My Fed Curr
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My Fed Curr, 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 14, 2011, corresponding to the inception date of FSPSX
Returns By Period
As of Nov 13, 2024, the My Fed Curr returned 15.73% Year-To-Date and 8.64% 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% |
| My Fed Curr | 15.53% | -0.07% | 6.77% | 23.35% | 9.54% | 8.62% |
| Portfolio components: | ||||||
DODIX Dodge & Cox Income Fund | 2.63% | -1.41% | 2.72% | 8.23% | 1.46% | 2.60% |
FXAIX Fidelity 500 Index Fund | 26.96% | 2.23% | 13.49% | 35.01% | 15.78% | 13.30% |
FSPSX Fidelity International Index Fund | 4.47% | -6.40% | -3.66% | 12.27% | 5.66% | 5.17% |
MADVX BlackRock Equity Dividend Fund | 14.93% | -0.10% | 5.11% | 23.08% | 9.95% | 8.11% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 36.31% | 4.08% | 16.33% | 42.56% | 15.71% | 14.96% |
FSMDX Fidelity Mid Cap Index Fund | 20.41% | 3.47% | 11.62% | 33.07% | 10.45% | 9.31% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 19.28% | 4.78% | 11.75% | 33.59% | 11.03% | 9.78% |
DIPSX DFA Inflation-Protected Securities Portfolio | 2.50% | -1.81% | 2.22% | 5.78% | 2.06% | 2.12% |
OTCAX MFS Mid Cap Growth Fund | 18.25% | 2.96% | 7.37% | 26.89% | 8.98% | 8.89% |
TROSX T. Rowe Price Overseas Stock Fund | 3.53% | -6.25% | -3.30% | 11.13% | 5.26% | 5.00% |
Monthly Returns
The table below presents the monthly returns of My Fed Curr, 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 | 0.51% | 3.35% | 2.91% | -3.44% | 3.78% | 1.32% | 2.42% | 2.12% | 1.45% | -2.06% | 15.53% | ||
| 2023 | 6.76% | -2.52% | 2.25% | 1.62% | -0.83% | 4.89% | 2.48% | -2.17% | -3.86% | -2.43% | 8.05% | 4.97% | 19.96% |
| 2022 | -4.22% | -2.11% | 0.99% | -7.15% | 0.63% | -7.37% | 6.91% | -3.87% | -8.23% | 5.32% | 6.72% | -3.81% | -16.43% |
| 2021 | -0.73% | 2.52% | 2.38% | 3.91% | 1.08% | 0.95% | 1.04% | 1.86% | -3.14% | 3.95% | -2.43% | 2.87% | 14.91% |
| 2020 | -0.36% | -5.92% | -11.50% | 9.53% | 4.62% | 2.03% | 4.06% | 4.35% | -2.55% | -1.80% | 10.39% | 3.44% | 15.11% |
| 2019 | 6.92% | 2.51% | 1.19% | 3.01% | -4.44% | 5.36% | 0.56% | -1.18% | 1.36% | 1.88% | 2.55% | 2.13% | 23.62% |
| 2018 | 4.49% | -3.24% | -1.29% | 0.76% | 1.01% | 0.03% | 2.52% | 1.44% | 0.13% | -6.05% | 1.29% | -6.12% | -5.48% |
| 2017 | 1.97% | 2.48% | 0.72% | 1.48% | 1.72% | 0.63% | 2.11% | 0.11% | 1.84% | 1.83% | 1.79% | 0.68% | 18.78% |
| 2016 | -4.63% | -0.71% | 5.59% | 1.18% | 0.96% | -0.26% | 3.40% | 0.39% | 0.37% | -1.47% | 1.88% | 1.39% | 8.04% |
| 2015 | -0.96% | 4.41% | -0.75% | 0.85% | 0.75% | -1.64% | 1.68% | -5.02% | -2.59% | 6.27% | 0.09% | -3.75% | -1.21% |
| 2014 | -2.34% | 4.10% | -0.27% | 0.35% | 1.96% | 1.57% | -1.52% | 2.55% | -2.01% | 1.64% | 1.51% | -0.49% | 7.05% |
| 2013 | 3.80% | 0.58% | 2.30% | 2.03% | 0.65% | -1.67% | 4.31% | -2.02% | 3.99% | 3.50% | 1.83% | 2.04% | 23.26% |
Expense Ratio
My Fed Curr features an expense ratio of 0.32%, 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 My Fed Curr is 65, 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 | |
|---|---|---|---|---|---|
DODIX Dodge & Cox Income Fund | 1.58 | 2.34 | 1.28 | 0.89 | 6.17 |
FXAIX Fidelity 500 Index Fund | 3.06 | 4.07 | 1.58 | 4.45 | 20.17 |
FSPSX Fidelity International Index Fund | 1.20 | 1.74 | 1.21 | 1.78 | 6.02 |
MADVX BlackRock Equity Dividend Fund | 2.55 | 3.58 | 1.47 | 5.17 | 16.13 |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.49 | 3.24 | 1.46 | 2.66 | 13.64 |
FSMDX Fidelity Mid Cap Index Fund | 2.77 | 3.84 | 1.48 | 2.25 | 16.31 |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 2.25 | 3.14 | 1.39 | 2.19 | 12.85 |
