Test 01
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test 01, 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 Apr 4, 2018, corresponding to the inception date of FMSDX
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 19.55% | 2.37% | 8.95% | 32.00% | 13.81% | 11.08% |
Test 01 | 10.95% | 1.72% | 5.68% | 19.35% | 11.46% | N/A |
Portfolio components: | ||||||
Ares Capital Corporation | 10.32% | 0.91% | 7.99% | 17.77% | 11.99% | 12.58% |
Fairholme Focused Income Fund | 8.60% | 0.61% | 3.32% | 11.69% | 6.50% | 5.30% |
Cambria Shareholder Yield ETF | 7.43% | 2.71% | 0.66% | 19.07% | 17.17% | 11.91% |
BlackRock TCP Capital Corp. | -20.19% | -5.18% | -9.91% | -20.89% | 0.63% | 3.27% |
Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.77% | 11.51% |
Davis Appreciation & Income Fund | 13.85% | 2.07% | 4.86% | 25.74% | 10.36% | 6.47% |
Gladstone Capital Corporation | 17.26% | 4.45% | 18.41% | 27.32% | 13.67% | 13.56% |
Goldman Sachs Income Builder Fund | 10.64% | 2.31% | 7.41% | 18.94% | 6.48% | 5.47% |
Fidelity Puritan Fund | 16.51% | 2.59% | 6.67% | 27.54% | 11.88% | 9.84% |
Fidelity Multi-Asset Income Fund | 9.76% | 2.03% | 5.76% | 16.26% | 9.12% | N/A |
Fidelity Balanced Fund | 14.71% | 1.83% | 7.37% | 23.71% | 11.66% | 9.82% |
Allspring Diversified Capital Builder Fund | 18.04% | 0.65% | 5.50% | 34.53% | 12.12% | 11.05% |
Liberty All-Star Equity Fund | 17.87% | 2.21% | 4.24% | 29.04% | 12.50% | 12.34% |
Amplify CWP Enhanced Dividend Income ETF | 15.53% | 3.07% | 8.24% | 21.91% | 12.00% | N/A |
Monthly Returns
The table below presents the monthly returns of Test 01, 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 | 1.23% | 1.59% | 3.72% | -2.79% | 3.60% | 0.89% | 2.16% | -0.09% | 10.95% | ||||
2023 | 5.87% | -2.54% | -1.13% | 0.34% | -0.99% | 5.47% | 4.66% | -1.97% | -2.91% | -2.68% | 6.69% | 4.33% | 15.34% |
2022 | -2.56% | -1.00% | 2.96% | -5.29% | 0.50% | -7.97% | 6.50% | -2.32% | -9.27% | 8.67% | 5.79% | -3.77% | -9.16% |
2021 | 1.53% | 5.19% | 4.32% | 4.59% | 2.05% | 0.51% | 0.41% | 1.22% | -2.10% | 4.13% | -2.04% | 3.85% | 25.97% |
2020 | -0.34% | -7.33% | -18.01% | 13.76% | 5.78% | 0.70% | 3.44% | 4.27% | -1.88% | -1.61% | 13.22% | 3.29% | 11.74% |
2019 | 7.62% | 2.96% | 1.03% | 3.48% | -4.29% | 5.02% | 1.08% | -1.25% | 2.40% | 1.08% | 2.78% | 1.62% | 25.66% |
2018 | 1.09% | 2.00% | 0.14% | 3.02% | 1.73% | -0.08% | -5.08% | 0.89% | -6.78% | -3.47% |
Expense Ratio
Test 01 features an expense ratio of 0.49%, 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 Test 01 is 56, 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 | |
---|---|---|---|---|---|
Ares Capital Corporation | 1.35 | 1.94 | 1.25 | 2.37 | 8.85 |
Fairholme Focused Income Fund | 2.38 | 3.53 | 1.47 | 4.19 | 14.91 |
Cambria Shareholder Yield ETF | 1.12 | 1.66 | 1.20 | 1.82 | 4.74 |
