RW Index
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FWWFX Fidelity Worldwide Fund | Global Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RW Index, 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 Jul 26, 1990, corresponding to the inception date of FWWFX
Returns By Period
As of Nov 13, 2024, the RW Index returned 31.02% Year-To-Date and 12.17% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| RW Index | 30.31% | 0.52% | 8.51% | 36.36% | 14.61% | 12.10% |
| Portfolio components: | ||||||
FWWFX Fidelity Worldwide Fund | 30.31% | 0.52% | 8.51% | 36.36% | 14.61% | 12.10% |
Monthly Returns
The table below presents the monthly returns of RW Index, 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 | 2.73% | 9.32% | 4.29% | -3.84% | 6.91% | 0.99% | -0.48% | 2.84% | 2.61% | -1.86% | 30.31% | ||
| 2023 | 6.09% | -2.47% | 3.31% | 1.71% | 1.61% | 6.19% | 2.78% | -1.45% | -5.62% | -2.62% | 9.76% | 4.26% | 24.96% |
| 2022 | -9.16% | -4.38% | 2.63% | -8.40% | -0.14% | -8.02% | 7.64% | -5.45% | -9.66% | 5.97% | 6.17% | -4.30% | -25.74% |
| 2021 | -2.13% | 3.82% | 0.69% | 5.02% | 1.36% | 2.44% | 0.63% | 4.58% | -4.53% | 6.15% | -1.52% | 1.13% | 18.49% |
| 2020 | -0.21% | -6.08% | -11.63% | 12.01% | 8.02% | 4.54% | 6.29% | 8.20% | -2.52% | -4.02% | 10.57% | 5.02% | 30.91% |
| 2019 | 6.88% | 3.89% | 2.53% | 3.91% | -5.01% | 5.51% | 0.80% | -0.91% | -1.21% | 2.59% | 3.03% | 4.29% | 28.97% |
| 2018 | 7.76% | -3.65% | -1.50% | 0.81% | 2.79% | -0.14% | 1.72% | 3.55% | 1.29% | -9.76% | 1.15% | -7.37% | -4.53% |
| 2017 | 3.30% | 2.22% | 1.91% | 2.90% | 3.35% | -0.12% | 3.97% | 1.70% | 1.02% | 3.68% | 1.49% | 0.86% | 29.58% |
| 2016 | -6.66% | -1.74% | 5.99% | 0.97% | 1.19% | -1.63% | 3.87% | -0.18% | 1.73% | -3.50% | -0.95% | 0.88% | -0.62% |
| 2015 | -0.58% | 6.04% | -0.21% | 0.17% | 2.04% | -0.71% | 2.39% | -7.14% | -3.49% | 5.95% | 0.65% | -0.19% | 4.29% |
| 2014 | -1.79% | 5.71% | -3.36% | -1.66% | 2.80% | 2.44% | -3.36% | 2.27% | -2.97% | 1.63% | 1.20% | -0.45% | 2.02% |
| 2013 | 4.47% | 0.23% | 3.00% | 2.83% | 0.84% | -2.68% | 6.91% | -2.36% | 6.36% | 3.33% | 2.24% | 4.19% | 33.02% |
Expense Ratio
RW Index has a high expense ratio of 1.00%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of RW Index is 41, 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 | |
|---|---|---|---|---|---|
FWWFX Fidelity Worldwide Fund | 2.39 | 3.23 | 1.43 | 2.70 | 14.23 |
Dividends
Dividend yield
RW Index provided a 0.72% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.72% | 0.94% | 0.84% | 0.45% | 0.05% | 0.63% | 0.37% | 0.66% | 0.90% | 4.60% | 11.54% | 8.74% |
| Portfolio components: | ||||||||||||
FWWFX Fidelity Worldwide Fund | 0.72% | 0.94% | 0.84% | 0.45% | 0.05% | 0.63% | 0.37% | 0.66% | 0.90% | 4.60% | 11.54% | 8.74% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | |
| 2023 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.29 | $0.29 |
| 2022 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.21 | $0.21 |
| 2021 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.16 | $0.16 |
| 2020 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.02 | $0.02 |
| 2019 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.18 | $0.18 |
| 2018 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.09 | $0.09 |
| 2017 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.17 | $0.17 |
| 2016 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.20 | $0.20 |
| 2015 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $1.02 | $1.02 |
| 2014 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $0.00 | $2.57 | $2.57 |
| 2013 | $2.15 | $2.15 |
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 RW Index. 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 RW Index was 55.76%, occurring on Mar 9, 2009. Recovery took 967 trading sessions.
The current RW Index drawdown is 0.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.76% | Nov 1, 2007 | 338 | Mar 9, 2009 | 967 | Jan 10, 2013 | 1305 |
| -37.21% | Mar 10, 2000 | 751 | Mar 12, 2003 | 208 | Jan 8, 2004 | 959 |
| -33.72% | Nov 9, 2021 | 235 | Oct 14, 2022 | 339 | Feb 22, 2024 | 574 |
| -31.52% | Feb 20, 2020 | 23 | Mar 23, 2020 | 70 | Jul 1, 2020 | 93 |
| -31.07% | May 6, 1998 | 112 | Oct 8, 1998 | 276 | Oct 29, 1999 | 388 |
Volatility
Volatility Chart
The current RW Index volatility is 4.21%, 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.