PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
FiD IRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 36.15%AWSHX 14.75%FSELX 6.22%AIVSX 5.42%AGTHX 5%ANWPX 4.77%ANEFX 3.77%FOCPX 3.18%ABALX 20.74%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

36.15%

AWSHX
American Funds Washington Mutual Investors Fund Class A
Large Cap Blend Equities

14.75%

FSELX
Fidelity Select Semiconductors Portfolio
Technology Equities

6.22%

AIVSX
American Funds Investment Company of America Class A
Large Cap Blend Equities

5.42%

AGTHX
American Funds The Growth Fund of America Class A
Large Cap Growth Equities

5%

ANWPX
American Funds New Perspective Fund Class A
Large Cap Growth Equities, Global Equities

4.77%

ANEFX
American Funds The New Economy Fund
Global Equities

3.77%

FOCPX
Fidelity OTC Portfolio
Large Cap Growth Equities

3.18%

ABALX
American Funds American Balanced Fund Class A
Diversified Portfolio

20.74%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in FiD IRA, 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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
17.04%
15.73%
FiD IRA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns By Period

As of Apr 16, 2024, the FiD IRA returned 6.71% Year-To-Date and 12.26% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.12%-1.08%15.73%22.34%11.82%10.53%
FiD IRA6.71%-0.85%17.04%24.35%13.05%12.26%
AWSHX
American Funds Washington Mutual Investors Fund Class A
4.70%-1.32%13.71%19.69%10.92%10.61%
ANWPX
American Funds New Perspective Fund Class A
4.90%-1.66%15.34%17.57%11.10%10.50%
ANEFX
American Funds The New Economy Fund
7.15%-0.70%18.82%25.14%9.57%10.61%
AIVSX
American Funds Investment Company of America Class A
7.01%-0.28%19.72%28.27%12.79%11.37%
AGTHX
American Funds The Growth Fund of America Class A
8.95%-0.33%22.57%34.22%13.48%13.01%
ABALX
American Funds American Balanced Fund Class A
3.00%-0.82%11.70%13.32%7.70%7.87%
FOCPX
Fidelity OTC Portfolio
11.21%0.84%22.53%37.51%17.72%17.48%
FSELX
Fidelity Select Semiconductors Portfolio
21.81%-0.30%36.48%65.49%31.20%27.10%
VOO
Vanguard S&P 500 ETF
6.48%-1.04%16.59%24.18%13.65%12.56%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.52%5.37%3.29%
2023-4.51%-2.44%8.88%5.23%

Expense Ratio

The FiD IRA has a high expense ratio of 0.40%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.80%
0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.72%
0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.56%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


FiD IRA
Sharpe ratio
The chart of Sharpe ratio for FiD IRA, currently valued at 2.06, compared to the broader market-1.000.001.002.003.004.005.002.06
Sortino ratio
The chart of Sortino ratio for FiD IRA, currently valued at 3.02, compared to the broader market-2.000.002.004.006.003.02
Omega ratio
The chart of Omega ratio for FiD IRA, 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 FiD IRA, currently valued at 1.76, compared to the broader market0.002.004.006.008.0010.001.76
Martin ratio
The chart of Martin ratio for FiD IRA, currently valued at 8.61, compared to the broader market0.0010.0020.0030.0040.0050.008.61
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-1.000.001.002.003.004.005.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.65, compared to the broader market0.0010.0020.0030.0040.0050.007.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AWSHX
American Funds Washington Mutual Investors Fund Class A
1.882.761.342.308.77
ANWPX
American Funds New Perspective Fund Class A
1.191.871.240.754.64
ANEFX
American Funds The New Economy Fund
1.732.551.310.908.11
AIVSX
American Funds Investment Company of America Class A
2.403.441.422.5610.96
AGTHX
American Funds The Growth Fund of America Class A
1.882.721.391.229.51
ABALX
American Funds American Balanced Fund Class A
1.612.451.291.165.98
FOCPX
Fidelity OTC Portfolio
2.363.311.411.4013.26
FSELX
Fidelity Select Semiconductors Portfolio
2.143.081.363.048.66
VOO
Vanguard S&P 500 ETF
2.042.951.361.758.64

Sharpe Ratio

The current FiD IRA Sharpe ratio is 2.06. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.06

The Sharpe ratio of FiD IRA 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.06
1.89
FiD IRA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

FiD IRA granted a 3.16% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FiD IRA3.16%3.38%3.13%4.02%3.22%4.16%7.14%5.26%3.86%5.58%5.85%3.57%
AWSHX
American Funds Washington Mutual Investors Fund Class A
5.88%6.14%6.31%3.23%3.06%6.76%8.09%7.40%6.36%6.22%7.00%4.96%
ANWPX
American Funds New Perspective Fund Class A
5.11%5.36%4.16%7.01%4.13%3.67%7.59%5.50%3.86%6.14%7.58%6.26%
ANEFX
American Funds The New Economy Fund
3.70%3.96%0.00%7.55%2.47%7.34%10.00%8.28%4.61%6.16%9.31%6.96%
AIVSX
American Funds Investment Company of America Class A
4.65%4.96%6.12%6.94%1.65%6.51%11.61%7.25%5.45%9.75%11.66%9.04%
AGTHX
American Funds The Growth Fund of America Class A
6.25%6.81%0.75%8.18%4.55%7.89%12.71%7.54%6.61%8.87%9.90%6.71%
ABALX
American Funds American Balanced Fund Class A
2.33%2.36%2.30%4.30%4.35%4.00%6.17%5.37%4.21%5.97%8.09%1.54%
FOCPX
Fidelity OTC Portfolio
0.05%0.05%4.06%11.53%6.23%7.58%7.93%4.86%3.24%4.64%12.91%13.60%
FSELX
Fidelity Select Semiconductors Portfolio
5.76%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%16.31%3.48%0.61%
VOO
Vanguard S&P 500 ETF
1.38%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.45%
-3.66%
FiD IRA
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FiD IRA. 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 FiD IRA was 31.04%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.

The current FiD IRA drawdown is 3.45%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.04%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-25.39%Dec 28, 2021202Oct 14, 2022292Dec 13, 2023494
-17.68%May 2, 2011108Oct 3, 201185Feb 3, 2012193
-17.33%Sep 21, 201866Dec 24, 201868Apr 3, 2019134
-12.78%May 22, 2015183Feb 11, 201646Apr 19, 2016229

Volatility

Volatility Chart

The current FiD IRA volatility is 3.45%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.45%
3.44%
FiD IRA
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.

FSELXFOCPXAWSHXANEFXABALXANWPXAIVSXAGTHXVOO
FSELX1.000.810.700.800.730.760.750.790.76
FOCPX0.811.000.770.900.820.870.840.920.87
AWSHX0.700.771.000.830.950.870.950.880.95
ANEFX0.800.900.831.000.870.930.890.950.90
ABALX0.730.820.950.871.000.900.950.910.95
ANWPX0.760.870.870.930.901.000.910.940.91
AIVSX0.750.840.950.890.950.911.000.930.97
AGTHX0.790.920.880.950.910.940.931.000.94
VOO0.760.870.950.900.950.910.970.941.00