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Miguel Bravo AAA

Last updated Mar 2, 2024

Asset Allocation


AAPL 33.33%AMZN 33.33%GOOG 33.33%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

33.33%

AMZN
Amazon.com, Inc.
Consumer Cyclical

33.33%

GOOG
Alphabet Inc.
Communication Services

33.33%

S&P 500

Performance

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


200.00%400.00%600.00%800.00%OctoberNovemberDecember2024FebruaryMarch
826.79%
171.98%
Miguel Bravo AAA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


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%
Miguel Bravo AAA2.75%-1.02%8.15%50.20%24.35%N/A
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.85%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.44%25.68%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.05%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.49%3.59%
20230.79%-6.76%-0.15%9.40%3.50%

Sharpe Ratio

The current Miguel Bravo AAA 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 Miguel Bravo AAA 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.62
2.44
Miguel Bravo AAA
Benchmark (^GSPC)
Portfolio components

Dividend yield

Miguel Bravo AAA granted a 0.18% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Miguel Bravo AAA0.18%0.16%0.23%0.16%0.20%0.35%0.60%0.48%0.64%0.64%0.56%0.70%
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%
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.
0.00%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 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.


The portfolio doesn't hold funds that charge fees

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
Miguel Bravo AAA
2.62
AAPL
Apple Inc.
1.27
AMZN
Amazon.com, Inc.
3.07
GOOG
Alphabet Inc.
1.88

Asset Correlations Table

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

AAPLAMZNGOOG
AAPL1.000.570.59
AMZN0.571.000.68
GOOG0.590.681.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-3.55%
0
Miguel Bravo AAA
Benchmark (^GSPC)
Portfolio components

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 3.55%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-41.26%Dec 13, 2021263Dec 28, 2022265Jan 19, 2024528
-29.41%Sep 5, 201877Dec 24, 2018207Oct 21, 2019284
-25.41%Feb 13, 202022Mar 16, 202039May 11, 202061
-19.19%Dec 7, 201544Feb 9, 2016118Jul 28, 2016162
-17.24%Sep 3, 202014Sep 23, 202066Dec 28, 202080

Volatility Chart

The current Miguel Bravo AAA volatility is 5.51%, 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.


2.00%4.00%6.00%8.00%OctoberNovemberDecember2024FebruaryMarch
5.51%
3.47%
Miguel Bravo AAA
Benchmark (^GSPC)
Portfolio components
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