Season4
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Season4, 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 Sep 15, 2016, corresponding to the inception date of FDVV
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.34% | -3.40% | 4.82% | 15.62% | 14.74% | 10.75% |
| Season4 | -0.17% | -2.27% | 1.37% | 14.03% | 16.35% | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | -0.18% | -2.78% | 4.46% | 16.63% | 16.37% | 12.66% |
QQQ Invesco QQQ | -2.14% | -3.95% | 5.36% | 14.63% | 20.26% | 17.39% |
SCHG Schwab U.S. Large-Cap Growth ETF | -3.80% | -5.83% | 5.75% | 18.35% | 19.84% | 15.56% |
PMYYX Putnam Multi-Cap Core Fund | -0.53% | -3.31% | 0.40% | 13.10% | 13.81% | 10.17% |
SMH VanEck Vectors Semiconductor ETF | -5.53% | -4.48% | -5.61% | 8.42% | 29.19% | 24.29% |
CFRIX Catalyst/CIFC Floating Rate Income Fund | 0.35% | 0.24% | 3.60% | 8.15% | 5.74% | 4.79% |
FDVV Fidelity High Dividend ETF | 1.86% | 0.36% | 3.10% | 19.85% | 15.89% | N/A |
MGV Vanguard Mega Cap Value ETF | 4.56% | 0.36% | 3.69% | 16.87% | 14.10% | 10.71% |
SMIN iShares MSCI India Small-Cap ETF | -17.65% | -9.28% | -20.48% | -7.67% | 14.47% | 7.25% |
EPI WisdomTree India Earnings Fund | -9.70% | -5.24% | -17.98% | -6.27% | 15.05% | 6.89% |
BRK-B Berkshire Hathaway Inc. | 10.84% | 7.06% | 5.57% | 22.72% | 19.53% | 13.10% |
PRJZX PGIM Jennison Global Opportunities Fund | -2.56% | -5.67% | -7.49% | -0.56% | 10.27% | 11.66% |
Monthly Returns
The table below presents the monthly returns of Season4, 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 | 2.29% | -0.17% | |||||||||||
| 2024 | 2.67% | 5.29% | 3.18% | -3.57% | 5.22% | 3.28% | 1.29% | 2.71% | 1.37% | -0.95% | 4.91% | -3.61% | 23.47% |
| 2023 | 6.64% | -1.96% | 3.82% | 1.51% | 1.42% | 6.11% | 3.43% | -1.12% | -4.33% | -1.93% | 8.86% | 4.09% | 28.91% |
| 2022 | -4.53% | -2.35% | 3.81% | -8.60% | -0.41% | -8.67% | 9.11% | -4.09% | -8.89% | 7.52% | 6.42% | -6.16% | -17.64% |
| 2021 | -0.12% | 3.36% | 3.35% | 4.76% | 1.04% | 2.35% | 1.74% | 2.80% | -4.24% | 6.32% | -0.75% | 1.29% | 23.72% |
| 2020 | -0.01% | -7.35% | -13.67% | 12.16% | 4.97% | 3.05% | 5.64% | 7.44% | -3.04% | -2.37% | 12.01% | 4.26% | 21.76% |
| 2019 | 7.53% | 2.65% | 2.10% | 3.91% | -6.55% | 6.59% | 1.00% | -2.04% | 1.94% | 2.58% | 3.73% | 2.65% | 28.51% |
| 2018 | 6.11% | -3.18% | -2.35% | 0.13% | 2.44% | -0.15% | 3.24% | 3.15% | -0.06% | -6.71% | 2.11% | -7.70% | -3.84% |
| 2017 | 2.29% | 3.43% | 0.75% | 1.20% | 1.48% | 0.43% | 2.80% | 0.64% | 2.08% | 2.71% | 2.60% | 1.25% | 23.87% |
| 2016 | 1.10% | -1.71% | 3.58% | 1.68% | 4.66% |
Expense Ratio
Season4 features an expense ratio of 0.36%, 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 Season4 is 41, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.35 | 1.83 | 1.25 | 2.04 | 8.26 |
QQQ Invesco QQQ | 0.83 | 1.19 | 1.16 | 1.13 | 3.84 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.05 | 1.46 | 1.19 | 1.53 | 5.62 |
PMYYX Putnam Multi-Cap Core Fund | 1.05 | 1.44 | 1.20 | 1.64 | 4.52 |
SMH VanEck Vectors Semiconductor ETF | 0.25 | 0.58 | 1.07 | 0.37 | 0.84 |
CFRIX Catalyst/CIFC Floating Rate Income Fund | 3.30 | 10.01 | 3.41 | 11.80 | 50.91 |
FDVV Fidelity High Dividend ETF | 1.92 | 2.62 | 1.35 | 3.56 | 11.17 |
MGV Vanguard Mega Cap Value ETF | 1.62 | 2.32 | 1.29 | 2.39 | 7.32 |
SMIN iShares MSCI India Small-Cap ETF | -0.47 | -0.50 | 0.93 | -0.40 | -1.32 |
EPI WisdomTree India Earnings Fund | -0.46 | -0.49 | 0.93 | -0.38 | -1.05 |
BRK-B Berkshire Hathaway Inc. | 1.48 | 2.23 | 1.27 | 2.72 | 6.49 |
