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MR Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FTHRX 6%FSKAX 13%FXAIX 13%FSHOX 12%FSCPX 10%FIVFX 7%FSPTX 6%FSDAX 6%FNCMX 6%FSCRX 6%FSHCX 5%FSRNX 10%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
FTHRX
Fidelity Intermediate Bond Fund
Total Bond Market

6%

FSKAX
Fidelity Total Market Index Fund
Large Cap Blend Equities

13%

FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

13%

FSHOX
Fidelity Select Construction & Housing Portfolio
Consumer Discretionary Equities

12%

FSCPX
Fidelity Select Consumer Discretionary Portfolio
Consumer Discretionary Equities

10%

FIVFX
Fidelity International Capital Appreciation Fund
Foreign Large Cap Equities

7%

FSPTX
Fidelity Select Technology Portfolio
Technology Equities

6%

FSDAX
Fidelity Select Defense & Aerospace Portfolio
Industrials Equities

6%

FNCMX
Fidelity NASDAQ Composite Index Fund
Large Cap Growth Equities

6%

FSCRX
Fidelity Small Cap Discovery Fund
Small Cap Blend Equities

6%

FSHCX
Fidelity Select Health Care Services Portfolio
Health & Biotech Equities

5%

FSRNX
Fidelity Real Estate Index Fund
REIT

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MR 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%20.00%NovemberDecember2024FebruaryMarchApril
15.48%
15.74%
MR Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2011, corresponding to the inception date of FSKAX

Returns By Period

As of Apr 16, 2024, the MR Portfolio returned 2.46% Year-To-Date and 11.39% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
MR Portfolio2.46%-2.20%15.48%20.31%11.74%11.39%
FSKAX
Fidelity Total Market Index Fund
5.67%-1.19%16.60%23.73%12.77%11.87%
FXAIX
Fidelity 500 Index Fund
6.56%-0.99%16.61%24.26%13.62%12.62%
FSHOX
Fidelity Select Construction & Housing Portfolio
5.46%-3.38%25.22%32.85%19.15%15.17%
FSCPX
Fidelity Select Consumer Discretionary Portfolio
0.70%-2.42%16.02%25.39%9.57%11.08%
FSRNX
Fidelity Real Estate Index Fund
-8.17%-4.86%7.48%3.29%0.68%4.35%
FIVFX
Fidelity International Capital Appreciation Fund
4.00%-3.57%18.59%15.52%8.74%8.25%
FSPTX
Fidelity Select Technology Portfolio
8.66%-2.12%19.48%41.78%21.32%19.83%
FSDAX
Fidelity Select Defense & Aerospace Portfolio
0.51%1.40%18.78%13.40%6.14%9.80%
FNCMX
Fidelity NASDAQ Composite Index Fund
6.01%-0.53%17.58%32.45%15.72%15.50%
FTHRX
Fidelity Intermediate Bond Fund
-1.09%-0.72%3.44%1.59%1.06%1.56%
FSCRX
Fidelity Small Cap Discovery Fund
1.24%-2.67%18.29%18.95%9.62%8.01%
FSHCX
Fidelity Select Health Care Services Portfolio
-4.82%-5.44%-3.02%-1.71%13.26%11.88%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.74%5.56%2.89%
2023-5.43%-2.66%9.64%6.77%

Expense Ratio

The MR Portfolio has a high expense ratio of 0.47%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%1.00%
0.50%1.00%1.50%2.00%0.98%
0.50%1.00%1.50%2.00%0.74%
0.50%1.00%1.50%2.00%0.67%
0.50%1.00%1.50%2.00%0.45%
0.50%1.00%1.50%2.00%0.29%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.02%
0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

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.


MR Portfolio
Sharpe ratio
The chart of Sharpe ratio for MR Portfolio, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.005.001.57
Sortino ratio
The chart of Sortino ratio for MR Portfolio, currently valued at 2.31, compared to the broader market-2.000.002.004.006.002.31
Omega ratio
The chart of Omega ratio for MR Portfolio, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for MR Portfolio, currently valued at 1.17, compared to the broader market0.002.004.006.008.0010.001.17
Martin ratio
The chart of Martin ratio for MR Portfolio, currently valued at 5.35, compared to the broader market0.0010.0020.0030.0040.0050.005.35
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FSKAX
Fidelity Total Market Index Fund
1.902.741.331.487.44
FXAIX
Fidelity 500 Index Fund
2.032.941.361.748.58
FSHOX
Fidelity Select Construction & Housing Portfolio
1.632.361.291.395.19
FSCPX
Fidelity Select Consumer Discretionary Portfolio
1.371.911.240.795.15
FSRNX
Fidelity Real Estate Index Fund
0.040.201.020.020.12
FIVFX
Fidelity International Capital Appreciation Fund
1.321.951.230.694.30
FSPTX
Fidelity Select Technology Portfolio
2.062.891.351.458.48
FSDAX
Fidelity Select Defense & Aerospace Portfolio
0.791.221.140.882.59
FNCMX
Fidelity NASDAQ Composite Index Fund
2.032.841.351.269.26
FTHRX
Fidelity Intermediate Bond Fund
0.450.711.080.191.20
FSCRX
Fidelity Small Cap Discovery Fund
0.961.521.180.923.42
FSHCX
Fidelity Select Health Care Services Portfolio
0.060.181.020.070.33

