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Phoenix
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


IBHE 5%FBTC 5%ITOT 25%IYW 25%DIVB 25%FCLD 5%AOA 5%AOR 5%BondBondCryptocurrencyCryptocurrencyEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AOA
iShares Core Aggressive Allocation ETF
Diversified Portfolio

5%

AOR
iShares Core Growth Allocation ETF
Diversified Portfolio

5%

DIVB
iShares U.S. Dividend and Buyback ETF
Large Cap Blend Equities, Dividend

25%

FBTC
Fidelity Wise Origin Bitcoin Trust
Blockchain

5%

FCLD
Fidelity Cloud Computing ETF
Technology Equities, Cloud Computing

5%

IBHE
iShares iBonds 2025 Term High Yield & Income ETF
High Yield Bonds

5%

ITOT
iShares Core S&P Total U.S. Stock Market ETF
Large Cap Growth Equities

25%

IYW
iShares U.S. Technology ETF
Technology Equities

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Phoenix, 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


-2.00%0.00%2.00%4.00%6.00%8.00%10.00%12.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21
5.91%
4.82%
Phoenix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 11, 2024, corresponding to the inception date of FBTC

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
5.05%-4.27%18.82%21.22%11.38%10.42%
PhoenixN/A-3.98%N/AN/AN/AN/A
AOA
iShares Core Aggressive Allocation ETF
2.42%-3.28%15.55%13.04%7.50%7.17%
AOR
iShares Core Growth Allocation ETF
1.27%-2.89%13.00%9.92%5.77%5.81%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
4.64%-4.22%20.05%22.58%12.37%11.97%
IYW
iShares U.S. Technology ETF
2.90%-7.58%20.25%39.06%20.53%19.93%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
2.76%0.31%6.45%9.96%N/AN/A
FBTC
Fidelity Wise Origin Bitcoin Trust
N/A4.15%N/AN/AN/AN/A
FCLD
Fidelity Cloud Computing ETF
1.79%-8.73%27.07%38.39%N/AN/A
DIVB
iShares U.S. Dividend and Buyback ETF
4.78%-2.26%20.19%17.25%11.68%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.11%6.26%3.64%

Expense Ratio

The Phoenix has a high expense ratio of 0.25%, 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.


Expense ratio chart for IYW: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for FCLD: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for IBHE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for AOA: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for AOR: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for FBTC: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for DIVB: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for ITOT: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Phoenix
Sharpe ratio
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.007.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AOA
iShares Core Aggressive Allocation ETF
1.362.031.240.954.25
AOR
iShares Core Growth Allocation ETF
1.181.741.210.733.72
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.862.691.321.457.19
IYW
iShares U.S. Technology ETF
2.052.791.341.6211.10
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
2.664.141.526.4433.45
FBTC
Fidelity Wise Origin Bitcoin Trust
FCLD
Fidelity Cloud Computing ETF
1.742.321.300.917.30
DIVB
iShares U.S. Dividend and Buyback ETF
1.472.171.251.175.16

Sharpe Ratio


Chart placeholderNot enough data

Dividends

Dividend yield

Phoenix granted a 1.77% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Phoenix1.77%1.87%1.56%1.20%1.48%1.60%1.64%1.20%0.94%1.00%1.05%0.97%
AOA
iShares Core Aggressive Allocation ETF
2.21%2.22%2.10%1.67%1.71%2.50%2.37%5.09%2.02%2.15%2.18%1.84%
AOR
iShares Core Growth Allocation ETF
2.52%2.50%2.12%1.64%1.89%2.56%2.49%4.51%1.96%2.12%2.11%1.92%
ITOT
iShares Core S&P Total U.S. Stock Market ETF
1.37%1.47%1.66%1.18%1.41%1.88%2.14%1.69%1.83%2.01%2.20%2.06%
IYW
iShares U.S. Technology ETF
0.37%0.40%0.50%0.31%0.56%0.72%0.91%0.82%1.13%1.12%1.13%1.06%
IBHE
iShares iBonds 2025 Term High Yield & Income ETF
7.22%7.17%5.77%4.84%5.74%3.73%0.00%0.00%0.00%0.00%0.00%0.00%
FBTC
Fidelity Wise Origin Bitcoin Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FCLD
Fidelity Cloud Computing ETF
0.15%0.17%0.26%0.13%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVB
iShares U.S. Dividend and Buyback ETF
2.91%3.18%2.02%1.63%2.08%2.07%2.52%0.37%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21
-4.89%
-4.64%
Phoenix
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Phoenix. 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 Phoenix was 5.85%, occurring on Apr 19, 2024. The portfolio has not yet recovered.

The current Phoenix drawdown is 4.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-5.85%Apr 1, 202415Apr 19, 2024
-1.86%Jan 30, 20242Jan 31, 20245Feb 7, 20247
-1.75%Mar 5, 20241Mar 5, 20242Mar 7, 20243
-1.62%Feb 13, 20241Feb 13, 20242Feb 15, 20243
-1.54%Mar 13, 20243Mar 15, 20244Mar 21, 20247

Volatility

Volatility Chart

The current Phoenix volatility is 3.48%, 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.


3.00%3.50%4.00%Feb 18Feb 25Mar 03Mar 10Mar 17Mar 24Mar 31Apr 07Apr 14Apr 21
3.48%
3.30%
Phoenix
Benchmark (^GSPC)
Portfolio components

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.

FBTCIBHEIYWDIVBFCLDAORAOAITOT
FBTC1.000.240.100.260.420.210.220.23
IBHE0.241.000.310.570.400.590.560.52
IYW0.100.311.000.540.800.750.790.87
DIVB0.260.570.541.000.570.840.820.79
FCLD0.420.400.800.571.000.720.750.81
AOR0.210.590.750.840.721.000.990.94
AOA0.220.560.790.820.750.991.000.96
ITOT0.230.520.870.790.810.940.961.00