BlackRock TCP Capital Corp. | -0.90 | -1.14 | 0.85 | -0.75 | -1.84 |
Schwab US Dividend Equity ETF | 1.98 | 2.87 | 1.35 | 1.74 | 10.28 |
Davis Appreciation & Income Fund | 2.63 | 3.55 | 1.48 | 2.10 | 15.24 |
Gladstone Capital Corporation | 1.85 | 2.31 | 1.34 | 1.98 | 7.38 |
Goldman Sachs Income Builder Fund | 3.23 | 4.77 | 1.66 | 1.91 | 22.01 |
Fidelity Puritan Fund | 2.74 | 3.78 | 1.50 | 2.21 | 15.81 |
Fidelity Multi-Asset Income Fund | 2.50 | 3.55 | 1.49 | 1.49 | 16.58 |
Fidelity Balanced Fund | 2.75 | 3.85 | 1.51 | 1.87 | 16.15 |
Allspring Diversified Capital Builder Fund | 2.34 | 3.16 | 1.42 | 3.09 | 12.46 |
Liberty All-Star Equity Fund | 2.02 | 2.77 | 1.35 | 1.23 | 13.24 |
Amplify CWP Enhanced Dividend Income ETF | 2.67 | 3.74 | 1.49 | 3.08 | 16.80 |
Dividends
Dividend yield
Test 01 granted a 5.57% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Test 01 | 5.57% | 5.40% | 6.73% | 5.95% | 5.02% | 5.42% | 7.34% | 5.54% | 4.84% | 6.44% | 5.20% | 5.02% |
Portfolio components: | ||||||||||||
Ares Capital Corporation | 9.32% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
Fairholme Focused Income Fund | 3.11% | 2.81% | 2.25% | 1.12% | 0.65% | 2.75% | 4.57% | 9.83% | 5.16% | 5.51% | 3.77% | 9.84% |
Cambria Shareholder Yield ETF | 1.84% | 1.92% | 2.20% | 2.22% | 1.99% | 2.08% | 2.52% | 1.48% | 1.92% | 6.45% | 3.89% | 0.82% |
BlackRock TCP Capital Corp. | 16.35% | 9.37% | 9.58% | 8.60% | 11.74% | 10.25% | 11.04% | 9.42% | 8.52% | 10.34% | 9.18% | 9.12% |
Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Davis Appreciation & Income Fund | 2.74% | 2.91% | 2.63% | 0.28% | 0.78% | 2.03% | 1.09% | 0.83% | 1.25% | 1.21% | 1.18% | 1.47% |
Gladstone Capital Corporation | 8.44% | 9.15% | 8.40% | 6.71% | 8.95% | 8.44% | 11.48% | 9.10% | 8.93% | 11.47% | 10.14% | 8.76% |
Goldman Sachs Income Builder Fund | 3.86% | 4.09% | 4.10% | 6.66% | 3.05% | 3.52% | 3.98% | 3.52% | 3.78% | 4.33% | 4.35% | 4.59% |
Fidelity Puritan Fund | 4.70% | 5.34% | 9.38% | 13.10% | 5.10% | 4.29% | 15.26% | 4.18% | 3.71% | 7.94% | 9.74% | 10.25% |
Fidelity Multi-Asset Income Fund | 3.70% | 4.23% | 4.71% | 3.22% | 3.40% | 2.82% | 3.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Fidelity Balanced Fund | 2.17% | 2.28% | 8.06% | 9.66% | 5.90% | 4.24% | 10.99% | 7.90% | 3.07% | 7.96% | 10.55% | 7.31% |
Allspring Diversified Capital Builder Fund | 5.02% | 6.16% | 12.50% | 6.89% | 2.03% | 5.45% | 7.14% | 6.20% | 10.05% | 11.47% | 0.90% | 1.14% |
Liberty All-Star Equity Fund | 9.78% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.90% |
Amplify CWP Enhanced Dividend Income ETF | 4.41% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Test 01. 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 01 was 35.76%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.