PRJZX PGIM Jennison Global Opportunities Fund | -0.02 | 0.10 | 1.01 | -0.02 | -0.08 |
Dividends
Dividend yield
Season4 provided a 1.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.61% | 1.65% | 1.75% | 1.64% | 1.30% | 1.50% | 2.19% | 1.77% | 1.78% | 1.47% | 1.60% | 1.36% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.21% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
QQQ Invesco QQQ | 0.57% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.40% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.04% | 1.22% | 1.09% |
PMYYX Putnam Multi-Cap Core Fund | 0.73% | 0.73% | 0.95% | 0.32% | 0.99% | 1.07% | 1.74% | 0.00% | 1.44% | 1.21% | 2.29% | 2.15% |
SMH VanEck Vectors Semiconductor ETF | 0.47% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
CFRIX Catalyst/CIFC Floating Rate Income Fund | 7.82% | 8.70% | 8.62% | 5.46% | 3.52% | 3.99% | 5.51% | 4.28% | 4.51% | 5.70% | 6.29% | 4.78% |
FDVV Fidelity High Dividend ETF | 2.89% | 2.94% | 3.77% | 3.44% | 2.70% | 3.19% | 3.93% | 4.05% | 3.63% | 1.04% | 0.00% | 0.00% |
MGV Vanguard Mega Cap Value ETF | 2.21% | 2.31% | 2.48% | 2.45% | 2.17% | 2.47% | 2.69% | 2.65% | 2.34% | 2.53% | 2.59% | 2.26% |
SMIN iShares MSCI India Small-Cap ETF | 13.88% | 11.43% | 0.41% | 0.01% | 1.27% | 1.07% | 1.74% | 1.68% | 0.89% | 2.30% | 0.93% | 0.34% |
EPI WisdomTree India Earnings Fund | 0.29% | 0.27% | 0.15% | 6.01% | 1.18% | 0.78% | 1.17% | 1.18% | 0.85% | 1.05% | 1.20% | 1.02% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PRJZX PGIM Jennison Global Opportunities Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.42% | 0.00% | 0.00% | 0.00% | 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 Season4. 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 Season4 was 33.48%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Season4 drawdown is 4.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.48% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -25.15% | Nov 9, 2021 | 234 | Oct 12, 2022 | 285 | Nov 30, 2023 | 519 |
| -17.89% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -9.59% | Jan 29, 2018 | 9 | Feb 8, 2018 | 124 | Aug 7, 2018 | 133 |
| -8.45% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current Season4 volatility is 3.24%, 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
| CFRIX | SMIN | EPI | BRK-B | SMH | PRJZX | MGV | FDVV | QQQ | SCHG | PMYYX | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CFRIX | 1.00 | 0.18 | 0.20 | 0.19 | 0.20 | 0.22 | 0.23 | 0.24 | 0.20 | 0.21 | 0.25 | 0.24 |
| SMIN | 0.18 | 1.00 | 0.87 | 0.33 | 0.37 | 0.41 | 0.41 | 0.43 | 0.40 | 0.41 | 0.45 | 0.45 |
| EPI | 0.20 | 0.87 | 1.00 | 0.38 | 0.43 | 0.49 | 0.48 | 0.50 | 0.46 | 0.47 | 0.52 | 0.52 |
| BRK-B | 0.19 | 0.33 | 0.38 | 1.00 | 0.40 | 0.39 | 0.80 | 0.70 | 0.46 | 0.50 | 0.68 | 0.66 |
| SMH | 0.20 | 0.37 | 0.43 | 0.40 | 1.00 | 0.77 | 0.56 | 0.64 | 0.85 | 0.80 | 0.75 | 0.77 |
| PRJZX | 0.22 | 0.41 | 0.49 | 0.39 | 0.77 | 1.00 | 0.54 | 0.63 | 0.89 | 0.90 | 0.77 | 0.81 |
| MGV | 0.23 | 0.41 | 0.48 | 0.80 | 0.56 | 0.54 | 1.00 | 0.91 | 0.62 | 0.65 | 0.86 | 0.85 |
| FDVV | 0.24 | 0.43 | 0.50 | 0.70 | 0.64 | 0.63 | 0.91 | 1.00 | 0.70 | 0.73 | 0.89 | 0.88 |
| QQQ | 0.20 | 0.40 | 0.46 | 0.46 | 0.85 | 0.89 | 0.62 | 0.70 | 1.00 | 0.97 | 0.85 | 0.90 |
| SCHG | 0.21 | 0.41 | 0.47 | 0.50 | 0.80 | 0.90 | 0.65 | 0.73 | 0.97 | 1.00 | 0.88 | 0.93 |
| PMYYX | 0.25 | 0.45 | 0.52 | 0.68 | 0.75 | 0.77 | 0.86 | 0.89 | 0.85 | 0.88 | 1.00 | 0.97 |
| SPY | 0.24 | 0.45 | 0.52 | 0.66 | 0.77 | 0.81 | 0.85 | 0.88 | 0.90 | 0.93 | 0.97 | 1.00 |