Portfolio Diversificado ETF 1

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Portfolio Diversificado ETF 1

Last updated Apr 17, 2024

Asset Allocation

Position	Category/Sector	Weight
CPI IQ Real Return ETF	Hedge Fund	5%
IEI iShares 3-7 Year Treasury Bond ETF	Government Bonds	5%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds	5%
GSG iShares S&P GSCI Commodity-Indexed Trust	Commodities	10%
GLD SPDR Gold Trust	Precious Metals, Gold	3%
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund	Currency, Actively Managed	7%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	30%
HEFA iShares Currency Hedged MSCI EAFE ETF	Foreign Large Cap Equities	7%
XLE Energy Select Sector SPDR Fund	Energy Equities	5%
ICLN iShares Global Clean Energy ETF	Alternative Energy Equities	5%
LIT Global X Lithium & Battery Tech ETF	Commodity Producers Equities	4%
VMMSX Vanguard Emerging Markets Select Stock Fund	Emerging Markets Equities	3%
PICK iShares MSCI Global Select Metals & Mining Producers ETF	Materials	3%
TAN Invesco Solar ETF	Alternative Energy Equities	2%
PHO Invesco Water Resources ETF	Water Equities	1%
NURE Nuveen Short-Term REIT ETF	REIT	5%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portfolio Diversificado ETF 1, 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

Portfolio Diversificado ETF 1

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Dec 20, 2016, corresponding to the inception date of NURE

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	5.29%	-2.47%	16.40%	20.88%	11.60%	10.43%
Portfolio Diversificado ETF 1	2.15%	-0.54%	8.58%	6.14%	9.67%	N/A
Portfolio components:
VTI Vanguard Total Stock Market ETF	5.39%	-1.95%	17.83%	22.80%	12.77%	11.90%
GSG iShares S&P GSCI Commodity-Indexed Trust	13.16%	2.71%	1.66%	8.72%	6.80%	-3.76%
GLD SPDR Gold Trust	15.72%	10.59%	22.31%	18.78%	12.99%	5.91%
IEI iShares 3-7 Year Treasury Bond ETF	-2.43%	-1.08%	3.09%	-0.56%	0.05%	0.93%
TLT iShares 20+ Year Treasury Bond ETF	-9.83%	-4.38%	6.56%	-12.12%	-4.26%	0.23%
VMMSX Vanguard Emerging Markets Select Stock Fund	0.00%	-1.48%	7.95%	3.19%	1.50%	2.84%
CPI IQ Real Return ETF	0.00%	0.00%	2.63%	2.77%	0.22%	N/A
LIT Global X Lithium & Battery Tech ETF	-16.10%	-7.31%	-16.06%	-32.37%	9.09%	6.24%
PICK iShares MSCI Global Select Metals & Mining Producers ETF	-1.42%	4.89%	14.00%	0.57%	11.04%	5.38%
NURE Nuveen Short-Term REIT ETF	-5.02%	-2.36%	8.97%	0.68%	3.45%	N/A
HEFA iShares Currency Hedged MSCI EAFE ETF	7.65%	-0.47%	15.57%	15.92%	10.24%	9.03%
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund	6.33%	2.77%	2.07%	9.72%	3.18%	3.45%
XLE Energy Select Sector SPDR Fund	13.51%	3.58%	4.48%	12.86%	12.42%	4.11%
ICLN iShares Global Clean Energy ETF	-16.12%	-3.19%	-5.56%	-33.40%	6.47%	3.87%
PHO Invesco Water Resources ETF	4.41%	-1.03%	22.93%	21.70%	13.69%	9.73%
TAN Invesco Solar ETF	-25.51%	-7.15%	-17.53%	-49.26%	9.77%	0.93%

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2024	-1.30%	2.66%	3.18%
2023									-2.73%	-3.77%	5.09%	4.21%

Expense Ratio

The Portfolio Diversificado ETF 1 has a high expense ratio of 0.32%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VMMSX

