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1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


SQM 100%EquityEquity
PositionCategory/SectorWeight
SQM
Sociedad Química y Minera de Chile S.A.
Basic Materials

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 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


-20.00%-10.00%0.00%10.00%20.00%NovemberDecember2024FebruaryMarchApril
-11.39%
19.37%
1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 21, 1993, corresponding to the inception date of SQM

Returns By Period

As of Apr 24, 2024, the 1 returned -25.62% Year-To-Date and 8.78% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
1-25.62%-6.63%-11.39%-27.99%10.76%8.78%
SQM
Sociedad Química y Minera de Chile S.A.
-25.62%-6.63%-11.39%-27.99%10.76%8.78%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-30.14%18.18%-1.13%
2023-4.67%-18.89%5.15%21.09%

Expense Ratio

The 1 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

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.


1
Sharpe ratio
The chart of Sharpe ratio for 1, currently valued at -0.50, compared to the broader market-1.000.001.002.003.004.005.00-0.50
Sortino ratio
The chart of Sortino ratio for 1, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.49
Omega ratio
The chart of Omega ratio for 1, currently valued at 0.95, compared to the broader market0.801.001.201.401.601.800.95
Calmar ratio
The chart of Calmar ratio for 1, currently valued at -0.39, compared to the broader market0.002.004.006.008.00-0.39
Martin ratio
The chart of Martin ratio for 1, currently valued at -0.81, compared to the broader market0.0010.0020.0030.0040.0050.00-0.81
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SQM
Sociedad Química y Minera de Chile S.A.
-0.50-0.490.95-0.39-0.81

Sharpe Ratio

The current 1 Sharpe ratio is -0.50. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

-1.000.001.002.003.004.005.00-0.50

The Sharpe ratio of 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 Ratio-1.000.001.002.003.00NovemberDecember2024FebruaryMarchApril
-0.50
1.92
1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

1 granted a 11.43% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
111.43%8.50%9.79%3.91%1.65%4.59%5.41%2.38%5.31%2.37%5.80%3.94%
SQM
Sociedad Química y Minera de Chile S.A.
11.43%8.50%9.79%3.91%1.65%4.59%5.41%2.38%5.31%2.37%5.80%3.94%

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-54.99%
-3.50%
1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 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 1 was 77.80%, occurring on Jul 27, 2015. Recovery took 538 trading sessions.

The current 1 drawdown is 54.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.8%Jul 25, 20111008Jul 27, 2015538Sep 13, 20171546
-73.85%Jul 8, 19971064Oct 8, 2001767Nov 26, 20041831
-72.96%Jan 12, 2018548Mar 18, 2020203Jan 6, 2021751
-72.14%Jun 19, 200880Oct 10, 2008514Oct 26, 2010594
-60.46%Sep 15, 2022349Feb 5, 2024

Volatility

Volatility Chart

The current 1 volatility is 13.50%, 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.


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
13.50%
3.58%
1
Benchmark (^GSPC)
Portfolio components