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Guilfoyle Irrevocable TRUST Portfolio Allocations ...
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED, 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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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%-0.93%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED
0.04%-0.04%8.86%9.16%21.61%16.56%10.35%
FBMPX
Fidelity Select Communication Services Portfolio
1.26%-5.10%6.45%7.98%32.76%32.60%13.16%17.13%
FLDR
Fidelity Low Duration Bond Factor ETF
0.06%0.43%1.58%1.88%4.76%5.36%3.70%
FSELX
Fidelity Select Semiconductors Portfolio
6.51%5.34%74.64%78.43%145.49%63.72%44.40%38.57%
FSKAX
Fidelity Total Market Index Fund
1.89%-0.76%9.19%9.26%25.69%20.78%12.13%14.91%
FSPTX
Fidelity Select Technology Portfolio
3.68%3.85%37.30%38.47%69.56%39.06%22.72%27.36%
FVAL
Fidelity Value Factor ETF
0.31%0.08%8.85%9.47%28.21%19.28%12.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jun 14, 2018, Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED's average daily return is +0.05%, while the average monthly return is +0.94%. At this rate, an investment would double in approximately 6.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2020 with a return of +9.4%, while the worst month was Mar 2020 at -9.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED closed higher 56% of trading days. The best single day was Mar 13, 2020 with a return of +8.3%, while the worst single day was Mar 12, 2020 at -9.2%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20261.37%-0.34%-3.00%7.76%4.39%-1.25%8.86%
20251.92%-0.98%-3.82%-0.27%4.59%4.08%1.72%1.61%2.74%1.88%-0.04%0.34%14.33%
20241.08%3.73%2.28%-2.69%3.39%2.37%1.09%1.42%1.52%-0.31%4.23%-1.29%17.88%
20235.37%-1.13%2.24%0.66%1.22%4.51%2.54%-1.17%-2.98%-1.83%6.32%3.91%20.94%
2022-3.92%-1.75%1.61%-6.12%-0.01%-5.64%6.23%-2.58%-6.28%4.83%4.08%-3.92%-13.60%
2021-0.14%2.02%2.11%3.12%0.41%1.82%1.16%1.83%-2.96%4.03%-0.58%2.34%16.05%

Benchmark Metrics

Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED has an annualized alpha of 2.04%, beta of 0.67, and R2 of 0.97 versus S&P 500 Index. Calculated based on daily prices since June 14, 2018.

  • This portfolio participated in 68.99% of S&P 500 Index downside but only 67.91% of its upside - more exposed to losses than it benefited from rallies.
  • This portfolio generated an annualized alpha of 2.04% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
  • Beta of 0.67 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha
2.04%
Beta
0.67
0.97
Upside Capture
67.91%
Downside Capture
68.99%

Expense Ratio

Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED has an expense ratio of 0.12%, which is considered low. 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

Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED ranks 77 for risk / return — better than 77% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED Risk / Return Rank: 7777
Overall Rank
Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED Sortino Ratio Rank: 7777
Sortino Ratio Rank
Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED Omega Ratio Rank: 7979
Omega Ratio Rank
Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED Calmar Ratio Rank: 7474
Calmar Ratio Rank
Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED Martin Ratio Rank: 8181
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.34

1.86

+0.48

Sortino ratioReturn per unit of downside risk

3.23

2.53

+0.70

Omega ratioGain probability vs. loss probability

1.44

1.34

+0.10

Calmar ratioReturn relative to maximum drawdown

3.55

2.53

+1.02

Martin ratioReturn relative to average drawdown

16.05

11.37

+4.68


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

PositionRisk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FBMPX
Fidelity Select Communication Services Portfolio
37
1.612.261.291.836.79
FLDR
Fidelity Low Duration Bond Factor ETF
98
5.909.992.7310.1969.63
FSELX
Fidelity Select Semiconductors Portfolio
95
4.034.131.579.8335.64
FSKAX
Fidelity Total Market Index Fund
63
1.932.631.352.7712.40
FSPTX
Fidelity Select Technology Portfolio
89
2.933.441.474.9616.37
FVAL
Fidelity Value Factor ETF
76
2.273.111.413.0313.14

