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APort
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
FNCMX
Fidelity NASDAQ Composite Index Fund
Large Cap Growth Equities

14.29%

FSTA
Fidelity MSCI Consumer Staples Index ETF
Consumer Staples Equities

14.29%

FZROX
Fidelity ZERO Total Market Index Fund
Large Cap Blend Equities

14.29%

VBIAX
Vanguard Balanced Index Fund Admiral Shares
Diversified Portfolio

14.29%

VFIAX
Vanguard 500 Index Fund Admiral Shares
Large Cap Blend Equities

14.29%

VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
Large Cap Blend Equities

14.29%

VTV
Vanguard Value ETF
Large Cap Value Equities

14.29%

S&P 500

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
13.01%
15.09%
APort
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.87%2.33%15.10%22.72%13.49%10.85%
APort11.55%1.32%13.01%19.54%13.25%N/A
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
12.76%1.54%14.13%22.96%14.36%12.16%
VFIAX
Vanguard 500 Index Fund Admiral Shares
14.61%2.46%15.90%24.53%15.31%12.88%
VTV
Vanguard Value ETF
7.83%-1.94%9.26%15.46%10.74%9.88%
VBIAX
Vanguard Balanced Index Fund Admiral Shares
7.73%1.34%8.74%14.87%8.77%8.04%
FZROX
Fidelity ZERO Total Market Index Fund
12.94%1.57%14.27%23.24%14.56%N/A
FNCMX
Fidelity NASDAQ Composite Index Fund
18.23%5.73%19.84%29.71%18.85%16.12%
FSTA
Fidelity MSCI Consumer Staples Index ETF
7.02%-1.39%9.16%7.00%8.84%8.51%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.05%4.47%3.19%-3.76%4.35%11.55%
20235.55%-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%
20197.56%3.00%1.91%3.60%-5.84%6.50%1.53%-1.35%1.72%1.89%3.25%2.76%29.19%
20182.00%0.17%-5.48%1.87%-8.57%-10.05%

Expense Ratio

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.


Expense ratio chart for FNCMX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for FSTA: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VBIAX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VTSAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VFIAX: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for FZROX: current value at 0.00% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.00%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of APort is 62, 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.


The Risk-Adjusted Performance Rank of APort is 6262
APort
The Sharpe Ratio Rank of APort is 6767Sharpe Ratio Rank
The Sortino Ratio Rank of APort is 6969Sortino Ratio Rank
The Omega Ratio Rank of APort is 6767Omega Ratio Rank
The Calmar Ratio Rank of APort is 5656Calmar Ratio Rank
The Martin Ratio Rank of APort is 5353Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


APort
Sharpe ratio
The chart of Sharpe ratio for APort, currently valued at 2.04, compared to the broader market0.002.004.002.04
Sortino ratio
The chart of Sortino ratio for APort, currently valued at 2.93, compared to the broader market-2.000.002.004.006.002.93
Omega ratio
The chart of Omega ratio for APort, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.801.36
Calmar ratio
The chart of Calmar ratio for APort, currently valued at 1.74, compared to the broader market0.002.004.006.008.0010.001.74
Martin ratio
The chart of Martin ratio for APort, currently valued at 6.64, compared to the broader market0.0010.0020.0030.0040.0050.006.64
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market0.002.004.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.008.0010.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market0.0010.0020.0030.0040.0050.008.02

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
2.092.971.361.747.64
VFIAX
Vanguard 500 Index Fund Admiral Shares
2.303.261.402.239.04
VTV
Vanguard Value ETF
1.702.451.291.715.39
VBIAX
Vanguard Balanced Index Fund Admiral Shares
1.902.791.341.126.15
FZROX
Fidelity ZERO Total Market Index Fund
2.102.981.371.817.69
FNCMX
Fidelity NASDAQ Composite Index Fund
1.992.751.341.588.70
FSTA
Fidelity MSCI Consumer Staples Index ETF
0.761.141.130.621.77

Sharpe Ratio

The current APort Sharpe ratio is 2.04. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.39 to 2.33, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of APort with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.04
2.14
APort
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

APort granted a 1.94% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
APort1.94%2.05%1.91%1.66%1.79%2.40%2.12%1.55%1.72%1.79%1.61%1.39%
VTSAX
Vanguard Total Stock Market Index Fund Admiral Shares
1.32%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
1.28%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
2.41%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
4.27%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
0.56%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.08%
-0.04%
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.

The current APort drawdown is 0.08%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.12%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-22.32%Jan 4, 2022187Sep 30, 2022303Dec 14, 2023490
-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

Volatility Chart

The current APort volatility is 2.07%, 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%2024FebruaryMarchAprilMayJune
2.07%
2.26%
APort
Benchmark (^GSPC)
Portfolio components

Diversification

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
FSTA1.000.720.480.620.610.620.63
VTV0.721.000.670.830.860.860.86
FNCMX0.480.671.000.920.940.930.93
VBIAX0.620.830.921.000.970.980.97
FZROX0.610.860.940.971.001.000.99
VTSAX0.620.860.930.981.001.000.99
VFIAX0.630.860.930.970.990.991.00
The correlation results are calculated based on daily price changes starting from Aug 6, 2018