Victor
Portfolio
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Victor, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Sep 21, 2024, the Victor returned 18.26% Year-To-Date and 12.00% 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 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Victor | 18.26% | 2.42% | 9.51% | 30.36% | 13.51% | 11.93% |
| Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | 20.78% | 2.50% | 9.69% | 33.93% | 15.54% | 13.14% |
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.77% | 11.46% |
FXNAX Fidelity U.S. Bond Index Fund | 4.89% | 1.52% | 5.78% | 10.72% | 0.42% | 1.86% |
IGIB iShares Intermediate-Term Corporate Bond ETF | 6.56% | 1.84% | 6.80% | 14.28% | 1.81% | 2.90% |
O Realty Income Corporation | 11.48% | 2.30% | 21.73% | 26.64% | 1.13% | 9.35% |
Monthly Returns
The table below presents the monthly returns of Victor, 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 | 1.17% | 4.07% | 3.17% | -3.83% | 4.17% | 2.85% | 2.09% | 2.51% | 18.26% | ||||
| 2023 | 5.65% | -2.66% | 3.01% | 1.16% | -0.32% | 5.65% | 2.98% | -1.66% | -4.66% | -2.28% | 8.61% | 4.71% | 21.10% |
| 2022 | -4.57% | -2.76% | 2.98% | -7.54% | 0.61% | -7.32% | 8.05% | -3.95% | -8.73% | 7.46% | 5.47% | -4.86% | -15.84% |
| 2021 | -1.09% | 2.65% | 4.35% | 4.70% | 0.87% | 1.74% | 2.17% | 2.62% | -4.36% | 6.11% | -0.77% | 4.37% | 25.45% |
| 2020 | 0.21% | -7.33% | -12.02% | 11.82% | 4.24% | 1.83% | 5.09% | 6.14% | -3.30% | -2.18% | 10.03% | 3.44% | 16.47% |
| 2019 | 7.25% | 2.93% | 2.07% | 3.33% | -5.53% | 6.28% | 1.33% | -0.89% | 1.89% | 2.07% | 2.89% | 2.47% | 28.75% |
| 2018 | 4.57% | -3.71% | -2.04% | 0.06% | 2.27% | 0.56% | 3.50% | 2.96% | 0.45% | -5.75% | 2.14% | -7.56% | -3.32% |
| 2017 | 1.56% | 3.56% | 0.02% | 0.85% | 1.16% | 0.49% | 1.92% | 0.34% | 1.83% | 1.99% | 2.87% | 1.20% | 19.25% |
| 2016 | -3.69% | 0.23% | 6.15% | 0.18% | 1.58% | 1.11% | 3.30% | -0.18% | 0.10% | -1.95% | 2.79% | 1.90% | 11.76% |
| 2015 | -1.99% | 4.56% | -1.32% | 0.54% | 0.94% | -1.97% | 2.03% | -5.44% | -1.69% | 7.56% | 0.26% | -1.25% | 1.62% |
| 2014 | -2.70% | 4.25% | 0.56% | 1.03% | 2.03% | 1.83% | -1.34% | 3.65% | -1.43% | 2.57% | 2.46% | 0.23% | 13.68% |
| 2013 | 4.76% | 1.48% | 3.38% | 2.26% | 1.43% | -1.51% | 4.54% | -2.92% | 2.83% | 4.29% | 2.34% | 2.08% | 27.65% |
Expense Ratio
Victor has an expense ratio of 0.02%, which is considered low compared to other funds. 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 risk-adjusted rank of Victor is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 2.82 | 3.76 | 1.52 | 3.04 | 17.50 |
SCHD Schwab US Dividend Equity ETF | 1.98 | 2.87 | 1.35 | 1.74 | 10.28 |
FXNAX Fidelity U.S. Bond Index Fund | 1.91 | 2.85 | 1.35 | 0.67 | 8.00 |
IGIB iShares Intermediate-Term Corporate Bond ETF | 2.50 | 3.74 | 1.46 | 0.91 | 13.50 |
O Realty Income Corporation | 1.63 | 2.28 | 1.30 | 0.91 | 4.74 |
Dividends
Dividend yield
Victor granted a 1.71% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Victor | 1.71% | 1.96% | 2.06% | 1.56% | 1.97% | 2.30% | 2.84% | 2.17% | 2.60% | 2.87% | 2.68% | 2.09% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.23% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
SCHD 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% |
FXNAX Fidelity U.S. Bond Index Fund | 3.14% | 2.91% | 2.43% | 2.06% | 3.07% | 2.67% | 2.73% | 2.58% | 2.54% | 2.75% | 2.59% | 2.39% |
IGIB iShares Intermediate-Term Corporate Bond ETF | 4.05% | 3.78% | 3.04% | 2.52% | 2.74% | 3.44% | 3.41% | 2.51% | 2.45% | 2.51% | 2.46% | 2.72% |
O Realty Income Corporation | 5.03% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
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 Victor. 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 Victor was 31.34%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.
The current Victor drawdown is 0.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.34% | Feb 20, 2020 | 23 | Mar 23, 2020 | 97 | Aug 10, 2020 | 120 |
| -22.48% | Jan 5, 2022 | 196 | Oct 12, 2022 | 298 | Dec 14, 2023 | 494 |
| -16.36% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
| -10.68% | May 22, 2015 | 66 | Aug 25, 2015 | 48 | Nov 2, 2015 | 114 |
| -9.9% | Nov 4, 2015 | 68 | Feb 11, 2016 | 32 | Mar 30, 2016 | 100 |
Volatility
Volatility Chart
The current Victor volatility is 3.38%, 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
| IGIB | O | FXNAX | FXAIX | SCHD | |
|---|---|---|---|---|---|
| IGIB | 1.00 | 0.27 | 0.82 | 0.08 | 0.05 |
| O | 0.27 | 1.00 | 0.16 | 0.38 | 0.42 |
| FXNAX | 0.82 | 0.16 | 1.00 | -0.14 | -0.16 |
| FXAIX | 0.08 | 0.38 | -0.14 | 1.00 | 0.86 |
| SCHD | 0.05 | 0.42 | -0.16 | 0.86 | 1.00 |