sergio campos
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 7.69% |
BAC Bank of America Corporation | Financial Services | 7.69% |
CVX Chevron Corporation | Energy | 7.69% |
JNJ Johnson & Johnson | Healthcare | 7.69% |
JPM JPMorgan Chase & Co. | Financial Services | 7.69% |
KO The Coca-Cola Company | Consumer Defensive | 7.69% |
MO Altria Group, Inc. | Consumer Defensive | 7.69% |
MSFT Microsoft Corporation | Technology | 7.69% |
O Realty Income Corporation | Real Estate | 7.69% |
PFE Pfizer Inc. | Healthcare | 7.69% |
PG The Procter & Gamble Company | Consumer Defensive | 7.69% |
TROW T. Rowe Price Group, Inc. | Financial Services | 7.69% |
XOM Exxon Mobil Corporation | Energy | 7.69% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in sergio campos, 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 Oct 18, 1994, corresponding to the inception date of O
Returns By Period
As of Oct 30, 2024, the sergio campos returned 16.88% Year-To-Date and 12.90% 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| sergio campos | 16.88% | 0.29% | 12.01% | 29.04% | 13.15% | 12.90% |
| Portfolio components: | ||||||
AAPL Apple Inc | 21.83% | 2.58% | 37.53% | 37.92% | 31.28% | 25.64% |
O Realty Income Corporation | 9.73% | -3.30% | 15.45% | 38.34% | -0.76% | 7.84% |
MSFT Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
MO Altria Group, Inc. | 31.89% | -2.15% | 18.80% | 35.31% | 10.90% | 6.88% |
KO The Coca-Cola Company | 13.79% | -8.68% | 7.69% | 20.37% | 7.08% | 7.97% |
PG The Procter & Gamble Company | 16.92% | -3.11% | 3.65% | 14.79% | 8.75% | 9.78% |
PFE Pfizer Inc. | 3.29% | -2.17% | 14.35% | -1.35% | -0.73% | 3.99% |
JNJ Johnson & Johnson | 4.53% | -0.81% | 12.46% | 12.33% | 6.85% | 6.95% |
JPM JPMorgan Chase & Co. | 34.17% | 6.54% | 17.61% | 66.08% | 15.62% | 17.17% |
BAC Bank of America Corporation | 28.81% | 7.94% | 16.37% | 70.17% | 9.05% | 11.81% |
TROW T. Rowe Price Group, Inc. | 7.88% | 2.62% | 4.91% | 30.60% | 3.34% | 6.94% |
XOM Exxon Mobil Corporation | 20.32% | 1.26% | 0.77% | 14.65% | 17.36% | 6.50% |
CVX Chevron Corporation | 2.81% | 2.08% | -5.93% | 6.07% | 9.84% | 6.62% |
Monthly Returns
The table below presents the monthly returns of sergio campos, 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 | 0.66% | 1.87% | 4.54% | -2.66% | 4.96% | 0.90% | 3.81% | 2.44% | -0.33% | 16.88% | |||
| 2023 | 0.92% | -2.56% | 1.31% | 3.51% | -4.29% | 4.36% | 3.43% | -3.81% | -3.47% | -4.22% | 7.24% | 2.21% | 3.86% |
| 2022 | 0.06% | -1.75% | 3.77% | -3.85% | 2.35% | -8.37% | 6.35% | -3.36% | -8.74% | 11.89% | 5.53% | -3.37% | -1.56% |
| 2021 | -0.41% | 5.37% | 6.70% | 2.80% | 2.18% | 1.52% | 2.07% | 3.28% | -3.93% | 7.20% | -0.59% | 6.03% | 36.65% |
| 2020 | -0.34% | -10.65% | -13.44% | 13.37% | 1.53% | 0.82% | 5.41% | 4.95% | -5.97% | -3.38% | 12.37% | 4.82% | 5.89% |
| 2019 | 4.82% | 3.58% | 3.07% | 3.19% | -5.97% | 6.30% | 1.09% | -2.31% | 2.73% | 3.82% | 3.51% | 3.43% | 30.16% |
| 2018 | 2.28% | -4.38% | -1.60% | 0.11% | 2.22% | 0.60% | 5.32% | 2.16% | 1.08% | -1.57% | 1.46% | -8.23% | -1.26% |
| 2017 | -0.18% | 5.04% | -0.76% | 0.17% | 0.38% | 1.75% | 1.67% | 1.14% | 2.37% | 2.85% | 3.40% | 2.12% | 21.72% |
| 2016 | -1.91% | -1.35% | 6.34% | 0.80% | 2.64% | 1.69% | 2.29% | 0.14% | -0.20% | -0.67% | 4.33% | 4.06% | 19.35% |
| 2015 | -3.74% | 4.99% | -2.90% | 1.96% | 0.32% | -2.32% | 2.29% | -6.31% | -0.27% | 9.32% | 0.56% | -0.90% | 2.10% |
| 2014 | -3.79% | 3.80% | 2.50% | 1.72% | 0.40% | 2.35% | -1.94% | 4.60% | -0.07% | 3.25% | 1.75% | 0.01% | 15.23% |
| 2013 | 4.52% | 1.53% | 2.93% | 3.73% | 1.15% | -2.46% | 4.80% | -3.48% | 0.17% | 5.20% | 4.32% | 0.79% | 25.29% |
Expense Ratio
sergio campos 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 sergio campos is 58, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
O Realty Income Corporation | 1.57 | 2.20 | 1.29 | 0.88 | 4.64 |
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
MO Altria Group, Inc. | 2.39 | 3.26 | 1.45 | 1.91 | 12.26 |
KO The Coca-Cola Company | 1.83 | 2.62 | 1.33 | 1.97 | 10.95 |
