Communication Servies
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FCOM Fidelity MSCI Communication Services Index ETF | Large Cap Growth Equities | 15.94% |
GOOG Alphabet Inc. | Communication Services | 54.06% |
META Meta Platforms, Inc. | Communication Services | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Communication Servies, 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 Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Nov 14, 2024, the Communication Servies returned 40.98% Year-To-Date and 20.89% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Communication Servies | 40.98% | 4.88% | 11.31% | 47.56% | 22.68% | 21.04% |
| Portfolio components: | ||||||
META Meta Platforms, Inc. | 64.35% | -1.07% | 22.80% | 74.85% | 24.51% | 22.92% |
GOOG Alphabet Inc. | 28.39% | 8.14% | 3.14% | 32.67% | 22.15% | 21.12% |
FCOM Fidelity MSCI Communication Services Index ETF | 32.45% | 5.25% | 16.44% | 39.82% | 11.99% | 10.15% |
Monthly Returns
The table below presents the monthly returns of Communication Servies, 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 | 3.98% | 8.12% | 4.46% | 0.41% | 6.52% | 5.89% | -4.94% | 0.71% | 4.74% | 1.84% | 40.98% | ||
| 2023 | 16.34% | -0.04% | 16.19% | 6.55% | 11.08% | 2.23% | 9.67% | -0.92% | -2.39% | -2.83% | 7.64% | 6.21% | 92.66% |
| 2022 | -6.38% | -10.92% | 3.38% | -14.90% | -1.30% | -8.79% | 3.76% | -3.38% | -13.40% | -9.94% | 11.27% | -7.83% | -47.04% |
| 2021 | 0.93% | 7.26% | 4.86% | 13.09% | 0.35% | 4.47% | 5.13% | 6.64% | -8.61% | 4.73% | -3.13% | 2.28% | 43.09% |
| 2020 | 3.54% | -5.92% | -13.40% | 17.71% | 7.32% | -0.31% | 7.34% | 11.57% | -9.58% | 5.84% | 8.21% | 0.02% | 31.78% |
| 2019 | 13.91% | -0.82% | 3.80% | 6.49% | -7.26% | 2.32% | 7.55% | -3.06% | 0.31% | 4.53% | 4.07% | 2.18% | 37.76% |
| 2018 | 8.38% | -5.27% | -7.14% | 1.76% | 6.67% | 2.36% | 1.84% | 1.50% | -2.34% | -8.08% | -1.03% | -6.25% | -8.81% |
| 2017 | 5.78% | 2.60% | 1.78% | 7.82% | 3.81% | -3.62% | 5.29% | 1.04% | 0.85% | 4.43% | 0.20% | 1.26% | 35.49% |
| 2016 | 1.25% | -3.85% | 6.49% | -2.85% | 3.31% | -3.25% | 8.94% | -0.51% | 1.36% | 0.50% | -4.20% | 1.39% | 7.95% |
| 2015 | -0.25% | 4.64% | -0.26% | -1.48% | -0.61% | 1.02% | 13.72% | -2.56% | -1.28% | 14.62% | 3.02% | 1.31% | 34.75% |
| 2014 | -4.17% | 5.79% | 3.44% | 2.17% | 0.92% | 2.22% | -2.84% | -0.35% | -1.86% | 5.02% |
Expense Ratio
Communication Servies has an expense ratio of 0.01%, 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 Communication Servies is 33, 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 | |
|---|---|---|---|---|---|
META Meta Platforms, Inc. | 2.13 | 3.04 | 1.42 | 4.16 | 12.93 |
GOOG Alphabet Inc. | 1.35 | 1.87 | 1.25 | 1.59 | 4.04 |
FCOM Fidelity MSCI Communication Services Index ETF | 2.74 | 3.63 | 1.49 | 1.72 | 20.60 |
Dividends
Dividend yield
Communication Servies provided a 0.33% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.33% | 0.12% | 0.17% | 0.14% | 0.11% | 0.14% | 0.44% | 1.20% | 0.36% | 0.47% | 0.43% | 0.04% |
| Portfolio components: | ||||||||||||
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FCOM Fidelity MSCI Communication Services Index ETF | 0.82% | 0.77% | 1.04% | 0.90% | 0.68% | 0.86% | 2.78% | 7.54% | 2.25% | 2.92% | 2.69% | 0.25% |
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 Communication Servies. 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 Communication Servies was 55.66%, occurring on Nov 3, 2022. Recovery took 302 trading sessions.
The current Communication Servies drawdown is 1.17%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -55.66% | Sep 2, 2021 | 296 | Nov 3, 2022 | 302 | Jan 19, 2024 | 598 |
| -31.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 64 | Jun 23, 2020 | 87 |
| -26.39% | Jul 26, 2018 | 105 | Dec 24, 2018 | 83 | Apr 25, 2019 | 188 |
| -16.92% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
| -16.87% | Apr 30, 2019 | 24 | Jun 3, 2019 | 108 | Nov 4, 2019 | 132 |
Volatility
Volatility Chart
The current Communication Servies volatility is 6.11%, 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
| FCOM | META | GOOG | |
|---|---|---|---|
| FCOM | 1.00 | 0.62 | 0.65 |
| META | 0.62 | 1.00 | 0.65 |
| GOOG | 0.65 | 0.65 | 1.00 |