POBEDA
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BLK BlackRock, Inc. | Financial Services | 27.08% |
CME CME Group Inc. | Financial Services | 27.80% |
GLW Corning Incorporated | Technology | 19.39% |
MSFT Microsoft Corporation | Technology | 25.73% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Jun 9, 2023 | Buy | BlackRock, Inc. | 3 | $684.95 |
| May 16, 2023 | Buy | CME Group Inc. | 10 | $181.87 |
| Feb 20, 2023 | Buy | Corning Incorporated | 44 | $35.52 |
| Jan 9, 2023 | Buy | Microsoft Corporation | 2 | $228.59 |
| Apr 28, 2022 | Buy | Microsoft Corporation | 4 | $286.16 |
Performance
Performance Chart
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Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| POBEDA | 2.47% | 9.71% | 3.12% | 22.97% | N/A | N/A |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 4.30% | 15.05% | 4.25% | 6.59% | 19.74% | 26.80% |
GLW Corning Incorporated | -4.59% | 8.13% | -6.38% | 35.41% | 19.71% | 10.91% |
CME CME Group Inc. | 23.05% | 10.05% | 30.40% | 42.72% | 13.66% | 16.20% |
BLK BlackRock, Inc. | -9.43% | 7.53% | -10.22% | 18.59% | 16.24% | 12.58% |
Monthly Returns
The table below presents the monthly returns of POBEDA, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.41% | -2.75% | -2.59% | 0.77% | 3.80% | 2.47% | |||||||
| 2024 | 0.71% | 4.27% | 1.34% | -5.23% | 3.90% | 3.09% | 1.31% | 4.24% | 4.66% | 1.06% | 4.17% | -0.27% | 25.38% |
| 2023 | 2.78% | 0.76% | 9.68% | 0.70% | -0.70% | 5.47% | 2.69% | -2.05% | -4.42% | 0.01% | 11.05% | 3.12% | 31.88% |
| 2022 | -3.02% | -1.81% | -5.52% | 9.29% | -6.63% | -10.88% | -0.33% | 10.15% | -5.96% | -15.52% |
Expense Ratio
Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 90, POBEDA is among the top 10% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.34 | 0.75 |
GLW Corning Incorporated | 1.04 | 1.68 | 1.24 | 1.39 | 4.07 |
CME CME Group Inc. | 2.27 | 3.15 | 1.42 | 3.67 | 11.35 |
BLK BlackRock, Inc. | 0.77 | 1.25 | 1.18 | 0.88 | 2.83 |
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Dividends
Dividend yield
POBEDA provided a 2.19% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | |
|---|---|---|---|---|
| Portfolio | 2.19% | 2.23% | 2.18% | 0.79% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $17.30 | $28.13 | $0.00 | $0.00 | $45.43 | |||||||
| 2024 | $0.00 | $16.82 | $26.80 | $0.00 | $16.82 | $26.80 | $0.00 | $16.82 | $26.80 | $0.00 | $17.30 | $84.80 | $232.96 |
| 2023 | $0.00 | $16.40 | $0.00 | $0.00 | $16.40 | $11.00 | $0.00 | $16.40 | $26.00 | $0.00 | $16.82 | $78.50 | $181.52 |
| 2022 | $0.00 | $2.48 | $0.00 | $0.00 | $2.48 | $0.00 | $0.00 | $2.72 | $0.00 | $7.68 |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the POBEDA. 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 POBEDA was 26.73%, occurring on Nov 3, 2022. Recovery took 171 trading sessions.
The current POBEDA drawdown is 1.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.73% | Aug 16, 2022 | 57 | Nov 3, 2022 | 171 | Jul 13, 2023 | 228 |
| -16.24% | May 5, 2022 | 27 | Jun 13, 2022 | 42 | Aug 12, 2022 | 69 |
| -14.39% | Jan 27, 2025 | 51 | Apr 8, 2025 | — | — | — |
| -8.73% | Jul 27, 2023 | 66 | Oct 27, 2023 | 13 | Nov 15, 2023 | 79 |
| -7.77% | Jul 17, 2024 | 14 | Aug 5, 2024 | 26 | Sep 11, 2024 | 40 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.93, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | CME | GLW | MSFT | BLK | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.21 | 0.67 | 0.78 | 0.73 | 0.83 |
| CME | 0.21 | 1.00 | 0.14 | 0.13 | 0.22 | 0.34 |
| GLW | 0.67 | 0.14 | 1.00 | 0.44 | 0.57 | 0.68 |
| MSFT | 0.78 | 0.13 | 0.44 | 1.00 | 0.51 | 0.82 |
| BLK | 0.73 | 0.22 | 0.57 | 0.51 | 1.00 | 0.71 |
| Portfolio | 0.83 | 0.34 | 0.68 | 0.82 | 0.71 | 1.00 |