Mike Sparrow TSA
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jun 14, 2016, corresponding to the inception date of FLCOX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Mike Sparrow TSA | 2.92% | 6.62% | 0.19% | 6.56% | 6.39% | N/A |
| Portfolio components: | ||||||
NEWFX American Funds New World Fund | 10.11% | 11.76% | 5.82% | 4.49% | 7.17% | 4.91% |
FEQIX Fidelity Equity-Income Fund | 5.86% | 8.21% | -0.96% | 7.09% | 10.58% | 4.88% |
SIHAX Guggenheim High Yield Fund | 1.90% | 2.59% | 2.52% | 7.86% | 6.28% | 4.57% |
GIBIX Guggenheim Total Return Bond Fund | 1.85% | 0.35% | 1.87% | 6.14% | 0.07% | 2.34% |
SPAXX Fidelity Government Money Market Fund | 0.65% | 0.00% | 1.37% | 3.90% | 2.32% | 1.28% |
OPMYX Invesco Main Street Mid Cap Fund | 1.76% | 13.27% | -7.77% | 2.32% | 8.13% | 0.96% |
CPBYX Invesco Core Plus Bond Fund | 1.07% | 0.52% | 1.11% | 4.72% | -0.34% | 1.77% |
JANEX Janus Henderson Enterprise Fund | 0.94% | 11.43% | -5.65% | 2.87% | 2.74% | 4.49% |
JNRFX Janus Henderson Research Fund | 1.44% | 17.85% | 2.92% | 16.67% | 16.81% | 13.81% |
MRSIX MFS Research International Fund | 13.32% | 9.19% | 11.23% | 8.58% | 9.80% | 5.40% |
FLCOX Fidelity Large Cap Value Index Fund | 3.91% | 8.52% | -0.24% | 9.18% | 14.23% | N/A |
FCPVX Fidelity Small Cap Value Fund | -2.85% | 11.37% | -6.84% | -3.60% | 12.53% | 2.20% |
Monthly Returns
The table below presents the monthly returns of Mike Sparrow TSA, 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 | 2.63% | -0.02% | -2.49% | -0.42% | 3.30% | 2.92% | |||||||
| 2024 | 0.36% | 2.45% | 2.57% | -3.17% | 2.82% | 0.45% | 3.20% | 2.09% | 1.17% | -1.58% | 3.79% | -4.91% | 9.20% |
| 2023 | 5.63% | -2.27% | 0.91% | 0.60% | -1.34% | 3.78% | 2.05% | -1.60% | -3.37% | -2.91% | 6.77% | 3.81% | 12.02% |
| 2022 | -3.76% | -1.49% | -0.11% | -5.76% | 0.38% | -6.01% | 5.78% | -2.86% | -7.11% | 4.38% | 5.41% | -4.22% | -15.31% |
| 2021 | -0.92% | 2.26% | 1.70% | 3.02% | 1.03% | 0.66% | 1.14% | 1.26% | -2.51% | 2.72% | -1.93% | -1.05% | 7.44% |
| 2020 | 0.20% | -4.17% | -10.97% | 7.82% | 3.97% | 1.34% | 3.92% | 2.88% | -1.66% | -0.86% | 8.45% | 1.05% | 10.94% |
| 2019 | 5.69% | 2.60% | 1.02% | 2.53% | -2.68% | 4.14% | 0.72% | -0.27% | 1.00% | 0.87% | 1.93% | 0.19% | 18.96% |
| 2018 | 2.57% | -2.60% | -0.83% | -0.33% | 1.34% | 0.03% | 2.21% | 1.47% | -0.74% | -4.58% | 1.05% | -6.68% | -7.27% |
| 2017 | 1.66% | 1.93% | 0.08% | 1.20% | 1.17% | 0.69% | 1.00% | 0.38% | 1.14% | 1.22% | 1.44% | -0.72% | 11.77% |
| 2016 | 1.11% | 2.94% | 0.58% | 0.04% | -1.26% | 1.38% | 0.53% | 5.40% |
Expense Ratio
Mike Sparrow TSA has an expense ratio of 0.60%, placing it in the medium range. 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
The current rank of Mike Sparrow TSA is 30, 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 | |
|---|---|---|---|---|---|
NEWFX American Funds New World Fund | 0.29 | 0.60 | 1.08 | 0.22 | 0.96 |
