Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FTEC Fidelity MSCI Information Technology Index ETF | Technology Equities | 7.10% |
FTIHX Fidelity Total International Index Fund | Foreign Large Cap Equities | 8% |
FXAIX Fidelity 500 Index Fund | S&P 500 | 13.25% |
SMH VanEck Semiconductor ETF | Semiconductors, Technology Equities | 71.65% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AMJ 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 Every 3 months.
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The earliest data available for this chart is Jun 16, 2016, corresponding to the inception date of FTIHX
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.11% | 2.16% | -0.42% | 4.03% | 27.10% | 18.38% | 10.55% | 12.70% |
Portfolio AMJ Portfolio | 1.15% | 9.96% | 15.63% | 26.35% | 91.34% | 42.72% | 24.10% | — |
| Portfolio components: | ||||||||
SMH VanEck Semiconductor ETF | 1.53% | 12.56% | 21.31% | 34.70% | 117.69% | 51.47% | 28.60% | 33.21% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.45% | 3.24% | -1.23% | 1.32% | 44.07% | 26.52% | 15.22% | 22.10% |
FXAIX Fidelity 500 Index Fund | 0.62% | 2.36% | 0.03% | 4.77% | 28.81% | 20.06% | 12.18% | 14.75% |
FTIHX Fidelity Total International Index Fund | 0.16% | 4.95% | 7.62% | 14.55% | 39.78% | 17.43% | 8.13% | — |
Monthly Returns
Based on dividend-adjusted daily data since Jun 17, 2016, AMJ Portfolio's average daily return is +0.11%, while the average monthly return is +2.29%. At this rate, an investment would double in approximately 2.6 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +17.2%, while the worst month was Jun 2022 at -14.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.
On a daily basis, AMJ Portfolio closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +14.9%, while the worst single day was Mar 16, 2020 at -13.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 9.21% | 0.66% | -5.71% | 11.56% | 15.63% | ||||||||
| 2025 | 1.03% | -3.40% | -7.86% | 0.19% | 11.60% | 13.48% | 3.06% | 1.02% | 10.18% | 8.95% | -2.48% | 2.09% | 41.96% |
| 2024 | 4.74% | 11.43% | 5.28% | -4.59% | 10.36% | 7.06% | -3.51% | -0.40% | 1.25% | -1.67% | 1.41% | -0.21% | 34.13% |
| 2023 | 14.26% | 0.13% | 8.65% | -4.01% | 12.13% | 5.58% | 4.88% | -2.67% | -6.52% | -3.65% | 13.92% | 8.30% | 60.24% |
| 2022 | -9.22% | -2.85% | 1.15% | -13.11% | 4.53% | -14.40% | 14.23% | -8.16% | -12.70% | 3.46% | 16.65% | -8.63% | -29.95% |
| 2021 | 2.51% | 5.21% | 1.49% | 1.13% | 2.06% | 4.53% | 0.70% | 2.89% | -5.15% | 6.57% | 8.02% | 2.33% | 36.72% |
Benchmark Metrics
AMJ Portfolio has an annualized alpha of 11.18%, beta of 1.33, and R² of 0.75 versus S&P 500 Index. Calculated based on daily prices since June 17, 2016.
- This portfolio captured 164.55% of S&P 500 Index gains and 101.89% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 11.18% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 11.18%
- Beta
- 1.33
- R²
- 0.75
- Upside Capture
- 164.55%
- Downside Capture
- 101.89%
Expense Ratio
AMJ Portfolio has an expense ratio of 0.26%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
AMJ Portfolio ranks 91 for risk / return — in the top 91% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.83 | 2.23 | +1.60 |
Sortino ratioReturn per unit of downside risk | 4.40 | 3.12 | +1.29 |
Omega ratioGain probability vs. loss probability | 1.60 | 1.42 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 8.22 | 4.05 | +4.17 |
Martin ratioReturn relative to average drawdown | 31.65 | 17.91 | +13.74 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SMH VanEck Semiconductor ETF | 93 | 4.15 | 4.49 | 1.61 | 9.61 | 35.05 |
FTEC Fidelity MSCI Information Technology Index ETF | 51 | 2.23 | 2.90 | 1.38 | 3.64 | 11.60 |
FXAIX Fidelity 500 Index Fund | 55 | 1.95 | 2.67 | 1.37 | 4.10 | 18.37 |
FTIHX Fidelity Total International Index Fund | 80 | 3.04 | 4.04 | 1.57 | 4.37 | 17.70 |
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Dividends
Dividend yield
AMJ Portfolio provided a 0.53% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.53% | 0.62% | 0.75% | 0.90% | 1.34% | 0.78% | 0.89% | 1.63% | 1.97% | 1.39% | 1.04% | 2.00% |
| Portfolio components: | ||||||||||||
SMH VanEck Semiconductor ETF | 0.25% | 0.31% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.43% | 0.43% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% |
FXAIX Fidelity 500 Index Fund | 0.86% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
FTIHX Fidelity Total International Index Fund | 2.59% | 2.78% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 0.45% | 0.47% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the AMJ 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 AMJ Portfolio was 40.75%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.75% | Dec 28, 2021 | 202 | Oct 14, 2022 | 185 | Jul 13, 2023 | 387 |
| -33.07% | Feb 20, 2020 | 22 | Mar 20, 2020 | 73 | Jul 6, 2020 | 95 |
| -29.75% | Jul 11, 2024 | 187 | Apr 8, 2025 | 52 | Jun 24, 2025 | 239 |
| -24.1% | Mar 13, 2018 | 199 | Dec 24, 2018 | 59 | Mar 21, 2019 | 258 |
| -14.97% | Apr 25, 2019 | 27 | Jun 3, 2019 | 34 | Jul 22, 2019 | 61 |
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 4 assets, with an effective number of assets of 1.84, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | FTIHX | SMH | FTEC | FXAIX | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.76 | 0.77 | 0.89 | 1.00 | 0.82 |
| FTIHX | 0.76 | 1.00 | 0.65 | 0.67 | 0.76 | 0.69 |
| SMH | 0.77 | 0.65 | 1.00 | 0.88 | 0.77 | 1.00 |
| FTEC | 0.89 | 0.67 | 0.88 | 1.00 | 0.89 | 0.90 |
| FXAIX | 1.00 | 0.76 | 0.77 | 0.89 | 1.00 | 0.82 |
| Portfolio | 0.82 | 0.69 | 1.00 | 0.90 | 0.82 | 1.00 |