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APort

Last updated Dec 9, 2023

Asset Allocation


VTSAX 14.29%VFIAX 14.29%VTV 14.29%FZROX 14.29%FNCMX 14.29%FSTA 14.29%VBIAX 14.29%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities14.29%
VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities14.29%
VTV
Vanguard Value ETF
Large Cap Value Equities14.29%
FZROX
Fidelity ZERO Total Market Index Fund
Large Cap Blend Equities14.29%
FNCMX
Fidelity NASDAQ Composite Index Fund
Large Cap Growth Equities14.29%
FSTA
Fidelity MSCI Consumer Staples Index ETF
Consumer Staples Equities14.29%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
Diversified Portfolio14.29%

Performance

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


45.00%50.00%55.00%60.00%65.00%JulyAugustSeptemberOctoberNovemberDecember
66.74%
62.11%
APort
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 3, 2018, corresponding to the inception date of FZROX

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
APort16.76%4.40%5.80%14.26%12.03%N/A
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
21.01%5.89%7.81%17.34%13.00%11.31%
VFIAX
Vanguard 500 Index Fund Admiral Shares
21.77%5.27%7.94%18.06%13.71%11.89%
VTV
Vanguard Value ETF
4.67%4.99%4.44%3.50%9.68%9.52%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
13.50%4.65%4.94%10.45%8.28%7.51%
FZROX
Fidelity ZERO Total Market Index Fund
21.27%5.96%7.93%17.52%13.17%N/A
FNCMX
Fidelity NASDAQ Composite Index Fund
39.21%5.64%9.40%31.52%16.74%14.52%
FSTA
Fidelity MSCI Consumer Staples Index ETF
-1.34%2.24%-1.80%-3.28%8.45%8.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.37%5.77%3.17%-2.06%-4.54%-2.37%8.12%

Sharpe Ratio

The current APort Sharpe ratio is 1.16. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.16

The Sharpe ratio of APort lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.200.400.600.801.001.201.40JulyAugustSeptemberOctoberNovemberDecember
1.16
1.25
APort
Benchmark (^GSPC)
Portfolio components

Dividend yield

APort granted a 1.79% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
APort1.79%1.91%1.66%1.79%2.40%2.12%1.55%1.72%1.79%1.61%1.39%1.48%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.45%1.65%1.20%1.41%1.76%2.03%1.71%1.92%1.98%1.76%1.74%2.13%
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.46%1.68%1.24%1.53%1.87%2.05%1.78%2.02%2.10%1.85%1.84%2.17%
VTV
Vanguard Value ETF
2.55%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%2.73%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
2.67%2.83%3.19%2.65%2.28%2.32%1.95%2.09%2.09%1.92%1.85%2.15%
FZROX
Fidelity ZERO Total Market Index Fund
1.30%1.57%1.25%1.27%1.51%0.74%0.00%0.00%0.00%0.00%0.00%0.00%
FNCMX
Fidelity NASDAQ Composite Index Fund
0.63%0.88%0.47%0.67%4.41%1.93%0.73%1.01%0.89%1.24%1.61%1.18%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.47%2.26%2.15%2.47%2.46%3.01%2.42%2.53%2.86%2.24%0.45%0.00%

Expense Ratio

The APort has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.29%
0.00%2.15%
0.08%
0.00%2.15%
0.07%
0.00%2.15%
0.04%
0.00%2.15%
0.04%
0.00%2.15%
0.00%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.29
VFIAX
Vanguard 500 Index Fund Admiral Shares
1.39
VTV
Vanguard Value ETF
0.34
VBIAX
Vanguard Balanced Index Fund Admiral Shares
1.16
FZROX
Fidelity ZERO Total Market Index Fund
1.31
FNCMX
Fidelity NASDAQ Composite Index Fund
1.80
FSTA
Fidelity MSCI Consumer Staples Index ETF
-0.26

Asset Correlations Table

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

FSTAVTVFNCMXVBIAXFZROXVTSAXVFIAX
FSTA1.000.720.500.630.630.630.65
VTV0.721.000.680.830.860.860.87
FNCMX0.500.681.000.930.940.940.93
VBIAX0.630.830.931.000.970.980.97
FZROX0.630.860.940.971.001.000.99
VTSAX0.630.860.940.981.001.000.99
VFIAX0.650.870.930.970.990.991.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-2.46%
-4.01%
APort
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.12%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-22.32%Jan 4, 2022187Sep 30, 2022
-17.47%Sep 21, 201865Dec 24, 201870Apr 5, 2019135
-8.42%Sep 3, 202014Sep 23, 202034Nov 10, 202048
-5.89%May 6, 201920Jun 3, 201913Jun 20, 201933

Volatility Chart

The current APort volatility is 2.61%, 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.


2.00%2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.61%
2.77%
APort
Benchmark (^GSPC)
Portfolio components
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