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Minha carteira

Last updated May 31, 2023

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


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%2023FebruaryMarchAprilMay
1.56%
3.16%
Minha carteira
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.90%9.53%3.07%1.78%9.02%9.95%
Minha carteira-2.48%6.15%1.87%3.56%13.99%12.95%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

DISMCDJNJXLKPGPEPKOSCHD
DIS1.000.370.320.540.320.340.370.59
MCD0.371.000.400.440.410.440.470.52
JNJ0.320.401.000.410.500.490.470.58
XLK0.540.440.411.000.380.420.400.72
PG0.320.410.500.381.000.630.590.56
PEP0.340.440.490.420.631.000.700.58
KO0.370.470.470.400.590.701.000.61
SCHD0.590.520.580.720.560.580.611.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Minha carteira Sharpe ratio is 0.27. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.502023FebruaryMarchAprilMay
0.27
0.17
Minha carteira
Benchmark (^GSPC)
Portfolio components

Dividend yield

Minha carteira granted a 2.67% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Minha carteira2.67%2.02%1.82%2.11%2.34%2.77%2.55%2.95%3.03%2.97%2.98%3.39%
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.


Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%2023FebruaryMarchAprilMay
-5.58%
-12.32%
Minha carteira
Benchmark (^GSPC)
Portfolio components

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, 202025Mar 23, 202096Aug 7, 2020121
-19.44%Jan 5, 2022193Oct 11, 2022
-12.27%Dec 3, 201815Dec 24, 201845Mar 1, 201960
-11.91%Jul 21, 201526Aug 25, 201541Oct 22, 201567
-11.46%Jan 29, 201867May 3, 201892Sep 13, 2018159

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMay
3.05%
3.82%
Minha carteira
Benchmark (^GSPC)
Portfolio components