semana 2 pl

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

semana 2 pl

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AMAT Applied Materials, Inc.	Technology	10%
AMD Advanced Micro Devices, Inc.	Technology	10%
BKNG Booking Holdings Inc.	Consumer Cyclical	10%
BX The Blackstone Group Inc.	Financial Services	10%
CAT Caterpillar Inc.	Industrials	10%
LRLCY L'Oréal S.A.	Consumer Defensive	10%
MS Morgan Stanley	Financial Services	10%
NVDA NVIDIA Corporation	Technology	10%
PLD Prologis, Inc.	Real Estate	10%
TSLA Tesla, Inc.	Consumer Cyclical	10%

Benchmark

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns By Period

As of May 11, 2025, the semana 2 pl returned -5.72% Year-To-Date and 32.36% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
semana 2 pl	-5.72%	13.15%	-8.45%	12.89%	33.83%	32.36%
Portfolio components:
TSLA Tesla, Inc.	-26.14%	18.17%	-7.15%	77.04%	40.86%	33.91%
NVDA NVIDIA Corporation	-13.13%	8.44%	-20.97%	29.82%	71.04%	72.60%
BX The Blackstone Group Inc.	-17.89%	10.14%	-20.22%	15.39%	25.65%	18.44%
BKNG Booking Holdings Inc.	2.30%	12.86%	3.00%	34.40%	29.55%	15.90%
AMAT Applied Materials, Inc.	-4.10%	12.57%	-18.59%	-25.18%	24.80%	24.44%
LRLCY L'Oréal S.A.	23.68%	12.83%	21.69%	-10.30%	11.12%	10.34%
PLD Prologis, Inc.	2.05%	12.67%	-6.07%	2.85%	6.55%	13.64%
MS Morgan Stanley	-1.77%	15.10%	-4.66%	27.79%	29.22%	15.63%
CAT Caterpillar Inc.	-9.46%	13.17%	-16.51%	-6.72%	27.23%	16.96%
AMD Advanced Micro Devices, Inc.	-14.86%	15.94%	-30.49%	-32.31%	13.08%	45.95%

*Annualized

Monthly Returns

The table below presents the monthly returns of semana 2 pl, 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
2025	2.68%	-6.04%	-7.67%	1.72%	4.04%								-5.72%
2024	-0.22%	9.82%	2.86%	-6.39%	7.18%	3.11%	2.27%	0.04%	6.50%	-1.47%	8.25%	-3.33%	30.99%
2023	20.65%	3.81%	5.77%	-2.62%	6.47%	9.13%	5.98%	-0.41%	-4.79%	-9.57%	15.35%	12.70%	77.08%
2022	-7.09%	-5.10%	5.52%	-13.40%	0.96%	-16.19%	16.14%	-7.73%	-12.60%	6.69%	12.35%	-10.04%	-31.16%
2021	0.40%	6.66%	3.57%	7.12%	2.61%	4.49%	3.96%	5.63%	-5.25%	15.16%	5.51%	0.01%	61.05%
2020	4.29%	-3.47%	-12.03%	14.98%	8.28%	7.20%	12.56%	15.81%	-5.61%	-3.00%	21.17%	6.83%	82.60%
2019	10.72%	0.66%	3.61%	5.47%	-10.79%	13.28%	2.56%	-0.96%	1.79%	11.12%	4.73%	8.21%	60.25%
2018	11.85%	-2.69%	-5.28%	1.37%	4.01%	0.76%	4.12%	4.27%	2.94%	-10.97%	3.18%	-9.51%	1.76%
2017	3.55%	5.55%	2.56%	3.75%	6.14%	1.69%	4.39%	0.60%	3.08%	3.35%	-2.15%	0.21%	37.71%
2016	-11.93%	3.44%	12.00%	4.58%	6.82%	1.08%	12.63%	3.57%	1.12%	-0.74%	10.18%	7.78%	60.21%
2015	-3.89%	7.40%	-3.91%	2.40%	1.52%	-1.88%	-1.61%	-4.78%	-2.58%	9.37%	2.64%	1.52%	5.24%
2014	0.10%	11.70%	-2.01%	-0.28%	2.24%	3.88%	-3.28%	6.37%	-7.29%	0.53%	3.61%	-1.03%	14.12%

