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All Accounts AB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VWSUX 16%VCADX 5%MGK 11%FLCPX 11%SRPT 11%VCR 9%VIG 8%VDC 7%VUG 5%VTV 5%VOOG 3%SCHD 3%VGT 2%VOT 2%VTI 2%BondBondEquityEquity
PositionCategory/SectorWeight
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
Large Cap Blend Equities

11%

MGK
Vanguard Mega Cap Growth ETF
Large Cap Blend Equities

11%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

3%

SRPT
Sarepta Therapeutics, Inc.
Healthcare

11%

VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
Municipal Bonds

5%

VCR
Vanguard Consumer Discretionary ETF
Consumer Discretionary Equities

9%

VDC
Vanguard Consumer Staples ETF
Consumer Staples Equities

7%

VGT
Vanguard Information Technology ETF
Technology Equities

2%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

8%

VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities

3%

VOT
Vanguard Mid-Cap Growth ETF
Mid Cap Blend Equities

2%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

2%

VTV
Vanguard Value ETF
Large Cap Value Equities

5%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

5%

VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
Municipal Bonds

16%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in All Accounts AB, 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


150.00%200.00%250.00%300.00%NovemberDecember2024FebruaryMarchApril
274.82%
168.18%
All Accounts AB
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Feb 9, 2016, corresponding to the inception date of FLCPX

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
All Accounts AB4.13%-4.71%13.39%13.79%11.21%N/A
VUG
Vanguard Growth ETF
3.87%-6.88%19.92%30.54%15.43%14.30%
MGK
Vanguard Mega Cap Growth ETF
3.32%-7.33%18.90%31.88%16.40%15.06%
VGT
Vanguard Information Technology ETF
-0.61%-9.16%17.56%27.89%18.72%19.45%
VOOG
Vanguard S&P 500 Growth ETF
5.81%-6.71%17.49%24.76%13.52%13.69%
VOT
Vanguard Mid-Cap Growth ETF
-0.20%-6.20%16.80%14.22%8.96%9.94%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
4.56%-5.02%18.46%22.06%12.98%N/A
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.17%11.62%
VTV
Vanguard Value ETF
4.98%-2.80%17.10%14.11%9.98%9.93%
VCR
Vanguard Consumer Discretionary ETF
-3.92%-7.31%15.21%17.73%11.30%12.23%
VDC
Vanguard Consumer Staples ETF
4.23%-2.05%12.91%2.60%8.95%8.58%
VIG
Vanguard Dividend Appreciation ETF
2.63%-3.93%14.62%13.43%11.18%10.85%
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.79%10.92%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
-1.06%-0.91%6.49%2.83%1.51%2.35%
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
0.22%-0.05%2.74%3.28%1.45%1.22%
SRPT
Sarepta Therapeutics, Inc.
19.90%-9.35%3.97%-9.66%-0.42%11.56%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.09%4.58%1.85%
2023-3.51%-6.49%8.36%4.98%

Expense Ratio

The All Accounts AB has an expense ratio of 0.06% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.02%

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.


All Accounts AB
Sharpe ratio
The chart of Sharpe ratio for All Accounts AB, currently valued at 1.26, compared to the broader market-1.000.001.002.003.004.001.26
Sortino ratio
The chart of Sortino ratio for All Accounts AB, currently valued at 1.84, compared to the broader market-2.000.002.004.006.001.84
Omega ratio
The chart of Omega ratio for All Accounts AB, currently valued at 1.23, compared to the broader market0.801.001.201.401.601.801.23
Calmar ratio
The chart of Calmar ratio for All Accounts AB, currently valued at 1.40, compared to the broader market0.002.004.006.008.001.40
Martin ratio
The chart of Martin ratio for All Accounts AB, currently valued at 5.65, compared to the broader market0.0010.0020.0030.0040.005.65
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF
1.912.681.331.219.75
MGK
Vanguard Mega Cap Growth ETF
1.942.721.331.3110.99
VGT
Vanguard Information Technology ETF
1.462.091.251.325.99
VOOG
Vanguard S&P 500 Growth ETF
1.752.551.310.989.75
VOT
Vanguard Mid-Cap Growth ETF
0.921.371.160.442.70
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
1.822.661.321.587.67
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
VTV
Vanguard Value ETF
1.291.911.221.374.31
VCR
Vanguard Consumer Discretionary ETF
0.981.451.170.573.46
VDC
Vanguard Consumer Staples ETF
0.340.551.060.280.76
VIG
Vanguard Dividend Appreciation ETF
1.341.981.231.384.44
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.582.18
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
0.931.441.200.331.90
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
2.886.281.965.1518.63
SRPT
Sarepta Therapeutics, Inc.
-0.110.321.06-0.11-0.24

