Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
APGYX AB Large Cap Growth Fund Advisor Class | Large Cap Growth Equities | 60% |
GTSGX Madison Mid Cap Fund | Mid Cap Blend Equities | 20% |
MIEIX MFS International Equity Fund Class R6 | Foreign Large Cap Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20, 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 Every 3 months.
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The earliest data available for this chart is Oct 1, 1996, corresponding to the inception date of APGYX
Returns By Period
As of Apr 4, 2026, the APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 returned -6.70% Year-To-Date and 13.08% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.63% | -3.84% | -1.98% | 29.73% | 16.86% | 10.37% | 12.29% |
Portfolio APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 | 0.00% | -4.76% | -6.70% | -6.90% | 20.05% | 13.73% | 8.68% | 13.08% |
| Portfolio components: | ||||||||
APGYX AB Large Cap Growth Fund Advisor Class | 0.05% | -5.82% | -8.97% | -9.19% | 22.76% | 16.00% | 9.30% | 14.95% |
GTSGX Madison Mid Cap Fund | 0.52% | -4.96% | -3.60% | -5.90% | 10.98% | 9.00% | 6.95% | 10.31% |
MIEIX MFS International Equity Fund Class R6 | -0.63% | -1.53% | -3.06% | -1.08% | 20.35% | 10.34% | 7.27% | 9.41% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 2, 1996, APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20's average daily return is +0.04%, while the average monthly return is +0.81%. At this rate, your investment would double in approximately 7.2 years.
Historically, 60% of months were positive and 40% were negative. The best month was Oct 2011 with a return of +12.6%, while the worst month was Aug 1998 at -16.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 5 months.
On a daily basis, APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +11.4%, while the worst single day was Mar 16, 2020 at -11.7%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.60% | -0.77% | -7.27% | 0.80% | -6.70% | ||||||||
| 2025 | 4.14% | -2.77% | -5.66% | 1.71% | 6.75% | 4.45% | -0.11% | 1.57% | 2.31% | 0.71% | 0.03% | -0.17% | 13.10% |
| 2024 | 2.29% | 6.05% | 2.24% | -5.52% | 5.69% | 2.66% | -0.46% | 2.38% | 1.61% | -1.91% | 4.91% | -2.47% | 18.17% |
| 2023 | 7.69% | -2.36% | 4.68% | 1.74% | 0.41% | 5.79% | 2.40% | -1.25% | -4.85% | -0.88% | 9.20% | 4.98% | 30.06% |
| 2022 | -8.28% | -4.02% | 1.32% | -8.82% | -0.45% | -6.94% | 9.57% | -5.66% | -8.70% | 5.88% | 8.04% | -5.46% | -23.10% |
| 2021 | -2.60% | 1.30% | 3.38% | 6.68% | 0.90% | 3.18% | 3.28% | 2.60% | -5.77% | 6.62% | -0.18% | 4.39% | 25.68% |
Benchmark Metrics
APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 has an annualized alpha of 1.33%, beta of 0.93, and R² of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 02, 1996.
- With beta of 0.93 and R² of 0.91, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 1.33%
- Beta
- 0.93
- R²
- 0.91
- Upside Capture
- 103.81%
- Downside Capture
- 100.05%
Expense Ratio
APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 has an expense ratio of 0.68%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 ranks 11 for risk / return — in the bottom 11% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.52 | 0.88 | -0.36 |
Sortino ratioReturn per unit of downside risk | 0.88 | 1.37 | -0.48 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.21 | -0.09 |
Calmar ratioReturn relative to maximum drawdown | 0.79 | 1.39 | -0.60 |
Martin ratioReturn relative to average drawdown | 3.00 | 6.43 | -3.43 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
APGYX AB Large Cap Growth Fund Advisor Class | 17 | 0.54 | 0.95 | 1.13 | 0.78 | 2.87 |
GTSGX Madison Mid Cap Fund | 5 | 0.03 | 0.18 | 1.02 | 0.17 | 0.50 |
MIEIX MFS International Equity Fund Class R6 | 24 | 0.75 | 1.07 | 1.15 | 1.04 | 3.77 |
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Dividends
Dividend yield
APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 provided a 7.68% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 7.68% | 7.06% | 5.40% | 1.57% | 1.16% | 6.26% | 2.44% | 3.43% | 7.29% | 3.34% | 2.82% | 6.70% |
| Portfolio components: | ||||||||||||
APGYX AB Large Cap Growth Fund Advisor Class | 10.72% | 9.76% | 6.58% | 1.65% | 0.86% | 7.17% | 2.59% | 3.43% | 9.08% | 3.77% | 2.67% | 8.57% |
GTSGX Madison Mid Cap Fund | 3.50% | 3.37% | 5.76% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% |
MIEIX MFS International Equity Fund Class R6 | 2.76% | 2.68% | 1.47% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20. 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 APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 was 54.21%, occurring on Mar 11, 2003. Recovery took 1992 trading sessions.
The current APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 drawdown is 9.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -54.21% | Jul 18, 2000 | 663 | Mar 11, 2003 | 1992 | Feb 4, 2011 | 2655 |
| -30.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -29.93% | Dec 30, 2021 | 200 | Oct 14, 2022 | 312 | Jan 11, 2024 | 512 |
| -27.97% | Jul 21, 1998 | 57 | Oct 8, 1998 | 53 | Dec 23, 1998 | 110 |
| -21.73% | May 2, 2011 | 108 | Oct 3, 2011 | 111 | Mar 13, 2012 | 219 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.27, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | MIEIX | GTSGX | APGYX | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.64 | 0.85 | 0.93 | 0.94 |
| MIEIX | 0.64 | 1.00 | 0.62 | 0.61 | 0.73 |
| GTSGX | 0.85 | 0.62 | 1.00 | 0.79 | 0.87 |
| APGYX | 0.93 | 0.61 | 0.79 | 1.00 | 0.97 |
| Portfolio | 0.94 | 0.73 | 0.87 | 0.97 | 1.00 |