MR Portfolio
Fidelity Funds MR Portfolio
Asset Allocation
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
The earliest data available for this chart is Sep 14, 2011, corresponding to the inception date of FSKAX
Returns By Period
As of Jul 25, 2024, the MR Portfolio returned 9.04% Year-To-Date and 11.57% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| MR Portfolio | 9.01% | 1.27% | 9.19% | 15.37% | 12.00% | 11.57% |
| Portfolio components: | ||||||
FSKAX Fidelity Total Market Index Fund | 13.17% | -0.39% | 10.84% | 19.21% | 13.26% | 11.98% |
FXAIX Fidelity 500 Index Fund | 14.07% | -1.20% | 11.09% | 20.02% | 14.07% | 12.65% |
FSHOX Fidelity Select Construction & Housing Portfolio | 10.24% | 4.88% | 12.04% | 16.79% | 19.21% | 15.51% |
FSCPX Fidelity Select Consumer Discretionary Portfolio | 2.82% | -1.62% | 5.70% | 10.89% | 9.48% | 11.12% |
FSRNX Fidelity Real Estate Index Fund | 1.73% | 6.68% | 5.47% | 5.96% | 1.79% | 4.67% |
FIVFX Fidelity International Capital Appreciation Fund | 6.75% | -2.14% | 5.91% | 15.03% | 7.97% | 7.98% |
FSPTX Fidelity Select Technology Portfolio | 18.91% | -4.18% | 12.48% | 25.70% | 21.78% | 19.84% |
FSDAX Fidelity Select Defense & Aerospace Portfolio | 11.15% | 5.24% | 17.45% | 21.51% | 6.54% | 11.27% |
FNCMX Fidelity NASDAQ Composite Index Fund | 14.88% | -3.01% | 11.16% | 22.93% | 16.52% | 15.43% |
FTHRX Fidelity Intermediate Bond Fund | 1.81% | 0.69% | 1.94% | 5.01% | 1.08% | 1.77% |
FSCRX Fidelity Small Cap Discovery Fund | 5.36% | 5.65% | 6.08% | 10.35% | 10.62% | 8.23% |
FSHCX Fidelity Select Health Care Services Portfolio | 0.16% | 5.88% | 4.22% | 2.75% | 10.62% | 11.39% |
Monthly Returns
The table below presents the monthly returns of MR Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.74% | 5.56% | 2.88% | -5.11% | 3.76% | 1.65% | 9.01% | ||||||
| 2023 | 8.48% | -2.36% | 2.06% | 0.62% | -0.15% | 7.22% | 3.19% | -2.28% | -5.43% | -2.66% | 9.61% | 6.80% | 26.52% |
| 2022 | -7.42% | -2.07% | 1.78% | -7.84% | -1.66% | -7.98% | 10.49% | -4.36% | -8.96% | 6.43% | 5.71% | -5.14% | -20.99% |
| 2021 | -0.15% | 2.94% | 4.62% | 5.06% | 0.29% | 1.70% | 1.72% | 1.99% | -4.20% | 6.46% | -0.93% | 4.60% | 26.34% |
| 2020 | 0.54% | -7.29% | -15.18% | 12.63% | 6.08% | 2.61% | 5.22% | 6.12% | -2.69% | -2.08% | 11.39% | 4.30% | 19.80% |
| 2019 | 8.99% | 2.89% | 1.82% | 3.66% | -5.06% | 6.09% | 1.37% | -0.29% | 1.37% | 2.17% | 2.95% | 1.85% | 30.88% |
| 2018 | 4.69% | -4.08% | -1.17% | 0.35% | 2.93% | 0.95% | 2.12% | 3.11% | 0.05% | -7.98% | 2.18% | -8.13% | -5.82% |
| 2017 | 2.15% | 3.31% | 0.59% | 1.99% | 1.25% | 0.64% | 1.60% | 0.41% | 1.98% | 2.24% | 3.04% | 1.03% | 22.17% |
| 2016 | -5.77% | -0.01% | 7.16% | -0.02% | 1.88% | 0.34% | 4.31% | -0.63% | -0.16% | -2.95% | 3.37% | 1.38% | 8.60% |
| 2015 | -0.60% | 4.98% | 0.07% | -1.16% | 1.38% | -1.29% | 1.93% | -5.15% | -1.90% | 6.57% | 0.86% | -1.56% | 3.65% |
| 2014 | -2.02% | 4.92% | -0.41% | -0.45% | 2.21% | 2.01% | -2.01% | 4.38% | -2.80% | 3.96% | 2.71% | 0.82% | 13.74% |
| 2013 | 4.61% | 0.98% | 3.29% | 1.87% | 1.93% | -1.29% | 4.46% | -3.08% | 4.58% | 3.36% | 1.84% | 2.71% | 28.05% |
Expense Ratio
MR Portfolio features an expense ratio of 0.47%, 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 MR Portfolio is 31, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
FSKAX Fidelity Total Market Index Fund | 1.56 | 2.20 | 1.28 | 1.32 | 5.87 |
FXAIX Fidelity 500 Index Fund | 1.69 | 2.37 | 1.30 | 1.67 | 6.88 |
FSHOX Fidelity Select Construction & Housing Portfolio | 0.84 | 1.31 | 1.16 | 0.75 | 2.36 |
FSCPX Fidelity Select Consumer Discretionary Portfolio | 0.55 | 0.85 | 1.10 | 0.32 | 1.98 |