Expense Ratio

semana 2 pl has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of semana 2 pl is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
TSLA Tesla, Inc.	1.03	1.74	1.21	1.15	2.83
NVDA NVIDIA Corporation	0.53	1.05	1.13	0.78	1.94
BX The Blackstone Group Inc.	0.43	0.89	1.11	0.45	1.17
BKNG Booking Holdings Inc.	1.22	1.96	1.27	1.97	5.35
AMAT Applied Materials, Inc.	-0.50	-0.47	0.94	-0.49	-0.85
LRLCY L'Oréal S.A.	-0.39	-0.29	0.97	-0.27	-0.43
PLD Prologis, Inc.	0.08	0.33	1.04	0.06	0.23
MS Morgan Stanley	0.84	1.43	1.21	1.06	3.36
CAT Caterpillar Inc.	-0.20	0.02	1.00	-0.12	-0.32
AMD Advanced Micro Devices, Inc.	-0.62	-0.74	0.91	-0.53	-1.13

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

semana 2 pl Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.45
5-Year: 1.23
10-Year: 1.21
All Time: 1.16

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of semana 2 pl compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

semana 2 pl provided a 1.49% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.49%	1.36%	1.24%	1.75%	1.01%	1.18%	1.40%	2.12%	1.63%	2.02%	2.45%	1.77%
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%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
BX The Blackstone Group Inc.	2.91%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	8.44%	9.76%	5.57%
BKNG Booking Holdings Inc.	0.71%	0.70%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMAT Applied Materials, Inc.	1.03%	0.93%	0.75%	1.05%	0.60%	1.01%	1.36%	2.14%	0.78%	1.24%	2.14%	1.61%
LRLCY L'Oréal S.A.	1.78%	2.01%	1.29%	1.53%	1.00%	1.13%	1.47%	1.90%	1.58%	1.94%	1.82%	2.06%
PLD Prologis, Inc.	3.64%	3.63%	2.61%	2.80%	1.50%	2.33%	2.38%	3.27%	2.73%	3.18%	3.54%	3.07%
MS Morgan Stanley	3.04%	2.82%	3.49%	3.47%	2.14%	2.04%	2.54%	2.77%	1.72%	1.66%	1.73%	0.90%
CAT Caterpillar Inc.	1.73%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%	2.84%
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%

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 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 40.85%, occurring on Oct 14, 2022. Recovery took 166 trading sessions.

The current semana 2 pl drawdown is 12.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-40.85%	Nov 9, 2021	235	Oct 14, 2022	166	Jun 14, 2023	401
-39.05%	Feb 20, 2020	22	Mar 20, 2020	73	Jul 6, 2020	95
-35.27%	May 2, 2011	108	Oct 3, 2011	391	Apr 24, 2013	499
-28.16%	Jan 24, 2025	52	Apr 8, 2025	—	—	—
-24.16%	Oct 2, 2018	58	Dec 24, 2018	81	Apr 23, 2019	139

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	LRLCY	TSLA	PLD	BKNG	AMD	CAT	BX	NVDA	MS	AMAT	Portfolio
^GSPC	1.00	0.36	0.45	0.57	0.60	0.53	0.65	0.64	0.60	0.68	0.67	0.84
LRLCY	0.36	1.00	0.16	0.29	0.23	0.18	0.23	0.27	0.18	0.25	0.23	0.38
TSLA	0.45	0.16	1.00	0.25	0.35	0.35	0.27	0.32	0.39	0.29	0.37	0.63
PLD	0.57	0.29	0.25	1.00	0.32	0.31	0.36	0.42	0.30	0.38	0.34	0.52
BKNG	0.60	0.23	0.35	0.32	1.00	0.34	0.44	0.43	0.42	0.44	0.43	0.62
AMD	0.53	0.18	0.35	0.31	0.34	1.00	0.33	0.38	0.61	0.35	0.54	0.71
CAT	0.65	0.23	0.27	0.36	0.44	0.33	1.00	0.47	0.36	0.56	0.47	0.61
BX	0.64	0.27	0.32	0.42	0.43	0.38	0.47	1.00	0.40	0.54	0.45	0.66
NVDA	0.60	0.18	0.39	0.30	0.42	0.61	0.36	0.40	1.00	0.39	0.62	0.73
MS	0.68	0.25	0.29	0.38	0.44	0.35	0.56	0.54	0.39	1.00	0.48	0.65
AMAT	0.67	0.23	0.37	0.34	0.43	0.54	0.47	0.45	0.62	0.48	1.00	0.74
Portfolio	0.84	0.38	0.63	0.52	0.62	0.71	0.61	0.66	0.73	0.65	0.74	1.00

The correlation results are calculated based on daily price changes starting from Jun 30, 2010

Performance Analysis

Risk Analysis

Optimization

Factor Model

semana 2 pl

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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