test1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FNCMX Fidelity NASDAQ Composite Index Fund | Large Cap Growth Equities | 33% |
VGT Vanguard Information Technology ETF | Technology Equities | 34% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in test1, 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 Jun 26, 2008, corresponding to the inception date of VT
Returns By Period
As of Nov 13, 2024, the test1 returned 25.81% Year-To-Date and 15.44% 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% |
| test1 | 25.81% | 3.12% | 15.31% | 37.55% | 17.66% | 15.44% |
| Portfolio components: | ||||||
FNCMX Fidelity NASDAQ Composite Index Fund | 29.16% | 5.13% | 17.15% | 40.99% | 18.10% | 15.63% |
VT Vanguard Total World Stock ETF | 18.68% | 0.41% | 9.34% | 29.94% | 11.38% | 9.45% |
VGT Vanguard Information Technology ETF | 29.40% | 3.76% | 19.21% | 41.46% | 23.00% | 20.95% |
Monthly Returns
The table below presents the monthly returns of test1, 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 | 1.04% | 5.18% | 2.16% | -4.55% | 6.55% | 5.25% | -0.09% | 1.38% | 2.43% | -1.14% | 25.81% | ||
| 2023 | 9.36% | -1.19% | 6.54% | 0.40% | 4.41% | 6.23% | 3.54% | -2.34% | -5.47% | -2.42% | 11.07% | 5.22% | 39.76% |
| 2022 | -7.13% | -3.50% | 2.88% | -11.06% | -1.00% | -8.73% | 10.92% | -4.75% | -10.57% | 5.94% | 6.06% | -6.99% | -26.84% |
| 2021 | 0.15% | 1.71% | 1.37% | 4.92% | -0.40% | 4.69% | 1.74% | 3.29% | -5.06% | 6.89% | 0.35% | 2.35% | 23.74% |
| 2020 | 1.42% | -6.95% | -11.43% | 13.37% | 6.67% | 5.43% | 6.05% | 8.99% | -4.35% | -2.89% | 12.25% | 5.45% | 35.42% |
| 2019 | 8.57% | 4.62% | 2.60% | 4.96% | -7.60% | 7.56% | 1.92% | -2.26% | 1.40% | 3.43% | 4.26% | 2.52% | 35.78% |
| 2018 | 6.79% | -2.01% | -2.53% | 0.16% | 4.40% | -0.08% | 2.57% | 5.22% | -0.18% | -8.48% | 0.23% | -8.60% | -3.74% |
| 2017 | 3.88% | 3.85% | 1.77% | 2.10% | 3.02% | -0.97% | 3.41% | 1.67% | 1.31% | 4.40% | 1.74% | 0.67% | 30.26% |
| 2016 | -6.53% | -1.03% | 7.96% | -1.86% | 3.25% | -1.54% | 6.14% | 1.30% | 1.75% | -1.59% | 1.47% | 1.43% | 10.40% |
| 2015 | -2.41% | 7.17% | -1.63% | 1.55% | 1.85% | -2.59% | 1.89% | -6.37% | -2.74% | 9.09% | 0.80% | -2.51% | 3.11% |
| 2014 | -2.86% | 5.07% | -0.73% | -0.70% | 2.92% | 3.10% | -0.68% | 3.97% | -2.14% | 1.99% | 3.33% | -1.61% | 11.87% |
| 2013 | 3.41% | 0.32% | 2.82% | 1.70% | 2.56% | -2.43% | 5.74% | -1.23% | 4.85% | 3.78% | 2.96% | 2.90% | 30.70% |
Expense Ratio
test1 has an expense ratio of 0.15%, which is considered low compared to other funds. 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 test1 is 37, 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 | |
|---|---|---|---|---|---|
FNCMX Fidelity NASDAQ Composite Index Fund | 2.33 | 3.01 | 1.42 | 3.10 | 11.66 |
VT Vanguard Total World Stock ETF | 2.54 | 3.47 | 1.46 | 3.17 | 16.70 |
VGT Vanguard Information Technology ETF | 1.94 | 2.51 | 1.35 | 2.68 | 9.65 |
Dividends
Dividend yield
test1 provided a 0.98% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.98% | 1.13% | 1.33% | 0.97% | 1.05% | 1.46% | 1.58% | 1.26% | 1.53% | 1.54% | 1.45% | 1.28% |
| Portfolio components: | ||||||||||||
FNCMX Fidelity NASDAQ Composite Index Fund | 0.52% | 0.67% | 0.88% | 0.47% | 0.67% | 0.97% | 0.94% | 0.70% | 0.91% | 0.89% | 0.80% | 0.72% |
VT Vanguard Total World Stock ETF | 1.84% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
VGT Vanguard Information Technology ETF | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
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 test1. 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 test1 was 47.65%, occurring on Mar 9, 2009. Recovery took 270 trading sessions.
The current test1 drawdown is 0.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.65% | Aug 12, 2008 | 144 | Mar 9, 2009 | 270 | Apr 5, 2010 | 414 |
| -31.97% | Feb 20, 2020 | 23 | Mar 23, 2020 | 71 | Jul 2, 2020 | 94 |
| -31.93% | Dec 28, 2021 | 202 | Oct 14, 2022 | 295 | Dec 18, 2023 | 497 |
| -21.41% | Aug 30, 2018 | 80 | Dec 24, 2018 | 71 | Apr 8, 2019 | 151 |
| -19.54% | May 2, 2011 | 108 | Oct 3, 2011 | 88 | Feb 8, 2012 | 196 |
Volatility
Volatility Chart
The current test1 volatility is 4.85%, 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
| VT | VGT | FNCMX | |
|---|---|---|---|
| VT | 1.00 | 0.84 | 0.88 |
| VGT | 0.84 | 1.00 | 0.96 |
| FNCMX | 0.88 | 0.96 | 1.00 |