Asset Allocation
Find the right asset allocation for Frohman All Funds
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Frohman All Funds, 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 Every 3 months.
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Returns By Period
As of Jun 13, 2026, the Frohman All Funds returned 7.17% Year-To-Date and 9.51% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Frohman All Funds | 1.84% | 3.22% | 7.17% | 7.70% | 20.27% | 14.53% | 7.37% | 9.51% |
| Portfolio components: | ||||||||
AEPGX American Funds EuroPacific Growth Fund Class A | 3.37% | 0.81% | 9.44% | 11.59% | 24.88% | 14.46% | 3.35% | 8.78% |
CMNIX Calamos Market Neutral Income Fund Institutional Class | 0.00% | 0.19% | 2.67% | 2.93% | 6.67% | 6.99% | 4.77% | 4.79% |
CVGRX Calamos Growth Fund | 2.22% | -3.49% | 5.31% | 5.88% | 21.01% | 21.43% | 10.97% | 14.43% |
ETHSX Eaton Vance Worldwide Health Sciences Fund | 1.28% | 3.43% | -4.74% | -3.58% | 4.68% | 4.06% | 3.18% | 7.46% |
FHIIX Federated Hermes High Income Bond Fund | 0.29% | 0.32% | 0.87% | 1.31% | 5.11% | 7.63% | 3.13% | 4.80% |
FIDAX John Hancock Financial Industries Fund | 1.40% | 3.15% | 0.81% | 1.69% | 12.08% | 18.93% | 7.07% | 10.47% |
FMUSX Federated Hermes Municipal Ultra Short Fund | 0.00% | 0.33% | 0.72% | 0.98% | 1.93% | 3.05% | 1.96% | 1.65% |
LAFFX Lord Abbett Affiliated Fund | 1.61% | 2.79% | 10.18% | 10.49% | 23.30% | 18.63% | 10.12% | 10.91% |
LAVLX Lord Abbett Mid Cap Stock Fund | 1.92% | 3.03% | 11.88% | 10.54% | 25.10% | 15.47% | 8.35% | 8.84% |
NCBVX PGIM Quant Solutions Mid-Cap Value Fund | 2.05% | 3.48% | 16.29% | 15.32% | 31.86% | 16.77% | 7.81% | 7.98% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 24, 2000, Frohman All Funds's average daily return is +0.03%, while the average monthly return is +0.67%. At this rate, an investment would double in approximately 8.7 years.
Historically, 61% of months were positive and 39% were negative. The best month was Nov 2020 with a return of +12.7%, while the worst month was Oct 2008 at -17.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 6 months.
On a daily basis, Frohman All Funds closed higher 54% of trading days. The best single day was Oct 13, 2008 with a return of +10.3%, while the worst single day was Mar 16, 2020 at -10.9%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 3.03% | 1.85% | -5.75% | 5.45% | 2.03% | 0.72% | 7.17% | ||||||
| 2025 | 4.99% | -0.43% | -3.50% | -0.95% | 2.94% | 3.14% | -0.77% | 3.59% | 1.65% | 0.67% | 3.35% | 0.79% | 16.23% |
| 2024 | 0.41% | 3.57% | 3.99% | -3.96% | 3.54% | -0.20% | 4.07% | 2.67% | 0.00% | -1.65% | 4.05% | -5.35% | 11.06% |
| 2023 | 5.02% | -2.95% | -1.38% | 1.34% | -3.15% | 5.61% | 3.45% | -2.35% | -3.64% | -3.49% | 7.75% | 5.57% | 11.34% |
| 2022 | -4.33% | -1.13% | 1.88% | -6.34% | 1.25% | -7.52% | 5.68% | -4.04% | -7.50% | 8.15% | 6.61% | -3.52% | -11.81% |
| 2021 | -0.48% | 4.34% | 4.13% | 4.14% | 2.23% | -1.06% | 1.06% | 2.97% | -3.62% | 4.69% | -3.30% | 5.28% | 21.74% |
Benchmark Metrics
Frohman All Funds has an annualized alpha of 1.44%, beta of 0.85, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 24, 2000.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.85%) than losses (89.83%) - typical of diversified or defensive assets.
