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Portfolio Diversificado ETF 1

Last updated Dec 9, 2023

Asset Allocation


CPI 5%IEI 5%TLT 5%GSG 10%GLD 3%USDU 7%VTI 30%HEFA 7%XLE 5%ICLN 5%LIT 4%VMMSX 3%PICK 3%TAN 2%PHO 1%NURE 5%AlternativesAlternativesBondBondCommodityCommodityCurrencyCurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
CPI
IQ Real Return ETF
Hedge Fund5%
IEI
iShares 3-7 Year Treasury Bond ETF
Government Bonds5%
TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds5%
GSG
iShares S&P GSCI Commodity-Indexed Trust
Commodities10%
GLD
SPDR Gold Trust
Precious Metals, Gold3%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
Currency, Actively Managed7%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities30%
HEFA
iShares Currency Hedged MSCI EAFE ETF
Foreign Large Cap Equities7%
XLE
Energy Select Sector SPDR Fund
Energy Equities5%
ICLN
iShares Global Clean Energy ETF
Alternative Energy Equities5%
LIT
Global X Lithium & Battery Tech ETF
Commodity Producers Equities4%
VMMSX
Vanguard Emerging Markets Select Stock Fund
Emerging Markets Equities3%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
Materials3%
TAN
Invesco Solar ETF
Alternative Energy Equities2%
PHO
Invesco Water Resources ETF
Water Equities1%
NURE
Nuveen Short-Term REIT ETF
REIT5%

Performance

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


70.00%75.00%80.00%85.00%90.00%95.00%100.00%105.00%JulyAugustSeptemberOctoberNovemberDecember
80.90%
102.77%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Portfolio Diversificado ETF 15.23%4.04%0.46%3.69%10.30%N/A
VTI
Vanguard Total Stock Market ETF
21.08%5.90%7.78%17.27%13.03%11.32%
GSG
iShares S&P GSCI Commodity-Indexed Trust
-6.17%-4.09%3.11%0.25%5.44%-4.56%
GLD
SPDR Gold Trust
9.43%2.69%1.98%11.52%9.48%4.31%
IEI
iShares 3-7 Year Treasury Bond ETF
2.35%1.52%0.56%1.28%0.63%0.96%
TLT
iShares 20+ Year Treasury Bond ETF
-2.06%5.89%-5.54%-10.46%-2.28%1.48%
VMMSX
Vanguard Emerging Markets Select Stock Fund
4.98%0.95%-2.36%3.37%3.45%2.48%
CPI
IQ Real Return ETF
6.48%1.86%3.21%5.25%0.82%-20.57%
LIT
Global X Lithium & Battery Tech ETF
-17.58%-0.82%-24.08%-28.12%11.35%7.91%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
0.75%6.91%0.70%-2.65%13.50%4.96%
NURE
Nuveen Short-Term REIT ETF
4.92%8.74%-3.64%-0.44%4.14%N/A
HEFA
iShares Currency Hedged MSCI EAFE ETF
18.19%4.50%4.45%15.20%10.74%N/A
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
5.49%-0.83%3.85%4.35%2.42%N/A
XLE
Energy Select Sector SPDR Fund
-3.44%-0.63%2.78%0.70%10.36%3.35%
ICLN
iShares Global Clean Energy ETF
-28.54%6.74%-23.84%-31.16%11.41%5.26%
PHO
Invesco Water Resources ETF
12.45%9.55%6.12%10.05%15.20%9.34%
TAN
Invesco Solar ETF
-37.18%7.71%-34.91%-42.07%17.99%3.97%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-1.84%4.19%3.13%-2.63%-2.73%-3.77%5.08%

Sharpe Ratio

The current Portfolio Diversificado ETF 1 Sharpe ratio is 0.33. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.33

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.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.33
1.25
Portfolio Diversificado ETF 1
Benchmark (^GSPC)
Portfolio components

Dividend yield

Portfolio Diversificado ETF 1 granted a 1.84% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Portfolio Diversificado ETF 11.84%3.91%1.44%1.37%2.27%2.15%1.70%1.59%2.36%1.55%1.10%1.46%
VTI
Vanguard Total Stock Market ETF
1.46%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%2.13%
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
2.31%1.37%0.73%1.12%2.01%1.95%1.51%1.33%1.39%1.23%0.77%0.87%
TLT
iShares 20+ Year Treasury Bond ETF
3.48%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%2.68%
VMMSX
Vanguard Emerging Markets Select Stock Fund
3.54%3.71%6.80%1.04%2.04%2.53%1.54%1.44%1.87%1.39%1.32%1.15%
CPI
IQ Real Return ETF
3.27%3.36%0.38%0.99%2.13%1.31%1.07%0.00%0.00%0.01%0.01%0.01%
LIT
Global X Lithium & Battery Tech ETF
1.50%0.99%0.22%0.40%1.85%2.52%3.26%2.15%0.24%1.07%0.32%2.42%
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
4.57%6.93%5.89%2.27%5.50%4.76%2.41%1.15%15.73%2.88%3.38%1.28%
NURE
Nuveen Short-Term REIT ETF
3.64%2.80%1.34%2.87%3.28%4.08%3.82%0.48%0.00%0.00%0.00%0.00%
HEFA
iShares Currency Hedged MSCI EAFE ETF
2.13%25.14%3.06%2.10%5.37%4.59%2.55%3.17%3.54%3.39%0.00%0.00%
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
1.00%7.83%0.00%0.69%3.06%0.88%0.00%0.00%6.48%1.58%0.00%0.00%
XLE
Energy Select Sector SPDR Fund
3.69%3.68%4.21%5.62%5.73%3.54%3.03%2.26%3.39%2.35%1.73%1.78%
ICLN
iShares Global Clean Energy ETF
1.14%0.89%1.18%0.34%1.36%2.77%2.49%3.88%2.36%2.82%2.10%3.83%
PHO
Invesco Water Resources ETF
0.66%0.49%0.20%0.39%0.43%0.46%0.34%0.47%0.75%0.59%0.49%0.87%
TAN
Invesco Solar ETF
0.00%0.00%0.00%0.09%0.29%0.69%1.77%5.04%1.60%1.88%1.28%9.10%

