H Proposed
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
Fidelity Select Semiconductors Portfolio | Technology Equities | 33.34% |
Fidelity 500 Index Fund | Large Cap Blend Equities | 33.33% |
Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in H Proposed, 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 Oct 20, 2011, corresponding to the inception date of SCHD
Returns By Period
As of Oct 17, 2024, the H Proposed returned 28.15% Year-To-Date and 18.76% of annualized return in the last 10 years.
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
H Proposed | 28.15% | 5.25% | 18.84% | 43.70% | 22.22% | 18.64% |
Portfolio components: | ||||||
Fidelity Select Semiconductors Portfolio | 42.93% | 8.82% | 21.78% | 66.67% | 35.36% | 28.70% |
Fidelity 500 Index Fund | 23.84% | 3.79% | 17.39% | 37.38% | 16.27% | 14.02% |
Schwab US Dividend Equity ETF | 16.62% | 3.67% | 16.21% | 27.01% | 13.50% | 12.33% |
Monthly Returns
The table below presents the monthly returns of H Proposed, 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 | 2.34% | 7.45% | 4.42% | -3.88% | 6.10% | 3.35% | 0.73% | 1.62% | 1.11% | 28.15% | |||
2023 | 9.23% | 0.54% | 4.45% | -2.58% | 5.11% | 6.90% | 4.30% | -2.23% | -5.47% | -5.55% | 10.10% | 7.23% | 34.97% |
2022 | -7.32% | -2.09% | 3.43% | -10.33% | 3.34% | -11.45% | 11.27% | -5.42% | -10.07% | 7.44% | 10.69% | -7.03% | -19.41% |
2021 | 0.06% | 5.02% | 4.90% | 2.60% | 2.57% | 3.04% | 0.80% | 3.47% | -4.25% | 7.04% | 4.54% | 4.27% | 39.28% |
2020 | -1.34% | -7.96% | -12.35% | 13.46% | 5.10% | 2.79% | 4.71% | 6.51% | -1.78% | -0.64% | 13.98% | 3.73% | 25.53% |
2019 | 8.79% | 4.60% | 1.90% | 6.25% | -10.70% | 9.22% | 3.13% | -2.20% | 3.39% | 3.32% | 4.08% | 4.26% | 40.48% |
2018 | 5.33% | -3.23% | -1.92% | -1.68% | 5.20% | -1.11% | 3.11% | 2.56% | -0.51% | -8.56% | 3.09% | -8.53% | -7.24% |
2017 | 1.27% | 3.63% | 1.20% | -0.09% | 3.30% | -1.23% | 2.15% | 0.89% | 3.05% | 4.84% | 3.81% | 0.48% | 25.75% |
2016 | -5.66% | 0.98% | 7.36% | -1.28% | 3.81% | 0.66% | 5.53% | 1.92% | 1.94% | -2.04% | 3.83% | 2.28% | 20.35% |
2015 | -2.65% | 6.18% | -1.99% | 0.65% | 2.77% | -4.39% | -0.56% | -4.99% | -1.71% | 8.92% | 1.70% | -1.11% | 1.90% |
2014 | -2.44% | 5.39% | 2.10% | 0.36% | 2.75% | 3.46% | -1.74% | 4.34% | -1.18% | 1.88% | 3.52% | 1.35% | 21.30% |
2013 | 5.57% | 2.15% | 3.75% | 0.99% | 3.81% | -0.97% | 4.99% | -2.66% | 3.54% | 3.52% | 2.27% | 3.62% | 34.82% |
Expense Ratio
H Proposed has an expense ratio of 0.25%, 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 H Proposed is 44, 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 | |
---|---|---|---|---|---|
Fidelity Select Semiconductors Portfolio | 1.67 | 2.21 | 1.29 | 2.47 | 7.31 |
Fidelity 500 Index Fund | 2.84 | 3.78 | 1.52 | 3.06 | 17.65 |
Schwab US Dividend Equity ETF | 2.24 | 3.21 | 1.39 | 1.97 | 11.75 |
Dividends
Dividend yield
H Proposed granted a 3.18% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
H Proposed | 3.18% | 4.05% | 3.93% | 3.66% | 4.30% | 2.80% | 10.86% | 6.42% | 3.08% | 7.37% | 2.91% | 1.64% |
Portfolio components: | ||||||||||||
Fidelity Select Semiconductors Portfolio | 4.91% | 7.20% | 6.69% | 6.99% | 8.13% | 3.36% | 26.80% | 14.65% | 3.82% | 16.31% | 3.48% | 0.61% |
Fidelity 500 Index Fund | 1.24% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% | 1.84% |
Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
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 H Proposed. 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 H Proposed was 33.81%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current H Proposed drawdown is 1.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.81% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
-28.99% | Dec 28, 2021 | 202 | Oct 14, 2022 | 177 | Jun 30, 2023 | 379 |
-20.3% | Sep 21, 2018 | 65 | Dec 24, 2018 | 59 | Mar 21, 2019 | 124 |
-15.77% | May 28, 2015 | 63 | Aug 25, 2015 | 159 | Apr 13, 2016 | 222 |
-13.02% | Aug 1, 2023 | 64 | Oct 30, 2023 | 31 | Dec 13, 2023 | 95 |
Volatility
Volatility Chart
The current H Proposed volatility is 4.19%, 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
FSELX | SCHD | FXAIX | |
---|---|---|---|
FSELX | 1.00 | 0.62 | 0.77 |
SCHD | 0.62 | 1.00 | 0.86 |
FXAIX | 0.77 | 0.86 | 1.00 |