APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Jul 12, 2011, corresponding to the inception date of GTSGX
Returns By Period
As of Sep 20, 2024, the APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 returned 17.25% Year-To-Date and 13.59% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 | 17.25% | 1.46% | 5.35% | 31.87% | 14.74% | 13.68% |
| Portfolio components: | ||||||
APGYX AB Large Cap Growth Fund Advisor Class | 20.57% | 1.18% | 5.40% | 37.26% | 17.05% | 16.04% |
GTSGX Madison Mid Cap Fund | 11.61% | 1.69% | 2.76% | 24.17% | 12.08% | 12.04% |
MIEIX MFS International Equity Fund Class R6 | 12.26% | 2.04% | 7.22% | 23.08% | 9.65% | 7.76% |
Monthly Returns
The table below presents the monthly returns of APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20, 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 | 2.29% | 6.05% | 2.24% | -5.52% | 5.69% | 2.66% | -0.46% | 2.38% | 17.25% | ||||
| 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% |
| 2020 | 0.16% | -5.47% | -10.75% | 10.99% | 7.34% | 1.92% | 5.69% | 5.08% | -2.91% | -2.46% | 10.89% | 4.06% | 24.50% |
| 2019 | 7.74% | 4.18% | 2.12% | 3.47% | -4.60% | 6.90% | 0.60% | -0.70% | 1.17% | 3.08% | 2.92% | 2.50% | 32.93% |
| 2018 | 5.95% | -3.09% | -1.76% | 0.93% | 2.42% | 1.19% | 2.98% | 2.45% | 0.19% | -6.86% | 2.35% | -7.09% | -1.19% |
| 2017 | 3.61% | 3.13% | 1.48% | 3.08% | 2.97% | -0.27% | 2.08% | 1.06% | 1.63% | 2.39% | 3.29% | 0.31% | 27.66% |
| 2016 | -5.87% | -0.24% | 6.11% | -0.39% | 1.46% | -1.47% | 4.49% | 0.49% | 0.58% | -2.51% | 0.99% | 1.07% | 4.27% |
| 2015 | -0.93% | 6.60% | -0.07% | -0.23% | 1.58% | -0.49% | 2.12% | -5.61% | -2.05% | 6.92% | 0.72% | -1.39% | 6.69% |
| 2014 | -3.81% | 4.99% | -1.76% | 0.15% | 3.19% | 1.32% | -1.27% | 3.48% | -1.81% | 3.04% | 2.47% | -0.12% | 9.90% |
| 2013 | 5.01% | 0.44% | 2.57% | 0.77% | 1.42% | -1.35% | 5.75% | -1.45% | 5.33% | 4.02% | 2.90% | 3.12% | 32.15% |
Expense Ratio
APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 features an expense ratio of 0.68%, 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 APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 is 50, 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 | |
|---|---|---|---|---|---|
APGYX AB Large Cap Growth Fund Advisor Class | 2.08 | 2.77 | 1.37 | 1.78 | 9.92 |
GTSGX Madison Mid Cap Fund | 1.74 | 2.41 | 1.30 | 2.59 | 7.83 |
MIEIX MFS International Equity Fund Class R6 | 1.79 | 2.56 | 1.31 | 1.59 | 8.87 |
Dividends
Dividend yield
APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 granted a 1.34% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 | 1.34% | 1.57% | 1.16% | 6.26% | 2.44% | 3.43% | 7.29% | 3.34% | 2.82% | 6.70% | 13.61% | 4.42% |
| Portfolio components: | ||||||||||||
APGYX AB Large Cap Growth Fund Advisor Class | 1.37% | 1.65% | 0.86% | 7.17% | 2.59% | 3.43% | 9.08% | 3.77% | 2.67% | 8.57% | 14.37% | 4.01% |
GTSGX Madison Mid Cap Fund | 1.12% | 1.25% | 1.96% | 4.38% | 3.43% | 3.74% | 7.57% | 3.58% | 4.34% | 6.09% | 20.06% | 7.05% |
MIEIX MFS International Equity Fund Class R6 | 1.49% | 1.67% | 1.26% | 5.40% | 1.00% | 3.12% | 1.63% | 1.85% | 1.78% | 1.71% | 4.89% | 3.04% |
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 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 30.53%, occurring on Mar 23, 2020. Recovery took 79 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.53% | Feb 20, 2020 | 23 | Mar 23, 2020 | 79 | Jul 15, 2020 | 102 |
| -29.93% | Dec 30, 2021 | 200 | Oct 14, 2022 | 311 | Jan 11, 2024 | 511 |
| -20.23% | Jul 25, 2011 | 50 | Oct 3, 2011 | 89 | Feb 9, 2012 | 139 |
| -16.83% | Aug 30, 2018 | 80 | Dec 24, 2018 | 53 | Mar 13, 2019 | 133 |
| -14.59% | Jul 21, 2015 | 143 | Feb 11, 2016 | 116 | Jul 28, 2016 | 259 |
Volatility
Volatility Chart
The current APGYX(LG) /GTSGX(mid) /MIEIX(INT) 60/20/20 volatility is 4.64%, 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
| MIEIX | APGYX | GTSGX | |
|---|---|---|---|
| MIEIX | 1.00 | 0.69 | 0.71 |
| APGYX | 0.69 | 1.00 | 0.80 |
| GTSGX | 0.71 | 0.80 | 1.00 |