- Alpha
- 1.44%
- Beta
- 0.85
- R²
- 0.91
- Upside Capture
- 91.85%
- Downside Capture
- 89.83%
Expense Ratio
Frohman All Funds has a high expense ratio of 1.20%, indicating above-average management fees. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
Frohman All Funds ranks 37 for risk / return — below 37% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Frohman All Funds and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 1.75 | 1.86 | -0.11 |
| Sortino ratioReturn per unit of downside risk | 2.57 | 2.53 | +0.04 |
| Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 2.45 | 2.53 | -0.08 |
| Martin ratioReturn relative to average drawdown | 9.67 | 11.37 | -1.70 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AEPGX American Funds EuroPacific Growth Fund Class A | 34 | 1.44 | 2.06 | 1.27 | 1.88 | 6.97 |
CMNIX Calamos Market Neutral Income Fund Institutional Class | 98 | 3.60 | 5.79 | 1.92 | 6.45 | 39.12 |
CVGRX Calamos Growth Fund | 19 | 1.14 | 1.61 | 1.21 | 1.24 | 4.55 |
ETHSX Eaton Vance Worldwide Health Sciences Fund | 5 | 0.26 | 0.51 | 1.06 | 0.33 | 0.77 |
FHIIX Federated Hermes High Income Bond Fund | 52 | 1.69 | 2.49 | 1.39 | 2.11 | 10.48 |
FIDAX John Hancock Financial Industries Fund | 9 | 0.63 | 0.94 | 1.12 | 0.73 | 2.04 |
FMUSX Federated Hermes Municipal Ultra Short Fund | 95 | 2.44 | 5.92 | 2.48 | 5.99 | 24.83 |
LAFFX Lord Abbett Affiliated Fund | 72 | 2.09 | 2.96 | 1.38 | 2.96 | 12.38 |
LAVLX Lord Abbett Mid Cap Stock Fund | 66 | 1.94 | 2.82 | 1.34 | 3.19 | 11.70 |
NCBVX PGIM Quant Solutions Mid-Cap Value Fund | 84 | 2.32 | 3.29 | 1.41 | 4.88 | 17.57 |
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Dividends
Dividend yield
Frohman All Funds provided a 8.67% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 8.67% | 9.30% | 4.76% | 2.53% | 4.35% | 6.97% | 3.63% | 4.02% | 9.29% | 7.03% | 6.02% | 8.13% |
| Portfolio components: | ||||||||||||
AEPGX American Funds EuroPacific Growth Fund Class A | 10.00% | 13.69% | 4.56% | 3.57% | 1.72% | 5.15% | 0.17% | 2.79% | 6.33% | 4.66% | 1.24% | 3.05% |
CMNIX Calamos Market Neutral Income Fund Institutional Class | 1.71% | 1.63% | 2.00% | 5.90% | 1.02% | 0.46% | 0.90% | 1.57% | 5.02% | 2.60% | 2.97% | 2.42% |
CVGRX Calamos Growth Fund | 8.37% | 8.81% | 6.66% | 4.48% | 0.00% | 12.17% | 11.25% | 9.71% | 16.86% | 13.75% | 4.12% | 35.24% |
ETHSX Eaton Vance Worldwide Health Sciences Fund | 7.73% | 7.36% | 4.81% | 2.48% | 4.43% | 8.25% | 7.33% | 5.39% | 5.51% | 2.82% | 12.75% | 9.70% |
FHIIX Federated Hermes High Income Bond Fund | 5.49% | 5.29% | 5.36% | 5.50% | 5.70% | 4.60% | 4.97% | 5.28% | 5.75% | 5.29% | 5.14% | 5.94% |
FIDAX John Hancock Financial Industries Fund | 47.80% | 48.19% | 10.24% | 1.91% | 11.22% | 23.08% | 5.41% | 7.56% | 7.72% | 6.10% | 6.01% | 0.93% |
FMUSX Federated Hermes Municipal Ultra Short Fund | 1.71% | 3.10% | 2.67% | 2.42% | 0.88% | 0.25% | 0.90% | 1.74% | 1.55% | 1.05% | 0.83% | 0.60% |
LAFFX Lord Abbett Affiliated Fund | 6.53% | 7.49% | 6.32% | 1.69% | 7.86% | 3.86% | 1.93% | 4.31% | 11.75% | 11.96% | 7.76% | 10.67% |
LAVLX Lord Abbett Mid Cap Stock Fund | 6.29% | 7.04% | 9.70% | 1.23% | 8.40% | 8.51% | 1.19% | 3.19% | 6.55% | 2.67% | 0.60% | 0.79% |
NCBVX PGIM Quant Solutions Mid-Cap Value Fund | 0.59% | 0.68% | 1.03% | 1.59% | 1.17% | 0.74% | 1.60% | 1.93% | 13.70% | 6.69% | 2.83% | 7.89% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Frohman All Funds. 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 Frohman All Funds was 51.78%, occurring on Mar 9, 2009. Recovery took 888 trading sessions.
