Miguel Bravo AAA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 33.33% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 33.33% |
GOOG Alphabet Inc. | Communication Services | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Miguel Bravo AAA, 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 Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Jul 25, 2024, the Miguel Bravo AAA returned 19.87% Year-To-Date and 25.84% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Miguel Bravo AAA | 18.29% | -4.64% | 13.09% | 29.19% | 24.35% | 25.72% |
| Portfolio components: | ||||||
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 34.21% | 25.96% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 13.14% | 27.45% |
GOOG Alphabet Inc. | 20.17% | -8.74% | 10.12% | 30.40% | 22.11% | 19.27% |
Monthly Returns
The table below presents the monthly returns of Miguel Bravo AAA, 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 | -0.49% | 3.66% | 2.01% | 1.50% | 6.49% | 8.12% | 18.29% | ||||||
| 2023 | 15.45% | -5.42% | 12.14% | 3.02% | 10.99% | 5.02% | 4.60% | 0.79% | -6.76% | -0.15% | 9.40% | 3.50% | 63.42% |
| 2022 | -6.01% | -1.25% | 5.13% | -17.04% | -3.25% | -7.85% | 17.53% | -5.17% | -11.60% | -0.03% | -0.60% | -12.57% | -38.23% |
| 2021 | 0.91% | 0.08% | 0.90% | 12.05% | -3.96% | 6.75% | 3.71% | 5.41% | -6.91% | 6.59% | 3.40% | 1.50% | 33.28% |
| 2020 | 7.12% | -8.08% | -5.40% | 19.44% | 4.24% | 8.88% | 12.05% | 13.74% | -9.74% | 0.21% | 7.55% | 4.34% | 63.32% |
| 2019 | 9.27% | -0.07% | 7.71% | 5.04% | -9.16% | 5.91% | 6.28% | -2.88% | 2.73% | 5.64% | 4.34% | 5.20% | 46.13% |
| 2018 | 11.59% | 1.70% | -5.45% | 1.75% | 7.93% | 2.06% | 5.49% | 10.90% | -1.09% | -10.99% | -4.34% | -9.18% | 7.62% |
| 2017 | 5.93% | 6.41% | 3.59% | 4.51% | 6.93% | -4.70% | 2.57% | 3.69% | -2.12% | 10.21% | 3.07% | 0.07% | 47.17% |
| 2016 | -7.59% | -4.03% | 9.03% | -3.30% | 7.77% | -3.44% | 8.72% | 1.16% | 5.53% | -1.44% | -3.47% | 2.22% | 9.82% |
| 2015 | 7.33% | 7.29% | -2.38% | 4.10% | 1.79% | -1.52% | 13.46% | -3.88% | -1.34% | 15.86% | 3.53% | -1.92% | 48.49% |
| 2014 | -2.29% | 5.79% | 3.06% | -0.45% | 5.37% | -1.92% | -0.40% | 6.25% | -6.24% | 8.74% |
Expense Ratio
Miguel Bravo AAA 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
Risk-Adjusted Performance Rank
The current rank of Miguel Bravo AAA is 56, 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.57 | 0.97 | 1.12 | 0.78 | 1.54 |
AMZN Amazon.com, Inc. | 1.41 | 2.15 | 1.26 | 1.09 | 7.87 |
GOOG Alphabet Inc. | 1.36 | 1.85 | 1.26 | 2.09 | 8.19 |
Dividends
Dividend yield
Miguel Bravo AAA granted a 0.19% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Miguel Bravo AAA | 0.19% | 0.16% | 0.23% | 0.16% | 0.20% | 0.35% | 0.60% | 0.48% | 0.64% | 0.64% | 0.56% | 0.70% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.45% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AMZN Amazon.com, 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% |
GOOG Alphabet Inc. | 0.12% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Miguel Bravo AAA. 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 Miguel Bravo AAA was 41.26%, occurring on Dec 28, 2022. Recovery took 265 trading sessions.
The current Miguel Bravo AAA drawdown is 8.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.26% | Dec 13, 2021 | 263 | Dec 28, 2022 | 265 | Jan 19, 2024 | 528 |
| -29.41% | Sep 5, 2018 | 77 | Dec 24, 2018 | 207 | Oct 21, 2019 | 284 |
| -25.41% | Feb 13, 2020 | 22 | Mar 16, 2020 | 39 | May 11, 2020 | 61 |
| -19.19% | Dec 7, 2015 | 44 | Feb 9, 2016 | 118 | Jul 28, 2016 | 162 |
| -17.24% | Sep 3, 2020 | 14 | Sep 23, 2020 | 66 | Dec 28, 2020 | 80 |
Volatility
Volatility Chart
The current Miguel Bravo AAA volatility is 7.30%, 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
| AAPL | AMZN | GOOG | |
|---|---|---|---|
| AAPL | 1.00 | 0.56 | 0.58 |
| AMZN | 0.56 | 1.00 | 0.67 |
| GOOG | 0.58 | 0.67 | 1.00 |