DESEO1
Portafolio modelo 1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DESEO1, 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
The earliest data available for this chart is Oct 21, 2015, corresponding to the inception date of RACE
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| DESEO1 | 40.97% | 1.23% | 16.53% | 48.45% | 30.76% | N/A |
| Portfolio components: | ||||||
FICO Fair Isaac Corporation | 101.76% | 13.51% | 71.65% | 128.64% | 46.67% | 41.93% |
MSFT Microsoft Corporation | 13.69% | 1.45% | 0.68% | 15.70% | 24.40% | 25.99% |
GOOGL Alphabet Inc. | 28.37% | 8.44% | 3.95% | 34.20% | 21.96% | 20.55% |
META Meta Platforms, Inc. | 64.35% | -1.76% | 20.68% | 72.98% | 24.51% | 22.80% |
ASML ASML Holding N.V. | -10.32% | -22.62% | -27.86% | 0.50% | 20.77% | 22.01% |
V Visa Inc. | 19.78% | 10.47% | 10.58% | 26.29% | 12.31% | 18.27% |
PGR The Progressive Corporation | 65.14% | 3.77% | 25.02% | 64.88% | 32.17% | 28.74% |
RACE Ferrari N.V. | 30.81% | -8.21% | 5.44% | 25.15% | 22.25% | N/A |
COST Costco Wholesale Corporation | 42.28% | 5.08% | 18.96% | 62.58% | 27.42% | 23.65% |
WM Waste Management, Inc. | 27.39% | 5.70% | 8.77% | 33.09% | 17.02% | 18.93% |
MSCI MSCI Inc. | 8.90% | 0.52% | 25.35% | 18.91% | 20.69% | 30.43% |
LLY Eli Lilly and Company | 39.94% | -12.66% | 3.29% | 33.55% | 50.37% | 30.78% |
Monthly Returns
The table below presents the monthly returns of DESEO1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 6.25% | 8.79% | 2.26% | -4.89% | 6.62% | 5.77% | -1.50% | 7.06% | 1.93% | -1.84% | 40.97% | ||
| 2023 | 10.96% | 0.21% | 9.46% | 2.90% | 6.00% | 4.33% | 2.95% | 1.39% | -3.13% | 1.38% | 12.39% | 3.89% | 65.77% |
| 2022 | -4.10% | -5.77% | 3.82% | -10.50% | 1.19% | -5.72% | 9.39% | -4.48% | -8.80% | 3.98% | 14.17% | -5.79% | -14.62% |
| 2021 | -2.39% | 2.02% | 5.16% | 7.66% | 0.11% | 4.05% | 5.93% | 2.29% | -7.55% | 6.93% | -1.93% | 6.17% | 30.97% |
| 2020 | 5.53% | -5.80% | -7.32% | 12.29% | 7.01% | 3.48% | 4.59% | 5.83% | -4.21% | -2.49% | 11.56% | 5.73% | 39.71% |
| 2019 | 13.01% | 5.32% | 5.03% | 6.15% | -2.15% | 6.06% | 4.09% | 0.01% | -2.34% | 2.33% | 7.00% | 2.59% | 57.30% |
| 2018 | 8.63% | -1.37% | -1.57% | 1.64% | 6.14% | 1.56% | 4.01% | 5.51% | -0.54% | -8.47% | 0.94% | -7.13% | 8.20% |
| 2017 | 5.30% | 4.84% | 2.72% | 3.66% | 3.19% | -0.41% | 6.73% | 2.12% | 1.70% | 4.47% | 2.66% | 0.37% | 44.13% |
| 2016 | -1.85% | -1.57% | 7.04% | -1.54% | 2.87% | -1.05% | 8.47% | 0.76% | 0.26% | -0.60% | -2.11% | 3.95% | 14.87% |
| 2015 | 4.76% | 1.13% | 0.78% | 6.77% |
Expense Ratio
DESEO1 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of DESEO1 is 90, placing it in the top 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
FICO Fair Isaac Corporation | 4.40 | 4.51 | 1.66 | 7.86 | 26.35 |
MSFT Microsoft Corporation | 0.86 | 1.21 | 1.16 | 1.09 | 2.65 |
GOOGL Alphabet Inc. | 1.35 | 1.89 | 1.25 | 1.62 | 4.06 |
META Meta Platforms, Inc. | 2.13 | 3.04 | 1.42 | 4.16 | 12.93 |
ASML ASML Holding N.V. | 0.08 | 0.41 | 1.06 | 0.09 | 0.22 |
V Visa Inc. | 1.67 | 2.22 | 1.32 | 2.20 | 5.60 |
PGR The Progressive Corporation | 3.05 | 4.05 | 1.54 | 8.80 | 23.41 |
RACE Ferrari N.V. | 1.07 | 1.70 | 1.21 | 2.47 | 5.83 |
COST Costco Wholesale Corporation | 3.37 | 3.99 | 1.60 | 6.44 | 16.64 |
WM Waste Management, Inc. | 1.88 | 2.44 | 1.41 | 2.82 | 8.15 |
MSCI MSCI Inc. | 0.81 | 1.24 | 1.18 | 0.69 | 2.03 |
