sergio campos
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc. | Technology | 7.69% |
O Realty Income Corporation | Real Estate | 7.69% |
MSFT Microsoft Corporation | Technology | 7.69% |
MO Altria Group, Inc. | Consumer Defensive | 7.69% |
KO The Coca-Cola Company | Consumer Defensive | 7.69% |
PG The Procter & Gamble Company | Consumer Defensive | 7.69% |
PFE Pfizer Inc. | Healthcare | 7.69% |
JNJ Johnson & Johnson | Healthcare | 7.69% |
JPM JPMorgan Chase & Co. | Financial Services | 7.69% |
BAC Bank of America Corporation | Financial Services | 7.69% |
TROW T. Rowe Price Group, Inc. | Financial Services | 7.69% |
XOM Exxon Mobil Corporation | Energy | 7.69% |
CVX Chevron Corporation | Energy | 7.69% |
Performance
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
Returns
As of Sep 23, 2023, the sergio campos returned -0.34% Year-To-Date and 13.09% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 8.17% | 9.84% |
| sergio campos | -1.49% | 3.10% | -0.34% | 9.93% | 10.96% | 13.12% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -0.90% | 9.37% | 35.10% | 16.88% | 27.09% | 27.89% |
O Realty Income Corporation | -8.10% | -13.35% | -15.98% | -12.37% | 3.51% | 7.66% |
MSFT Microsoft Corporation | -0.93% | 13.47% | 33.09% | 34.53% | 23.95% | 27.89% |
MO Altria Group, Inc. | -0.28% | 0.49% | -1.28% | 10.50% | 0.38% | 8.23% |
KO The Coca-Cola Company | -3.42% | -3.94% | -7.33% | 1.31% | 7.90% | 7.52% |
PG The Procter & Gamble Company | -0.63% | 4.61% | 1.91% | 14.73% | 15.44% | 10.06% |
PFE Pfizer Inc. | -9.60% | -17.28% | -34.19% | -22.85% | -1.11% | 5.72% |
JNJ Johnson & Johnson | -2.07% | 6.70% | -7.13% | -0.96% | 5.50% | 9.25% |
JPM JPMorgan Chase & Co. | -1.02% | 18.39% | 11.09% | 37.72% | 7.77% | 14.09% |
BAC Bank of America Corporation | -2.62% | 3.51% | -14.63% | -10.37% | 0.26% | 8.93% |
TROW T. Rowe Price Group, Inc. | -2.63% | -1.68% | -0.00% | 2.65% | 2.56% | 7.28% |
XOM Exxon Mobil Corporation | 8.08% | 12.90% | 6.79% | 38.50% | 11.44% | 7.32% |
CVX Chevron Corporation | 5.28% | 8.63% | -4.72% | 19.05% | 11.07% | 7.38% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| AAPL | O | MO | PG | PFE | MSFT | JNJ | KO | CVX | XOM | TROW | BAC | JPM | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AAPL | 1.00 | 0.22 | 0.16 | 0.19 | 0.22 | 0.46 | 0.20 | 0.19 | 0.22 | 0.24 | 0.35 | 0.29 | 0.32 |
| O | 0.22 | 1.00 | 0.25 | 0.28 | 0.25 | 0.28 | 0.24 | 0.29 | 0.24 | 0.25 | 0.34 | 0.28 | 0.30 |
| MO | 0.16 | 0.25 | 1.00 | 0.35 | 0.29 | 0.23 | 0.32 | 0.36 | 0.28 | 0.30 | 0.25 | 0.26 | 0.28 |
| PG | 0.19 | 0.28 | 0.35 | 1.00 | 0.37 | 0.30 | 0.46 | 0.50 | 0.28 | 0.31 | 0.30 | 0.29 | 0.30 |
| PFE | 0.22 | 0.25 | 0.29 | 0.37 | 1.00 | 0.33 | 0.50 | 0.36 | 0.30 | 0.33 | 0.34 | 0.33 | 0.35 |
| MSFT | 0.46 | 0.28 | 0.23 | 0.30 | 0.33 | 1.00 | 0.32 | 0.31 | 0.29 | 0.31 | 0.43 | 0.36 | 0.39 |
| JNJ | 0.20 | 0.24 | 0.32 | 0.46 | 0.50 | 0.32 | 1.00 | 0.41 | 0.30 | 0.32 | 0.33 | 0.31 | 0.32 |
| KO | 0.19 | 0.29 | 0.36 | 0.50 | 0.36 | 0.31 | 0.41 | 1.00 | 0.31 | 0.34 | 0.31 | 0.30 | 0.32 |
| CVX | 0.22 | 0.24 | 0.28 | 0.28 | 0.30 | 0.29 | 0.30 | 0.31 | 1.00 | 0.78 | 0.36 | 0.38 | 0.39 |
| XOM | 0.24 | 0.25 | 0.30 | 0.31 | 0.33 | 0.31 | 0.32 | 0.34 | 0.78 | 1.00 | 0.35 | 0.38 | 0.39 |
