CRAIGS WF
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in CRAIGS WF, 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 Sep 22, 2008, corresponding to the inception date of ARTRX
Returns By Period
As of Oct 30, 2024, the CRAIGS WF returned 16.05% Year-To-Date and 9.88% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| CRAIGS WF | 16.05% | 0.77% | 10.82% | 33.86% | 10.60% | 9.88% |
| Portfolio components: | ||||||
FAGIX Fidelity Capital & Income Fund | 10.27% | 0.68% | 6.84% | 19.39% | 4.90% | 4.92% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 15.47% | -0.99% | 10.33% | 30.07% | 12.32% | 11.92% |
OAKMX Oakmark Fund Investor Class | 15.08% | 1.43% | 9.19% | 36.11% | 16.44% | 11.97% |
VVIAX Vanguard Value Index Fund Admiral Shares | 18.12% | -0.35% | 12.08% | 33.43% | 11.63% | 10.47% |
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 19.52% | 4.04% | 14.06% | 42.50% | 11.64% | 11.83% |
ARTRX Artisan Global Opportunities Fund Class I | 17.38% | -0.00% | 9.48% | 35.89% | 5.55% | 6.54% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 16.22% | 0.59% | 13.70% | 40.35% | 9.94% | 10.13% |
Monthly Returns
The table below presents the monthly returns of CRAIGS WF, 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 | 0.63% | 4.74% | 3.45% | -3.96% | 2.52% | 0.88% | 2.95% | 2.07% | 1.38% | 16.05% | |||
| 2023 | 6.73% | -1.96% | 0.64% | 0.57% | -1.17% | 6.05% | 2.66% | -1.98% | -4.14% | -3.36% | 8.38% | 5.51% | 18.34% |
| 2022 | -6.37% | -1.67% | 1.04% | -7.93% | 0.33% | -8.77% | 8.80% | -2.44% | -8.15% | 7.58% | 5.72% | -4.83% | -17.27% |
| 2021 | -0.88% | 3.97% | 2.27% | 4.49% | 0.60% | 1.29% | 1.59% | 2.60% | -3.37% | 5.32% | -4.72% | 3.60% | 17.49% |
| 2020 | -0.79% | -7.16% | -14.69% | 11.97% | 6.73% | 1.38% | 5.30% | 4.34% | -1.87% | -0.75% | 10.92% | 4.40% | 17.97% |
| 2019 | 8.88% | 3.86% | 1.04% | 3.85% | -5.33% | 6.63% | 1.43% | -2.00% | 0.82% | 1.65% | 2.69% | 2.52% | 28.44% |
| 2018 | 5.24% | -3.29% | -1.35% | 0.08% | 2.01% | 0.04% | 2.76% | 2.79% | -0.11% | -7.51% | 1.13% | -8.45% | -7.35% |
| 2017 | 2.64% | 2.71% | 0.41% | 1.43% | 1.60% | 0.90% | 1.90% | 0.07% | 2.28% | 1.92% | 1.82% | 0.82% | 20.10% |
| 2016 | -6.08% | -0.13% | 6.77% | 1.05% | 2.14% | -0.52% | 4.40% | 0.85% | 0.48% | -2.12% | 3.94% | 0.86% | 11.64% |
| 2015 | -1.76% | 5.72% | -0.37% | 0.55% | 1.61% | -1.28% | 0.93% | -5.41% | -3.24% | 6.79% | 0.45% | -2.15% | 1.21% |
| 2014 | -2.50% | 4.75% | -0.51% | -1.13% | 2.18% | 2.82% | -2.01% | 3.92% | -2.43% | 2.53% | 1.28% | -0.18% | 8.71% |
| 2013 | 5.13% | 0.98% | 3.01% | 1.70% | 2.34% | -1.71% | 5.29% | -2.41% | 4.45% | 3.25% | 2.70% | 2.31% | 30.28% |
Expense Ratio
CRAIGS WF features an expense ratio of 0.71%, falling within the medium range. 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 CRAIGS WF is 38, 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 | |
|---|---|---|---|---|---|
FAGIX Fidelity Capital & Income Fund | 3.53 | 5.48 | 1.80 | 1.43 | 25.21 |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.78 | 3.85 | 1.52 | 3.99 | 19.64 |