Sharpe Ratio

The current All Accounts AB Sharpe ratio is 1.26. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.26

The Sharpe ratio of All Accounts AB lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.26
1.66
All Accounts AB
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

All Accounts AB granted a 2.12% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
All Accounts AB2.12%2.12%2.40%2.02%1.61%1.47%1.65%1.42%1.43%1.32%1.18%1.20%
VUG
Vanguard Growth ETF
0.57%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
MGK
Vanguard Mega Cap Growth ETF
0.49%0.50%0.70%0.41%0.65%0.85%1.12%1.23%1.53%1.43%1.25%1.29%
VGT
Vanguard Information Technology ETF
0.75%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
VOOG
Vanguard S&P 500 Growth ETF
0.93%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
VOT
Vanguard Mid-Cap Growth ETF
0.73%0.71%0.78%0.34%0.56%0.78%0.84%0.72%0.81%0.81%0.79%0.61%
FLCPX
Fidelity SAI U.S. Large Cap Index Fund
6.74%7.05%11.23%10.38%3.93%1.74%2.18%1.57%0.76%0.00%0.00%0.00%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VTV
Vanguard Value ETF
2.47%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
VCR
Vanguard Consumer Discretionary ETF
0.85%0.84%0.98%0.79%1.71%1.17%1.37%1.21%1.60%1.32%1.23%0.84%
VDC
Vanguard Consumer Staples ETF
2.56%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%
VIG
Vanguard Dividend Appreciation ETF
1.85%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VCADX
Vanguard California Intermediate-Term Tax-Exempt Fund Admiral Shares
2.68%2.57%2.36%2.13%2.26%2.52%2.71%2.66%2.78%2.87%3.08%3.40%
VWSUX
Vanguard Short-Term Tax-Exempt Fund Admiral Shares
2.77%2.51%1.24%0.69%1.25%1.67%1.53%1.16%0.97%0.78%0.79%0.93%
SRPT
Sarepta Therapeutics, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.23%
-5.46%
All Accounts AB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the All Accounts AB. 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 All Accounts AB was 26.14%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.

The current All Accounts AB drawdown is 5.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.14%Feb 18, 202025Mar 23, 202052Jun 5, 202077
-21.41%Jan 4, 2022114Jun 16, 2022250Jun 15, 2023364
-17.06%Oct 1, 201859Dec 24, 201885Apr 29, 2019144
-9.93%Sep 5, 202341Oct 31, 202330Dec 13, 202371
-8.44%Jan 29, 20189Feb 8, 201821Mar 12, 201830

Volatility

Volatility Chart

The current All Accounts AB volatility is 2.45%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
2.45%
3.15%
All Accounts AB
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.

VWSUXVCADXSRPTVDCSCHDVTVVCRVGTVOTVIGMGKVUGVOOGFLCPXVTI
VWSUX1.000.650.030.02-0.01-0.020.030.030.040.010.030.030.020.000.01
VCADX0.651.000.040.06-0.04-0.070.000.020.03-0.000.030.030.01-0.02-0.02
SRPT0.030.041.000.180.290.310.360.370.420.310.370.380.370.370.39
VDC0.020.060.181.000.730.690.510.460.520.760.510.520.550.630.61
SCHD-0.01-0.040.290.731.000.940.690.650.720.900.650.670.710.840.84
VTV-0.02-0.070.310.690.941.000.700.650.740.900.660.680.720.870.87
VCR0.030.000.360.510.690.701.000.800.850.770.850.860.840.860.88
VGT0.030.020.370.460.650.650.801.000.880.770.960.960.950.890.89
VOT0.040.030.420.520.720.740.850.881.000.830.870.910.890.900.93
VIG0.01-0.000.310.760.900.900.770.770.831.000.790.810.840.920.91
MGK0.030.030.370.510.650.660.850.960.870.791.000.990.980.920.91
VUG0.030.030.380.520.670.680.860.960.910.810.991.000.980.930.93
VOOG0.020.010.370.550.710.720.840.950.890.840.980.981.000.950.94
FLCPX0.00-0.020.370.630.840.870.860.890.900.920.920.930.951.000.99
VTI0.01-0.020.390.610.840.870.880.890.930.910.910.930.940.991.00