Cartera "High Dividends" PPI

Asset Allocation

Position	Category/Sector	Target Weight
CVX Chevron Corporation	Energy	10%
JPM JPMorgan Chase & Co.	Financial Services	10%
PFE Pfizer Inc.	Healthcare	10%
SPY State Street SPDR S&P 500 ETF	S&P 500	30%
STT State Street Corporation	Financial Services	10%
VZ Verizon Communications Inc.	Communication Services	10%
XLP State Street Consumer Staples Select Sector SPDR ETF	Consumer Staples Equities	10%
XOM Exxon Mobil Corporation	Energy	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Cartera "High Dividends" PPI, 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 Every 3 months.

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The earliest data available for this chart is Aug 13, 2012, corresponding to the inception date of PFE

Returns By Period

As of Apr 16, 2026, the Cartera "High Dividends" PPI returned 11.33% Year-To-Date and 12.91% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.80%	4.83%	2.59%	5.27%	30.14%	19.29%	10.91%	12.94%
Portfolio Cartera "High Dividends" PPI	-0.07%	2.61%	11.33%	15.58%	36.22%	16.38%	13.53%	12.91%
Portfolio components:
VZ Verizon Communications Inc.	-0.99%	-10.33%	14.17%	15.16%	8.06%	12.01%	1.05%	4.08%
PFE Pfizer Inc.	0.30%	2.18%	11.03%	15.34%	29.96%	-7.51%	-1.98%	3.17%
JPM JPMorgan Chase & Co.	-1.67%	7.46%	-4.14%	1.04%	33.78%	33.16%	17.76%	20.49%
XLP State Street Consumer Staples Select Sector SPDR ETF	-0.50%	-4.08%	4.94%	3.71%	2.80%	5.37%	5.78%	7.16%
CVX Chevron Corporation	-1.13%	-6.06%	22.51%	24.12%	43.62%	6.78%	17.20%	11.27%
XOM Exxon Mobil Corporation	-0.15%	-5.23%	24.65%	35.57%	49.50%	12.45%	26.07%	10.49%
STT State Street Corporation	0.68%	19.53%	12.11%	23.93%	80.27%	25.33%	15.80%	12.31%
SPY State Street SPDR S&P 500 ETF	0.79%	4.91%	2.92%	5.83%	31.69%	20.82%	12.43%	14.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 14, 2012, Cartera "High Dividends" PPI's average daily return is +0.05%, while the average monthly return is +1.06%. At this rate, an investment would double in approximately 5.5 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +14.8%, while the worst month was Mar 2020 at -13.3%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Cartera "High Dividends" PPI closed higher 54% of trading days. The best single day was Mar 13, 2020 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -11.1%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.22%	3.68%	0.46%	0.63%									11.33%
2025	2.90%	1.93%	-2.03%	-3.76%	3.57%	4.65%	2.15%	3.22%	1.18%	-0.46%	1.68%	1.05%	16.97%
2024	1.60%	2.31%	5.10%	-3.12%	4.60%	0.04%	4.34%	1.24%	0.87%	-0.07%	5.24%	-4.45%	18.58%
2023	3.69%	-3.54%	-0.85%	1.88%	-4.50%	4.86%	1.70%	-1.75%	-2.32%	-3.55%	6.60%	2.78%	4.36%
2022	0.84%	-1.53%	3.72%	-7.20%	6.11%	-8.63%	6.42%	-4.11%	-8.51%	13.61%	5.61%	-2.47%	1.22%
2021	-0.76%	6.45%	6.12%	2.75%	1.82%	0.57%	1.29%	2.21%	-2.32%	6.86%	-0.90%	4.97%	32.61%

Benchmark Metrics

Cartera "High Dividends" PPI has an annualized alpha of 1.73%, beta of 0.86, and R² of 0.80 versus S&P 500 Index. Calculated based on daily prices since August 14, 2012.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.56%) than losses (89.22%) — typical of diversified or defensive assets.
With beta of 0.86 and R² of 0.80, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 1.73%

Beta: 0.86

R²: 0.80

Upside Capture: 91.56%

Downside Capture: 89.22%

Expense Ratio

Cartera "High Dividends" PPI has an expense ratio of 0.04%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SPY

