semana 2 pl
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
TSLA Tesla, Inc. | Consumer Cyclical | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
BX The Blackstone Group Inc. | Financial Services | 10% |
BKNG Booking Holdings Inc. | Consumer Cyclical | 10% |
AMAT Applied Materials, Inc. | Technology | 10% |
LRLCY L'Oréal S.A. | Consumer Defensive | 10% |
PLD Prologis, Inc. | Real Estate | 10% |
MS Morgan Stanley | Financial Services | 10% |
CAT Caterpillar Inc. | Industrials | 10% |
AMD Advanced Micro Devices, Inc. | Technology | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in semana 2 pl, 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 Jun 29, 2010, corresponding to the inception date of TSLA
Returns
As of Dec 2, 2023, the semana 2 pl returned 59.17% Year-To-Date and 30.69% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| semana 2 pl | 59.17% | 10.91% | 12.15% | 44.71% | 35.38% | 30.79% |
| Portfolio components: | ||||||
TSLA Tesla, Inc. | 93.89% | 16.13% | 11.62% | 22.67% | 59.30% | 37.91% |
NVDA NVIDIA Corporation | 220.12% | 10.49% | 18.94% | 173.02% | 63.21% | 62.31% |
BX The Blackstone Group Inc. | 59.52% | 20.61% | 30.53% | 39.17% | 32.79% | 21.83% |
BKNG Booking Holdings Inc. | 56.78% | 14.22% | 20.33% | 53.36% | 10.82% | 10.40% |
AMAT Applied Materials, Inc. | 57.11% | 12.29% | 13.08% | 42.97% | 33.97% | 26.15% |
LRLCY L'Oréal S.A. | 35.41% | 13.33% | 8.95% | 28.22% | 16.71% | 12.75% |
PLD Prologis, Inc. | 7.18% | 16.40% | -3.98% | 3.87% | 14.81% | 15.53% |
MS Morgan Stanley | -1.17% | 14.01% | -2.03% | -9.65% | 16.32% | 12.84% |
CAT Caterpillar Inc. | 9.38% | 10.75% | 14.45% | 11.17% | 16.44% | 15.01% |
AMD Advanced Micro Devices, Inc. | 87.42% | 12.36% | 3.00% | 56.67% | 41.71% | 42.16% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.54% | 9.10% | 5.95% | -0.41% | -4.82% | -9.51% | 15.41% |
Dividend yield
semana 2 pl granted a 1.39% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| semana 2 pl | 1.39% | 1.75% | 1.01% | 1.19% | 1.40% | 2.13% | 1.63% | 2.02% | 2.47% | 1.79% | 1.52% | 1.95% |
| Portfolio components: | ||||||||||||
TSLA Tesla, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.29% | 0.45% | 1.20% | 1.70% | 1.94% | 0.61% |
BX The Blackstone Group Inc. | 2.91% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.74% | 3.75% | 3.34% |
BKNG Booking Holdings Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMAT Applied Materials, Inc. | 0.80% | 1.05% | 0.60% | 1.01% | 1.36% | 2.14% | 0.78% | 1.24% | 2.14% | 1.61% | 2.21% | 3.06% |
LRLCY L'Oréal S.A. | 1.35% | 1.53% | 1.00% | 1.14% | 1.46% | 1.91% | 1.58% | 1.95% | 1.82% | 2.08% | 1.76% | 5.60% |
PLD Prologis, Inc. | 2.88% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% | 3.07% |
MS Morgan Stanley | 4.02% | 3.47% | 2.14% | 2.04% | 2.54% | 2.77% | 1.72% | 1.66% | 1.73% | 0.90% | 0.64% | 1.05% |
CAT Caterpillar Inc. | 1.95% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% | 2.77% |
AMD Advanced Micro Devices, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The semana 2 pl has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
TSLA Tesla, Inc. | 0.39 | ||||
NVDA NVIDIA Corporation | 3.51 | ||||
BX The Blackstone Group Inc. | 0.82 | ||||
BKNG Booking Holdings Inc. | 2.01 | ||||
AMAT Applied Materials, Inc. | 1.14 | ||||
LRLCY L'Oréal S.A. | 1.28 | ||||
PLD Prologis, Inc. | 0.13 | ||||
MS Morgan Stanley | -0.38 | ||||
CAT Caterpillar Inc. | 0.39 | ||||
AMD Advanced Micro Devices, Inc. | 1.21 |
Asset Correlations Table
| TSLA | LRLCY | PLD | AMD | BKNG | CAT | BX | MS | NVDA | AMAT | |
|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.22 | 0.26 | 0.35 | 0.35 | 0.26 | 0.31 | 0.28 | 0.40 | 0.37 |
| LRLCY | 0.22 | 1.00 | 0.40 | 0.29 | 0.35 | 0.34 | 0.37 | 0.36 | 0.31 | 0.36 |
| PLD | 0.26 | 0.40 | 1.00 | 0.32 | 0.33 | 0.36 | 0.42 | 0.38 | 0.34 | 0.36 |
| AMD | 0.35 | 0.29 | 0.32 | 1.00 | 0.34 | 0.32 | 0.38 | 0.35 | 0.61 | 0.53 |
| BKNG | 0.35 | 0.35 | 0.33 | 0.34 | 1.00 | 0.44 | 0.43 | 0.44 | 0.42 | 0.43 |
| CAT | 0.26 | 0.34 | 0.36 | 0.32 | 0.44 | 1.00 | 0.46 | 0.56 | 0.36 | 0.47 |
| BX | 0.31 | 0.37 | 0.42 | 0.38 | 0.43 | 0.46 | 1.00 | 0.54 | 0.41 | 0.46 |
| MS | 0.28 | 0.36 | 0.38 | 0.35 | 0.44 | 0.56 | 0.54 | 1.00 | 0.40 | 0.49 |
| NVDA | 0.40 | 0.31 | 0.34 | 0.61 | 0.42 | 0.36 | 0.41 | 0.40 | 1.00 | 0.62 |
| AMAT | 0.37 | 0.36 | 0.36 | 0.53 | 0.43 | 0.47 | 0.46 | 0.49 | 0.62 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the semana 2 pl. 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 semana 2 pl was 40.92%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.92% | Nov 9, 2021 | 235 | Oct 14, 2022 | 166 | Jun 14, 2023 | 401 |
| -39.26% | Feb 20, 2020 | 22 | Mar 20, 2020 | 73 | Jul 6, 2020 | 95 |
| -35.42% | May 2, 2011 | 108 | Oct 3, 2011 | 391 | Apr 24, 2013 | 499 |
| -24.23% | Oct 2, 2018 | 58 | Dec 24, 2018 | 81 | Apr 23, 2019 | 139 |
| -22.13% | Dec 30, 2015 | 30 | Feb 11, 2016 | 34 | Apr 1, 2016 | 64 |
Volatility Chart
The current semana 2 pl volatility is 5.12%, 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.