Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Brian 2025.04.06a, 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 Sep 8, 2011, corresponding to the inception date of FSPSX
Returns By Period
As of Apr 2, 2026, the Brian 2025.04.06a returned -1.46% Year-To-Date and 9.26% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Brian 2025.04.06a | 0.03% | -2.01% | -1.46% | 0.38% | 13.55% | 12.86% | 7.60% | 9.26% |
| Portfolio components: | ||||||||
FBGRX Fidelity Blue Chip Growth Fund | 1.44% | -2.53% | -5.77% | -3.09% | 27.27% | 27.14% | 12.06% | 19.25% |
FNCMX Fidelity NASDAQ Composite Index Fund | 1.16% | -2.94% | -5.91% | -4.15% | 24.82% | 22.30% | 11.05% | 16.99% |
FSPSX Fidelity International Index Fund | 1.61% | -1.87% | 2.58% | 6.46% | 24.69% | 15.22% | 8.71% | 9.14% |
FXAIX Fidelity 500 Index Fund | 0.72% | -3.44% | -3.65% | -1.50% | 17.37% | 18.58% | 11.95% | 14.16% |
TTIIX TIAA-CREF Lifecycle Index 2055 Fund | 0.95% | -2.81% | -0.83% | 1.40% | 19.48% | 16.06% | 8.82% | 11.16% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 0.08% | -0.44% | 0.23% | 1.22% | 4.20% | 4.23% | 1.70% | 1.98% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 9, 2011, Brian 2025.04.06a's average daily return is +0.04%, while the average monthly return is +0.75%. At this rate, your investment would double in approximately 7.7 years.
Historically, 70% of months were positive and 30% were negative. The best month was Apr 2020 with a return of +7.7%, while the worst month was Mar 2020 at -7.4%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Brian 2025.04.06a closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Mar 16, 2020 at -6.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.31% | 0.37% | -3.66% | 0.60% | -1.46% | ||||||||
| 2025 | 2.02% | -0.22% | -2.82% | 0.44% | 3.71% | 3.37% | 1.00% | 1.87% | 2.36% | 1.55% | 0.28% | 0.42% | 14.76% |
| 2024 | 0.82% | 2.88% | 2.13% | -2.67% | 3.41% | 2.02% | 1.37% | 1.88% | 1.60% | -1.35% | 3.24% | -1.41% | 14.60% |
| 2023 | 4.89% | -2.01% | 3.01% | 1.05% | -0.02% | 3.65% | 2.20% | -1.22% | -3.03% | -1.47% | 6.28% | 3.64% | 17.80% |
| 2022 | -3.69% | -2.02% | 0.88% | -5.73% | 0.37% | -5.34% | 5.70% | -3.15% | -6.51% | 4.22% | 4.83% | -3.41% | -13.88% |
| 2021 | -0.44% | 1.44% | 2.05% | 3.10% | 0.63% | 1.28% | 1.19% | 1.74% | -2.86% | 3.61% | -0.84% | 2.38% | 13.91% |
Benchmark Metrics
Brian 2025.04.06a has an annualized alpha of 1.47%, beta of 0.59, and R² of 0.98 versus S&P 500 Index. Calculated based on daily prices since September 09, 2011.
- This portfolio participated in 63.59% of S&P 500 Index downside but only 61.28% of its upside — more exposed to losses than it benefited from rallies.
