Test 1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test 1, 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 Oct 23, 2008, corresponding to the inception date of FSAEX
Returns By Period
As of Apr 18, 2025, the Test 1 returned -8.63% Year-To-Date and 4.85% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Test 1 | -8.32% | -7.11% | -15.05% | -5.14% | 7.92% | 5.07% |
| Portfolio components: | ||||||
PRILX Parnassus Core Equity Institutional Shares | -7.05% | -6.24% | -16.16% | -2.95% | 6.07% | 4.36% |
JENSX Jensen Quality Growth Fund | -7.11% | -5.62% | -18.66% | -7.58% | 3.40% | 3.79% |
AMAGX Amana Mutual Funds Trust Growth Fund | -13.24% | -8.52% | -18.30% | -7.77% | 10.38% | 7.33% |
PARWX Parnassus Endeavor Fund | -9.76% | -9.33% | -17.73% | -8.36% | 9.87% | 5.80% |
FSAEX Fidelity Series All-Sector Equity Fund | -12.49% | -6.73% | -16.37% | -1.83% | 5.99% | -1.36% |
VPCCX Vanguard PRIMECAP Core Fund | -8.58% | -9.77% | -16.47% | -6.36% | 6.78% | 4.36% |
YAFFX AMG Yacktman Focused Fund | -1.62% | -3.55% | -7.39% | -5.05% | 11.09% | 8.65% |
JABLX Janus Henderson VIT Balanced Portfolio | -5.82% | -4.93% | -6.34% | 5.29% | 7.03% | 5.97% |
Monthly Returns
The table below presents the monthly returns of Test 1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.90% | -1.02% | -4.80% | -5.45% | -8.32% | ||||||||
| 2024 | 1.21% | 4.44% | 3.10% | -4.12% | 2.91% | 2.67% | 0.89% | 2.38% | 0.71% | -2.44% | 3.55% | -7.53% | 7.28% |
| 2023 | 5.76% | -3.29% | 2.84% | 1.46% | -0.93% | 5.56% | 2.75% | -1.11% | -4.44% | -2.12% | 7.74% | 3.08% | 17.79% |
| 2022 | -4.80% | -2.91% | 1.42% | -7.04% | 0.60% | -7.78% | 7.23% | -3.97% | -8.71% | 8.70% | 5.34% | -6.69% | -18.79% |
| 2021 | -0.27% | 4.25% | 3.54% | 3.98% | 1.09% | 2.05% | 1.85% | 2.35% | -5.00% | 5.51% | -3.75% | 2.12% | 18.58% |
| 2020 | -0.78% | -6.96% | -12.63% | 10.42% | 4.41% | 2.84% | 5.03% | 5.90% | -1.86% | -2.05% | 11.26% | 1.65% | 15.65% |
| 2019 | 7.61% | 3.68% | 1.31% | 3.52% | -6.43% | 6.41% | 1.44% | -1.69% | 1.72% | 1.89% | 2.10% | 0.39% | 23.42% |
| 2018 | 5.21% | -3.49% | -2.20% | -0.72% | 2.17% | 1.16% | 4.17% | 2.82% | 0.58% | -6.28% | 0.82% | -13.10% | -9.86% |
| 2017 | 2.57% | 3.24% | 0.22% | 1.31% | 1.61% | 0.91% | 1.42% | 0.39% | 1.92% | 2.07% | 2.14% | -2.50% | 16.27% |
| 2016 | -4.74% | 0.66% | 5.75% | -0.35% | 2.14% | -0.47% | 3.87% | 0.96% | 0.27% | -2.10% | 2.62% | -2.57% | 5.73% |
| 2015 | -2.76% | 5.16% | -1.20% | -0.09% | 1.19% | -2.38% | 1.89% | -5.60% | -2.02% | 7.79% | -1.88% | -4.72% | -5.31% |
| 2014 | -2.66% | 4.50% | 0.58% | 0.17% | 2.48% | 1.65% | -1.85% | 3.66% | -0.98% | 2.59% | 2.71% | -2.44% | 10.58% |
Expense Ratio
Test 1 has an expense ratio of 0.65%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Test 1 is 4, meaning it’s performing worse than 96% of other portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
PRILX Parnassus Core Equity Institutional Shares | -0.19 | -0.13 | 0.98 | -0.16 | -0.48 |
JENSX Jensen Quality Growth Fund | -0.42 | -0.43 | 0.93 | -0.31 | -0.91 |
AMAGX Amana Mutual Funds Trust Growth Fund | -0.44 | -0.49 | 0.93 | -0.38 | -1.34 |
