Equity Asset Allocation Sleeve
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Equity Asset Allocation Sleeve, 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 May 1, 2018, corresponding to the inception date of RIPIX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Equity Asset Allocation Sleeve | 8.20% | 0.90% | 8.39% | 14.39% | 10.29% | N/A |
| Portfolio components: | ||||||
DLDRX BNY Mellon Natural Resources Fund | 6.81% | -1.31% | 9.74% | 3.59% | 17.82% | 7.33% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 14.64% | -2.25% | 11.48% | 25.13% | 11.57% | N/A |
HDGYX The Hartford Dividend and Growth Fund | 9.46% | 0.79% | 8.47% | 14.59% | 11.80% | 9.58% |
GSITX Goldman Sachs Small Cap Value Insights Fund | 10.90% | 11.03% | 14.27% | 20.93% | 10.00% | 9.08% |
CGIAX American Funds International Growth and Income Fund | 4.43% | -1.42% | 5.46% | 7.49% | 5.48% | 3.56% |
MVCAX MFS Mid Cap Value Fund | 9.52% | 3.68% | 10.52% | 13.52% | 10.30% | 8.77% |
MELIX Morgan Stanley Institutional Fund, Inc. Emerging Markets Leaders Portfolio | 6.24% | -2.12% | 8.52% | 13.06% | 6.16% | N/A |
NMCIX Voya MidCap Opportunities Fund | 3.30% | -2.10% | 1.94% | 9.07% | 9.03% | 9.82% |
PURZX PGIM Global Real Estate Fund | 1.77% | 4.90% | 5.28% | 6.33% | 2.11% | 3.50% |
QUSIX Pear Tree Polaris Foreign Value Small Cap Fund | 5.29% | 3.25% | 7.77% | 10.46% | 7.59% | 5.20% |
RIPIX Royce International Premier Fund Institutional Class | -3.35% | 1.52% | -0.94% | -0.64% | 1.14% | N/A |
SEEGX JPMorgan Large Cap Growth Fund | 17.61% | -5.76% | 11.58% | 26.53% | 17.75% | 16.81% |
FSSAX Franklin Small Cap Growth Fund | 5.78% | 3.93% | 6.28% | 16.05% | 7.26% | 8.75% |
Monthly Returns
The table below presents the monthly returns of Equity Asset Allocation Sleeve, 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 | -1.06% | 4.45% | 3.63% | -3.66% | 3.75% | 0.47% | 8.20% | ||||||
| 2023 | 7.20% | -2.54% | -0.32% | 0.63% | -1.59% | 6.34% | 3.85% | -2.87% | -4.14% | -4.08% | 8.87% | 6.97% | 18.46% |
| 2022 | -6.00% | -1.07% | 1.52% | -7.51% | 0.12% | -8.73% | 7.47% | -2.84% | -9.26% | 6.79% | 6.53% | -4.24% | -17.65% |
| 2021 | 0.17% | 4.66% | 1.73% | 5.00% | 0.91% | 1.53% | -0.31% | 2.99% | -3.50% | 4.71% | -3.78% | 3.49% | 18.53% |
| 2020 | -0.89% | -7.06% | -17.17% | 12.50% | 6.57% | 3.74% | 6.13% | 5.33% | -2.37% | -0.42% | 12.30% | 5.36% | 22.03% |
| 2019 | 8.64% | 3.36% | 1.01% | 3.30% | -4.84% | 6.45% | 0.55% | -2.04% | 1.25% | 2.33% | 3.06% | 3.37% | 29.03% |
| 2018 | 1.62% | -0.05% | 2.07% | 2.30% | -0.99% | -8.64% | 2.22% | -7.63% | -9.41% |
Expense Ratio
Equity Asset Allocation Sleeve features an expense ratio of 0.89%, 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 Equity Asset Allocation Sleeve is 28, 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 | |