FSRNX Fidelity Real Estate Index Fund | 0.42 | 0.74 | 1.09 | 0.22 | 1.18 |
FIVFX Fidelity International Capital Appreciation Fund | 1.17 | 1.75 | 1.21 | 0.61 | 4.18 |
FSPTX Fidelity Select Technology Portfolio | 1.16 | 1.65 | 1.21 | 1.36 | 5.22 |
FSDAX Fidelity Select Defense & Aerospace Portfolio | 1.44 | 2.16 | 1.26 | 1.55 | 4.75 |
FNCMX Fidelity NASDAQ Composite Index Fund | 1.30 | 1.82 | 1.23 | 1.06 | 6.03 |
FTHRX Fidelity Intermediate Bond Fund | 1.22 | 1.90 | 1.22 | 0.47 | 4.82 |
FSCRX Fidelity Small Cap Discovery Fund | 0.59 | 0.97 | 1.11 | 0.51 | 1.67 |
FSHCX Fidelity Select Health Care Services Portfolio | 0.19 | 0.36 | 1.05 | 0.23 | 0.64 |
Dividends
Dividend yield
MR Portfolio granted a 2.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MR Portfolio | 2.59% | 1.90% | 4.08% | 4.69% | 3.26% | 3.46% | 8.72% | 5.51% | 2.44% | 3.41% | 6.39% | 4.45% |
| Portfolio components: | ||||||||||||
FSKAX Fidelity Total Market Index Fund | 1.28% | 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 | 1.30% | 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 | 1.69% | 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 | 2.37% | 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 | 2.82% | 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 | 0.35% | 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 | 6.97% | 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 | 0.58% | 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 | 3.33% | 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 | 10.80% | 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 | 4.13% | 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.
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 3.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.14% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -27.08% | Jan 4, 2022 | 199 | Oct 14, 2022 | 304 | Dec 27, 2023 | 503 |
| -18.83% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -14.25% | Dec 2, 2015 | 49 | Feb 11, 2016 | 74 | May 27, 2016 | 123 |
| -11.25% | Sep 19, 2011 | 11 | Oct 3, 2011 | 14 | Oct 21, 2011 | 25 |
Volatility
Volatility Chart
The current MR Portfolio volatility is 3.89%, 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.
Diversification
Asset Correlations Table
| FTHRX | FSRNX | FSHCX | FSDAX | FIVFX | FSPTX | FSHOX | FSCPX | FSCRX | FNCMX | FXAIX | FSKAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FTHRX | 1.00 | 0.10 | -0.14 | -0.15 | -0.03 | -0.11 | -0.05 | -0.10 | -0.15 | -0.12 | -0.15 | -0.15 |
| FSRNX | 0.10 | 1.00 | 0.46 | 0.51 | 0.53 | 0.45 | 0.68 | 0.55 | 0.62 | 0.52 | 0.62 | 0.63 |
| FSHCX | -0.14 | 0.46 | 1.00 | 0.54 | 0.51 | 0.50 | 0.57 | 0.56 | 0.62 | 0.57 | 0.65 | 0.66 |
| FSDAX | -0.15 | 0.51 | 0.54 | 1.00 | 0.61 | 0.58 | 0.67 | 0.65 | 0.75 | 0.63 | 0.73 | 0.75 |
| FIVFX | -0.03 | 0.53 | 0.51 | 0.61 | 1.00 | 0.76 | 0.66 | 0.73 | 0.69 | 0.78 | 0.80 | 0.80 |
| FSPTX | -0.11 | 0.45 | 0.50 | 0.58 | 0.76 | 1.00 | 0.64 | 0.78 | 0.68 | 0.94 | 0.85 | 0.85 |
| FSHOX | -0.05 | 0.68 | 0.57 | 0.67 | 0.66 | 0.64 | 1.00 | 0.79 | 0.81 | 0.70 | 0.79 | 0.81 |
| FSCPX | -0.10 | 0.55 | 0.56 | 0.65 | 0.73 | 0.78 | 0.79 | 1.00 | 0.77 | 0.85 | 0.85 | 0.87 |
| FSCRX | -0.15 | 0.62 | 0.62 | 0.75 | 0.69 | 0.68 | 0.81 | 0.77 | 1.00 | 0.75 | 0.83 | 0.87 |
| FNCMX | -0.12 | 0.52 | 0.57 | 0.63 | 0.78 | 0.94 | 0.70 | 0.85 | 0.75 | 1.00 | 0.92 | 0.93 |
| FXAIX | -0.15 | 0.62 | 0.65 | 0.73 | 0.80 | 0.85 | 0.79 | 0.85 | 0.83 | 0.92 | 1.00 | 0.99 |
| FSKAX | -0.15 | 0.63 | 0.66 | 0.75 | 0.80 | 0.85 | 0.81 | 0.87 | 0.87 | 0.93 | 0.99 | 1.00 |