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Fid_Roth

Last updated Mar 2, 2024

Asset Allocation


AGG 10.01%SIVR 4.04%IAUF 3.57%BCD 2.66%IVV 25.36%FZILX 20.06%FZIPX 10.44%FNILX 10.2%FZROX 5.11%FIW 4.19%SMH 1.62%WM 1.55%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
AGG
iShares Core U.S. Aggregate Bond ETF
Total Bond Market

10.01%

SIVR
Aberdeen Standard Physical Silver Shares ETF
Precious Metals

4.04%

IAUF
iShares Gold Strategy ETF
Precious Metals, Gold

3.57%

BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
Commodities, Actively Managed

2.66%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

25.36%

FZILX
Fidelity ZERO International Index Fund
Large Cap Blend Equities, Foreign Large Cap Equities

20.06%

FZIPX
Fidelity ZERO Extended Market Index Fund
Mid Cap Blend Equities

10.44%

FNILX
Fidelity ZERO Large Cap Index Fund
Large Cap Blend Equities

10.20%

FZROX
Fidelity ZERO Total Market Index Fund
Large Cap Blend Equities

5.11%

FIW
First Trust Water ETF
Water Equities

4.19%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

1.62%

WM
Waste Management, Inc.
Industrials

1.55%

NVO
Novo Nordisk A/S
Healthcare

0.63%

LLY
Eli Lilly and Company
Healthcare

0.56%

S&P 500

Performance

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


40.00%50.00%60.00%70.00%80.00%OctoberNovemberDecember2024FebruaryMarch
71.07%
76.78%
Fid_Roth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2018, corresponding to the inception date of FNILX

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Fid_Roth5.04%3.84%11.06%19.76%11.58%N/A
AGG
iShares Core U.S. Aggregate Bond ETF
-1.15%-0.65%3.33%3.84%0.63%1.48%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
-0.69%0.93%-5.98%-6.36%8.83%N/A
FIW
First Trust Water ETF
4.09%5.66%10.55%18.11%15.02%11.88%
FNILX
Fidelity ZERO Large Cap Index Fund
8.07%3.82%15.14%29.89%15.03%N/A
FZILX
Fidelity ZERO International Index Fund
2.62%3.93%8.99%12.01%6.12%N/A
FZIPX
Fidelity ZERO Extended Market Index Fund
3.51%5.32%9.94%11.56%9.10%N/A
FZROX
Fidelity ZERO Total Market Index Fund
7.52%4.02%14.51%27.39%14.23%N/A
IAUF
iShares Gold Strategy ETF
1.02%2.37%7.23%11.76%8.80%N/A
IVV
iShares Core S&P 500 ETF
7.91%3.76%14.59%28.95%14.90%12.67%
LLY
Eli Lilly and Company
34.41%17.35%40.89%147.67%45.86%32.10%
NVO
Novo Nordisk A/S
20.09%9.26%31.24%73.03%39.92%19.73%
SIVR
Aberdeen Standard Physical Silver Shares ETF
-2.72%2.03%-4.36%8.53%8.49%0.59%
SMH
VanEck Vectors Semiconductor ETF
26.12%15.33%42.03%81.15%36.74%29.36%
WM
Waste Management, Inc.
14.90%9.34%32.20%39.56%17.67%20.05%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.04%4.03%
2023-2.16%-4.50%-2.14%8.22%4.73%

Sharpe Ratio

The current Fid_Roth Sharpe ratio is 2.07. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.07

The Sharpe ratio of Fid_Roth 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
2.07
2.44
Fid_Roth
Benchmark (^GSPC)
Portfolio components

