PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Minha carteira
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XLK 25%SCHD 15%KO 10%PEP 10%MCD 10%JNJ 10%PG 10%DIS 10%EquityEquity
PositionCategory/SectorWeight
XLK
Technology Select Sector SPDR Fund
Technology Equities

25%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

15%

KO
The Coca-Cola Company
Consumer Defensive

10%

PEP
PepsiCo, Inc.
Consumer Defensive

10%

MCD
McDonald's Corporation
Consumer Cyclical

10%

JNJ
Johnson & Johnson
Healthcare

10%

PG
The Procter & Gamble Company
Consumer Defensive

10%

DIS
The Walt Disney Company
Communication Services

10%

S&P 500

Performance

Performance Chart

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


250.00%300.00%350.00%400.00%NovemberDecember2024FebruaryMarchApril
410.06%
321.54%
Minha carteira
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 20, 2011, corresponding to the inception date of SCHD

Returns By Period

As of Apr 13, 2024, the Minha carteira returned 3.62% Year-To-Date and 12.77% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
Minha carteira3.62%-1.46%13.92%10.08%12.15%12.66%
KO
The Coca-Cola Company
-0.31%-2.67%11.96%-4.62%7.74%7.01%
PEP
PepsiCo, Inc.
-1.02%2.09%5.86%-6.40%9.46%10.06%
MCD
McDonald's Corporation
-9.31%-4.21%8.95%-5.38%9.40%13.27%
JNJ
Johnson & Johnson
-5.88%-6.74%-5.20%-9.00%4.00%6.89%
PG
The Procter & Gamble Company
6.67%-3.75%8.71%5.48%10.62%9.75%
DIS
The Walt Disney Company
26.27%1.84%35.60%14.50%-2.28%4.52%
XLK
Technology Select Sector SPDR Fund
6.90%0.06%22.29%39.31%22.93%20.68%
SCHD
Schwab US Dividend Equity ETF
1.68%-1.47%11.21%8.23%11.07%10.98%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.15%3.35%2.48%
2023-5.16%-0.93%7.93%2.14%

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.


0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.06%

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.


Minha carteira
Sharpe ratio
The chart of Sharpe ratio for Minha carteira, currently valued at 1.13, compared to the broader market0.002.004.001.13
Sortino ratio
The chart of Sortino ratio for Minha carteira, currently valued at 1.71, compared to the broader market-2.000.002.004.006.001.71
Omega ratio
The chart of Omega ratio for Minha carteira, currently valued at 1.19, compared to the broader market0.801.001.201.401.601.801.19
Calmar ratio
The chart of Calmar ratio for Minha carteira, currently valued at 1.03, compared to the broader market0.002.004.006.008.0010.0012.001.03
Martin ratio
The chart of Martin ratio for Minha carteira, currently valued at 3.12, compared to the broader market0.0010.0020.0030.0040.0050.003.12
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
KO
The Coca-Cola Company
-0.32-0.350.96-0.24-0.59
PEP
PepsiCo, Inc.
-0.38-0.420.95-0.32-0.57
MCD
McDonald's Corporation
-0.29-0.300.96-0.24-0.68
JNJ
Johnson & Johnson
-0.52-0.660.92-0.43-1.03
PG
The Procter & Gamble Company
0.380.651.080.521.34
DIS
The Walt Disney Company
0.611.071.140.281.31
XLK
Technology Select Sector SPDR Fund
2.333.221.392.3510.93
SCHD
Schwab US Dividend Equity ETF
0.751.141.130.662.43

Sharpe Ratio

The current Minha carteira Sharpe ratio is 1.13. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.13

The Sharpe ratio of Minha carteira 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 Ratio0.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.13
2.15
Minha carteira
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Minha carteira granted a 2.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Minha carteira2.15%2.11%2.00%1.76%1.99%2.16%2.49%2.23%2.52%2.52%2.40%2.34%
KO
The Coca-Cola Company
3.20%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%
PEP
PepsiCo, Inc.
3.01%2.91%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%
MCD
McDonald's Corporation
2.39%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%
JNJ
Johnson & Johnson
3.23%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
PG
The Procter & Gamble Company
2.42%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%2.78%2.91%
DIS
The Walt Disney Company
0.26%0.33%0.00%0.00%0.00%1.22%1.57%1.51%1.43%1.30%1.22%1.13%
XLK
Technology Select Sector SPDR Fund
0.72%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
SCHD
Schwab US Dividend Equity ETF
3.48%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.23%
-2.49%
Minha carteira
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Minha carteira. 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 Minha carteira was 31.36%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current Minha carteira drawdown is 4.23%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.36%Feb 18, 202025Mar 23, 202096Aug 7, 2020121
-19.44%Jan 5, 2022193Oct 11, 2022194Jul 21, 2023387
-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

Volatility Chart

The current Minha carteira volatility is 2.99%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.99%
3.24%
Minha carteira
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

DISMCDJNJXLKPGKOPEPSCHD
DIS1.000.350.310.520.300.360.320.59
MCD0.351.000.390.430.410.470.450.52
JNJ0.310.391.000.380.490.460.490.56
XLK0.520.430.381.000.360.380.400.70
PG0.300.410.490.361.000.590.640.55
KO0.360.470.460.380.591.000.700.60
PEP0.320.450.490.400.640.701.000.57
SCHD0.590.520.560.700.550.600.571.00