| TROW | 0.35 | 0.34 | 0.25 | 0.30 | 0.34 | 0.43 | 0.33 | 0.31 | 0.36 | 0.35 | 1.00 | 0.52 | 0.55 |
| BAC | 0.29 | 0.28 | 0.26 | 0.29 | 0.33 | 0.36 | 0.31 | 0.30 | 0.38 | 0.38 | 0.52 | 1.00 | 0.75 |
| JPM | 0.32 | 0.30 | 0.28 | 0.30 | 0.35 | 0.39 | 0.32 | 0.32 | 0.39 | 0.39 | 0.55 | 0.75 | 1.00 |
Dividend yield
sergio campos granted a 3.62% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| sergio campos | 3.62% | 3.31% | 3.40% | 4.19% | 3.61% | 4.00% | 3.47% | 3.76% | 4.40% | 3.89% | 4.11% | 4.53% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
O Realty Income Corporation | 5.87% | 4.84% | 4.67% | 5.27% | 4.52% | 5.33% | 5.95% | 5.85% | 6.44% | 7.03% | 9.40% | 7.51% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
MO Altria Group, Inc. | 8.98% | 8.58% | 8.57% | 10.28% | 8.90% | 8.78% | 5.42% | 5.49% | 6.10% | 6.92% | 8.57% | 10.17% |
KO The Coca-Cola Company | 3.16% | 2.83% | 2.99% | 3.25% | 3.25% | 3.82% | 3.87% | 4.19% | 3.93% | 3.82% | 3.69% | 3.94% |
PG The Procter & Gamble Company | 2.45% | 2.43% | 2.17% | 2.40% | 2.60% | 3.49% | 3.48% | 3.83% | 4.12% | 3.57% | 3.85% | 4.45% |
PFE Pfizer Inc. | 4.99% | 3.22% | 2.81% | 4.33% | 4.23% | 3.72% | 4.37% | 4.75% | 4.63% | 4.60% | 4.48% | 5.18% |
JNJ Johnson & Johnson | 2.89% | 2.57% | 2.57% | 2.72% | 2.84% | 3.12% | 2.77% | 3.27% | 3.53% | 3.34% | 3.68% | 4.59% |
JPM JPMorgan Chase & Co. | 2.74% | 3.05% | 2.46% | 3.06% | 2.65% | 2.93% | 2.25% | 2.58% | 3.17% | 3.19% | 3.05% | 3.53% |
BAC Bank of America Corporation | 3.26% | 2.66% | 1.84% | 2.53% | 2.05% | 2.46% | 1.51% | 1.31% | 1.40% | 0.80% | 0.31% | 0.41% |
TROW T. Rowe Price Group, Inc. | 4.61% | 4.55% | 3.98% | 2.66% | 2.88% | 3.59% | 2.60% | 3.53% | 7.30% | 2.78% | 2.51% | 5.12% |
XOM Exxon Mobil Corporation | 3.17% | 3.30% | 6.08% | 9.55% | 6.00% | 6.06% | 4.88% | 4.57% | 5.29% | 4.33% | 3.70% | 3.94% |
CVX Chevron Corporation | 3.58% | 3.25% | 4.82% | 6.85% | 4.68% | 5.08% | 4.42% | 4.85% | 6.62% | 5.46% | 4.70% | 5.05% |
Expense Ratio
The 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
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc. | 0.51 | ||||
O Realty Income Corporation | -0.69 | ||||
MSFT Microsoft Corporation | 1.11 | ||||
MO Altria Group, Inc. | 0.41 | ||||
KO The Coca-Cola Company | -0.00 | ||||
PG The Procter & Gamble Company | 0.93 | ||||
PFE Pfizer Inc. | -1.05 | ||||
JNJ Johnson & Johnson | 0.07 | ||||
JPM JPMorgan Chase & Co. | 1.38 | ||||
BAC Bank of America Corporation | -0.51 | ||||
TROW T. Rowe Price Group, Inc. | -0.04 | ||||
XOM Exxon Mobil Corporation | 1.11 | ||||
CVX Chevron Corporation | 0.44 |
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 sergio campos. 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 sergio campos is 47.87%, recorded on Mar 9, 2009. It took 266 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -47.87% | Dec 11, 2007 | 312 | Mar 9, 2009 | 266 | Mar 29, 2010 | 578 |
| -35.95% | Feb 11, 2020 | 29 | Mar 23, 2020 | 172 | Nov 24, 2020 | 201 |
| -26.39% | May 20, 2002 | 45 | Jul 23, 2002 | 282 | Sep 4, 2003 | 327 |
| -17.2% | Jul 17, 1998 | 32 | Aug 31, 1998 | 59 | Nov 23, 1998 | 91 |
| -16.71% | Mar 31, 2022 | 127 | Sep 30, 2022 | 200 | Jul 20, 2023 | 327 |
Volatility Chart
The current sergio campos volatility is 2.77%, 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.