Miguel Bravo 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AVGO Broadcom Inc. | Technology | 10% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 10% |
INTC Intel Corporation | Technology | 10% |
MU Micron Technology, Inc. | Technology | 10% |
NVDA NVIDIA Corporation | Technology | 10% |
QCOM QUALCOMM Incorporated | Technology | 10% |
STM STMicroelectronics N.V. | Technology | 10% |
SWKS Skyworks Solutions, Inc. | Technology | 10% |
TXN Texas Instruments Incorporated | Technology | 10% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Miguel Bravo 2, 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 Aug 6, 2009, corresponding to the inception date of AVGO
Returns By Period
As of Jul 25, 2024, the Miguel Bravo 2 returned 18.43% Year-To-Date and 22.68% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Miguel Bravo 2 | 15.15% | -6.09% | 14.60% | 28.50% | 22.90% | 22.42% |
| Portfolio components: | ||||||
MU Micron Technology, Inc. | 26.14% | -24.46% | 22.26% | 51.92% | 18.23% | 13.08% |
SWKS Skyworks Solutions, Inc. | 1.62% | 6.16% | 9.23% | 2.96% | 7.68% | 9.85% |
TXN Texas Instruments Incorporated | 17.41% | 2.10% | 21.97% | 14.44% | 12.11% | 18.61% |
STM STMicroelectronics N.V. | -32.99% | -15.86% | -24.72% | -37.90% | 12.61% | 16.95% |
INTC Intel Corporation | -37.68% | 1.83% | -28.25% | -8.73% | -7.24% | 1.79% |
AVGO Broadcom Inc. | 34.71% | -6.24% | 24.80% | 69.98% | 42.20% | 40.18% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 91.87% | 74.97% |
QCOM QUALCOMM Incorporated | 22.38% | -11.12% | 17.44% | 42.54% | 21.29% | 12.07% |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.09% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
Monthly Returns
The table below presents the monthly returns of Miguel Bravo 2, 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 | -0.45% | 7.19% | 7.00% | -5.92% | 7.78% | 5.01% | 15.15% | ||||||
| 2023 | 15.83% | -0.16% | 10.04% | -4.80% | 7.77% | 5.52% | 6.03% | -3.35% | -5.75% | -4.37% | 13.95% | 10.67% | 60.48% |
| 2022 | -7.12% | -2.11% | 0.56% | -12.73% | 3.01% | -14.34% | 11.93% | -8.36% | -11.76% | 5.29% | 12.28% | -7.93% | -30.63% |
| 2021 | 3.93% | 3.36% | 1.13% | 0.13% | 0.72% | 5.08% | 0.28% | 2.23% | -4.28% | 4.13% | 8.87% | 2.81% | 31.69% |
| 2020 | -0.70% | -4.21% | -10.81% | 13.44% | 5.80% | 6.23% | 2.88% | 7.49% | 0.82% | -1.87% | 13.43% | 3.98% | 39.58% |
| 2019 | 6.12% | 6.17% | 3.08% | 10.00% | -16.57% | 12.80% | 4.67% | -1.72% | 2.39% | 7.44% | 4.54% | 7.93% | 53.51% |
| 2018 | 6.20% | 0.98% | -2.52% | -4.48% | 10.58% | -4.17% | 0.66% | 2.09% | -1.30% | -10.72% | -2.08% | -5.45% | -11.29% |
| 2017 | 5.47% | 2.87% | 4.60% | -0.77% | 8.05% | -4.17% | 4.95% | 2.51% | 5.17% | 9.92% | 1.54% | -1.80% | 44.59% |
| 2016 | -8.01% | -0.04% | 7.14% | -1.39% | 7.77% | 1.21% | 9.38% | 5.71% | 4.56% | 0.70% | 6.09% | 4.95% | 43.63% |
| 2015 | -1.74% | 9.01% | -0.56% | -2.03% | 6.11% | -9.36% | -2.27% | -3.61% | -0.19% | 6.34% | 1.57% | -1.61% | 0.28% |
| 2014 | 0.58% | 8.09% | 2.43% | 2.59% | 4.77% | 3.20% | -1.80% | 6.79% | -0.22% | 0.02% | 6.72% | 0.75% | 39.01% |
| 2013 | 9.12% | 0.00% | 4.43% | 1.06% | 6.53% | 0.14% | 1.95% | 0.17% | 7.31% | 1.22% | 3.55% | 4.87% | 48.00% |
Expense Ratio
Miguel Bravo 2 has an expense ratio of 0.01%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Miguel Bravo 2 is 56, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
MU Micron Technology, Inc. | 1.61 | 2.33 | 1.28 | 1.89 | 8.71 |