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

The current Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED Sharpe ratio is 2.34 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED provided a 2.93% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio2.93%3.04%3.37%2.91%1.96%1.50%2.16%2.91%3.56%1.81%1.52%1.01%
FBMPX
Fidelity Select Communication Services Portfolio
12.58%8.09%7.05%0.00%0.00%5.88%3.74%35.43%15.29%5.53%7.50%7.29%
FLDR
Fidelity Low Duration Bond Factor ETF
4.42%4.66%5.50%5.28%2.09%0.51%1.22%2.69%1.38%0.00%0.00%0.00%
FSELX
Fidelity Select Semiconductors Portfolio
9.38%11.11%7.97%7.20%6.69%6.99%8.13%3.36%26.80%14.44%3.82%15.22%
FSKAX
Fidelity Total Market Index Fund
0.96%1.01%1.19%1.41%1.62%1.15%1.45%1.94%2.54%2.07%2.43%0.82%
FSPTX
Fidelity Select Technology Portfolio
7.91%9.06%9.42%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.19%
FVAL
Fidelity Value Factor ETF
1.52%1.61%1.60%1.69%1.79%1.41%1.61%1.77%2.06%1.62%0.45%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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED. 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 Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED was 25.50%, occurring on Mar 20, 2020. Recovery took 93 trading sessions.

The current Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED drawdown is 2.01%.


Related event

Drawdown

Fall

Recovery

Underwater

COVID crash2020
-25.50%Mar 2020
29d4mo 16d
5mo 15dFeb 2020 - Aug 2020
Bear market2022
-18.16%Oct 2022
9mo 20d9mo 20d
1y 7moDec 2021 - Jul 2023
2025 selloff2025
-12.98%Apr 2025
1mo 17d2mo 17d
4mo 4dFeb 2025 - Jun 2025
Rate-hike selloffLate 2018
-12.84%Dec 2018
3mo 4d3mo 8d
6mo 12dSep 2018 - Apr 2019
2023 pullback2023
-6.79%Oct 2023
2mo 27d1mo 4d
4mo 1dAug 2023 - Nov 2023

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 6 assets, with an effective number of assets of 2.53, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.


Diversification Ratio
1Y
3Y
5Y
All Time
Diversification Ratio

1.06

1.06

1.06

1.12

The portfolio has a diversification ratio of 1.12, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED correlation to the S&P 500 Index

Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED has a 0.99 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.99

Correlation (3Y)
Calculated over the trailing 3-year period

0.99

Correlation (5Y)
Calculated over the trailing 5-year period

0.99

Correlation (All Time)
Calculated using the full available price history since Jun 14, 2018

0.99


Benchmark Correlations

Correlation vs. S&P 500 Index. FSKAX has the highest benchmark correlation at 0.99, while FLDR has the lowest at 0.03.

FLDR
0.03
FSELX
0.79
FBMPX
0.83
FSPTX
0.87
FVAL
0.95
FSKAX
0.99

Portfolio Correlations

Correlation vs. Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED. FSKAX has the highest portfolio correlation at 0.99, while FLDR has the lowest at 0.07.

FLDR
0.07
FSELX
0.83
FBMPX
0.84
FSPTX
0.90
FVAL
0.94
FSKAX
0.99

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

FLDRFSELXFBMPXFSPTXFVALFSKAX
FLDR1.000.000.040.030.020.04
FSELX0.001.000.680.890.720.79
FBMPX0.040.681.000.780.770.83
FSPTX0.030.890.781.000.770.87
FVAL0.020.720.770.771.000.95
FSKAX0.040.790.830.870.951.00
The correlation results are calculated based on daily price changes starting from Jun 14, 2018
Diversification Analysis

Find what Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED is missing

See which holdings overlap, where Guilfoyle Irrevocable TRUST Portfolio Allocations -slight change-MODIFIED is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification