FiD IRA
Asset Allocation
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
The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of AWSHX
Returns By Period
As of Nov 13, 2024, the FiD IRA returned 22.79% Year-To-Date and 10.71% 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| FiD IRA | 22.79% | 0.84% | 10.51% | 30.58% | 12.24% | 10.71% |
| Portfolio components: | ||||||
AWSHX American Funds Washington Mutual Investors Fund Class A | 21.00% | -0.11% | 10.13% | 29.03% | 12.42% | 11.31% |
ANWPX American Funds New Perspective Fund Class A | 18.09% | -0.77% | 6.57% | 26.35% | 12.39% | 11.31% |
ANEFX American Funds The New Economy Fund | 26.39% | 1.37% | 12.06% | 30.46% | 7.91% | 6.71% |
AIVSX American Funds Investment Company of America Class A | 26.22% | 1.32% | 12.14% | 35.86% | 15.45% | 12.08% |
AGTHX American Funds The Growth Fund of America Class A | 30.00% | 3.21% | 14.26% | 39.83% | 15.66% | 13.74% |
ABALX American Funds American Balanced Fund Class A | 15.77% | 0.00% | 8.09% | 22.81% | 8.79% | 8.42% |
Monthly Returns
The table below presents the monthly returns of FiD IRA, 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 | 1.10% | 5.11% | 3.10% | -3.82% | 3.75% | 3.47% | 1.18% | 2.35% | 2.10% | -1.09% | 22.79% | ||
| 2023 | 6.40% | -2.48% | 3.02% | 1.30% | 0.51% | 5.28% | 3.25% | -1.77% | -4.32% | -2.02% | 8.80% | 4.62% | 24.00% |
| 2022 | -6.94% | -2.75% | 2.18% | -9.00% | 0.18% | -8.00% | 6.97% | -3.30% | -8.18% | 5.97% | 6.35% | -4.78% | -20.95% |
| 2021 | -0.55% | 2.36% | 2.27% | 4.36% | 0.92% | 1.21% | 1.05% | 2.78% | -3.76% | 6.36% | -2.35% | 2.16% | 17.70% |
| 2020 | -0.23% | -6.09% | -11.41% | 11.50% | 5.21% | 2.58% | 4.89% | 6.07% | -2.67% | -2.32% | 10.89% | 4.17% | 22.07% |
| 2019 | 7.31% | 2.46% | 1.83% | 3.26% | -5.82% | 5.99% | 0.74% | -1.54% | 0.61% | 2.25% | 3.56% | 2.01% | 24.40% |
| 2018 | 6.25% | -3.03% | -1.92% | 0.78% | 1.98% | 0.46% | 2.18% | 1.39% | 0.39% | -7.37% | 2.16% | -7.88% | -5.40% |
| 2017 | 3.29% | 2.62% | 0.97% | 1.68% | 1.94% | 0.34% | 2.62% | 0.51% | 2.15% | 2.62% | 1.88% | -0.07% | 22.53% |
| 2016 | -5.48% | -0.56% | 6.17% | 1.07% | 1.12% | -0.14% | 3.75% | 0.22% | 0.61% | -1.71% | 2.32% | 0.65% | 7.84% |
| 2015 | -1.29% | 4.76% | -1.05% | 1.52% | 1.26% | -1.84% | 1.99% | -5.74% | -2.93% | 7.56% | 0.63% | -2.52% | 1.65% |
| 2014 | -2.57% | 4.70% | -0.60% | -0.08% | 2.55% | 1.63% | -1.71% | 3.43% | -1.75% | 1.85% | 1.98% | -0.20% | 9.32% |
| 2013 | 4.58% | 0.78% | 2.97% | 2.64% | 1.92% | -1.53% | 4.93% | -2.10% | 4.51% | 4.14% | 2.71% | 3.13% | 32.39% |
Expense Ratio
FiD IRA features an expense ratio of 0.63%, 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 FiD IRA is 63, 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 | |
|---|---|---|---|---|---|
AWSHX American Funds Washington Mutual Investors Fund Class A | 2.95 | 4.06 | 1.56 | 5.48 | 20.07 |
ANWPX American Funds New Perspective Fund Class A | 2.33 | 3.19 | 1.42 | 1.65 | 14.98 |
ANEFX American Funds The New Economy Fund | 2.18 | 2.91 | 1.40 | 1.25 | 13.80 |
AIVSX American Funds Investment Company of America Class A | 3.16 | 4.22 | 1.59 | 5.65 | 25.45 |
AGTHX American Funds The Growth Fund of America Class A | 2.88 | 3.76 | 1.52 | 2.14 | 18.69 |
ABALX American Funds American Balanced Fund Class A | 2.93 | 4.17 | 1.56 | 3.44 | 20.27 |
Dividends
Dividend yield
FiD IRA provided a 1.83% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.83% | 2.24% | 1.13% | 2.04% | 1.52% | 2.48% | 3.46% | 2.25% | 2.21% | 2.94% | 8.10% | 5.87% |
| Portfolio components: | ||||||||||||
AWSHX American Funds Washington Mutual Investors Fund Class A | 1.46% | 1.67% | 1.95% | 1.41% | 1.73% | 1.83% | 2.09% | 1.87% | 1.92% | 2.11% | 2.04% | 4.96% |
ANWPX American Funds New Perspective Fund Class A | 0.79% | 0.94% | 0.84% | 0.33% | 0.13% | 1.01% | 1.18% | 0.45% | 0.82% | 0.72% | 7.58% | 6.26% |
ANEFX American Funds The New Economy Fund | 0.19% | 0.24% | 0.00% | 0.00% | 0.02% | 0.33% | 0.61% | 0.18% | 0.26% | 0.43% | 9.31% | 6.96% |
AIVSX American Funds Investment Company of America Class A | 1.15% | 1.44% | 1.50% | 1.20% | 1.40% | 1.93% | 2.17% | 1.68% | 1.89% | 3.06% | 11.66% | 9.04% |
AGTHX American Funds The Growth Fund of America Class A | 5.24% | 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 | 2.14% | 2.36% | 1.69% | 1.20% | 1.32% | 1.91% | 2.10% | 1.79% | 1.77% | 2.47% | 8.09% | 1.54% |
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 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 49.30%, occurring on Mar 9, 2009. Recovery took 540 trading sessions.
The current FiD IRA drawdown is 0.63%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.3% | Nov 1, 2007 | 339 | Mar 9, 2009 | 540 | Apr 28, 2011 | 879 |
| -44.13% | Sep 8, 1987 | 69 | Dec 11, 1987 | 381 | May 29, 1989 | 450 |
| -37.16% | Sep 5, 1989 | 288 | Oct 11, 1990 | 92 | Feb 18, 1991 | 380 |
| -33.73% | May 22, 2001 | 355 | Oct 9, 2002 | 312 | Dec 31, 2003 | 667 |
| -30.13% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
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.
Diversification
Asset Correlations Table
| ANWPX | AWSHX | ANEFX | AGTHX | ABALX | AIVSX | |
|---|---|---|---|---|---|---|
| ANWPX | 1.00 | 0.76 | 0.85 | 0.82 | 0.79 | 0.84 |
| AWSHX | 0.76 | 1.00 | 0.77 | 0.78 | 0.92 | 0.92 |
| ANEFX | 0.85 | 0.77 | 1.00 | 0.92 | 0.80 | 0.85 |
| AGTHX | 0.82 | 0.78 | 0.92 | 1.00 | 0.81 | 0.87 |
| ABALX | 0.79 | 0.92 | 0.80 | 0.81 | 1.00 | 0.92 |
| AIVSX | 0.84 | 0.92 | 0.85 | 0.87 | 0.92 | 1.00 |