Vanguard Emerging Markets Select Stock Fund

GSG

iShares S&P GSCI Commodity-Indexed Trust

LIT

Global X Lithium & Battery Tech ETF

TAN

Invesco Solar ETF

PHO

Invesco Water Resources ETF

USDU

WisdomTree Bloomberg U.S. Dollar Bullish Fund

ICLN

iShares Global Clean Energy ETF

GLD

SPDR Gold Trust

PICK

iShares MSCI Global Select Metals & Mining Producers ETF

CPI

IQ Real Return ETF

NURE

Nuveen Short-Term REIT ETF

HEFA

iShares Currency Hedged MSCI EAFE ETF

IEI

iShares 3-7 Year Treasury Bond ETF

TLT

iShares 20+ Year Treasury Bond ETF

XLE

Energy Select Sector SPDR Fund

VTI

Vanguard Total Stock Market ETF

Risk-Adjusted Performance

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 Diversificado ETF 1

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VTI Vanguard Total Stock Market ETF	1.94	2.78	1.33	1.49	7.61
GSG iShares S&P GSCI Commodity-Indexed Trust	0.46	0.74	1.09	0.28	1.17
GLD SPDR Gold Trust	1.55	2.39	1.28	1.45	4.14
IEI iShares 3-7 Year Treasury Bond ETF	-0.17	-0.21	0.98	-0.07	-0.34
TLT iShares 20+ Year Treasury Bond ETF	-0.74	-0.97	0.89	-0.27	-1.24
VMMSX Vanguard Emerging Markets Select Stock Fund	0.25	0.46	1.05	0.13	0.60
CPI IQ Real Return ETF	0.63	0.97	1.14	0.35	2.39
LIT Global X Lithium & Battery Tech ETF	-1.14	-1.65	0.82	-0.54	-1.28
PICK iShares MSCI Global Select Metals & Mining Producers ETF	0.11	0.33	1.04	0.10	0.29
NURE Nuveen Short-Term REIT ETF	0.14	0.35	1.04	0.07	0.36
HEFA iShares Currency Hedged MSCI EAFE ETF	1.71	2.42	1.30	2.45	8.49
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund	1.75	2.48	1.32	1.31	6.96
XLE Energy Select Sector SPDR Fund	0.62	0.99	1.12	0.71	1.82
ICLN iShares Global Clean Energy ETF	-1.26	-1.97	0.79	-0.54	-1.41
PHO Invesco Water Resources ETF	1.48	2.12	1.26	1.25	4.69
TAN Invesco Solar ETF	-1.28	-2.19	0.77	-0.71	-1.44

Sharpe Ratio

The current Portfolio Diversificado ETF 1 Sharpe ratio is 0.70. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The Sharpe ratio of Portfolio Diversificado ETF 1 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.

Portfolio Diversificado ETF 1

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Portfolio Diversificado ETF 1 granted a 2.26% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Portfolio Diversificado ETF 1	2.26%	2.26%	3.91%	1.44%	1.37%	2.27%	2.15%	1.70%	1.59%	2.36%	1.55%	1.10%
Portfolio components:
VTI Vanguard Total Stock Market ETF	1.42%	1.44%	1.66%	1.21%	1.42%	1.78%	2.04%	1.71%	1.92%	1.98%	1.76%	1.74%
GSG iShares S&P GSCI Commodity-Indexed Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GLD SPDR Gold Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IEI iShares 3-7 Year Treasury Bond ETF	2.69%	2.36%	1.37%	0.73%	1.12%	2.01%	1.95%	1.51%	1.33%	1.39%	1.23%	0.77%
TLT iShares 20+ Year Treasury Bond ETF	3.93%	3.38%	2.67%	1.50%	1.50%	2.27%	2.63%	2.43%	2.60%	2.61%	2.67%	3.26%
VMMSX Vanguard Emerging Markets Select Stock Fund	3.05%	3.05%	3.71%	6.80%	1.04%	2.04%	2.53%	1.54%	1.44%	1.87%	1.39%	1.32%
CPI IQ Real Return ETF	2.21%	2.49%	3.36%	0.38%	0.99%	2.13%	1.31%	1.07%	0.00%	0.00%	0.01%	0.01%
LIT Global X Lithium & Battery Tech ETF	1.32%	1.11%	0.99%	0.22%	0.40%	1.85%	2.52%	3.26%	2.15%	0.24%	1.07%	0.32%
PICK iShares MSCI Global Select Metals & Mining Producers ETF	4.25%	4.19%	6.93%	5.89%	2.27%	5.50%	4.76%	2.41%	1.15%	15.73%	2.88%	3.38%
NURE Nuveen Short-Term REIT ETF	4.06%	3.73%	2.80%	1.34%	2.87%	3.28%	4.08%	3.82%	0.48%	0.00%	0.00%	0.00%
HEFA iShares Currency Hedged MSCI EAFE ETF	2.80%	3.02%	25.14%	3.06%	2.10%	5.37%	4.59%	2.55%	3.17%	3.54%	3.39%	0.00%
USDU WisdomTree Bloomberg U.S. Dollar Bullish Fund	6.57%	6.99%	7.83%	0.00%	0.69%	3.06%	0.88%	0.00%	0.00%	6.48%	1.58%	0.00%
XLE Energy Select Sector SPDR Fund	3.09%	3.55%	3.68%	4.21%	5.62%	5.73%	3.54%	3.03%	2.26%	3.39%	2.35%	1.73%
ICLN iShares Global Clean Energy ETF	1.89%	1.59%	0.89%	1.18%	0.34%	1.36%	2.77%	2.49%	3.88%	2.36%	2.82%	2.10%
PHO Invesco Water Resources ETF	0.54%	0.59%	0.49%	0.20%	0.39%	0.43%	0.46%	0.34%	0.47%	0.75%	0.59%	0.49%
TAN Invesco Solar ETF	0.12%	0.09%	0.00%	0.00%	0.09%	0.29%	0.69%	1.77%	5.04%	1.60%	1.88%	1.28%

