AMJ Portfolio
Long term investments.
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 | Large Cap Blend Equities | 13.25% |
SMH VanEck Vectors Semiconductor ETF | 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.
The earliest data available for this chart is Jun 14, 2016, corresponding to the inception date of FTIHX
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.77% | -3.55% | 3.64% | 22.00% | 12.20% | 11.23% |
| AMJ Portfolio | 0.69% | -1.87% | -8.93% | 39.17% | 26.01% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | 1.02% | -1.51% | -10.22% | 42.08% | 28.48% | 26.24% |
FTEC Fidelity MSCI Information Technology Index ETF | -2.16% | -4.96% | 0.88% | 27.11% | 19.90% | 20.65% |
FXAIX Fidelity 500 Index Fund | -0.73% | -3.46% | 3.67% | 23.68% | 13.81% | 13.07% |
FTIHX Fidelity Total International Index Fund | -1.71% | -4.49% | -5.77% | 4.37% | 3.51% | N/A |
Monthly Returns
The table below presents the monthly returns of AMJ 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 | 5.58% | 12.75% | 5.68% | -4.79% | 11.54% | 7.99% | -4.62% | -1.04% | 1.01% | -1.53% | 0.85% | 0.21% | 36.87% |
| 2023 | 15.25% | 0.52% | 9.25% | -4.96% | 14.42% | 5.57% | 5.15% | -2.67% | -6.89% | -3.84% | 14.75% | 8.90% | 66.36% |
| 2022 | -10.04% | -2.78% | 0.97% | -13.93% | 5.25% | -15.39% | 15.23% | -8.70% | -13.13% | 3.09% | 17.79% | -9.19% | -31.79% |
| 2021 | 2.98% | 5.63% | 1.30% | 0.60% | 2.19% | 4.96% | 0.62% | 2.93% | -5.29% | 6.75% | 9.52% | 2.09% | 39.20% |
| 2020 | -2.06% | -4.81% | -11.44% | 13.76% | 5.52% | 7.53% | 8.14% | 6.02% | -1.29% | -0.26% | 17.89% | 5.35% | 49.39% |
| 2019 | 10.00% | 6.29% | 2.76% | 8.20% | -13.59% | 10.98% | 5.13% | -2.22% | 3.62% | 6.12% | 4.14% | 7.06% | 57.10% |
| 2018 | 8.25% | -0.67% | -2.15% | -5.20% | 8.46% | -3.33% | 3.06% | 2.93% | -1.69% | -11.15% | 2.81% | -8.06% | -8.40% |
| 2017 | 3.69% | 2.84% | 3.60% | 0.40% | 6.60% | -3.72% | 4.41% | 2.69% | 4.46% | 7.64% | -0.62% | -0.56% | 35.59% |
| 2016 | 1.09% | 9.55% | 3.34% | 3.92% | -1.69% | 3.33% | 1.62% | 22.77% |
Expense Ratio
AMJ Portfolio has an expense ratio of 0.26%, which is considered low compared to other funds. 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 AMJ Portfolio is 26, 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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | 1.21 | 1.73 | 1.22 | 1.71 | 4.14 |
FTEC Fidelity MSCI Information Technology Index ETF | 1.29 | 1.77 | 1.23 | 1.84 | 6.53 |
FXAIX Fidelity 500 Index Fund | 1.86 | 2.49 | 1.34 | 2.81 | 11.85 |
FTIHX Fidelity Total International Index Fund | 0.40 | 0.63 | 1.08 | 0.48 | 1.36 |
Dividends
Dividend yield
AMJ Portfolio provided a 0.75% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.75% | 0.75% | 0.90% | 1.34% | 0.78% | 0.89% | 1.62% | 1.88% | 1.44% | 0.96% | 1.96% | 1.26% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.44% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
FTEC Fidelity MSCI Information Technology Index ETF | 0.50% | 0.49% | 0.77% | 0.93% | 0.63% | 0.83% | 1.03% | 1.20% | 0.96% | 1.25% | 1.27% | 1.09% |
FXAIX Fidelity 500 Index Fund | 1.25% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% |
FTIHX Fidelity Total International Index Fund | 2.93% | 2.88% | 2.78% | 2.51% | 2.55% | 1.62% | 2.61% | 2.21% | 1.36% | 0.40% | 0.00% | 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.
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 42.80%, occurring on Oct 14, 2022. Recovery took 185 trading sessions.
The current AMJ Portfolio drawdown is 11.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.8% | Dec 28, 2021 | 202 | Oct 14, 2022 | 185 | Jul 13, 2023 | 387 |
| -33.21% | Feb 20, 2020 | 22 | Mar 20, 2020 | 73 | Jul 6, 2020 | 95 |
| -24.7% | Mar 13, 2018 | 199 | Dec 24, 2018 | 68 | Apr 3, 2019 | 267 |
| -23.24% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -15.59% | Apr 25, 2019 | 27 | Jun 3, 2019 | 35 | Jul 23, 2019 | 62 |
Volatility
Volatility Chart
The current AMJ Portfolio volatility is 8.44%, 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
| FTIHX | SMH | FXAIX | FTEC | |
|---|---|---|---|---|
| FTIHX | 1.00 | 0.65 | 0.76 | 0.67 |
| SMH | 0.65 | 1.00 | 0.77 | 0.87 |
| FXAIX | 0.76 | 0.77 | 1.00 | 0.89 |
| FTEC | 0.67 | 0.87 | 0.89 | 1.00 |