The current Frohman All Funds drawdown is 0.16%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Financial crisis2007–2009 | -51.78%Mar 2009 | 1y 4mo | 3y 6mo | 4y 11moOct 2007 - Sep 2012 |
COVID crash2020 | -36.64%Mar 2020 | 2mo 2d | 7mo 28d | 10moJan 2020 - Nov 2020 |
Dot-com crash2000–2002 | -30.77%Oct 2002 | 1y 4mo | 1y 2mo | 2y 7moMay 2001 - Dec 2003 |
Bear market2022 | -21.03%Sep 2022 | 8mo 28d | 1y 4mo | 2y 1moJan 2022 - Feb 2024 |
2016 correction2016 | -19.87%Feb 2016 | 7mo 22d | 10mo 28d | 1y 6moJun 2015 - Jan 2017 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 13 assets, with an effective number of assets of 7.16, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.20 | 1.18 | 1.14 | 1.11 | 1.15 |
The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
Frohman All Funds correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.81 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.88 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.89 |
Correlation (All Time) Calculated using the full available price history since Oct 24, 2000 | 0.93 |
Benchmark Correlations
Correlation vs. S&P 500 Index. LAFFX has the highest benchmark correlation at 0.93, while FMUSX has the lowest at -0.01.
Asset Correlations Table
| FMUSX | FHIIX | CMNIX | PHSTX | ETHSX | PNGAX | POVSX | FIDAX | AEPGX | CVGRX | NCBVX | LAVLX | LAFFX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| FMUSX | 1.00 | 0.10 | 0.01 | 0.01 | 0.01 | -0.00 | 0.01 | -0.02 | 0.01 | -0.01 | -0.01 | -0.00 | -0.01 |
| FHIIX | 0.10 | 1.00 | 0.34 | 0.25 | 0.26 | 0.39 | 0.40 | 0.30 | 0.41 | 0.31 | 0.33 | 0.33 | 0.31 |
| CMNIX | 0.01 | 0.34 | 1.00 | 0.55 | 0.56 | 0.62 | 0.62 | 0.62 | 0.62 | 0.69 | 0.67 | 0.67 | 0.69 |
| PHSTX | 0.01 | 0.25 | 0.55 | 1.00 | 0.92 | 0.60 | 0.62 | 0.62 | 0.62 | 0.68 | 0.65 | 0.69 | 0.72 |
| ETHSX | 0.01 | 0.26 | 0.56 | 0.92 | 1.00 | 0.60 | 0.63 | 0.62 | 0.63 | 0.70 | 0.65 | 0.68 | 0.71 |
| PNGAX | -0.00 | 0.39 | 0.62 | 0.60 | 0.60 | 1.00 | 0.96 | 0.67 | 0.90 | 0.65 | 0.71 | 0.71 | 0.73 |
| POVSX | 0.01 | 0.40 | 0.62 | 0.62 | 0.63 | 0.96 | 1.00 | 0.64 | 0.91 | 0.68 | 0.69 | 0.70 | 0.72 |
| FIDAX | -0.02 | 0.30 | 0.62 | 0.62 | 0.62 | 0.67 | 0.64 | 1.00 | 0.66 | 0.72 | 0.86 | 0.85 | 0.88 |
| AEPGX | 0.01 | 0.41 | 0.62 | 0.62 | 0.63 | 0.90 | 0.91 | 0.66 | 1.00 | 0.74 | 0.70 | 0.71 | 0.74 |
| CVGRX | -0.01 | 0.31 | 0.69 | 0.68 | 0.70 | 0.65 | 0.68 | 0.72 | 0.74 | 1.00 | 0.78 | 0.81 | 0.81 |
| NCBVX | -0.01 | 0.33 | 0.67 | 0.65 | 0.65 | 0.71 | 0.69 | 0.86 | 0.70 | 0.78 | 1.00 | 0.94 | 0.90 |
| LAVLX | -0.00 | 0.33 | 0.67 | 0.69 | 0.68 | 0.71 | 0.70 | 0.85 | 0.71 | 0.81 | 0.94 | 1.00 | 0.92 |
| LAFFX | -0.01 | 0.31 | 0.69 | 0.72 | 0.71 | 0.73 | 0.72 | 0.88 | 0.74 | 0.81 | 0.90 | 0.92 | 1.00 |
Find what Frohman All Funds is missing
See which holdings overlap, where Frohman All Funds is concentrated, and which low-correlation assets could fill the gaps.
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