APort
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in APort, 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 Aug 3, 2018, corresponding to the inception date of FZROX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| APort | 12.07% | -0.33% | 10.14% | 17.31% | 12.37% | N/A |
| Portfolio components: | ||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 13.14% | -0.51% | 10.83% | 20.05% | 13.35% | 12.04% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 14.04% | -1.36% | 11.14% | 20.73% | 14.11% | 12.60% |
VTV Vanguard Value ETF | 11.64% | 2.93% | 10.46% | 15.67% | 10.70% | 10.05% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 8.10% | 0.00% | 7.23% | 13.72% | 8.15% | 7.95% |
FZROX Fidelity ZERO Total Market Index Fund | 13.24% | -0.58% | 10.90% | 20.22% | 13.53% | N/A |
FNCMX Fidelity NASDAQ Composite Index Fund | 14.88% | -3.49% | 11.56% | 23.61% | 16.64% | 15.50% |
FSTA Fidelity MSCI Consumer Staples Index ETF | 9.11% | 0.67% | 8.41% | 7.09% | 8.63% | 8.73% |
Monthly Returns
The table below presents the monthly returns of APort, 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 | 1.05% | 4.47% | 3.19% | -3.76% | 4.34% | 2.53% | 12.07% | ||||||
| 2023 | 5.55% | -2.26% | 3.14% | 1.42% | -0.37% | 5.77% | 3.17% | -2.06% | -4.54% | -2.37% | 8.11% | 4.86% | 21.40% |
| 2022 | -4.79% | -2.20% | 2.79% | -7.10% | -0.60% | -7.07% | 7.90% | -3.39% | -8.80% | 7.69% | 5.33% | -5.19% | -16.03% |
| 2021 | -0.82% | 2.24% | 4.01% | 4.28% | 0.73% | 1.85% | 1.60% | 2.54% | -4.28% | 5.83% | -1.19% | 4.51% | 22.99% |
| 2020 | -0.03% | -7.54% | -11.27% | 11.57% | 4.38% | 1.95% | 5.50% | 6.37% | -3.25% | -2.11% | 10.74% | 3.84% | 19.00% |
| 2019 | 7.56% | 3.00% | 1.91% | 3.60% | -5.84% | 6.50% | 1.53% | -1.35% | 1.72% | 1.89% | 3.25% | 2.76% | 29.19% |
| 2018 | 2.00% | 0.17% | -5.48% | 1.87% | -8.57% | -10.05% |
Expense Ratio
APort has an expense ratio of 0.08%, 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 APort is 57, 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 | |
|---|---|---|---|---|---|
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.62 | 2.28 | 1.28 | 1.37 | 5.96 |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.72 | 2.42 | 1.30 | 1.71 | 6.84 |
VTV Vanguard Value ETF | 1.53 | 2.22 | 1.26 | 1.53 | 4.82 |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 1.54 | 2.23 | 1.28 | 0.91 | 4.98 |
FZROX Fidelity ZERO Total Market Index Fund | 1.63 | 2.29 | 1.29 | 1.42 | 5.99 |
FNCMX Fidelity NASDAQ Composite Index Fund | 1.40 | 1.95 | 1.25 | 1.15 | 6.26 |
FSTA Fidelity MSCI Consumer Staples Index ETF | 0.61 | 0.94 | 1.11 | 0.50 | 1.41 |
Dividends
Dividend yield
APort granted a 1.97% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| APort | 1.97% | 2.05% | 1.91% | 1.66% | 1.79% | 2.40% | 2.12% | 1.55% | 1.72% | 1.79% | 1.61% | 1.39% |
| Portfolio components: | ||||||||||||
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.37% | 1.43% | 1.65% | 1.20% | 1.41% | 1.76% | 2.03% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VFIAX Vanguard 500 Index Fund Admiral Shares | 1.33% | 1.45% | 1.68% | 1.24% | 1.53% | 1.87% | 2.05% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VTV Vanguard Value ETF | 2.40% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
VBIAX Vanguard Balanced Index Fund Admiral Shares | 4.36% | 4.35% | 2.83% | 3.19% | 2.65% | 2.28% | 2.32% | 1.95% | 2.09% | 2.09% | 1.92% | 1.85% |
FZROX Fidelity ZERO Total Market Index Fund | 1.20% | 1.36% | 1.57% | 1.25% | 1.27% | 1.51% | 0.74% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FNCMX Fidelity NASDAQ Composite Index Fund | 0.58% | 0.67% | 0.88% | 0.47% | 0.67% | 4.41% | 1.93% | 0.73% | 1.01% | 0.89% | 1.24% | 1.61% |
FSTA Fidelity MSCI Consumer Staples Index ETF | 2.53% | 2.66% | 2.26% | 2.15% | 2.47% | 2.46% | 3.01% | 2.42% | 2.53% | 2.86% | 2.24% | 0.45% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the APort. 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 APort was 31.12%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current APort drawdown is 3.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.12% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -22.32% | Jan 4, 2022 | 187 | Sep 30, 2022 | 303 | Dec 14, 2023 | 490 |
| -17.47% | Sep 21, 2018 | 65 | Dec 24, 2018 | 70 | Apr 5, 2019 | 135 |
| -8.42% | Sep 3, 2020 | 14 | Sep 23, 2020 | 34 | Nov 10, 2020 | 48 |
| -5.89% | May 6, 2019 | 20 | Jun 3, 2019 | 13 | Jun 20, 2019 | 33 |
Volatility
Volatility Chart
The current APort volatility is 3.06%, 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
| FSTA | VTV | FNCMX | VBIAX | FZROX | VFIAX | VTSAX | |
|---|---|---|---|---|---|---|---|
| FSTA | 1.00 | 0.72 | 0.47 | 0.62 | 0.61 | 0.63 | 0.61 |
| VTV | 0.72 | 1.00 | 0.66 | 0.82 | 0.85 | 0.85 | 0.85 |
| FNCMX | 0.47 | 0.66 | 1.00 | 0.92 | 0.93 | 0.93 | 0.93 |
| VBIAX | 0.62 | 0.82 | 0.92 | 1.00 | 0.97 | 0.97 | 0.98 |
| FZROX | 0.61 | 0.85 | 0.93 | 0.97 | 1.00 | 0.99 | 1.00 |
| VFIAX | 0.63 | 0.85 | 0.93 | 0.97 | 0.99 | 1.00 | 0.99 |
| VTSAX | 0.61 | 0.85 | 0.93 | 0.98 | 1.00 | 0.99 | 1.00 |