|---|---|---|---|---|---|
DLDRX BNY Mellon Natural Resources Fund | 0.15 | 0.34 | 1.04 | 0.18 | 0.39 |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 1.81 | 2.57 | 1.32 | 2.49 | 9.69 |
HDGYX The Hartford Dividend and Growth Fund | 1.44 | 2.05 | 1.25 | 1.45 | 5.08 |
GSITX Goldman Sachs Small Cap Value Insights Fund | 1.03 | 1.64 | 1.19 | 0.90 | 3.62 |
CGIAX American Funds International Growth and Income Fund | 0.68 | 1.03 | 1.12 | 0.43 | 1.92 |
MVCAX MFS Mid Cap Value Fund | 0.98 | 1.47 | 1.17 | 0.88 | 2.69 |
MELIX Morgan Stanley Institutional Fund, Inc. Emerging Markets Leaders Portfolio | 0.89 | 1.31 | 1.16 | 0.27 | 3.32 |
NMCIX Voya MidCap Opportunities Fund | 0.56 | 0.86 | 1.10 | 0.29 | 1.73 |
PURZX PGIM Global Real Estate Fund | 0.33 | 0.59 | 1.07 | 0.16 | 0.91 |
QUSIX Pear Tree Polaris Foreign Value Small Cap Fund | 0.75 | 1.25 | 1.15 | 0.58 | 2.55 |
RIPIX Royce International Premier Fund Institutional Class | -0.07 | -0.00 | 1.00 | -0.02 | -0.15 |
SEEGX JPMorgan Large Cap Growth Fund | 1.50 | 2.07 | 1.27 | 1.43 | 7.49 |
FSSAX Franklin Small Cap Growth Fund | 0.83 | 1.27 | 1.15 | 0.41 | 2.51 |
Dividends
Dividend yield
Equity Asset Allocation Sleeve granted a 1.87% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Equity Asset Allocation Sleeve | 1.87% | 1.94% | 3.33% | 10.43% | 4.46% | 4.96% | 9.27% | 6.20% | 3.20% | 3.24% | 4.61% | 3.05% |
| Portfolio components: | ||||||||||||
DLDRX BNY Mellon Natural Resources Fund | 11.63% | 12.42% | 9.66% | 5.07% | 1.11% | 2.16% | 1.87% | 0.63% | 1.44% | 1.25% | 1.86% | 0.00% |
GSINX Goldman Sachs GQG Partners International Opportunities Fund | 1.98% | 2.27% | 4.79% | 2.13% | 0.08% | 0.57% | 0.43% | 0.12% | 0.06% | 0.00% | 0.00% | 0.00% |
HDGYX The Hartford Dividend and Growth Fund | 1.82% | 1.82% | 6.08% | 5.80% | 3.61% | 4.41% | 12.64% | 11.68% | 4.92% | 1.97% | 10.73% | 8.30% |
GSITX Goldman Sachs Small Cap Value Insights Fund | 1.22% | 1.35% | 1.28% | 26.49% | 0.72% | 0.71% | 9.14% | 9.11% | 3.55% | 5.63% | 1.78% | 0.68% |
CGIAX American Funds International Growth and Income Fund | 2.39% | 2.27% | 3.99% | 6.90% | 1.35% | 2.36% | 2.74% | 1.80% | 2.29% | 3.17% | 7.10% | 6.89% |
MVCAX MFS Mid Cap Value Fund | 2.49% | 2.73% | 5.22% | 5.70% | 0.80% | 2.03% | 6.36% | 3.36% | 1.18% | 4.59% | 7.08% | 5.85% |
MELIX Morgan Stanley Institutional Fund, Inc. Emerging Markets Leaders Portfolio | 0.00% | 0.00% | 0.00% | 0.08% | 5.25% | 3.88% | 0.47% | 0.97% | 0.12% | 1.30% | 0.00% | 0.00% |
NMCIX Voya MidCap Opportunities Fund | 0.70% | 0.72% | 0.00% | 21.64% | 17.74% | 6.09% | 19.82% | 13.64% | 6.06% | 8.73% | 12.39% | 8.66% |
PURZX PGIM Global Real Estate Fund | 2.63% | 2.27% | 2.22% | 16.92% | 1.71% | 17.04% | 4.73% | 4.66% | 4.49% | 3.32% | 2.79% | 2.16% |
QUSIX Pear Tree Polaris Foreign Value Small Cap Fund | 2.36% | 2.48% | 4.90% | 2.43% | 3.89% | 2.96% | 5.09% | 3.00% | 2.06% | 2.20% | 1.45% | 1.28% |
RIPIX Royce International Premier Fund Institutional Class | 3.20% | 3.09% | 3.87% | 5.02% | 0.36% | 0.58% | 0.54% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SEEGX JPMorgan Large Cap Growth Fund | 0.10% | 0.12% | 3.42% | 14.92% | 5.27% | 12.85% | 15.97% | 14.79% | 9.88% | 4.49% | 1.79% | 0.00% |
FSSAX Franklin Small Cap Growth Fund | 0.00% | 0.00% | 0.54% | 16.49% | 9.31% | 6.09% | 22.72% | 1.77% | 0.00% | 1.92% | 4.21% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Equity Asset Allocation Sleeve. 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 Equity Asset Allocation Sleeve was 36.45%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Equity Asset Allocation Sleeve drawdown is 3.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.45% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -26.94% | Nov 9, 2021 | 235 | Oct 14, 2022 | 358 | Mar 20, 2024 | 593 |
| -19.25% | Aug 30, 2018 | 80 | Dec 24, 2018 | 89 | May 3, 2019 | 169 |
| -7.31% | Sep 3, 2020 | 14 | Sep 23, 2020 | 12 | Oct 9, 2020 | 26 |
| -6.11% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The current Equity Asset Allocation Sleeve volatility is 3.49%, 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
| QUSIX | DLDRX | PURZX | MELIX | RIPIX | SEEGX | GSINX | GSITX | NMCIX | FSSAX | MVCAX | HDGYX | CGIAX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| QUSIX | 1.00 | 0.43 | 0.44 | 0.50 | 0.67 | 0.34 | 0.49 | 0.42 | 0.37 | 0.40 | 0.45 | 0.44 | 0.66 |
| DLDRX | 0.43 | 1.00 | 0.49 | 0.50 | 0.54 | 0.49 | 0.65 | 0.72 | 0.54 | 0.60 | 0.75 | 0.71 | 0.70 |
| PURZX | 0.44 | 0.49 | 1.00 | 0.50 | 0.60 | 0.56 | 0.59 | 0.68 | 0.61 | 0.63 | 0.72 | 0.70 | 0.64 |
| MELIX | 0.50 | 0.50 | 0.50 | 1.00 | 0.66 | 0.68 | 0.70 | 0.55 | 0.69 | 0.67 | 0.56 | 0.59 | 0.76 |
| RIPIX | 0.67 | 0.54 | 0.60 | 0.66 | 1.00 | 0.63 | 0.73 | 0.58 | 0.64 | 0.63 | 0.64 | 0.67 | 0.84 |
| SEEGX | 0.34 | 0.49 | 0.56 | 0.68 | 0.63 | 1.00 | 0.74 | 0.62 | 0.89 | 0.80 | 0.66 | 0.74 | 0.69 |
| GSINX | 0.49 | 0.65 | 0.59 | 0.70 | 0.73 | 0.74 | 1.00 | 0.59 | 0.71 | 0.65 | 0.66 | 0.72 | 0.87 |
| GSITX | 0.42 | 0.72 | 0.68 | 0.55 | 0.58 | 0.62 | 0.59 | 1.00 | 0.71 | 0.84 | 0.91 | 0.82 | 0.68 |
| NMCIX | 0.37 | 0.54 | 0.61 | 0.69 | 0.64 | 0.89 | 0.71 | 0.71 | 1.00 | 0.89 | 0.75 | 0.76 | 0.70 |
| FSSAX | 0.40 | 0.60 | 0.63 | 0.67 | 0.63 | 0.80 | 0.65 | 0.84 | 0.89 | 1.00 | 0.81 | 0.76 | 0.70 |
| MVCAX | 0.45 | 0.75 | 0.72 | 0.56 | 0.64 | 0.66 | 0.66 | 0.91 | 0.75 | 0.81 | 1.00 | 0.93 | 0.75 |
| HDGYX | 0.44 | 0.71 | 0.70 | 0.59 | 0.67 | 0.74 | 0.72 | 0.82 | 0.76 | 0.76 | 0.93 | 1.00 | 0.78 |
| CGIAX | 0.66 | 0.70 | 0.64 | 0.76 | 0.84 | 0.69 | 0.87 | 0.68 | 0.70 | 0.70 | 0.75 | 0.78 | 1.00 |