Retire
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FOCKX Fidelity OTC Portfolio Class K | Large Cap Growth Equities | 20% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | Large Cap Growth Equities | 80% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Retire, 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
The earliest data available for this chart is Dec 1, 2010, corresponding to the inception date of JLGMX
Returns By Period
As of Nov 13, 2024, the Retire returned 31.76% Year-To-Date and 9.95% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Retire | 31.76% | 3.28% | 11.97% | 38.73% | 13.70% | 9.95% |
| Portfolio components: | ||||||
FOCKX Fidelity OTC Portfolio Class K | 18.92% | 3.73% | 1.42% | 25.24% | 12.40% | 11.48% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 34.92% | 3.17% | 14.55% | 42.04% | 13.83% | 9.43% |
Monthly Returns
The table below presents the monthly returns of Retire, 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 | 4.05% | 8.50% | 2.34% | -4.58% | 5.87% | 6.67% | -2.94% | 2.67% | 0.25% | -0.27% | 31.76% | ||
| 2023 | 6.84% | -2.31% | 5.78% | 0.51% | 5.46% | 6.59% | 3.59% | -1.12% | -5.87% | -2.17% | 11.29% | 4.27% | 36.54% |
| 2022 | -9.78% | -3.67% | 3.05% | -11.19% | -1.29% | -7.79% | 10.13% | -3.46% | -8.50% | 5.90% | 4.79% | -8.74% | -28.67% |
| 2021 | 0.46% | 1.55% | -1.00% | 5.96% | -1.25% | 4.46% | 2.88% | 3.66% | -7.06% | 6.72% | 0.44% | -9.94% | 5.62% |
| 2020 | 3.61% | -5.41% | -10.17% | 17.43% | 8.70% | 5.93% | 9.46% | 10.96% | -5.67% | -3.48% | 10.56% | 0.66% | 46.52% |
| 2019 | 10.56% | 4.81% | 2.70% | 4.39% | -4.81% | 7.55% | 1.98% | 0.14% | -4.11% | 1.24% | 5.82% | -6.35% | 24.95% |
| 2018 | 9.56% | -1.39% | -3.00% | 1.07% | 5.25% | 1.35% | 1.24% | 6.90% | -0.06% | -10.48% | -0.87% | -18.44% | -11.55% |
| 2017 | 5.55% | 3.65% | 2.34% | 3.02% | 5.88% | -0.34% | 2.84% | 1.75% | 0.07% | -6.21% | 2.46% | 0.06% | 22.55% |
| 2016 | -9.88% | -2.34% | 5.94% | -0.96% | 3.44% | -2.47% | 6.04% | -0.17% | 1.60% | -1.94% | 0.47% | -7.11% | -8.31% |
| 2015 | -0.48% | 6.55% | -1.39% | 0.62% | 2.60% | -1.41% | 4.48% | -6.39% | -3.98% | 7.59% | 1.40% | -3.95% | 4.73% |
| 2014 | -1.06% | 5.91% | -4.95% | -2.23% | 4.01% | 2.03% | -0.29% | 5.40% | -1.46% | 3.38% | 2.02% | -1.80% | 10.84% |
| 2013 | 4.14% | -0.33% | 2.65% | 2.28% | 3.25% | -2.19% | 7.43% | -1.33% | 6.27% | 3.15% | 2.95% | 3.36% | 36.08% |
Expense Ratio
Retire features an expense ratio of 0.50%, falling within the medium range. 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 Retire is 30, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
FOCKX Fidelity OTC Portfolio Class K | 1.33 | 1.69 | 1.27 | 1.26 | 3.89 |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 2.50 | 3.26 | 1.45 | 2.02 | 13.05 |
Dividends
Dividend yield
Retire provided a 0.20% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.20% | 0.27% | 0.49% | 0.00% | 0.11% | 0.22% | 0.07% | 0.00% | 0.00% | 0.93% | 2.58% | 2.81% |
| Portfolio components: | ||||||||||||
FOCKX Fidelity OTC Portfolio Class K | 0.08% | 0.09% | 0.00% | 0.00% | 0.08% | 0.03% | 0.00% | 0.00% | 0.00% | 4.65% | 12.92% | 13.66% |
JLGMX JPMorgan Large Cap Growth Fund Class R6 | 0.23% | 0.31% | 0.61% | 0.00% | 0.12% | 0.26% | 0.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% |
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 Retire. 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 Retire was 39.29%, occurring on Oct 14, 2022. Recovery took 404 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -39.29% | Nov 22, 2021 | 226 | Oct 14, 2022 | 404 | May 24, 2024 | 630 |
| -33.66% | Aug 30, 2018 | 80 | Dec 24, 2018 | 288 | Feb 18, 2020 | 368 |
| -31.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 48 | Jun 1, 2020 | 71 |
| -23.45% | Jul 21, 2015 | 140 | Feb 8, 2016 | 314 | May 8, 2017 | 454 |
| -17.86% | Jul 25, 2011 | 20 | Aug 19, 2011 | 115 | Feb 3, 2012 | 135 |
Volatility
Volatility Chart
The current Retire volatility is 4.78%, 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
| FOCKX | JLGMX | |
|---|---|---|
| FOCKX | 1.00 | 0.93 |
| JLGMX | 0.93 | 1.00 |