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8148 Sharp Optimization - 23 Jan 2026
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 8148 Sharp Optimization - 23 Jan 2026, 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 May 19, 2006, corresponding to the inception date of FIVLX

Returns By Period

As of Apr 9, 2026, the 8148 Sharp Optimization - 23 Jan 2026 returned 6.10% Year-To-Date and 17.17% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
2.51%-0.19%-0.92%0.43%36.13%18.22%10.44%12.72%
Portfolio
8148 Sharp Optimization - 23 Jan 2026
0.23%-6.68%6.10%16.57%109.30%37.57%18.46%17.17%
FIVLX
Fidelity International Value Fund
-0.07%1.12%2.69%8.18%46.08%20.54%12.30%9.36%
FHKCX
Fidelity China Region Fund
0.67%-0.27%9.75%7.01%76.42%21.63%3.23%12.64%
FBIOX
Fidelity Select Biotechnology Portfolio
0.23%-0.27%2.15%12.72%63.74%19.36%5.44%9.94%
FSDAX
Fidelity Select Defense & Aerospace Portfolio
-0.94%-7.58%2.24%2.85%60.62%26.08%15.89%15.60%
FKRCX
Franklin Gold and Precious Metals Fund
0.74%-9.16%8.71%26.59%159.44%50.39%24.17%17.86%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 22, 2006, 8148 Sharp Optimization - 23 Jan 2026's average daily return is +0.05%, while the average monthly return is +1.12%. At this rate, your investment would double in approximately 5.2 years.

Historically, 57% of months were positive and 43% were negative. The best month was Apr 2020 with a return of +24.4%, while the worst month was Oct 2008 at -26.4%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 5 months.

On a daily basis, 8148 Sharp Optimization - 23 Jan 2026 closed higher 53% of trading days. The best single day was Nov 21, 2008 with a return of +11.9%, while the worst single day was Mar 12, 2020 at -10.6%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20268.00%12.93%-14.77%2.06%6.10%
202510.01%2.43%8.72%3.73%6.84%3.45%0.64%12.54%15.89%0.42%6.60%7.30%111.78%
2024-5.32%-0.53%10.56%1.73%6.72%-2.32%6.94%3.54%3.96%1.38%-3.23%-6.64%16.40%
20237.41%-8.11%6.68%1.09%-5.45%1.62%2.96%-4.72%-7.77%0.24%10.20%4.82%7.14%
2022-6.66%7.66%2.27%-9.29%-4.95%-8.58%1.64%-4.01%-7.39%2.77%13.15%1.61%-13.52%
2021-4.51%-0.82%2.32%4.52%4.71%-5.31%-0.51%-2.07%-6.52%6.35%-2.43%2.25%-2.96%

Benchmark Metrics

8148 Sharp Optimization - 23 Jan 2026 has an annualized alpha of 5.63%, beta of 0.79, and R² of 0.45 versus S&P 500 Index. Calculated based on daily prices since May 22, 2006.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.08%) than losses (77.57%) — typical of diversified or defensive assets.
  • R² of 0.45 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha
5.63%
Beta
0.79
0.45
Upside Capture
91.08%
Downside Capture
77.57%

Expense Ratio

8148 Sharp Optimization - 23 Jan 2026 has an expense ratio of 0.82%, 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.


Return for Risk

Risk / Return Rank

8148 Sharp Optimization - 23 Jan 2026 ranks 82 for risk / return — in the top 82% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


8148 Sharp Optimization - 23 Jan 2026 Risk / Return Rank: 8282
Overall Rank
8148 Sharp Optimization - 23 Jan 2026 Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
8148 Sharp Optimization - 23 Jan 2026 Sortino Ratio Rank: 8686
Sortino Ratio Rank
8148 Sharp Optimization - 23 Jan 2026 Omega Ratio Rank: 9191
Omega Ratio Rank
8148 Sharp Optimization - 23 Jan 2026 Calmar Ratio Rank: 6969
Calmar Ratio Rank
8148 Sharp Optimization - 23 Jan 2026 Martin Ratio Rank: 6868
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

4.18

2.19

+2.00

Sortino ratio

Return per unit of downside risk

4.60

3.49

+1.11

Omega ratio

Gain probability vs. loss probability

1.68

1.48

+0.20

Calmar ratio

Return relative to maximum drawdown

4.14

3.70

+0.44

Martin ratio

Return relative to average drawdown

16.73

16.45

+0.29


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FIVLX
Fidelity International Value Fund
913.014.271.563.1212.28
FHKCX
Fidelity China Region Fund
943.254.021.574.9415.19
FBIOX
Fidelity Select Biotechnology Portfolio
812.513.241.424.6616.60
FSDAX
Fidelity Select Defense & Aerospace Portfolio
892.964.121.522.9911.98
FKRCX
Franklin Gold and Precious Metals Fund
923.783.661.534.2015.13

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

8148 Sharp Optimization - 23 Jan 2026 Sharpe ratios as of Apr 9, 2026 (values are recalculated daily):

  • 1-Year: 4.18
  • 5-Year: 0.85
  • 10-Year: 0.80
  • All Time: 0.50

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.13 to 2.98, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 8148 Sharp Optimization - 23 Jan 2026 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

8148 Sharp Optimization - 23 Jan 2026 provided a 6.55% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio6.55%7.02%8.94%3.44%2.36%10.06%9.34%2.17%4.82%1.36%6.24%4.03%
FIVLX
Fidelity International Value Fund
2.26%2.32%2.90%2.06%1.85%4.35%1.74%3.54%3.33%0.15%2.71%1.44%
FHKCX
Fidelity China Region Fund
1.60%1.75%1.39%1.92%1.05%10.77%4.85%0.66%0.83%0.39%1.35%15.47%
FBIOX
Fidelity Select Biotechnology Portfolio
2.42%2.47%1.21%0.45%0.00%14.48%19.46%8.89%11.18%1.41%3.42%6.71%
FSDAX
Fidelity Select Defense & Aerospace Portfolio
4.39%4.48%7.68%6.47%8.87%8.38%2.11%2.62%11.45%3.57%4.87%6.30%
FKRCX
Franklin Gold and Precious Metals Fund
9.88%10.75%13.44%3.12%0.00%9.37%10.55%0.00%0.00%0.37%8.73%0.00%

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 8148 Sharp Optimization - 23 Jan 2026. 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 8148 Sharp Optimization - 23 Jan 2026 was 56.71%, occurring on Nov 20, 2008. Recovery took 346 trading sessions.

The current 8148 Sharp Optimization - 23 Jan 2026 drawdown is 13.56%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-56.71%Nov 7, 2007263Nov 20, 2008346Apr 9, 2010609
-37.46%Feb 24, 202020Mar 20, 202054Jun 8, 202074
-36.45%Jun 2, 2021333Sep 26, 2022452Jul 16, 2024785
-30.86%May 2, 20111189Jan 21, 201663Apr 21, 20161252
-22.24%Jan 29, 2018228Dec 21, 2018131Jul 2, 2019359

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 5 assets, with an effective number of assets of 2.90, 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

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

BenchmarkFKRCXFBIOXFHKCXFSDAXFIVLXPortfolio
Benchmark1.000.320.630.590.760.770.59
FKRCX0.321.000.230.320.270.430.90
FBIOX0.630.231.000.420.510.490.52
FHKCX0.590.320.421.000.470.620.52
FSDAX0.760.270.510.471.000.660.57
FIVLX0.770.430.490.620.661.000.63
Portfolio0.590.900.520.520.570.631.00
The correlation results are calculated based on daily price changes starting from May 22, 2006