PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions

FthePlan - Current

Last updated Mar 2, 2024

Asset Allocation


USD=X 38.73%SPECX 10.19%TWCUX 10.18%FSELX 8.52%TWCGX 7.28%FXAIX 6.65%AAPL 5.43%PRGSX 5.08%FSPTX 3.12%FSMEX 1.76%TXN 1.7%SCHD 1.36%CurrencyCurrencyEquityEquity
PositionCategory/SectorWeight
USD=X
USD Cash

38.73%

SPECX
Alger Spectra Fund
Large Cap Growth Equities

10.19%

TWCUX
American Century Ultra Fund
Large Cap Growth Equities

10.18%

FSELX
Fidelity Select Semiconductors Portfolio
Technology Equities

8.52%

TWCGX
American Century Growth Fund
Large Cap Growth Equities

7.28%

FXAIX
Fidelity 500 Index Fund
Large Cap Blend Equities

6.65%

AAPL
Apple Inc.
Technology

5.43%

PRGSX
T. Rowe Price Global Stock Fund
Global Equities

5.08%

FSPTX
Fidelity Select Technology Portfolio
Technology Equities

3.12%

FSMEX
Fidelity Select Medical Technology and Devices Portfolio
Health & Biotech Equities

1.76%

TXN
Texas Instruments Incorporated
Technology

1.70%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

1.36%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in FthePlan - Current, 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


220.00%240.00%260.00%280.00%300.00%320.00%OctoberNovemberDecember2024FebruaryMarch
281.93%
322.67%
FthePlan - Current
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns

As of Mar 2, 2024, the FthePlan - Current returned 6.83% Year-To-Date and 10.51% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
FthePlan - Current6.83%3.55%10.93%23.86%12.58%10.50%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.05%10.93%
TWCUX
American Century Ultra Fund
10.12%4.82%18.39%43.34%17.80%14.83%
TWCGX
American Century Growth Fund
11.22%4.21%20.85%45.73%17.20%13.91%
FSELX
Fidelity Select Semiconductors Portfolio
25.61%15.86%32.94%72.48%34.59%26.46%
FXAIX
Fidelity 500 Index Fund
7.97%3.76%14.63%29.01%14.53%12.28%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
7.46%2.84%6.60%4.15%8.77%12.92%
FSPTX
Fidelity Select Technology Portfolio
13.26%6.57%20.13%53.64%23.86%18.80%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%32.48%25.84%
PRGSX
T. Rowe Price Global Stock Fund
9.81%6.48%16.21%28.26%13.45%12.24%
TXN
Texas Instruments Incorporated
1.14%7.44%2.44%0.50%12.81%16.57%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%
SPECX
Alger Spectra Fund
16.16%5.59%24.29%48.78%13.21%11.97%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.35%4.47%
2023-1.40%-3.81%-2.09%6.89%3.34%

Sharpe Ratio

The current FthePlan - Current Sharpe ratio is 2.62. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.62

The Sharpe ratio of FthePlan - Current 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.


Chart placeholderNot enough data

Dividend yield

FthePlan - Current granted a 1.59% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
FthePlan - Current1.59%1.82%2.36%6.89%3.52%2.29%6.91%3.90%1.95%4.18%5.52%2.27%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
TWCUX
American Century Ultra Fund
5.53%6.09%7.42%6.78%2.80%4.27%8.24%6.01%4.87%5.44%7.63%4.17%
TWCGX
American Century Growth Fund
4.32%4.81%4.86%9.83%5.33%5.60%14.07%10.28%5.26%7.16%25.23%6.24%
FSELX
Fidelity Select Semiconductors Portfolio
5.74%7.20%6.69%6.99%8.13%3.36%26.80%14.65%3.82%16.31%3.48%0.61%
FXAIX
Fidelity 500 Index Fund
1.34%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%2.63%1.84%
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
0.00%0.00%1.80%8.12%6.65%1.77%7.47%6.26%5.84%16.35%15.54%9.84%
FSPTX
Fidelity Select Technology Portfolio
0.01%0.01%3.95%11.62%18.86%1.86%23.77%8.32%1.54%4.28%17.85%8.07%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
PRGSX
T. Rowe Price Global Stock Fund
0.24%0.27%0.00%13.67%5.67%1.25%5.81%0.37%0.63%0.33%0.71%0.29%
TXN
Texas Instruments Incorporated
2.97%2.94%2.84%2.23%2.27%2.50%2.78%2.03%2.25%2.55%2.32%2.44%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPECX
Alger Spectra Fund
0.00%0.00%2.70%34.41%9.19%7.20%12.09%6.14%2.07%8.80%13.76%5.73%

Expense Ratio

The FthePlan - Current has a high expense ratio of 0.44%, 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%1.39%
0.50%1.00%1.50%2.00%0.94%
0.50%1.00%1.50%2.00%0.93%
0.50%1.00%1.50%2.00%0.82%
0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.67%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.02%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
FthePlan - Current
SCHD
Schwab US Dividend Equity ETF
0.72
TWCUX
American Century Ultra Fund
2.68
TWCGX
American Century Growth Fund
3.02
FSELX
Fidelity Select Semiconductors Portfolio
2.51
FXAIX
Fidelity 500 Index Fund
2.59
FSMEX
Fidelity Select Medical Technology and Devices Portfolio
0.48
FSPTX
Fidelity Select Technology Portfolio
2.98
AAPL
Apple Inc.
1.27
PRGSX
T. Rowe Price Global Stock Fund
2.37
TXN
Texas Instruments Incorporated
0.11
USD=X
USD Cash
SPECX
Alger Spectra Fund
3.06

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USD=XAAPLTXNSCHDFSMEXFSELXFSPTXPRGSXFXAIXSPECXTWCUXTWCGX
USD=X0.000.000.000.000.000.000.000.000.000.000.000.00
AAPL0.001.000.520.460.480.570.710.600.630.660.710.69
TXN0.000.521.000.660.570.810.710.690.720.690.690.70
SCHD0.000.460.661.000.640.640.640.740.870.690.710.73
FSMEX0.000.480.570.641.000.620.700.750.760.770.760.77
FSELX0.000.570.810.640.621.000.840.780.760.790.780.78
FSPTX0.000.710.710.640.700.841.000.890.840.930.930.92
PRGSX0.000.600.690.740.750.780.891.000.900.920.910.91
FXAIX0.000.630.720.870.760.760.840.901.000.900.920.93
SPECX0.000.660.690.690.770.790.930.920.901.000.960.96
TWCUX0.000.710.690.710.760.780.930.910.920.961.000.98
TWCGX0.000.690.700.730.770.780.920.910.930.960.981.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
FthePlan - Current
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the FthePlan - Current. 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 FthePlan - Current was 23.89%, occurring on Oct 14, 2022. Recovery took 330 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-23.89%Dec 16, 2021217Oct 14, 2022330Jan 19, 2024547
-20.26%Feb 20, 202023Mar 23, 202054Jun 5, 202077
-14.36%Aug 30, 201883Dec 24, 201872Apr 3, 2019155
-10.18%Jun 24, 2015168Feb 11, 2016110Jul 14, 2016278
-7.74%Apr 3, 201244Jun 1, 201274Sep 13, 2012118

Volatility Chart

The current FthePlan - Current volatility is 3.11%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
3.11%
3.47%
FthePlan - Current
Benchmark (^GSPC)
Portfolio components
0 comments