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CONSERVATIVO 45/55
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FBND 20%BSCQ 15%BKLN 10%ICSH 10%IVV 25%SCHD 10%DNL 10%BondBondEquityEquity
PositionCategory/SectorWeight
BKLN
Invesco Senior Loan ETF
High Yield Bonds
10%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
Corporate Bonds
15%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
Foreign Large Cap Equities, Dividend
10%
FBND
Fidelity Total Bond ETF
Total Bond Market, Actively Managed
20%
ICSH
iShares Ultra Short-Term Bond ETF
Money Market, Actively Managed
10%
IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities
25%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CONSERVATIVO 45/55, 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


0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
8.00%
15.83%
CONSERVATIVO 45/55
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 16, 2016, corresponding to the inception date of BSCQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
CONSERVATIVO 45/559.90%-0.41%8.01%20.02%7.39%N/A
IVV
iShares Core S&P 500 ETF
23.62%1.83%16.68%42.02%15.81%13.25%
SCHD
Schwab US Dividend Equity ETF
13.75%0.01%11.61%29.24%12.61%11.48%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
4.30%-4.67%2.36%19.53%7.27%6.46%
FBND
Fidelity Total Bond ETF
2.89%-2.37%5.86%11.84%1.00%2.29%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
4.17%-0.37%4.03%7.92%1.81%N/A
BKLN
Invesco Senior Loan ETF
6.62%1.02%4.42%10.18%4.48%3.52%
ICSH
iShares Ultra Short-Term Bond ETF
4.73%0.29%3.05%6.07%2.66%2.40%

Monthly Returns

The table below presents the monthly returns of CONSERVATIVO 45/55, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.32%1.69%2.07%-2.28%2.53%1.27%1.74%1.61%1.04%9.90%
20234.20%-2.24%2.17%0.82%-1.00%2.96%1.63%-0.85%-2.59%-1.58%5.22%3.63%12.66%
2022-2.86%-1.68%0.37%-4.72%0.69%-5.08%4.70%-2.89%-5.68%3.73%5.03%-2.30%-10.90%
2021-0.55%0.98%1.93%2.24%1.04%0.77%1.10%1.21%-2.38%2.47%-0.73%2.69%11.23%
20200.27%-3.55%-7.34%6.99%3.25%1.16%3.29%2.70%-1.44%-1.00%5.79%2.35%12.24%
20194.60%1.72%1.61%2.07%-2.58%3.76%0.86%0.05%1.00%1.28%1.58%1.98%19.28%
20182.03%-2.54%-0.53%-0.41%0.95%0.12%2.02%1.21%0.08%-3.53%0.72%-3.27%-3.30%
20170.88%1.94%0.23%0.96%1.23%0.19%1.32%0.61%0.83%1.34%1.15%0.98%12.29%
20161.08%-1.19%-0.19%1.32%1.00%

Expense Ratio

CONSERVATIVO 45/55 has an expense ratio of 0.23%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for BKLN: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
Expense ratio chart for DNL: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
Expense ratio chart for FBND: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
Expense ratio chart for BSCQ: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for ICSH: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of CONSERVATIVO 45/55 is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of CONSERVATIVO 45/55 is 7979
Combined Rank
The Sharpe Ratio Rank of CONSERVATIVO 45/55 is 8282Sharpe Ratio Rank
The Sortino Ratio Rank of CONSERVATIVO 45/55 is 9393Sortino Ratio Rank
The Omega Ratio Rank of CONSERVATIVO 45/55 is 9292Omega Ratio Rank
The Calmar Ratio Rank of CONSERVATIVO 45/55 is 3939Calmar Ratio Rank
The Martin Ratio Rank of CONSERVATIVO 45/55 is 8787Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


CONSERVATIVO 45/55
Sharpe ratio
The chart of Sharpe ratio for CONSERVATIVO 45/55, currently valued at 3.50, compared to the broader market0.002.004.006.003.50
Sortino ratio
The chart of Sortino ratio for CONSERVATIVO 45/55, currently valued at 5.27, compared to the broader market-2.000.002.004.006.005.27
Omega ratio
The chart of Omega ratio for CONSERVATIVO 45/55, currently valued at 1.71, compared to the broader market0.801.001.201.401.601.802.001.71
Calmar ratio
The chart of Calmar ratio for CONSERVATIVO 45/55, currently valued at 2.53, compared to the broader market0.005.0010.002.53
Martin ratio
The chart of Martin ratio for CONSERVATIVO 45/55, currently valued at 25.02, compared to the broader market0.0010.0020.0030.0040.0050.0060.0025.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF
3.624.781.684.1423.83
SCHD
Schwab US Dividend Equity ETF
2.713.911.482.5215.22
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.492.131.271.016.93
FBND
Fidelity Total Bond ETF
1.812.671.330.758.26
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
3.576.001.820.9732.02
BKLN
Invesco Senior Loan ETF
4.386.832.226.2152.63
ICSH
iShares Ultra Short-Term Bond ETF
14.2241.649.9087.56607.97

Sharpe Ratio

The current CONSERVATIVO 45/55 Sharpe ratio is 3.50. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of CONSERVATIVO 45/55 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
3.50
3.43
CONSERVATIVO 45/55
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CONSERVATIVO 45/55 provided a 3.70% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
CONSERVATIVO 45/553.70%3.61%2.89%1.73%2.58%2.79%2.87%2.32%2.25%2.18%1.54%1.37%
IVV
iShares Core S&P 500 ETF
1.27%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
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%
DNL
WisdomTree Global ex-U.S. Quality Dividend Growth Fund
1.87%1.81%4.82%1.38%1.76%1.93%2.55%1.86%2.51%1.98%2.37%2.30%
FBND
Fidelity Total Bond ETF
4.25%4.26%3.07%1.86%4.25%2.90%2.93%2.56%2.84%3.26%0.66%0.00%
BSCQ
Invesco BulletShares 2026 Corporate Bond ETF
3.97%3.53%2.54%1.90%2.42%3.19%3.32%2.92%0.69%0.00%0.00%0.00%
BKLN
Invesco Senior Loan ETF
8.71%8.59%4.93%3.11%3.56%4.84%4.52%3.50%4.54%4.12%4.12%4.40%
ICSH
iShares Ultra Short-Term Bond ETF
5.28%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%0.00%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.78%
-0.54%
CONSERVATIVO 45/55
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CONSERVATIVO 45/55. 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 CONSERVATIVO 45/55 was 20.68%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.

The current CONSERVATIVO 45/55 drawdown is 0.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.68%Feb 20, 202023Mar 23, 202053Jun 8, 202076
-16.38%Dec 30, 2021200Oct 14, 2022300Dec 26, 2023500
-8.83%Sep 21, 201865Dec 24, 201842Feb 26, 2019107
-5.17%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147
-4.11%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility

Volatility Chart

The current CONSERVATIVO 45/55 volatility is 1.12%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
1.12%
2.71%
CONSERVATIVO 45/55
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.

ICSHFBNDBSCQBKLNSCHDDNLIVV
ICSH1.000.300.250.050.030.070.05
FBND0.301.000.730.140.060.170.11
BSCQ0.250.731.000.160.080.170.12
BKLN0.050.140.161.000.510.530.56
SCHD0.030.060.080.511.000.650.82
DNL0.070.170.170.530.651.000.76
IVV0.050.110.120.560.820.761.00
The correlation results are calculated based on daily price changes starting from Sep 19, 2016