1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SQM Sociedad Química y Minera de Chile S.A. | Basic Materials | 100% |
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
The earliest data available for this chart is Sep 21, 1993, corresponding to the inception date of SQM
Returns By Period
As of Jul 25, 2024, the 1 returned -36.92% Year-To-Date and 7.47% 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 | 13.78% | -0.38% | 11.47% | 18.82% | 12.44% | 10.64% |
| 1 | -36.92% | -7.06% | -22.10% | -48.20% | 10.20% | 7.47% |
| Portfolio components: | ||||||
SQM Sociedad Química y Minera de Chile S.A. | -36.92% | -7.06% | -22.10% | -48.20% | 10.20% | 7.47% |
Monthly Returns
The table below presents the monthly returns of 1, 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 | -30.14% | 18.18% | -1.13% | -7.06% | 2.69% | -12.74% | -36.92% | ||||||
| 2023 | 22.17% | -9.01% | -8.66% | -16.75% | -0.40% | 13.17% | 2.48% | -15.06% | -4.67% | -18.89% | 5.15% | 21.09% | -18.36% |
| 2022 | 7.38% | 22.22% | 29.34% | -13.67% | 43.86% | -19.09% | 17.77% | 1.33% | -7.15% | 3.23% | 5.85% | -16.80% | 71.82% |
| 2021 | 3.77% | 5.22% | -0.27% | -0.59% | -17.77% | 9.70% | 0.36% | 9.79% | 3.62% | 2.18% | 13.43% | -16.74% | 7.59% |
| 2020 | 5.28% | -2.56% | -17.64% | 2.23% | 6.89% | 7.69% | 17.18% | 2.65% | 3.38% | 15.38% | 27.18% | 4.29% | 89.22% |
| 2019 | 11.38% | -3.38% | -6.74% | -7.28% | -13.88% | 3.59% | -5.21% | -16.45% | 14.04% | -2.20% | -12.33% | 13.09% | -27.28% |
| 2018 | -5.04% | -11.49% | -1.50% | 11.68% | -4.39% | -7.05% | 0.46% | -11.73% | 8.62% | -4.18% | 0.43% | -12.35% | -33.24% |
| 2017 | 12.81% | -2.54% | 9.11% | 3.43% | 1.93% | -7.34% | 24.50% | 14.16% | 19.54% | 7.33% | -9.07% | 10.22% | 114.18% |
| 2016 | -14.62% | 9.00% | 16.17% | 4.12% | 5.42% | 12.57% | 0.24% | 2.91% | 5.49% | 8.77% | -2.19% | 2.90% | 59.14% |
| 2015 | -0.08% | 7.71% | -28.99% | 20.49% | -10.58% | -17.97% | -15.67% | 16.06% | -7.27% | 33.29% | -13.36% | 15.31% | -18.37% |
| 2014 | -3.75% | 23.65% | 3.05% | 0.92% | -5.20% | -3.08% | -2.61% | -1.26% | -4.53% | -9.22% | 6.20% | -3.67% | -3.04% |
| 2013 | -1.39% | -2.50% | 0.05% | -10.75% | -5.65% | -12.99% | -28.32% | -10.53% | 17.91% | -9.62% | -9.42% | 6.68% | -53.45% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 1 is 0, indicating that it is in the bottom 0% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SQM Sociedad Química y Minera de Chile S.A. | -0.99 | -1.56 | 0.84 | -0.75 | -1.42 |
Dividends
Dividend yield
1 granted a 3.51% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1 | 3.51% | 8.50% | 9.79% | 3.91% | 1.65% | 4.59% | 5.41% | 2.38% | 5.31% | 2.37% | 5.80% | 3.94% |
| Portfolio components: | ||||||||||||
SQM Sociedad Química y Minera de Chile S.A. | 3.51% | 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.
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 61.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -77.8% | Jul 25, 2011 | 1008 | Jul 27, 2015 | 538 | Sep 13, 2017 | 1546 |
| -73.85% | Jul 8, 1997 | 1064 | Oct 8, 2001 | 762 | Nov 18, 2004 | 1826 |
| -73.18% | Jan 12, 2018 | 548 | Mar 18, 2020 | 204 | Jan 7, 2021 | 752 |
| -72.14% | Jun 19, 2008 | 80 | Oct 10, 2008 | 514 | Oct 26, 2010 | 594 |
| -61.83% | Sep 15, 2022 | 466 | Jul 24, 2024 | — | — | — |
Volatility
Volatility Chart
The current 1 volatility is 12.46%, 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.