FEQIX Fidelity Equity-Income Fund | 0.46 | 0.74 | 1.11 | 0.43 | 1.37 |
SIHAX Guggenheim High Yield Fund | 2.21 | 3.48 | 1.54 | 2.38 | 10.18 |
GIBIX Guggenheim Total Return Bond Fund | 1.17 | 1.73 | 1.21 | 0.45 | 3.48 |
SPAXX Fidelity Government Money Market Fund | 3.03 | — | — | — | — |
OPMYX Invesco Main Street Mid Cap Fund | 0.11 | 0.34 | 1.05 | 0.11 | 0.29 |
CPBYX Invesco Core Plus Bond Fund | 0.95 | 1.42 | 1.17 | 0.35 | 2.63 |
JANEX Janus Henderson Enterprise Fund | 0.15 | 0.34 | 1.05 | 0.08 | 0.35 |
JNRFX Janus Henderson Research Fund | 0.65 | 1.06 | 1.15 | 0.73 | 2.40 |
MRSIX MFS Research International Fund | 0.57 | 0.96 | 1.13 | 0.70 | 1.96 |
FLCOX Fidelity Large Cap Value Index Fund | 0.56 | 0.91 | 1.13 | 0.59 | 2.08 |
FCPVX Fidelity Small Cap Value Fund | -0.15 | 0.03 | 1.00 | -0.09 | -0.26 |
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Dividends
Dividend yield
Mike Sparrow TSA provided a 3.27% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.27% | 3.28% | 2.78% | 2.52% | 2.85% | 2.60% | 2.39% | 3.30% | 2.84% | 2.34% | 4.14% | 4.61% |
| Portfolio components: | ||||||||||||
NEWFX American Funds New World Fund | 0.77% | 0.85% | 1.24% | 0.89% | 0.43% | 0.10% | 1.04% | 1.02% | 0.94% | 0.92% | 0.60% | 6.75% |
FEQIX Fidelity Equity-Income Fund | 1.65% | 1.73% | 1.78% | 1.93% | 1.55% | 1.50% | 1.82% | 2.73% | 2.03% | 2.37% | 7.35% | 8.14% |
SIHAX Guggenheim High Yield Fund | 6.44% | 6.37% | 5.96% | 6.17% | 4.40% | 5.24% | 5.96% | 6.88% | 5.54% | 6.09% | 7.11% | 6.73% |
GIBIX Guggenheim Total Return Bond Fund | 4.88% | 4.71% | 4.45% | 4.13% | 2.87% | 2.62% | 2.61% | 2.90% | 3.38% | 4.25% | 4.70% | 4.79% |
SPAXX Fidelity Government Money Market Fund | 4.48% | 4.81% | 4.68% | 1.30% | 0.01% | 0.26% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
OPMYX Invesco Main Street Mid Cap Fund | 8.02% | 8.16% | 3.20% | 3.68% | 17.06% | 2.39% | 4.53% | 12.36% | 13.69% | 3.06% | 12.87% | 15.53% |
CPBYX Invesco Core Plus Bond Fund | 4.93% | 4.91% | 4.64% | 3.73% | 3.17% | 5.94% | 3.40% | 3.74% | 3.08% | 3.20% | 3.84% | 4.33% |
JANEX Janus Henderson Enterprise Fund | 1.08% | 1.09% | 0.00% | 0.00% | 0.33% | 0.30% | 0.11% | 0.17% | 0.09% | 0.09% | 0.28% | 0.03% |
JNRFX Janus Henderson Research Fund | 0.00% | 0.00% | 0.05% | 0.19% | 0.00% | 0.11% | 0.86% | 0.36% | 0.42% | 0.29% | 0.45% | 0.38% |
MRSIX MFS Research International Fund | 1.76% | 2.00% | 1.67% | 1.57% | 1.29% | 0.92% | 1.79% | 5.48% | 1.21% | 1.97% | 1.89% | 2.51% |
FLCOX Fidelity Large Cap Value Index Fund | 1.56% | 1.62% | 1.99% | 2.01% | 1.55% | 2.28% | 2.13% | 2.33% | 1.73% | 0.52% | 0.00% | 0.00% |
FCPVX Fidelity Small Cap Value Fund | 0.62% | 0.60% | 0.64% | 0.00% | 2.04% | 0.46% | 0.81% | 1.10% | 1.09% | 0.77% | 12.28% | 12.65% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Mike Sparrow TSA. 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 Mike Sparrow TSA was 23.97%, occurring on Mar 23, 2020. Recovery took 98 trading sessions.