OAKMX Oakmark Fund Investor Class | 2.45 | 3.39 | 1.43 | 4.14 | 12.48 |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.94 | 4.06 | 1.53 | 4.28 | 18.96 |
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 2.59 | 3.50 | 1.45 | 1.56 | 14.28 |
ARTRX Artisan Global Opportunities Fund Class I | 2.17 | 3.01 | 1.40 | 0.88 | 13.52 |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 2.06 | 2.85 | 1.35 | 1.54 | 12.61 |
Dividends
Dividend yield
CRAIGS WF provided a 2.64% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| CRAIGS WF | 2.64% | 2.97% | 2.43% | 4.80% | 2.18% | 3.29% | 4.22% | 2.34% | 1.92% | 3.19% | 4.59% | 2.12% |
| Portfolio components: | ||||||||||||
FAGIX Fidelity Capital & Income Fund | 5.08% | 5.29% | 4.85% | 3.41% | 3.78% | 4.25% | 5.27% | 4.01% | 4.12% | 5.00% | 8.04% | 5.47% |
PRDGX T. Rowe Price Dividend Growth Fund, Inc. | 2.41% | 2.78% | 3.81% | 2.00% | 1.03% | 1.78% | 3.67% | 2.19% | 3.07% | 7.57% | 4.43% | 1.87% |
OAKMX Oakmark Fund Investor Class | 0.88% | 1.02% | 0.92% | 1.94% | 0.17% | 8.33% | 8.13% | 4.06% | 2.58% | 1.43% | 6.86% | 4.59% |
VVIAX Vanguard Value Index Fund Admiral Shares | 2.28% | 2.45% | 2.51% | 2.14% | 2.54% | 2.49% | 2.72% | 2.29% | 2.45% | 2.60% | 2.22% | 2.21% |
PRDMX T. Rowe Price Diversified Mid Cap Growth Fund | 5.72% | 6.83% | 1.22% | 10.13% | 4.80% | 2.02% | 5.23% | 3.71% | 1.23% | 3.78% | 6.49% | 0.07% |
ARTRX Artisan Global Opportunities Fund Class I | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.09% | 0.31% | 0.00% |
PRDSX T. Rowe Price QM U.S. Small-Cap Growth Equity Fund | 2.09% | 2.43% | 3.72% | 13.97% | 2.91% | 4.12% | 4.53% | 0.10% | 0.02% | 1.83% | 3.79% | 0.60% |
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 CRAIGS WF. 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 CRAIGS WF was 42.07%, occurring on Mar 9, 2009. Recovery took 176 trading sessions.
The current CRAIGS WF drawdown is 1.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -42.07% | Sep 23, 2008 | 115 | Mar 9, 2009 | 176 | Nov 16, 2009 | 291 |
| -34.51% | Feb 20, 2020 | 23 | Mar 23, 2020 | 108 | Aug 25, 2020 | 131 |
| -25.95% | Nov 9, 2021 | 153 | Jun 16, 2022 | 432 | Feb 29, 2024 | 585 |
| -21.09% | May 2, 2011 | 108 | Oct 3, 2011 | 103 | Mar 1, 2012 | 211 |
| -19.56% | Sep 21, 2018 | 65 | Dec 24, 2018 | 81 | Apr 23, 2019 | 146 |
Volatility
Volatility Chart
The current CRAIGS WF volatility is 2.40%, 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
| FAGIX | ARTRX | VVIAX | OAKMX | PRDSX | PRDMX | PRDGX | |
|---|---|---|---|---|---|---|---|
| FAGIX | 1.00 | 0.70 | 0.65 | 0.69 | 0.70 | 0.70 | 0.67 |
| ARTRX | 0.70 | 1.00 | 0.76 | 0.80 | 0.85 | 0.89 | 0.84 |
| VVIAX | 0.65 | 0.76 | 1.00 | 0.93 | 0.82 | 0.81 | 0.95 |
| OAKMX | 0.69 | 0.80 | 0.93 | 1.00 | 0.86 | 0.84 | 0.90 |
| PRDSX | 0.70 | 0.85 | 0.82 | 0.86 | 1.00 | 0.95 | 0.87 |
| PRDMX | 0.70 | 0.89 | 0.81 | 0.84 | 0.95 | 1.00 | 0.89 |
| PRDGX | 0.67 | 0.84 | 0.95 | 0.90 | 0.87 | 0.89 | 1.00 |