18%9.10%8.78%
XLV
Health Care Select Sector SPDR Fund
6.42%4.07%9.89%11.79%11.55%11.26%
XLY
Consumer Discretionary Select Sector SPDR Fund
-0.83%1.40%8.01%18.79%11.01%11.87%
XLE
Energy Select Sector SPDR Fund
1.13%5.76%-1.52%4.07%10.55%3.70%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.65%
20233.17%-1.53%-3.86%-2.38%8.66%4.13%

Sharpe Ratio

The current Fidelity Portfolio Sharpe ratio is 1.71. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.71

The Sharpe ratio of Fidelity 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.71
1.75
Fidelity Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fidelity Portfolio granted a 1.53% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fidelity Portfolio1.53%1.58%1.73%1.49%1.87%2.11%2.00%1.68%1.82%2.04%1.79%1.70%
XLF
Financial Select Sector SPDR Fund
1.62%1.71%2.04%1.63%2.03%1.87%2.08%1.48%1.63%2.40%1.98%1.81%
XLK
Technology Select Sector SPDR Fund
0.73%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
XLP
Consumer Staples Select Sector SPDR Fund
2.56%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%2.40%2.39%
XLV
Health Care Select Sector SPDR Fund
1.49%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
XLY
Consumer Discretionary Select Sector SPDR Fund
0.78%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%1.31%1.16%
XLE
Energy Select Sector SPDR Fund
3.51%3.55%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%

Expense Ratio

The Fidelity Portfolio features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.13%
0.00%2.15%
0.12%
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
XLF
Financial Select Sector SPDR Fund
0.68
XLK
Technology Select Sector SPDR Fund
2.40
XLP
Consumer Staples Select Sector SPDR Fund
0.41
XLV
Health Care Select Sector SPDR Fund
1.14
XLY
Consumer Discretionary Select Sector SPDR Fund
1.00
XLE
Energy Select Sector SPDR Fund
0.02

Asset Correlations Table

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

XLEXLPXLKXLVXLFXLY
XLE1.000.370.400.400.500.44
XLP0.371.000.470.580.550.57
XLK0.400.471.000.610.610.71
XLV0.400.580.611.000.610.63
XLF0.500.550.610.611.000.71
XLY0.440.570.710.630.711.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.84%
-1.08%
Fidelity Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fidelity 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 Fidelity Portfolio was 54.87%, occurring on Mar 9, 2009. Recovery took 758 trading sessions.

The current Fidelity Portfolio drawdown is 0.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.87%Oct 15, 2007352Mar 9, 2009758Mar 9, 20121110
-45.28%Sep 1, 2000526Oct 9, 2002994Sep 20, 20061520
-34.52%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-19.92%Sep 21, 201865Dec 24, 201881Apr 23, 2019146
-18.87%Mar 30, 2022128Sep 30, 2022177Jun 15, 2023305

Volatility Chart

The current Fidelity Portfolio volatility is 2.89%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.89%
3.37%
Fidelity Portfolio
Benchmark (^GSPC)
Portfolio components
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