State Street SPDR S&P 500 ETF

XLP

State Street Consumer Staples Select Sector SPDR ETF

Return for Risk

Risk / Return Rank

Cartera "High Dividends" PPI ranks 93 for risk / return — in the top 93% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	3.43	2.30	+1.14
Sortino ratio Return per unit of downside risk	4.83	3.18	+1.65
Omega ratio Gain probability vs. loss probability	1.62	1.43	+0.20
Calmar ratio Return relative to maximum drawdown	10.04	3.40	+6.64
Martin ratio Return relative to average drawdown	33.43	15.35	+18.08
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VZ Verizon Communications Inc.	43	0.37	0.77	1.09	0.74	1.71
PFE Pfizer Inc.	67	1.19	1.83	1.22	2.89	6.62
JPM JPMorgan Chase & Co.	70	1.60	2.12	1.28	2.07	5.62
XLP State Street Consumer Staples Select Sector SPDR ETF	9	0.22	0.41	1.05	0.38	0.85
CVX Chevron Corporation	81	2.06	2.71	1.35	3.42	11.53
XOM Exxon Mobil Corporation	82	2.18	2.79	1.35	3.77	13.71
STT State Street Corporation	93	3.29	3.59	1.53	7.19	22.06
SPY State Street SPDR S&P 500 ETF	67	2.41	3.33	1.45	3.67	16.64

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Cartera "High Dividends" PPI Sharpe ratios as of Apr 16, 2026 (values are recalculated daily):

1-Year: 3.43
5-Year: 0.93
10-Year: 0.76
All Time: 0.77

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 2.20 to 3.00, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Cartera "High Dividends" PPI compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Cartera "High Dividends" PPI provided a 2.90% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.90%	3.15%	3.16%	3.30%	2.95%	2.83%	3.54%	2.92%	3.07%	2.66%	2.75%	3.00%
Portfolio components:
VZ Verizon Communications Inc.	6.14%	6.68%	6.68%	6.96%	6.53%	4.85%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%
PFE Pfizer Inc.	6.33%	6.91%	6.33%	5.70%	3.12%	2.64%	3.92%	3.68%	3.12%	3.53%	3.69%	3.47%
JPM JPMorgan Chase & Co.	1.93%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
XLP State Street Consumer Staples Select Sector SPDR ETF	2.68%	2.75%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.52%
CVX Chevron Corporation	3.74%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
XOM Exxon Mobil Corporation	2.71%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
STT State Street Corporation	2.30%	2.42%	2.18%	3.41%	3.09%	2.34%	2.86%	2.50%	2.82%	1.64%	1.85%	1.99%
SPY State Street SPDR S&P 500 ETF	1.05%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%

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 Cartera "High Dividends" PPI. 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 Cartera "High Dividends" PPI was 36.14%, occurring on Mar 23, 2020. Recovery took 179 trading sessions.

The current Cartera "High Dividends" PPI drawdown is 0.25%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-36.14%	Jan 21, 2020	44	Mar 23, 2020	179	Dec 4, 2020	223
-17.57%	Apr 11, 2022	120	Sep 30, 2022	80	Jan 26, 2023	200
-16.96%	Oct 10, 2018	52	Dec 24, 2018	144	Jul 23, 2019	196
-14.45%	Feb 20, 2025	34	Apr 8, 2025	52	Jun 24, 2025	86
-13.91%	May 22, 2015	66	Aug 25, 2015	164	Apr 20, 2016	230

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 8 assets, with an effective number of assets of 6.25, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	VZ	PFE	XLP	XOM	CVX	STT	JPM	SPY	Portfolio
Benchmark	1.00	0.33	0.42	0.58	0.45	0.47	0.64	0.65	1.00	0.83
VZ	0.33	1.00	0.33	0.49	0.27	0.28	0.26	0.28	0.33	0.50
PFE	0.42	0.33	1.00	0.43	0.26	0.27	0.32	0.32	0.42	0.56
XLP	0.58	0.49	0.43	1.00	0.32	0.32	0.36	0.37	0.58	0.61
XOM	0.45	0.27	0.26	0.32	1.00	0.82	0.44	0.44	0.45	0.69
CVX	0.47	0.28	0.27	0.32	0.82	1.00	0.45	0.46	0.47	0.71
STT	0.64	0.26	0.32	0.36	0.44	0.45	1.00	0.71	0.64	0.76
JPM	0.65	0.28	0.32	0.37	0.44	0.46	0.71	1.00	0.65	0.76
SPY	1.00	0.33	0.42	0.58	0.45	0.47	0.64	0.65	1.00	0.83
Portfolio	0.83	0.50	0.56	0.61	0.69	0.71	0.76	0.76	0.83	1.00

The correlation results are calculated based on daily price changes starting from Aug 14, 2012

Cartera "High Dividends" PPI

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table