Sharpe Ratio

The current MR Portfolio Sharpe ratio is 1.57. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.57

The Sharpe ratio of MR 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.57
1.89
MR Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MR Portfolio granted a 2.32% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MR Portfolio2.32%1.90%4.08%4.69%3.26%3.46%8.72%5.51%2.44%3.41%6.39%4.45%
FSKAX
Fidelity Total Market Index Fund
1.37%1.41%1.62%1.15%1.45%1.94%2.54%2.33%2.43%2.49%1.63%1.54%
FXAIX
Fidelity 500 Index Fund
1.37%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
FSHOX
Fidelity Select Construction & Housing Portfolio
1.77%0.82%0.80%5.45%4.73%7.91%15.68%13.62%3.61%3.30%11.79%8.70%
FSCPX
Fidelity Select Consumer Discretionary Portfolio
2.42%2.17%13.79%9.08%1.16%2.22%3.35%4.05%0.90%3.89%7.79%8.57%
FSRNX
Fidelity Real Estate Index Fund
3.10%2.84%2.66%1.25%3.33%3.93%4.43%2.86%3.95%2.57%4.18%3.54%
FIVFX
Fidelity International Capital Appreciation Fund
0.36%0.38%0.05%9.08%1.28%3.29%3.01%3.31%0.68%1.98%6.09%0.71%
FSPTX
Fidelity Select Technology Portfolio
0.00%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.28%17.85%8.07%
FSDAX
Fidelity Select Defense & Aerospace Portfolio
7.71%6.47%8.87%8.38%2.11%2.62%11.45%3.64%4.87%6.55%6.78%5.67%
FNCMX
Fidelity NASDAQ Composite Index Fund
0.63%0.67%0.88%0.47%0.67%4.41%1.93%0.73%1.01%0.89%1.24%1.61%
FTHRX
Fidelity Intermediate Bond Fund
3.20%2.94%2.05%1.81%4.30%2.49%2.47%2.20%2.21%2.58%2.35%2.21%
FSCRX
Fidelity Small Cap Discovery Fund
4.39%4.44%11.56%6.12%2.79%7.46%35.76%13.90%0.44%7.89%10.82%5.88%
FSHCX
Fidelity Select Health Care Services Portfolio
4.34%0.57%5.32%7.09%0.76%0.27%12.92%13.41%4.62%4.06%9.07%5.98%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.96%
-3.66%
MR Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MR 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 MR Portfolio was 35.14%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current MR Portfolio drawdown is 4.96%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.14%Feb 20, 202023Mar 23, 202099Aug 12, 2020122
-27.08%Jan 4, 2022199Oct 14, 2022304Dec 27, 2023503
-18.83%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-14.25%Dec 2, 201549Feb 11, 201674May 27, 2016123
-11.25%Sep 19, 201111Oct 3, 201114Oct 21, 201125

Volatility

Volatility Chart

The current MR Portfolio volatility is 3.76%, 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.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.76%
3.44%
MR Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

FTHRXFSRNXFSHCXFSDAXFIVFXFSHOXFSPTXFSCPXFSCRXFNCMXFXAIXFSKAX
FTHRX1.000.09-0.16-0.16-0.04-0.07-0.12-0.12-0.17-0.13-0.16-0.16
FSRNX0.091.000.460.510.530.680.460.550.620.520.620.63
FSHCX-0.160.461.000.550.520.570.510.570.620.590.660.67
FSDAX-0.160.510.551.000.610.670.580.650.750.630.730.75
FIVFX-0.040.530.520.611.000.660.770.730.690.780.800.80
FSHOX-0.070.680.570.670.661.000.650.800.810.710.790.81
FSPTX-0.120.460.510.580.770.651.000.790.690.940.850.86
FSCPX-0.120.550.570.650.730.800.791.000.770.860.860.87
FSCRX-0.170.620.620.750.690.810.690.771.000.760.830.87
FNCMX-0.130.520.590.630.780.710.940.860.761.000.920.93
FXAIX-0.160.620.660.730.800.790.850.860.830.921.000.99
FSKAX-0.160.630.670.750.800.810.860.870.870.930.991.00