PG The Procter & Gamble Company | 1.10 | 1.57 | 1.21 | 1.94 | 6.78 |
PFE Pfizer Inc. | 0.00 | 0.18 | 1.02 | 0.00 | 0.01 |
JNJ Johnson & Johnson | 0.89 | 1.38 | 1.17 | 0.76 | 2.68 |
JPM JPMorgan Chase & Co. | 3.49 | 3.93 | 1.63 | 4.54 | 20.78 |
BAC Bank of America Corporation | 3.17 | 4.41 | 1.54 | 1.62 | 13.53 |
TROW T. Rowe Price Group, Inc. | 1.41 | 2.00 | 1.25 | 0.59 | 5.22 |
XOM Exxon Mobil Corporation | 0.77 | 1.20 | 1.14 | 0.80 | 3.04 |
CVX Chevron Corporation | 0.39 | 0.66 | 1.08 | 0.33 | 1.23 |
Dividends
Dividend yield
sergio campos provided a 3.44% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| sergio campos | 3.44% | 3.68% | 3.20% | 3.12% | 3.70% | 3.05% | 3.28% | 2.76% | 2.92% | 3.31% | 2.80% | 2.83% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
O Realty Income Corporation | 5.15% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
MO Altria Group, Inc. | 7.93% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
KO The Coca-Cola Company | 2.92% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PG The Procter & Gamble Company | 2.37% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
PFE Pfizer Inc. | 5.87% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% | 3.14% |
JNJ Johnson & Johnson | 3.04% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% | 2.83% |
JPM JPMorgan Chase & Co. | 2.06% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% | 2.33% |
BAC Bank of America Corporation | 2.30% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
TROW T. Rowe Price Group, Inc. | 4.40% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.14% | 2.83% | 5.67% | 2.05% | 1.81% |
XOM Exxon Mobil Corporation | 3.24% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
CVX Chevron Corporation | 4.31% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the sergio campos. 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 sergio campos was 50.51%, occurring on Mar 9, 2009. Recovery took 420 trading sessions.
The current sergio campos drawdown is 1.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -50.51% | Dec 11, 2007 | 312 | Mar 9, 2009 | 420 | Nov 4, 2010 | 732 |
| -35.96% | Feb 11, 2020 | 29 | Mar 23, 2020 | 172 | Nov 24, 2020 | 201 |
| -26.48% | May 20, 2002 | 45 | Jul 23, 2002 | 216 | Jun 2, 2003 | 261 |
| -16.71% | Mar 31, 2022 | 127 | Sep 30, 2022 | 200 | Jul 20, 2023 | 327 |
| -15.74% | Apr 29, 2011 | 70 | Aug 8, 2011 | 107 | Jan 10, 2012 | 177 |
Volatility
Volatility Chart
The current sergio campos volatility is 2.61%, 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.
Diversification
Asset Correlations Table
| AAPL | MO | O | PFE | PG | JNJ | MSFT | KO | CVX | XOM | BAC | JPM | TROW | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AAPL | 1.00 | 0.21 | 0.26 | 0.28 | 0.26 | 0.25 | 0.52 | 0.26 | 0.29 | 0.30 | 0.34 | 0.37 | 0.42 |
| MO | 0.21 | 1.00 | 0.31 | 0.33 | 0.41 | 0.36 | 0.25 | 0.43 | 0.31 | 0.33 | 0.28 | 0.32 | 0.32 |
| O | 0.26 | 0.31 | 1.00 | 0.31 | 0.35 | 0.31 | 0.32 | 0.38 | 0.28 | 0.29 | 0.32 | 0.35 | 0.41 |
| PFE | 0.28 | 0.33 | 0.31 | 1.00 | 0.39 | 0.51 | 0.36 | 0.38 | 0.35 | 0.36 | 0.37 | 0.39 | 0.40 |
| PG | 0.26 | 0.41 | 0.35 | 0.39 | 1.00 | 0.49 | 0.37 | 0.54 | 0.31 | 0.33 | 0.30 | 0.33 | 0.37 |
| JNJ | 0.25 | 0.36 | 0.31 | 0.51 | 0.49 | 1.00 | 0.35 | 0.44 | 0.32 | 0.34 | 0.33 | 0.36 | 0.39 |
| MSFT | 0.52 | 0.25 | 0.32 | 0.36 | 0.37 | 0.35 | 1.00 | 0.36 | 0.34 | 0.34 | 0.38 | 0.42 | 0.51 |
| KO | 0.26 | 0.43 | 0.38 | 0.38 | 0.54 | 0.44 | 0.36 | 1.00 | 0.34 | 0.35 | 0.31 | 0.35 | 0.39 |
| CVX | 0.29 | 0.31 | 0.28 | 0.35 | 0.31 | 0.32 | 0.34 | 0.34 | 1.00 | 0.82 | 0.44 | 0.46 | 0.45 |
| XOM | 0.30 | 0.33 | 0.29 | 0.36 | 0.33 | 0.34 | 0.34 | 0.35 | 0.82 | 1.00 | 0.45 | 0.46 | 0.44 |
| BAC | 0.34 | 0.28 | 0.32 | 0.37 | 0.30 | 0.33 | 0.38 | 0.31 | 0.44 | 0.45 | 1.00 | 0.79 | 0.59 |
| JPM | 0.37 | 0.32 | 0.35 | 0.39 | 0.33 | 0.36 | 0.42 | 0.35 | 0.46 | 0.46 | 0.79 | 1.00 | 0.64 |
| TROW | 0.42 | 0.32 | 0.41 | 0.40 | 0.37 | 0.39 | 0.51 | 0.39 | 0.45 | 0.44 | 0.59 | 0.64 | 1.00 |