PARWX Parnassus Endeavor Fund | -0.49 | -0.56 | 0.92 | -0.39 | -1.27 |
FSAEX Fidelity Series All-Sector Equity Fund | -0.14 | -0.05 | 0.99 | -0.11 | -0.39 |
VPCCX Vanguard PRIMECAP Core Fund | -0.34 | -0.33 | 0.95 | -0.32 | -1.14 |
YAFFX AMG Yacktman Focused Fund | -0.37 | -0.44 | 0.94 | -0.31 | -0.99 |
JABLX Janus Henderson VIT Balanced Portfolio | 0.39 | 0.63 | 1.09 | 0.40 | 1.77 |
Dividends
Dividend yield
Test 1 provided a 2.06% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.06% | 1.91% | 1.71% | 2.07% | 1.78% | 1.96% | 2.01% | 2.77% | 1.69% | 1.93% | 2.49% | 3.68% |
| Portfolio components: | ||||||||||||
PRILX Parnassus Core Equity Institutional Shares | 0.56% | 0.58% | 0.76% | 0.72% | 1.02% | 0.76% | 0.96% | 1.40% | 1.52% | 1.22% | 2.40% | 1.65% |
JENSX Jensen Quality Growth Fund | 0.56% | 0.64% | 0.82% | 0.85% | 0.64% | 0.94% | 1.03% | 0.99% | 0.91% | 1.14% | 1.29% | 1.00% |
AMAGX Amana Mutual Funds Trust Growth Fund | 0.00% | 0.00% | 0.16% | 0.17% | 0.07% | 0.22% | 0.36% | 0.47% | 0.49% | 0.75% | 0.54% | 0.37% |
PARWX Parnassus Endeavor Fund | 1.19% | 1.07% | 1.20% | 1.19% | 1.80% | 0.70% | 0.79% | 1.80% | 2.08% | 0.98% | 3.11% | 1.71% |
FSAEX Fidelity Series All-Sector Equity Fund | 1.38% | 1.22% | 1.27% | 1.48% | 1.18% | 1.45% | 1.75% | 2.58% | 1.49% | 1.50% | 3.89% | 11.83% |
VPCCX Vanguard PRIMECAP Core Fund | 7.84% | 7.17% | 5.73% | 8.40% | 6.89% | 7.89% | 6.99% | 9.45% | 4.10% | 5.52% | 4.96% | 7.24% |
YAFFX AMG Yacktman Focused Fund | 1.99% | 1.96% | 1.23% | 1.17% | 0.75% | 0.81% | 1.38% | 1.75% | 0.97% | 1.54% | 1.19% | 0.68% |
JABLX Janus Henderson VIT Balanced Portfolio | 2.14% | 2.02% | 2.01% | 1.34% | 0.85% | 1.67% | 1.83% | 2.30% | 1.52% | 2.20% | 1.67% | 1.74% |
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 Test 1. 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 Test 1 was 31.26%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Test 1 drawdown is 16.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.26% | Feb 13, 2020 | 27 | Mar 23, 2020 | 99 | Aug 12, 2020 | 126 |
| -27.19% | Nov 17, 2021 | 219 | Sep 30, 2022 | 407 | May 15, 2024 | 626 |
| -25.9% | Nov 5, 2008 | 84 | Mar 9, 2009 | 41 | May 6, 2009 | 125 |
| -22.54% | Sep 24, 2018 | 64 | Dec 24, 2018 | 220 | Nov 7, 2019 | 284 |
| -20.38% | Nov 12, 2024 | 100 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current Test 1 volatility is 11.78%, 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
| YAFFX | PARWX | JENSX | AMAGX | JABLX | VPCCX | PRILX | FSAEX | |
|---|---|---|---|---|---|---|---|---|
| YAFFX | 1.00 | 0.81 | 0.82 | 0.78 | 0.79 | 0.83 | 0.82 | 0.82 |
| PARWX | 0.81 | 1.00 | 0.82 | 0.85 | 0.83 | 0.91 | 0.88 | 0.88 |
| JENSX | 0.82 | 0.82 | 1.00 | 0.89 | 0.89 | 0.87 | 0.91 | 0.88 |
| AMAGX | 0.78 | 0.85 | 0.89 | 1.00 | 0.92 | 0.91 | 0.91 | 0.91 |
| JABLX | 0.79 | 0.83 | 0.89 | 0.92 | 1.00 | 0.90 | 0.92 | 0.92 |
| VPCCX | 0.83 | 0.91 | 0.87 | 0.91 | 0.90 | 1.00 | 0.90 | 0.93 |
| PRILX | 0.82 | 0.88 | 0.91 | 0.91 | 0.92 | 0.90 | 1.00 | 0.92 |
| FSAEX | 0.82 | 0.88 | 0.88 | 0.91 | 0.92 | 0.93 | 0.92 | 1.00 |