index
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FGQD.L Fidelity Global Quality Income ETF | Global Equities, Dividend | 25% |
FUQA.L Fidelity US Quality Income ETF Acc | Large Cap Blend Equities, Dividend | 25% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in index, 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 Apr 3, 2017, corresponding to the inception date of FGQD.L
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.30% | 4.09% | 14.29% | 35.42% | 13.95% | 11.33% |
| index | 21.03% | 2.88% | 13.10% | 32.97% | 15.08% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 25.62% | 4.10% | 15.04% | 37.28% | 15.35% | 13.34% |
QQQ Invesco QQQ | 23.99% | 4.87% | 15.23% | 36.58% | 20.55% | 18.40% |
FGQD.L Fidelity Global Quality Income ETF | 14.38% | 0.64% | 9.07% | 26.62% | 10.68% | N/A |
FUQA.L Fidelity US Quality Income ETF Acc | 20.09% | 1.92% | 12.88% | 31.30% | 13.12% | N/A |
Monthly Returns
The table below presents the monthly returns of index, 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 | 1.55% | 3.96% | 2.66% | -3.91% | 4.37% | 4.18% | 1.06% | 1.62% | 2.07% | -0.98% | 21.03% | ||
| 2023 | 6.13% | -1.94% | 4.38% | 1.63% | 1.09% | 6.07% | 3.44% | -1.71% | -4.65% | -2.64% | 9.06% | 5.49% | 28.53% |
| 2022 | -5.96% | -2.37% | 3.99% | -8.50% | -0.58% | -8.06% | 8.60% | -3.96% | -8.64% | 6.21% | 6.00% | -4.70% | -18.37% |
| 2021 | -0.41% | 2.01% | 4.07% | 4.51% | 0.80% | 2.29% | 2.17% | 2.70% | -4.41% | 6.07% | 0.27% | 4.00% | 26.41% |
| 2020 | 0.37% | -8.49% | -10.86% | 11.86% | 4.48% | 3.42% | 4.93% | 7.97% | -3.47% | -3.03% | 10.95% | 4.32% | 21.47% |
| 2019 | 7.55% | 3.66% | 2.15% | 3.97% | -5.94% | 6.51% | 1.93% | -2.06% | 2.40% | 2.54% | 3.60% | 3.09% | 32.81% |
| 2018 | 6.17% | -3.22% | -3.00% | 0.78% | 2.66% | 0.39% | 3.33% | 3.25% | 0.41% | -6.76% | 0.95% | -8.08% | -4.07% |
| 2017 | 1.72% | 1.94% | 0.19% | 2.50% | 0.62% | 1.36% | 3.15% | 2.72% | 1.20% | 16.44% |
Expense Ratio
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 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.79 | 3.73 | 1.53 | 3.98 | 18.19 |
QQQ Invesco QQQ | 1.87 | 2.50 | 1.34 | 2.37 | 8.60 |
FGQD.L Fidelity Global Quality Income ETF | 2.20 | 3.14 | 1.41 | 3.23 | 12.78 |
FUQA.L Fidelity US Quality Income ETF Acc | 2.62 | 3.80 | 1.49 | 4.33 | 16.02 |
Dividends
Dividend yield
index provided a 1.02% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.02% | 1.21% | 1.30% | 1.03% | 1.17% | 1.27% | 1.42% | 1.04% | 0.77% | 0.77% | 0.81% | 0.71% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
FGQD.L Fidelity Global Quality Income ETF | 2.23% | 2.78% | 2.69% | 2.46% | 2.60% | 2.44% | 2.70% | 1.56% | 0.00% | 0.00% | 0.00% | 0.00% |
FUQA.L Fidelity US Quality Income ETF Acc | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the index. 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 index was 32.71%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 93 | Aug 3, 2020 | 116 |
| -25.29% | Jan 4, 2022 | 200 | Oct 11, 2022 | 299 | Dec 8, 2023 | 499 |
| -17.64% | Oct 2, 2018 | 60 | Dec 24, 2018 | 72 | Apr 5, 2019 | 132 |
| -8.82% | Sep 3, 2020 | 16 | Sep 24, 2020 | 32 | Nov 9, 2020 | 48 |
| -8.57% | Jan 30, 2018 | 9 | Feb 9, 2018 | 116 | Jul 25, 2018 | 125 |
Volatility
Volatility Chart
The current index volatility is 3.27%, 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
| QQQ | FGQD.L | FUQA.L | VOO | |
|---|---|---|---|---|
| QQQ | 1.00 | 0.46 | 0.49 | 0.90 |
| FGQD.L | 0.46 | 1.00 | 0.86 | 0.56 |
| FUQA.L | 0.49 | 0.86 | 1.00 | 0.59 |
| VOO | 0.90 | 0.56 | 0.59 | 1.00 |