POBEDA
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CME CME Group Inc. | Financial Services | 27.73% |
BLK BlackRock, Inc. | Financial Services | 27.23% |
MSFT Microsoft Corporation | Technology | 26.15% |
GLW Corning Incorporated | Technology | 18.89% |
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
The chart shows the growth of an initial investment of $10,000 in POBEDA, 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
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 0.54% | N/A |
| POBEDA | -0.99% | 6.75% | 15.27% | 16.19% | -2.44% | N/A |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | -0.93% | 13.47% | 33.09% | 34.53% | 7.76% | N/A |
GLW Corning Incorporated | -1.45% | -3.28% | 0.30% | 6.55% | -7.18% | N/A |
CME CME Group Inc. | 1.35% | 11.17% | 22.08% | 17.05% | -3.71% | N/A |
BLK BlackRock, Inc. | -1.23% | 3.86% | -4.80% | 14.86% | 4.17% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| CME | GLW | MSFT | BLK | |
|---|---|---|---|---|
| CME | 1.00 | 0.28 | 0.35 | 0.42 |
| GLW | 0.28 | 1.00 | 0.52 | 0.65 |
| MSFT | 0.35 | 0.52 | 1.00 | 0.61 |
| BLK | 0.42 | 0.65 | 0.61 | 1.00 |
Expense Ratio
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.11 | ||||
GLW Corning Incorporated | 0.16 | ||||
CME CME Group Inc. | 0.69 | ||||
BLK BlackRock, Inc. | 0.41 |
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 POBEDA. 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 POBEDA is 26.99%, recorded on Nov 3, 2022. It took 174 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.99% | Aug 16, 2022 | 57 | Nov 3, 2022 | 174 | Jul 18, 2023 | 231 |
| -16.46% | May 5, 2022 | 27 | Jun 13, 2022 | 42 | Aug 12, 2022 | 69 |
| -6.24% | Jul 27, 2023 | 41 | Sep 22, 2023 | — | — | — |
| -3.02% | Apr 29, 2022 | 1 | Apr 29, 2022 | 3 | May 4, 2022 | 4 |
| -0.72% | Jul 19, 2023 | 2 | Jul 20, 2023 | 3 | Jul 25, 2023 | 5 |
Volatility Chart
The current POBEDA volatility is 3.16%, 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.