The current Test 01 drawdown is 0.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-35.76% | Feb 21, 2020 | 22 | Mar 23, 2020 | 161 | Nov 9, 2020 | 183 |
-18.58% | Jan 13, 2022 | 182 | Sep 30, 2022 | 206 | Jul 26, 2023 | 388 |
-15.12% | Sep 24, 2018 | 64 | Dec 24, 2018 | 66 | Apr 1, 2019 | 130 |
-8.61% | Aug 1, 2023 | 64 | Oct 27, 2023 | 31 | Dec 12, 2023 | 95 |
-6% | Jul 17, 2024 | 16 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Test 01 volatility is 2.71%, 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
TCPC | GLAD | FOCIX | ARCC | USA | DIVO | SYLD | FMSDX | EKBAX | SCHD | FPURX | GSBFX | RPFCX | FBALX | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TCPC | 1.00 | 0.54 | 0.40 | 0.56 | 0.39 | 0.42 | 0.48 | 0.43 | 0.39 | 0.46 | 0.41 | 0.44 | 0.47 | 0.43 |
GLAD | 0.54 | 1.00 | 0.38 | 0.56 | 0.45 | 0.44 | 0.50 | 0.45 | 0.45 | 0.48 | 0.43 | 0.48 | 0.48 | 0.45 |
FOCIX | 0.40 | 0.38 | 1.00 | 0.46 | 0.46 | 0.55 | 0.65 | 0.52 | 0.47 | 0.60 | 0.47 | 0.56 | 0.57 | 0.50 |
ARCC | 0.56 | 0.56 | 0.46 | 1.00 | 0.47 | 0.50 | 0.56 | 0.52 | 0.50 | 0.54 | 0.51 | 0.54 | 0.55 | 0.53 |
USA | 0.39 | 0.45 | 0.46 | 0.47 | 1.00 | 0.69 | 0.67 | 0.72 | 0.75 | 0.69 | 0.76 | 0.71 | 0.75 | 0.78 |
DIVO | 0.42 | 0.44 | 0.55 | 0.50 | 0.69 | 1.00 | 0.74 | 0.72 | 0.76 | 0.84 | 0.76 | 0.81 | 0.78 | 0.79 |
SYLD | 0.48 | 0.50 | 0.65 | 0.56 | 0.67 | 0.74 | 1.00 | 0.71 | 0.71 | 0.84 | 0.69 | 0.74 | 0.83 | 0.73 |
FMSDX | 0.43 | 0.45 | 0.52 | 0.52 | 0.72 | 0.72 | 0.71 | 1.00 | 0.81 | 0.74 | 0.87 | 0.85 | 0.79 | 0.89 |
EKBAX | 0.39 | 0.45 | 0.47 | 0.50 | 0.75 | 0.76 | 0.71 | 0.81 | 1.00 | 0.78 | 0.91 | 0.82 | 0.84 | 0.92 |
SCHD | 0.46 | 0.48 | 0.60 | 0.54 | 0.69 | 0.84 | 0.84 | 0.74 | 0.78 | 1.00 | 0.74 | 0.84 | 0.83 | 0.78 |
FPURX | 0.41 | 0.43 | 0.47 | 0.51 | 0.76 | 0.76 | 0.69 | 0.87 | 0.91 | 0.74 | 1.00 | 0.84 | 0.85 | 0.97 |
GSBFX | 0.44 | 0.48 | 0.56 | 0.54 | 0.71 | 0.81 | 0.74 | 0.85 | 0.82 | 0.84 | 0.84 | 1.00 | 0.81 | 0.86 |
RPFCX | 0.47 | 0.48 | 0.57 | 0.55 | 0.75 | 0.78 | 0.83 | 0.79 | 0.84 | 0.83 | 0.85 | 0.81 | 1.00 | 0.88 |
FBALX | 0.43 | 0.45 | 0.50 | 0.53 | 0.78 | 0.79 | 0.73 | 0.89 | 0.92 | 0.78 | 0.97 | 0.86 | 0.88 | 1.00 |