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MF

Last updated Feb 21, 2024

Asset Allocation


FOCKX 50%FTRNX 50%EquityEquity
PositionCategory/SectorWeight
FOCKX
Fidelity OTC Portfolio Class K
Large Cap Growth Equities

50%

FTRNX
Fidelity Trend Fund
Large Cap Growth Equities

50%

Performance

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2024February
19.59%
13.40%
MF
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 15, 2008, corresponding to the inception date of FOCKX

Returns

As of Feb 21, 2024, the MF returned 7.44% Year-To-Date and 15.38% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
MF7.44%4.18%19.59%38.43%18.52%15.38%
FOCKX
Fidelity OTC Portfolio Class K
6.36%3.21%17.78%37.91%18.93%16.07%
FTRNX
Fidelity Trend Fund
8.52%5.14%21.42%38.91%18.07%14.64%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.20%
20233.53%-1.64%-6.10%-1.72%11.05%4.79%

Sharpe Ratio

The current MF Sharpe ratio is 2.23. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.23

The Sharpe ratio of MF 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.23
1.75
MF
Benchmark (^GSPC)
Portfolio components

Dividend yield

MF granted a 1.87% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MF1.87%2.39%4.66%9.57%5.31%8.57%9.38%6.89%4.25%5.55%13.24%14.20%
FOCKX
Fidelity OTC Portfolio Class K
0.08%0.09%3.97%11.34%6.18%7.49%7.81%4.85%3.25%4.65%12.92%13.66%
FTRNX
Fidelity Trend Fund
3.66%4.69%5.34%7.80%4.44%9.65%10.96%8.94%5.25%6.44%13.57%14.74%

Expense Ratio

The MF has a high expense ratio of 0.73%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.73%
0.00%2.15%
0.73%
0.00%2.15%

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
FOCKX
Fidelity OTC Portfolio Class K
2.33
FTRNX
Fidelity Trend Fund
2.12

Asset Correlations Table

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

FOCKXFTRNX
FOCKX1.000.94
FTRNX0.941.00

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-2.56%
-1.08%
MF
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MF. 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 MF was 52.31%, occurring on Nov 20, 2008. Recovery took 492 trading sessions.

The current MF drawdown is 2.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.31%Jun 6, 2008117Nov 20, 2008492Nov 4, 2010609
-38%Nov 22, 2021226Oct 14, 2022326Feb 2, 2024552
-30.03%Feb 20, 202023Mar 23, 202052Jun 5, 202075
-24.92%Aug 30, 201880Dec 24, 2018130Jul 2, 2019210
-20.25%May 2, 2011108Oct 3, 201192Feb 14, 2012200

Volatility Chart

The current MF volatility is 5.19%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
5.19%
3.37%
MF
Benchmark (^GSPC)
Portfolio components
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