- Beta of 0.59 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 1.47%
- Beta
- 0.59
- R²
- 0.98
- Upside Capture
- 61.28%
- Downside Capture
- 63.59%
Expense Ratio
Brian 2025.04.06a has an expense ratio of 0.07%, 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
Brian 2025.04.06a ranks 53 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.26 | 0.88 | +0.38 |
Sortino ratioReturn per unit of downside risk | 1.87 | 1.37 | +0.50 |
Omega ratioGain probability vs. loss probability | 1.28 | 1.21 | +0.07 |
Calmar ratioReturn relative to maximum drawdown | 1.90 | 1.39 | +0.52 |
Martin ratioReturn relative to average drawdown | 8.77 | 6.43 | +2.33 |
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 | |
|---|---|---|---|---|---|---|
FBGRX Fidelity Blue Chip Growth Fund | 64 | 1.15 | 1.75 | 1.25 | 2.16 | 8.46 |
FNCMX Fidelity NASDAQ Composite Index Fund | 60 | 1.12 | 1.72 | 1.25 | 2.04 | 7.40 |
FSPSX Fidelity International Index Fund | 74 | 1.47 | 2.01 | 1.29 | 2.23 | 8.47 |
FXAIX Fidelity 500 Index Fund | 50 | 1.00 | 1.52 | 1.23 | 1.53 | 7.30 |
TTIIX TIAA-CREF Lifecycle Index 2055 Fund | 67 | 1.30 | 1.89 | 1.28 | 1.89 | 8.61 |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 91 | 2.11 | 3.37 | 1.42 | 3.21 | 12.06 |
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Dividends
Dividend yield
Brian 2025.04.06a provided a 2.58% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.58% | 2.53% | 2.44% | 1.98% | 1.71% | 1.74% | 1.82% | 2.32% | 2.53% | 1.61% | 2.15% | 1.93% |
| Portfolio components: | ||||||||||||
FBGRX Fidelity Blue Chip Growth Fund | 2.02% | 1.90% | 5.95% | 0.93% | 0.57% | 8.73% | 6.40% | 3.70% | 6.32% | 4.23% | 4.05% | 5.30% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.55% | 0.51% | 0.61% | 0.67% | 0.88% | 0.47% | 0.67% | 4.41% | 1.93% | 0.03% | 1.01% | 1.50% |
FSPSX Fidelity International Index Fund | 3.07% | 3.15% | 3.27% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.50% | 3.08% | 2.79% |
FXAIX Fidelity 500 Index Fund | 1.16% | 1.11% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% |
TTIIX TIAA-CREF Lifecycle Index 2055 Fund | 2.79% | 2.77% | 2.20% | 2.15% | 2.29% | 2.03% | 1.67% | 2.22% | 2.63% | 0.11% | 2.37% | 0.29% |
BSV Vanguard Short-Term Bond Index Fund ETF Shares | 3.93% | 3.83% | 3.38% | 2.46% | 1.50% | 1.45% | 1.79% | 2.29% | 1.99% | 1.65% | 1.48% | 1.40% |
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 Brian 2025.04.06a. 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 Brian 2025.04.06a was 20.75%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
The current Brian 2025.04.06a drawdown is 4.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.75% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -18.94% | Dec 28, 2021 | 202 | Oct 14, 2022 | 293 | Dec 14, 2023 | 495 |
| -11.12% | Sep 21, 2018 | 65 | Dec 24, 2018 | 57 | Mar 19, 2019 | 122 |
| -10.7% | Feb 20, 2025 | 34 | Apr 8, 2025 | 37 | Jun 2, 2025 | 71 |
| -8.96% | May 22, 2015 | 183 | Feb 11, 2016 | 80 | Jun 7, 2016 | 263 |
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 6 assets, with an effective number of assets of 3.30, 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 | BSV | FSPSX | FBGRX | FNCMX | TTIIX | FXAIX | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.07 | 0.76 | 0.90 | 0.93 | 0.97 | 1.00 | 0.99 |
| BSV | -0.07 | 1.00 | 0.02 | -0.07 | -0.07 | -0.04 | -0.07 | 0.01 |
| FSPSX | 0.76 | 0.02 | 1.00 | 0.68 | 0.69 | 0.86 | 0.76 | 0.82 |
| FBGRX | 0.90 | -0.07 | 0.68 | 1.00 | 0.98 | 0.88 | 0.90 | 0.91 |
| FNCMX | 0.93 | -0.07 | 0.69 | 0.98 | 1.00 | 0.90 | 0.93 | 0.93 |
| TTIIX | 0.97 | -0.04 | 0.86 | 0.88 | 0.90 | 1.00 | 0.97 | 0.99 |
| FXAIX | 1.00 | -0.07 | 0.76 | 0.90 | 0.93 | 0.97 | 1.00 | 0.99 |
| Portfolio | 0.99 | 0.01 | 0.82 | 0.91 | 0.93 | 0.99 | 0.99 | 1.00 |