RET3
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FIVFX Fidelity International Capital Appreciation Fund | Foreign Large Cap Equities | 50% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RET3, 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 May 10, 2011, corresponding to the inception date of FXAIX
Returns By Period
As of Nov 13, 2024, the RET3 returned 18.66% Year-To-Date and 10.02% 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% |
| RET3 | 18.66% | -0.36% | 7.84% | 27.84% | 10.71% | 10.02% |
| Portfolio components: | ||||||
FIVFX Fidelity International Capital Appreciation Fund | 10.71% | -2.97% | 2.30% | 20.81% | 5.55% | 6.59% |
FXAIX Fidelity 500 Index Fund | 26.92% | 2.20% | 13.46% | 34.97% | 15.79% | 13.30% |
Monthly Returns
The table below presents the monthly returns of RET3, 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 | 1.31% | 5.26% | 2.60% | -4.36% | 4.34% | 2.28% | 1.48% | 2.69% | 1.33% | -2.26% | 18.66% | ||
| 2023 | 8.02% | -2.31% | 4.83% | 0.91% | 0.12% | 5.42% | 1.83% | -2.23% | -4.60% | -2.07% | 10.32% | 5.10% | 27.05% |
| 2022 | -7.91% | -3.87% | 3.02% | -9.00% | -0.49% | -8.90% | 10.38% | -6.02% | -9.72% | 6.85% | 9.34% | -5.56% | -22.26% |
| 2021 | -0.92% | 1.86% | 2.08% | 4.57% | 1.39% | 1.27% | 2.23% | 3.15% | -5.03% | 6.35% | -1.49% | -0.71% | 15.22% |
| 2020 | -0.10% | -6.59% | -12.50% | 9.96% | 5.29% | 3.47% | 6.35% | 5.59% | -2.12% | -2.41% | 9.75% | 3.92% | 19.68% |
| 2019 | 8.02% | 3.29% | 2.50% | 3.77% | -4.33% | 6.35% | 0.56% | -0.73% | 0.93% | 2.23% | 2.93% | 1.87% | 30.41% |
| 2018 | 5.66% | -4.25% | -1.53% | -0.12% | 1.73% | -0.32% | 2.40% | 1.73% | -0.20% | -8.45% | 2.10% | -8.27% | -10.06% |
| 2017 | 2.92% | 3.30% | 1.88% | 2.67% | 3.03% | 0.31% | 2.53% | 1.16% | 1.72% | 2.36% | 2.29% | -0.02% | 26.93% |
| 2016 | -5.07% | -0.70% | 6.80% | 0.51% | 1.95% | -0.43% | 3.60% | -0.33% | 0.82% | -3.18% | -0.55% | 1.13% | 4.10% |
| 2015 | -1.28% | 5.58% | -1.64% | 1.40% | 0.95% | -1.73% | 2.13% | -6.07% | -2.76% | 7.38% | 0.24% | -1.17% | 2.34% |
| 2014 | -4.00% | 5.31% | -0.05% | 0.10% | 2.45% | 1.97% | -1.49% | 3.10% | -2.68% | 2.29% | 2.27% | -0.27% | 8.97% |
| 2013 | 4.46% | 0.97% | 2.79% | 2.12% | 0.39% | -2.34% | 4.81% | -2.98% | 5.28% | 4.44% | 1.96% | 2.65% | 27.04% |
Expense Ratio
RET3 features an expense ratio of 0.51%, 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 RET3 is 41, 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 | |
|---|---|---|---|---|---|
FIVFX Fidelity International Capital Appreciation Fund | 1.67 | 2.37 | 1.29 | 0.94 | 8.67 |
FXAIX Fidelity 500 Index Fund | 3.05 | 4.06 | 1.57 | 4.44 | 20.09 |
Dividends
Dividend yield
RET3 provided a 0.78% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.78% | 0.91% | 0.87% | 0.61% | 0.89% | 1.27% | 1.27% | 1.07% | 1.34% | 2.27% | 4.36% | 1.27% |
| Portfolio components: | ||||||||||||
FIVFX Fidelity International Capital Appreciation Fund | 0.34% | 0.38% | 0.05% | 0.00% | 0.17% | 0.58% | 0.47% | 0.33% | 0.68% | 1.98% | 6.09% | 0.71% |
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% |
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 RET3. 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 RET3 was 33.19%, occurring on Oct 12, 2022. Recovery took 341 trading sessions.
The current RET3 drawdown is 1.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -33.19% | Nov 19, 2021 | 225 | Oct 12, 2022 | 341 | Feb 22, 2024 | 566 |
| -32.41% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -22.56% | Jul 8, 2011 | 61 | Oct 3, 2011 | 101 | Feb 28, 2012 | 162 |
| -20.53% | Jan 29, 2018 | 229 | Dec 24, 2018 | 120 | Jun 18, 2019 | 349 |
| -14.44% | May 22, 2015 | 183 | Feb 11, 2016 | 80 | Jun 7, 2016 | 263 |
Volatility
Volatility Chart
The current RET3 volatility is 3.65%, 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
| FIVFX | FXAIX | |
|---|---|---|
| FIVFX | 1.00 | 0.80 |
| FXAIX | 0.80 | 1.00 |