Minha carteira
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Minha carteira, 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
Returns
As of May 31, 2023, the Minha carteira returned 6.15% Year-To-Date and 12.95% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.90% | 9.53% | 3.07% | 1.78% | 9.02% | 9.95% |
| Minha carteira | -2.48% | 6.15% | 1.87% | 3.56% | 13.99% | 12.95% |
| Portfolio components: | ||||||
KO The Coca-Cola Company | -7.03% | -5.30% | -5.30% | -2.89% | 10.21% | 7.45% |
PEP PepsiCo, Inc. | -5.25% | 1.21% | -0.83% | 11.18% | 15.78% | 11.62% |
MCD McDonald's Corporation | -4.25% | 8.74% | 5.05% | 15.52% | 14.93% | 14.43% |
JNJ Johnson & Johnson | -4.93% | -11.32% | -11.99% | -11.59% | 7.80% | 9.19% |
PG The Procter & Gamble Company | -8.55% | -4.34% | -2.80% | -0.62% | 17.39% | 9.58% |
DIS The Walt Disney Company | -14.08% | 1.08% | -10.27% | -20.48% | -1.90% | 4.36% |
XLK Technology Select Sector SPDR Fund | 9.77% | 33.42% | 22.46% | 19.14% | 19.85% | 19.75% |
SCHD Schwab US Dividend Equity ETF | -3.39% | -6.34% | -9.53% | -7.41% | 10.74% | 11.15% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| DIS | MCD | JNJ | XLK | PG | PEP | KO | SCHD | |
|---|---|---|---|---|---|---|---|---|
| DIS | 1.00 | 0.37 | 0.32 | 0.54 | 0.32 | 0.34 | 0.37 | 0.59 |
| MCD | 0.37 | 1.00 | 0.40 | 0.44 | 0.41 | 0.44 | 0.47 | 0.52 |
| JNJ | 0.32 | 0.40 | 1.00 | 0.41 | 0.50 | 0.49 | 0.47 | 0.58 |
| XLK | 0.54 | 0.44 | 0.41 | 1.00 | 0.38 | 0.42 | 0.40 | 0.72 |
| PG | 0.32 | 0.41 | 0.50 | 0.38 | 1.00 | 0.63 | 0.59 | 0.56 |
| PEP | 0.34 | 0.44 | 0.49 | 0.42 | 0.63 | 1.00 | 0.70 | 0.58 |
| KO | 0.37 | 0.47 | 0.47 | 0.40 | 0.59 | 0.70 | 1.00 | 0.61 |
| SCHD | 0.59 | 0.52 | 0.58 | 0.72 | 0.56 | 0.58 | 0.61 | 1.00 |
Dividend yield
Minha carteira granted a 2.67% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Minha carteira | 2.67% | 2.02% | 1.82% | 2.11% | 2.34% | 2.77% | 2.55% | 2.95% | 3.03% | 2.97% | 2.98% | 3.39% |
| Portfolio components: | ||||||||||||
KO The Coca-Cola Company | 3.71% | 2.79% | 2.94% | 3.20% | 3.20% | 3.76% | 3.81% | 4.12% | 3.87% | 3.76% | 3.64% | 3.88% |
PEP PepsiCo, Inc. | 3.12% | 2.52% | 2.53% | 2.89% | 3.04% | 3.66% | 3.08% | 3.39% | 3.41% | 3.40% | 3.52% | 4.17% |
MCD McDonald's Corporation | 2.52% | 2.16% | 2.01% | 2.47% | 2.58% | 2.61% | 2.52% | 3.44% | 3.49% | 4.33% | 4.12% | 4.30% |
JNJ Johnson & Johnson | 4.39% | 2.56% | 2.55% | 2.70% | 2.82% | 3.09% | 2.75% | 3.25% | 3.51% | 3.32% | 3.66% | 4.56% |
PG The Procter & Gamble Company | 3.82% | 2.41% | 2.16% | 2.38% | 2.58% | 3.46% | 3.46% | 3.80% | 4.10% | 3.55% | 3.83% | 4.42% |
DIS The Walt Disney Company | 0.00% | 0.00% | 0.00% | 0.00% | 1.22% | 1.59% | 1.55% | 1.49% | 1.38% | 1.31% | 1.22% | 1.66% |
XLK Technology Select Sector SPDR Fund | 0.97% | 1.04% | 0.65% | 0.94% | 1.19% | 1.68% | 1.45% | 1.88% | 1.96% | 1.96% | 1.94% | 2.02% |
SCHD Schwab US Dividend Equity ETF | 4.50% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
Expense Ratio
The Minha carteira has an expense ratio of 0.04% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
KO The Coca-Cola Company | -0.27 | ||||
PEP PepsiCo, Inc. | 0.58 | ||||
MCD McDonald's Corporation | 1.04 | ||||
JNJ Johnson & Johnson | -0.71 | ||||
PG The Procter & Gamble Company | 0.02 | ||||
DIS The Walt Disney Company | -0.47 | ||||
XLK Technology Select Sector SPDR Fund | 0.79 | ||||
SCHD Schwab US Dividend Equity ETF | -0.37 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Minha carteira. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Minha carteira is 31.36%, recorded on Mar 23, 2020. It took 96 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.36% | Feb 18, 2020 | 25 | Mar 23, 2020 | 96 | Aug 7, 2020 | 121 |
| -19.44% | Jan 5, 2022 | 193 | Oct 11, 2022 | — | — | — |
| -12.27% | Dec 3, 2018 | 15 | Dec 24, 2018 | 45 | Mar 1, 2019 | 60 |
| -11.91% | Jul 21, 2015 | 26 | Aug 25, 2015 | 41 | Oct 22, 2015 | 67 |
| -11.46% | Jan 29, 2018 | 67 | May 3, 2018 | 92 | Sep 13, 2018 | 159 |
Volatility Chart
The current Minha carteira volatility is 3.05%, 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.