Drawdowns

Drawdowns Chart

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

Portfolio Diversificado ETF 1

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portfolio Diversificado ETF 1. 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 Portfolio Diversificado ETF 1 was 27.91%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current Portfolio Diversificado ETF 1 drawdown is 2.98%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-27.91%	Feb 21, 2020	22	Mar 23, 2020	108	Aug 25, 2020	130
-14.7%	Apr 5, 2022	124	Sep 30, 2022	355	Mar 1, 2024	479
-13.31%	Oct 4, 2018	56	Dec 24, 2018	59	Mar 21, 2019	115
-7.34%	Jan 29, 2018	9	Feb 8, 2018	163	Oct 2, 2018	172
-6.02%	Nov 9, 2021	55	Jan 27, 2022	36	Mar 21, 2022	91

Volatility

Volatility Chart

The current Portfolio Diversificado ETF 1 volatility is 2.45%, 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.

Portfolio Diversificado ETF 1

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

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

	GLD	TLT	IEI	USDU	GSG	NURE	TAN	XLE	CPI	ICLN	LIT	PHO	HEFA	VMMSX	PICK	VTI
GLD	1.00	0.33	0.44	-0.45	0.15	0.10	0.09	0.07	0.19	0.14	0.12	0.07	-0.05	0.18	0.22	0.05
TLT	0.33	1.00	0.82	-0.13	-0.16	0.02	-0.02	-0.26	0.06	-0.03	-0.12	-0.09	-0.22	-0.15	-0.19	-0.15
IEI	0.44	0.82	1.00	-0.24	-0.12	0.07	-0.01	-0.23	0.09	0.01	-0.11	-0.06	-0.22	-0.12	-0.15	-0.12
USDU	-0.45	-0.13	-0.24	1.00	-0.20	-0.21	-0.24	-0.19	-0.32	-0.32	-0.30	-0.26	-0.15	-0.38	-0.40	-0.26
GSG	0.15	-0.16	-0.12	-0.20	1.00	0.13	0.21	0.63	0.38	0.24	0.28	0.22	0.28	0.34	0.43	0.29
NURE	0.10	0.02	0.07	-0.21	0.13	1.00	0.33	0.31	0.44	0.40	0.34	0.56	0.44	0.35	0.36	0.56
TAN	0.09	-0.02	-0.01	-0.24	0.21	0.33	1.00	0.32	0.41	0.88	0.59	0.51	0.52	0.56	0.48	0.59
XLE	0.07	-0.26	-0.23	-0.19	0.63	0.31	0.32	1.00	0.45	0.36	0.42	0.44	0.51	0.48	0.60	0.52
CPI	0.19	0.06	0.09	-0.32	0.38	0.44	0.41	0.45	1.00	0.46	0.43	0.54	0.51	0.50	0.51	0.63
ICLN	0.14	-0.03	0.01	-0.32	0.24	0.40	0.88	0.36	0.46	1.00	0.61	0.58	0.58	0.62	0.54	0.65
LIT	0.12	-0.12	-0.11	-0.30	0.28	0.34	0.59	0.42	0.43	0.61	1.00	0.54	0.59	0.70	0.64	0.64
PHO	0.07	-0.09	-0.06	-0.26	0.22	0.56	0.51	0.44	0.54	0.58	0.54	1.00	0.71	0.57	0.58	0.83
HEFA	-0.05	-0.22	-0.22	-0.15	0.28	0.44	0.52	0.51	0.51	0.58	0.59	0.71	1.00	0.70	0.66	0.82
VMMSX	0.18	-0.15	-0.12	-0.38	0.34	0.35	0.56	0.48	0.50	0.62	0.70	0.57	0.70	1.00	0.75	0.69
PICK	0.22	-0.19	-0.15	-0.40	0.43	0.36	0.48	0.60	0.51	0.54	0.64	0.58	0.66	0.75	1.00	0.64
VTI	0.05	-0.15	-0.12	-0.26	0.29	0.56	0.59	0.52	0.63	0.65	0.64	0.83	0.82	0.69	0.64	1.00