The current Mike Sparrow TSA drawdown is 2.36%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.97% | Feb 20, 2020 | 23 | Mar 23, 2020 | 98 | Aug 10, 2020 | 121 |
| -23.3% | Nov 10, 2021 | 237 | Oct 14, 2022 | 474 | Aug 23, 2024 | 711 |
| -13.52% | Aug 30, 2018 | 80 | Dec 24, 2018 | 86 | Apr 30, 2019 | 166 |
| -11.59% | Dec 5, 2024 | 84 | Apr 8, 2025 | — | — | — |
| -5.73% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 12 assets, with an effective number of assets of 8.50, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | SPAXX | GIBIX | CPBYX | SIHAX | MRSIX | JNRFX | NEWFX | FCPVX | FEQIX | FLCOX | JANEX | OPMYX | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.04 | -0.01 | 0.06 | 0.43 | 0.74 | 0.93 | 0.80 | 0.77 | 0.86 | 0.87 | 0.89 | 0.89 | 0.92 |
| SPAXX | -0.04 | 1.00 | 0.11 | 0.12 | 0.15 | -0.05 | -0.03 | -0.04 | -0.03 | -0.04 | -0.04 | -0.04 | -0.05 | -0.02 |
| GIBIX | -0.01 | 0.11 | 1.00 | 0.90 | 0.33 | 0.05 | 0.01 | 0.01 | -0.07 | -0.07 | -0.06 | 0.00 | -0.01 | 0.14 |
| CPBYX | 0.06 | 0.12 | 0.90 | 1.00 | 0.44 | 0.16 | 0.07 | 0.11 | 0.02 | 0.02 | 0.03 | 0.08 | 0.07 | 0.23 |
| SIHAX | 0.43 | 0.15 | 0.33 | 0.44 | 1.00 | 0.48 | 0.39 | 0.46 | 0.40 | 0.41 | 0.41 | 0.44 | 0.43 | 0.54 |
| MRSIX | 0.74 | -0.05 | 0.05 | 0.16 | 0.48 | 1.00 | 0.68 | 0.85 | 0.65 | 0.72 | 0.71 | 0.73 | 0.71 | 0.80 |
| JNRFX | 0.93 | -0.03 | 0.01 | 0.07 | 0.39 | 0.68 | 1.00 | 0.78 | 0.63 | 0.70 | 0.69 | 0.84 | 0.80 | 0.83 |
| NEWFX | 0.80 | -0.04 | 0.01 | 0.11 | 0.46 | 0.85 | 0.78 | 1.00 | 0.65 | 0.71 | 0.70 | 0.77 | 0.75 | 0.81 |
| FCPVX | 0.77 | -0.03 | -0.07 | 0.02 | 0.40 | 0.65 | 0.63 | 0.65 | 1.00 | 0.84 | 0.89 | 0.82 | 0.87 | 0.85 |
| FEQIX | 0.86 | -0.04 | -0.07 | 0.02 | 0.41 | 0.72 | 0.70 | 0.71 | 0.84 | 1.00 | 0.96 | 0.84 | 0.88 | 0.90 |
| FLCOX | 0.87 | -0.04 | -0.06 | 0.03 | 0.41 | 0.71 | 0.69 | 0.70 | 0.89 | 0.96 | 1.00 | 0.86 | 0.90 | 0.90 |
| JANEX | 0.89 | -0.04 | 0.00 | 0.08 | 0.44 | 0.73 | 0.84 | 0.77 | 0.82 | 0.84 | 0.86 | 1.00 | 0.92 | 0.94 |
| OPMYX | 0.89 | -0.05 | -0.01 | 0.07 | 0.43 | 0.71 | 0.80 | 0.75 | 0.87 | 0.88 | 0.90 | 0.92 | 1.00 | 0.93 |
| Portfolio | 0.92 | -0.02 | 0.14 | 0.23 | 0.54 | 0.80 | 0.83 | 0.81 | 0.85 | 0.90 | 0.90 | 0.94 | 0.93 | 1.00 |