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.


0.84%
0.00%2.15%
0.75%
0.00%2.15%
0.69%
0.00%2.15%
0.60%
0.00%2.15%
0.51%
0.00%2.15%
0.46%
0.00%2.15%
0.40%
0.00%2.15%
0.39%
0.00%2.15%
0.38%
0.00%2.15%
0.35%
0.00%2.15%
0.15%
0.00%2.15%
0.13%
0.00%2.15%
0.03%
0.00%2.15%

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
VTI
Vanguard Total Stock Market ETF
1.30
GSG
iShares S&P GSCI Commodity-Indexed Trust
-0.01
GLD
SPDR Gold Trust
0.86
IEI
iShares 3-7 Year Treasury Bond ETF
0.15
TLT
iShares 20+ Year Treasury Bond ETF
-0.58
VMMSX
Vanguard Emerging Markets Select Stock Fund
0.31
CPI
IQ Real Return ETF
0.90
LIT
Global X Lithium & Battery Tech ETF
-1.12
PICK
iShares MSCI Global Select Metals & Mining Producers ETF
-0.06
NURE
Nuveen Short-Term REIT ETF
0.04
HEFA
iShares Currency Hedged MSCI EAFE ETF
1.36
USDU
WisdomTree Bloomberg U.S. Dollar Bullish Fund
0.63
XLE
Energy Select Sector SPDR Fund
0.01
ICLN
iShares Global Clean Energy ETF
-1.29
PHO
Invesco Water Resources ETF
0.65
TAN
Invesco Solar ETF
-1.24

Asset Correlations Table

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

GLDTLTIEIUSDUGSGNURETANXLECPIICLNLITPHOHEFAVMMSXPICKVTI
GLD1.000.340.45-0.450.150.080.080.060.200.130.110.05-0.070.160.200.03
TLT0.341.000.82-0.12-0.160.01-0.05-0.270.06-0.06-0.14-0.11-0.24-0.16-0.21-0.16
IEI0.450.821.00-0.24-0.120.05-0.03-0.240.09-0.02-0.12-0.09-0.25-0.13-0.17-0.14
USDU-0.45-0.12-0.241.00-0.20-0.19-0.23-0.18-0.33-0.31-0.29-0.25-0.14-0.37-0.39-0.25
GSG0.15-0.16-0.12-0.201.000.150.220.630.390.250.280.230.290.350.440.30
NURE0.080.010.05-0.190.151.000.310.320.460.390.330.550.440.340.350.55
TAN0.08-0.05-0.03-0.230.220.311.000.330.420.880.590.500.520.570.480.59
XLE0.06-0.27-0.24-0.180.630.320.331.000.460.370.420.450.520.490.610.53
CPI0.200.060.09-0.330.390.460.420.461.000.480.450.560.530.510.520.65
ICLN0.13-0.06-0.02-0.310.250.390.880.370.481.000.610.580.590.630.540.65
LIT0.11-0.14-0.12-0.290.280.330.590.420.450.611.000.540.600.700.640.65
PHO0.05-0.11-0.09-0.250.230.550.500.450.560.580.541.000.710.570.580.83
HEFA-0.07-0.24-0.25-0.140.290.440.520.520.530.590.600.711.000.700.660.82
VMMSX0.16-0.16-0.13-0.370.350.340.570.490.510.630.700.570.701.000.750.70
PICK0.20-0.21-0.17-0.390.440.350.480.610.520.540.640.580.660.751.000.64
VTI0.03-0.16-0.14-0.250.300.550.590.530.650.650.650.830.820.700.641.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-5.70%
-4.01%
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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-27.91%Feb 21, 202022Mar 23, 2020108Aug 25, 2020130
-14.7%Apr 5, 2022124Sep 30, 2022
-13.31%Oct 4, 201856Dec 24, 201859Mar 21, 2019115
-7.34%Jan 29, 20189Feb 8, 2018163Oct 2, 2018172
-6.02%Nov 9, 202155Jan 27, 202236Mar 21, 202291

Volatility Chart

The current Portfolio Diversificado ETF 1 volatility is 2.77%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
2.77%
2.77%
Portfolio Diversificado ETF 1
Benchmark (^GSPC)
Portfolio components
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