Ret1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FIGSX Fidelity Series International Growth Fund | Foreign Large Cap Equities | 25% |
FMIMX FMI Common Stock Fund | Mid Cap Blend Equities | 25% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 25% |
PNSAX Putnam Small Cap Growth Fund | Small Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Ret1, 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 10, 2011, corresponding to the inception date of FXAIX
Returns By Period
As of Nov 13, 2024, the Ret1 returned 21.18% Year-To-Date and 9.42% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Ret1 | 21.18% | 1.27% | 8.75% | 30.37% | 11.07% | 9.42% |
| Portfolio components: | ||||||
FXAIX Fidelity 500 Index Fund | 26.92% | 2.20% | 13.46% | 34.97% | 15.79% | 13.30% |
FMIMX FMI Common Stock Fund | 15.65% | 2.07% | 5.17% | 22.44% | 8.29% | 4.12% |
PNSAX Putnam Small Cap Growth Fund | 34.30% | 3.93% | 17.19% | 46.71% | 10.86% | 10.83% |
FIGSX Fidelity Series International Growth Fund | 8.64% | -3.27% | -0.53% | 18.32% | 8.06% | 8.42% |
Monthly Returns
The table below presents the monthly returns of Ret1, 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 | 0.62% | 6.68% | 3.44% | -5.16% | 4.46% | 0.40% | 4.15% | 1.26% | 1.30% | -1.91% | 21.18% | ||
| 2023 | 7.91% | -1.14% | 1.40% | 0.75% | -1.30% | 7.27% | 2.40% | -1.73% | -4.98% | -3.77% | 9.47% | 6.03% | 23.23% |
| 2022 | -8.40% | -1.53% | 0.28% | -8.01% | 0.10% | -7.85% | 9.91% | -4.42% | -8.24% | 8.50% | 6.24% | -6.37% | -20.15% |
| 2021 | -0.59% | 3.78% | 2.47% | 5.16% | 0.67% | 0.96% | 2.36% | 2.65% | -3.53% | 5.71% | -3.17% | -1.86% | 15.05% |
| 2020 | -0.51% | -6.79% | -14.28% | 11.81% | 6.00% | 2.42% | 4.50% | 5.19% | -1.98% | -1.08% | 12.42% | 4.37% | 20.69% |
| 2019 | 8.84% | 5.05% | 0.99% | 4.51% | -4.88% | 7.03% | 1.20% | -1.73% | 0.16% | 2.10% | 3.68% | 0.59% | 30.32% |
| 2018 | 4.85% | -3.62% | -0.13% | -0.64% | 3.26% | 0.55% | 2.36% | 3.04% | -0.70% | -8.84% | 2.23% | -10.54% | -9.08% |
| 2017 | 2.37% | 2.38% | 1.15% | 1.46% | 1.41% | 1.32% | 1.28% | -0.20% | 3.21% | 1.95% | 2.52% | -1.86% | 18.26% |
| 2016 | -6.42% | -0.37% | 6.79% | 0.82% | 1.78% | -1.19% | 4.24% | 0.50% | 0.75% | -3.59% | 4.85% | 0.09% | 7.79% |
| 2015 | -1.99% | 6.24% | -0.07% | 0.09% | 1.58% | -1.23% | 0.86% | -5.66% | -4.61% | 6.86% | 1.08% | -5.39% | -3.07% |
| 2014 | -3.75% | 4.82% | -0.35% | -0.94% | 1.32% | 2.90% | -3.45% | 3.16% | -3.18% | 2.97% | 1.48% | 0.48% | 5.14% |
| 2013 | 5.44% | 0.73% | 3.53% | 0.88% | 1.90% | -1.68% | 5.52% | -1.80% | 5.87% | 3.39% | 2.95% | 0.68% | 30.65% |
Expense Ratio
Ret1 features an expense ratio of 0.57%, 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 Ret1 is 38, 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 | |
|---|---|---|---|---|---|
FXAIX Fidelity 500 Index Fund | 3.05 | 4.06 | 1.57 | 4.44 | 20.09 |
FMIMX FMI Common Stock Fund | 1.61 | 2.33 | 1.29 | 1.96 | 8.52 |
PNSAX Putnam Small Cap Growth Fund | 2.74 | 3.67 | 1.45 | 1.40 | 17.93 |
FIGSX Fidelity Series International Growth Fund | 1.50 | 2.14 | 1.26 | 1.23 | 7.43 |
Dividends
Dividend yield
Ret1 provided a 0.65% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.65% | 0.75% | 0.81% | 0.76% | 0.93% | 1.12% | 1.16% | 0.83% | 0.82% | 1.81% | 4.83% | 1.00% |
| Portfolio components: | ||||||||||||
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
FMIMX FMI Common Stock Fund | 0.23% | 0.27% | 0.14% | 0.33% | 0.76% | 0.43% | 0.44% | 0.02% | 0.00% | 0.00% | 12.38% | 0.45% |
PNSAX Putnam Small Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FIGSX Fidelity Series International Growth Fund | 1.17% | 1.27% | 1.40% | 1.49% | 1.36% | 2.09% | 2.11% | 1.49% | 1.24% | 4.69% | 4.31% | 1.72% |
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 Ret1. 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 Ret1 was 34.21%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current Ret1 drawdown is 1.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.21% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -32.07% | Nov 9, 2021 | 221 | Sep 26, 2022 | 373 | Mar 21, 2024 | 594 |
| -23.45% | Jul 8, 2011 | 61 | Oct 3, 2011 | 120 | Mar 26, 2012 | 181 |
| -22.22% | Aug 30, 2018 | 80 | Dec 24, 2018 | 89 | May 3, 2019 | 169 |
| -21.4% | Jun 24, 2015 | 161 | Feb 11, 2016 | 240 | Jan 25, 2017 | 401 |
Volatility
Volatility Chart
The current Ret1 volatility is 4.31%, 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
| FIGSX | FMIMX | PNSAX | FXAIX | |
|---|---|---|---|---|
| FIGSX | 1.00 | 0.71 | 0.72 | 0.81 |
| FMIMX | 0.71 | 1.00 | 0.82 | 0.82 |
| PNSAX | 0.72 | 0.82 | 1.00 | 0.83 |
| FXAIX | 0.81 | 0.82 | 0.83 | 1.00 |