DIPSX DFA Inflation-Protected Securities Portfolio | 1.31 | 1.96 | 1.24 | 0.54 | 5.86 |
OTCAX MFS Mid Cap Growth Fund | 2.04 | 2.79 | 1.36 | 1.23 | 10.68 |
TROSX T. Rowe Price Overseas Stock Fund | 1.04 | 1.56 | 1.19 | 1.34 | 5.63 |
Dividends
Dividend yield
My Fed Curr provided a 2.48% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.48% | 2.56% | 2.65% | 2.70% | 1.74% | 2.11% | 2.42% | 2.17% | 2.13% | 2.63% | 3.26% | 2.02% |
| Portfolio components: | ||||||||||||
DODIX Dodge & Cox Income Fund | 4.17% | 3.86% | 2.84% | 1.89% | 2.44% | 3.04% | 3.00% | 2.76% | 3.11% | 3.03% | 3.84% | 3.07% |
FXAIX Fidelity 500 Index Fund | 1.21% | 1.45% | 1.69% | 1.22% | 1.60% | 1.95% | 2.07% | 1.81% | 2.01% | 2.56% | 2.63% | 1.84% |
FSPSX Fidelity International Index Fund | 3.04% | 2.79% | 2.66% | 3.07% | 1.84% | 3.18% | 2.79% | 2.36% | 2.99% | 2.79% | 3.53% | 2.59% |
MADVX BlackRock Equity Dividend Fund | 2.34% | 2.14% | 1.76% | 1.47% | 1.86% | 1.96% | 2.33% | 1.77% | 1.95% | 2.30% | 1.96% | 1.86% |
TRBCX T. Rowe Price Blue Chip Growth Fund | 2.56% | 3.49% | 5.87% | 9.38% | 1.19% | 0.36% | 2.44% | 2.94% | 0.67% | 3.26% | 4.85% | 0.00% |
FSMDX Fidelity Mid Cap Index Fund | 0.95% | 1.39% | 1.59% | 1.10% | 1.37% | 1.42% | 1.85% | 1.32% | 1.35% | 2.29% | 3.82% | 2.74% |
VSMAX Vanguard Small-Cap Index Fund Admiral Shares | 1.31% | 1.55% | 1.54% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.49% | 1.48% | 1.43% | 1.31% |
DIPSX DFA Inflation-Protected Securities Portfolio | 3.20% | 3.74% | 8.15% | 4.82% | 1.28% | 1.97% | 2.28% | 2.64% | 1.75% | 0.60% | 1.91% | 1.37% |
OTCAX MFS Mid Cap Growth Fund | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 7.09% | 0.00% |
TROSX T. Rowe Price Overseas Stock Fund | 2.20% | 2.28% | 2.31% | 1.88% | 1.41% | 2.14% | 2.26% | 1.86% | 1.98% | 2.11% | 2.87% | 1.87% |
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 My Fed Curr. 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 My Fed Curr was 28.25%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.
The current My Fed Curr drawdown is 0.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -28.25% | Feb 20, 2020 | 23 | Mar 23, 2020 | 99 | Aug 12, 2020 | 122 |
| -23.94% | Nov 9, 2021 | 235 | Oct 14, 2022 | 322 | Jan 29, 2024 | 557 |
| -15.2% | May 22, 2015 | 183 | Feb 11, 2016 | 143 | Sep 6, 2016 | 326 |
| -14.7% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -9.06% | Oct 28, 2011 | 20 | Nov 25, 2011 | 35 | Jan 18, 2012 | 55 |
Volatility
Volatility Chart
The current My Fed Curr volatility is 2.51%, 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
| DODIX | DIPSX | FSPSX | TRBCX | TROSX | OTCAX | MADVX | VSMAX | FSMDX | FXAIX | |
|---|---|---|---|---|---|---|---|---|---|---|
| DODIX | 1.00 | 0.75 | 0.07 | 0.01 | 0.04 | 0.03 | -0.07 | -0.01 | 0.00 | -0.01 |
| DIPSX | 0.75 | 1.00 | -0.01 | -0.06 | -0.03 | -0.05 | -0.12 | -0.07 | -0.06 | -0.08 |
| FSPSX | 0.07 | -0.01 | 1.00 | 0.68 | 0.98 | 0.70 | 0.78 | 0.72 | 0.76 | 0.77 |
| TRBCX | 0.01 | -0.06 | 0.68 | 1.00 | 0.71 | 0.89 | 0.70 | 0.77 | 0.82 | 0.91 |
| TROSX | 0.04 | -0.03 | 0.98 | 0.71 | 1.00 | 0.73 | 0.81 | 0.76 | 0.79 | 0.80 |
| OTCAX | 0.03 | -0.05 | 0.70 | 0.89 | 0.73 | 1.00 | 0.74 | 0.86 | 0.91 | 0.88 |
| MADVX | -0.07 | -0.12 | 0.78 | 0.70 | 0.81 | 0.74 | 1.00 | 0.85 | 0.89 | 0.88 |
| VSMAX | -0.01 | -0.07 | 0.72 | 0.77 | 0.76 | 0.86 | 0.85 | 1.00 | 0.97 | 0.87 |
| FSMDX | 0.00 | -0.06 | 0.76 | 0.82 | 0.79 | 0.91 | 0.89 | 0.97 | 1.00 | 0.92 |
| FXAIX | -0.01 | -0.08 | 0.77 | 0.91 | 0.80 | 0.88 | 0.88 | 0.87 | 0.92 | 1.00 |