LLY Eli Lilly and Company | 1.14 | 1.72 | 1.23 | 1.75 | 5.68 |
Dividends
Dividend yield
DESEO1 provided a 0.58% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.58% | 0.59% | 0.59% | 0.89% | 0.85% | 0.94% | 0.90% | 1.01% | 1.10% | 1.13% | 1.24% | 0.95% |
| Portfolio components: | ||||||||||||
FICO Fair Isaac Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.01% | 0.07% | 0.08% | 0.11% | 0.13% |
MSFT Microsoft Corporation | 0.71% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOGL Alphabet Inc. | 0.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
META Meta Platforms, Inc. | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ASML ASML Holding N.V. | 1.00% | 0.85% | 1.27% | 0.50% | 0.59% | 1.20% | 1.10% | 0.75% | 1.02% | 0.91% | 0.77% | 0.75% |
V Visa Inc. | 0.69% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
PGR The Progressive Corporation | 0.44% | 0.25% | 0.31% | 6.23% | 2.68% | 3.89% | 1.86% | 1.21% | 2.50% | 2.16% | 5.53% | 1.05% |
RACE Ferrari N.V. | 0.59% | 0.59% | 0.69% | 0.40% | 0.54% | 0.70% | 0.88% | 0.65% | 0.89% | 0.00% | 0.00% | 0.00% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
WM Waste Management, Inc. | 1.31% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% | 2.92% | 3.25% |
MSCI MSCI Inc. | 0.79% | 0.98% | 0.98% | 0.59% | 0.65% | 0.98% | 1.30% | 1.04% | 1.27% | 1.11% | 0.38% | 0.00% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the DESEO1. 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 DESEO1 was 29.66%, occurring on Mar 23, 2020. Recovery took 52 trading sessions.
The current DESEO1 drawdown is 0.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.66% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -26.39% | Dec 30, 2021 | 200 | Oct 14, 2022 | 78 | Feb 7, 2023 | 278 |
| -20.43% | Aug 30, 2018 | 80 | Dec 24, 2018 | 40 | Feb 22, 2019 | 120 |
| -10.82% | Dec 30, 2015 | 30 | Feb 11, 2016 | 31 | Mar 29, 2016 | 61 |
| -10.38% | Sep 3, 2020 | 39 | Oct 28, 2020 | 6 | Nov 5, 2020 | 45 |
Volatility
Volatility Chart
The current DESEO1 volatility is 4.03%, 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.
Diversification
Asset Correlations Table
| LLY | PGR | WM | COST | RACE | META | FICO | ASML | MSCI | V | GOOGL | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LLY | 1.00 | 0.28 | 0.33 | 0.28 | 0.23 | 0.26 | 0.24 | 0.24 | 0.26 | 0.28 | 0.27 | 0.33 |
| PGR | 0.28 | 1.00 | 0.40 | 0.30 | 0.24 | 0.20 | 0.28 | 0.21 | 0.32 | 0.37 | 0.24 | 0.29 |
| WM | 0.33 | 0.40 | 1.00 | 0.39 | 0.27 | 0.21 | 0.33 | 0.24 | 0.36 | 0.40 | 0.27 | 0.34 |
| COST | 0.28 | 0.30 | 0.39 | 1.00 | 0.33 | 0.35 | 0.38 | 0.37 | 0.42 | 0.39 | 0.41 | 0.48 |
| RACE | 0.23 | 0.24 | 0.27 | 0.33 | 1.00 | 0.42 | 0.42 | 0.53 | 0.44 | 0.45 | 0.45 | 0.48 |
| META | 0.26 | 0.20 | 0.21 | 0.35 | 0.42 | 1.00 | 0.43 | 0.49 | 0.46 | 0.47 | 0.67 | 0.60 |
| FICO | 0.24 | 0.28 | 0.33 | 0.38 | 0.42 | 0.43 | 1.00 | 0.47 | 0.53 | 0.50 | 0.45 | 0.54 |
| ASML | 0.24 | 0.21 | 0.24 | 0.37 | 0.53 | 0.49 | 0.47 | 1.00 | 0.51 | 0.49 | 0.54 | 0.60 |
| MSCI | 0.26 | 0.32 | 0.36 | 0.42 | 0.44 | 0.46 | 0.53 | 0.51 | 1.00 | 0.55 | 0.50 | 0.57 |
| V | 0.28 | 0.37 | 0.40 | 0.39 | 0.45 | 0.47 | 0.50 | 0.49 | 0.55 | 1.00 | 0.55 | 0.59 |
| GOOGL | 0.27 | 0.24 | 0.27 | 0.41 | 0.45 | 0.67 | 0.45 | 0.54 | 0.50 | 0.55 | 1.00 | 0.72 |
| MSFT | 0.33 | 0.29 | 0.34 | 0.48 | 0.48 | 0.60 | 0.54 | 0.60 | 0.57 | 0.59 | 0.72 | 1.00 |