SWKS Skyworks Solutions, Inc. | 0.08 | 0.33 | 1.04 | 0.05 | 0.21 |
TXN Texas Instruments Incorporated | 0.40 | 0.73 | 1.08 | 0.36 | 1.07 |
STM STMicroelectronics N.V. | -0.97 | -1.30 | 0.84 | -0.92 | -1.79 |
INTC Intel Corporation | -0.20 | -0.02 | 1.00 | -0.14 | -0.35 |
AVGO Broadcom Inc. | 1.66 | 2.38 | 1.29 | 3.61 | 10.14 |
NVDA NVIDIA Corporation | 3.13 | 3.59 | 1.45 | 7.37 | 20.15 |
QCOM QUALCOMM Incorporated | 1.30 | 1.76 | 1.24 | 1.03 | 4.68 |
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
Dividends
Dividend yield
Miguel Bravo 2 granted a 1.59% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Miguel Bravo 2 | 1.59% | 1.62% | 2.27% | 1.39% | 1.51% | 1.80% | 2.32% | 1.73% | 1.93% | 2.30% | 2.06% | 2.21% |
| Portfolio components: | ||||||||||||
MU Micron Technology, Inc. | 0.43% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWKS Skyworks Solutions, Inc. | 2.41% | 2.31% | 2.59% | 1.37% | 1.23% | 1.36% | 2.09% | 1.26% | 1.45% | 1.02% | 0.48% | 0.00% |
TXN Texas Instruments Incorporated | 2.61% | 2.94% | 2.84% | 2.23% | 2.27% | 2.50% | 2.78% | 2.03% | 2.25% | 2.55% | 2.32% | 2.44% |
STM STMicroelectronics N.V. | 0.81% | 0.48% | 0.82% | 0.45% | 0.50% | 0.89% | 1.73% | 1.10% | 2.33% | 5.11% | 4.55% | 4.25% |
INTC Intel Corporation | 1.61% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
AVGO Broadcom Inc. | 1.36% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 4.48% | 2.57% | 2.33% | 2.09% | 2.42% | 3.74% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
QCOM QUALCOMM Incorporated | 1.85% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% | 1.75% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
BND Vanguard Total Bond Market ETF | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Miguel Bravo 2. 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 Miguel Bravo 2 was 38.61%, occurring on Oct 14, 2022. Recovery took 276 trading sessions.
The current Miguel Bravo 2 drawdown is 8.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.61% | Dec 28, 2021 | 202 | Oct 14, 2022 | 276 | Nov 20, 2023 | 478 |
| -33.79% | Feb 20, 2020 | 20 | Mar 18, 2020 | 55 | Jun 5, 2020 | 75 |
| -31.69% | Feb 18, 2011 | 157 | Oct 3, 2011 | 402 | May 9, 2013 | 559 |
| -27.1% | Jun 15, 2018 | 133 | Dec 24, 2018 | 81 | Apr 23, 2019 | 214 |
| -24.62% | Jun 1, 2015 | 178 | Feb 11, 2016 | 108 | Jul 18, 2016 | 286 |
Volatility
Volatility Chart
The current Miguel Bravo 2 volatility is 8.53%, 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
| BND | NVDA | MU | STM | INTC | AVGO | QCOM | SWKS | VTI | TXN | |
|---|---|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | -0.07 | -0.13 | -0.11 | -0.10 | -0.08 | -0.09 | -0.11 | -0.14 | -0.12 |
| NVDA | -0.07 | 1.00 | 0.57 | 0.54 | 0.54 | 0.55 | 0.55 | 0.57 | 0.60 | 0.62 |
| MU | -0.13 | 0.57 | 1.00 | 0.53 | 0.55 | 0.53 | 0.53 | 0.58 | 0.59 | 0.61 |
| STM | -0.11 | 0.54 | 0.53 | 1.00 | 0.53 | 0.55 | 0.55 | 0.59 | 0.63 | 0.65 |
| INTC | -0.10 | 0.54 | 0.55 | 0.53 | 1.00 | 0.53 | 0.56 | 0.57 | 0.63 | 0.66 |
| AVGO | -0.08 | 0.55 | 0.53 | 0.55 | 0.53 | 1.00 | 0.57 | 0.66 | 0.61 | 0.65 |
| QCOM | -0.09 | 0.55 | 0.53 | 0.55 | 0.56 | 0.57 | 1.00 | 0.61 | 0.65 | 0.64 |
| SWKS | -0.11 | 0.57 | 0.58 | 0.59 | 0.57 | 0.66 | 0.61 | 1.00 | 0.64 | 0.69 |
| VTI | -0.14 | 0.60 | 0.59 | 0.63 | 0.63 | 0.61 | 0.65 | 0.64 | 1.00 | 0.71 |
| TXN | -0.12 | 0.62 | 0.61 | 0.65 | 0.66 | 0.65 | 0.64 | 0.69 | 0.71 | 1.00 |