Dividend yield

Fid_Roth granted a 2.23% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Fid_Roth2.23%2.29%1.88%2.18%1.75%2.29%1.34%0.82%0.85%0.98%0.83%0.84%
AGG
iShares Core U.S. Aggregate Bond ETF
3.29%3.13%2.39%1.77%2.14%2.70%2.96%2.32%2.39%2.45%2.40%2.32%
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
4.54%4.51%5.21%8.30%1.29%1.55%1.59%0.07%0.00%0.00%0.00%0.00%
FIW
First Trust Water ETF
0.66%0.68%0.67%0.37%0.56%0.55%0.73%1.13%0.51%0.76%0.75%0.62%
FNILX
Fidelity ZERO Large Cap Index Fund
1.24%1.34%1.53%0.95%1.20%1.17%0.53%0.00%0.00%0.00%0.00%0.00%
FZILX
Fidelity ZERO International Index Fund
2.90%2.98%2.71%2.61%1.64%2.83%0.66%0.00%0.00%0.00%0.00%0.00%
FZIPX
Fidelity ZERO Extended Market Index Fund
1.38%1.43%1.64%6.97%2.15%1.80%0.50%0.00%0.00%0.00%0.00%0.00%
FZROX
Fidelity ZERO Total Market Index Fund
1.26%1.36%1.57%1.25%1.27%1.51%0.74%0.00%0.00%0.00%0.00%0.00%
IAUF
iShares Gold Strategy ETF
13.05%13.18%0.88%0.00%7.61%10.04%0.77%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF
1.34%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
LLY
Eli Lilly and Company
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%
NVO
Novo Nordisk A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SIVR
Aberdeen Standard Physical Silver Shares ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.47%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
WM
Waste Management, Inc.
1.36%1.56%1.66%1.38%1.85%1.80%2.09%1.97%2.31%2.89%2.92%3.25%

Expense Ratio

The Fid_Roth has an expense ratio of 0.07% which is considered to be low. 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%0.54%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.05%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.00%
0.50%1.00%1.50%2.00%0.00%
0.50%1.00%1.50%2.00%0.00%
0.50%1.00%1.50%2.00%0.00%

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
^GSPC
S&P 500
2.44
Fid_Roth
2.07
AGG
iShares Core U.S. Aggregate Bond ETF
0.61
BCD
abrdn Bloomberg All Commodity Longer Dated Strategy K-1 Free ETF
-0.45
FIW
First Trust Water ETF
1.29
FNILX
Fidelity ZERO Large Cap Index Fund
2.65
FZILX
Fidelity ZERO International Index Fund
1.03
FZIPX
Fidelity ZERO Extended Market Index Fund
0.71
FZROX
Fidelity ZERO Total Market Index Fund
2.38
IAUF
iShares Gold Strategy ETF
0.98
IVV
iShares Core S&P 500 ETF
2.60
LLY
Eli Lilly and Company
5.18
NVO
Novo Nordisk A/S
2.42
SIVR
Aberdeen Standard Physical Silver Shares ETF
0.41
SMH
VanEck Vectors Semiconductor ETF
3.14
WM
Waste Management, Inc.
2.54

Asset Correlations Table

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

AGGIAUFLLYSIVRBCDNVOWMSMHFZIPXFZILXFIWFNILXIVVFZROX
AGG1.000.380.050.280.010.090.080.050.040.080.100.070.060.07
IAUF0.381.000.000.730.310.070.060.040.030.180.070.040.050.04
LLY0.050.001.000.040.070.440.370.220.250.260.310.360.360.35
SIVR0.280.730.041.000.410.130.090.180.190.330.200.190.190.20
BCD0.010.310.070.411.000.110.110.250.310.390.270.310.310.31
NVO0.090.070.440.130.111.000.280.280.260.350.310.350.350.34
WM0.080.060.370.090.110.281.000.240.390.350.540.480.490.47
SMH0.050.040.220.180.250.280.241.000.700.690.640.800.790.80
FZIPX0.040.030.250.190.310.260.390.701.000.770.870.860.860.90
FZILX0.080.180.260.330.390.350.350.690.771.000.720.800.800.81
FIW0.100.070.310.200.270.310.540.640.870.721.000.830.840.85
FNILX0.070.040.360.190.310.350.480.800.860.800.831.000.990.99
IVV0.060.050.360.190.310.350.490.790.860.800.840.991.000.99
FZROX0.070.040.350.200.310.340.470.800.900.810.850.990.991.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Fid_Roth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Fid_Roth. 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 Fid_Roth was 29.50%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29.5%Feb 20, 202023Mar 23, 202093Aug 4, 2020116
-22.49%Nov 17, 2021229Oct 14, 2022292Dec 13, 2023521
-13.92%Oct 2, 201858Dec 24, 201856Mar 18, 2019114
-7.26%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-5.05%May 6, 201919May 31, 201914Jun 20, 201933

Volatility Chart

The current Fid_Roth volatility is 2.91%, 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%OctoberNovemberDecember2024FebruaryMarch
2.91%
3.47%
Fid_Roth
Benchmark (^GSPC)
Portfolio components
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