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Dan - Rollover IRA

Last updated Mar 2, 2024

Asset Allocation


FXNAX 30%FXAIX 60%SCHD 10%BondBondEquityEquity
PositionCategory/SectorWeight
FXNAX
Fidelity U.S. Bond Index Fund
Total Bond Market

30%

FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

60%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

10%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Dan - Rollover IRA, 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


200.00%220.00%240.00%260.00%280.00%300.00%320.00%OctoberNovemberDecember2024FebruaryMarch
251.06%
322.67%
Dan - Rollover IRA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Mar 2, 2024, the Dan - Rollover IRA returned 4.67% Year-To-Date and 9.38% of annualized return in the last 10 years.


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%
Dan - Rollover IRA4.67%2.17%10.29%18.84%10.63%9.39%
FXAIX
Fidelity 500 Index Fund
7.97%3.76%14.63%29.01%15.02%12.72%
FXNAX
Fidelity U.S. Bond Index Fund
-1.20%-0.87%2.95%3.65%0.55%1.49%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.45%11.32%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.07%2.88%
2023-1.29%-4.12%-2.06%7.46%4.40%

Sharpe Ratio

The current Dan - Rollover IRA Sharpe ratio is 2.12. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.12

The Sharpe ratio of Dan - Rollover IRA 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
2.12
2.44
Dan - Rollover IRA
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dan - Rollover IRA granted a 1.98% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dan - Rollover IRA1.98%2.09%2.08%1.63%2.20%2.33%2.76%2.22%2.56%2.82%2.62%2.07%
FXAIX
Fidelity 500 Index Fund
1.34%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
FXNAX
Fidelity U.S. Bond Index Fund
2.78%2.91%2.43%2.06%3.07%2.67%2.73%2.58%2.54%2.75%2.59%2.39%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Expense Ratio

The Dan - Rollover IRA has an expense ratio of 0.02% 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%0.06%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.02%

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
Dan - Rollover IRA
2.12
FXAIX
Fidelity 500 Index Fund
2.35
FXNAX
Fidelity U.S. Bond Index Fund
0.54
SCHD
Schwab US Dividend Equity ETF
0.60

Asset Correlations Table

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

FXNAXFXAIXSCHD
FXNAX1.00-0.16-0.17
FXAIX-0.161.000.88
SCHD-0.170.881.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Dan - Rollover IRA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dan - Rollover IRA. 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 Dan - Rollover IRA was 24.09%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-24.09%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-20.6%Jan 5, 2022198Oct 14, 2022320Jan 19, 2024518
-12.9%Sep 24, 201864Dec 24, 201859Mar 21, 2019123
-8.5%May 22, 201566Aug 25, 201548Nov 2, 2015114
-7.91%Dec 2, 201549Feb 11, 201632Mar 30, 201681

Volatility Chart

The current Dan - Rollover IRA volatility is 2.60%, 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
2.60%
3.47%
Dan - Rollover IRA
Benchmark (^GSPC)
Portfolio components
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