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Miguel Bravo 2

Last updated Mar 2, 2024

Asset Allocation


BND 10%MU 10%SWKS 10%TXN 10%STM 10%INTC 10%AVGO 10%NVDA 10%QCOM 10%VTI 10%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

10%

MU
Micron Technology, Inc.
Technology

10%

SWKS
Skyworks Solutions, Inc.
Technology

10%

TXN
Texas Instruments Incorporated
Technology

10%

STM
STMicroelectronics N.V.
Technology

10%

INTC
Intel Corporation
Technology

10%

AVGO
Broadcom Inc.
Technology

10%

NVDA
NVIDIA Corporation
Technology

10%

QCOM
QUALCOMM Incorporated
Technology

10%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

10%

S&P 500

Performance

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


500.00%1,000.00%1,500.00%OctoberNovemberDecember2024FebruaryMarch
1,786.99%
415.21%
Miguel Bravo 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 6, 2009, corresponding to the inception date of AVGO

Returns

As of Mar 2, 2024, the Miguel Bravo 2 returned 9.96% Year-To-Date and 23.16% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Miguel Bravo 29.96%9.78%25.08%49.41%25.07%23.14%
MU
Micron Technology, Inc.
11.50%10.03%35.58%68.74%19.39%14.64%
SWKS
Skyworks Solutions, Inc.
-4.71%5.90%-1.61%-3.94%7.47%12.99%
TXN
Texas Instruments Incorporated
1.14%7.44%2.44%0.50%13.06%17.27%
STM
STMicroelectronics N.V.
-5.90%8.06%0.58%-2.70%24.22%19.97%
INTC
Intel Corporation
-12.54%3.17%20.44%68.31%-1.39%8.92%
AVGO
Broadcom Inc.
25.35%14.28%61.97%126.15%43.03%39.96%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%69.11%
QCOM
QUALCOMM Incorporated
13.34%15.69%42.97%35.34%28.20%11.03%
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%14.06%11.98%
BND
Vanguard Total Bond Market ETF
-1.11%-0.65%3.31%3.94%0.62%1.45%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.45%7.25%
2023-3.35%-5.75%-4.37%13.95%10.67%

Sharpe Ratio

The current Miguel Bravo 2 Sharpe ratio is 2.50. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.50

The Sharpe ratio of Miguel Bravo 2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
2.50
2.44
Miguel Bravo 2
Benchmark (^GSPC)
Portfolio components

Dividend yield

Miguel Bravo 2 granted a 1.55% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Miguel Bravo 21.55%1.62%2.27%1.39%1.51%1.80%2.18%1.67%1.85%2.22%1.96%2.02%
MU
Micron Technology, Inc.
0.48%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.
2.50%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
2.97%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.
0.51%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
1.14%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%3.11%1.94%1.52%1.23%1.34%1.87%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
QCOM
QUALCOMM Incorporated
1.96%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
1.34%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
3.24%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Expense Ratio

The Miguel Bravo 2 has an expense ratio of 0.01% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Miguel Bravo 2
2.50
MU
Micron Technology, Inc.
1.90
SWKS
Skyworks Solutions, Inc.
-0.08
TXN
Texas Instruments Incorporated
0.11
STM
STMicroelectronics N.V.
-0.10
INTC
Intel Corporation
1.95
AVGO
Broadcom Inc.
4.19
NVDA
NVIDIA Corporation
5.65
QCOM
QUALCOMM Incorporated
1.17
VTI
Vanguard Total Stock Market ETF
2.31
BND
Vanguard Total Bond Market ETF
0.64

Asset Correlations Table

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

BNDNVDAMUSTMINTCQCOMAVGOSWKSVTITXN
BND1.00-0.07-0.13-0.12-0.10-0.10-0.08-0.13-0.15-0.13
NVDA-0.071.000.570.550.540.550.550.580.610.63
MU-0.130.571.000.530.560.530.530.580.600.61
STM-0.120.550.531.000.530.540.550.590.630.64
INTC-0.100.540.560.531.000.560.540.570.640.67
QCOM-0.100.550.530.540.561.000.570.610.640.64
AVGO-0.080.550.530.550.540.571.000.660.610.65
SWKS-0.130.580.580.590.570.610.661.000.640.69
VTI-0.150.610.600.630.640.640.610.641.000.71
TXN-0.130.630.610.640.670.640.650.690.711.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Miguel Bravo 2
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.61%Dec 28, 2021202Oct 14, 2022276Nov 20, 2023478
-33.79%Feb 20, 202020Mar 18, 202055Jun 5, 202075
-31.69%Feb 18, 2011157Oct 3, 2011402May 9, 2013559
-27.15%Jun 15, 2018133Dec 24, 201881Apr 23, 2019214
-24.71%Jun 1, 2015178Feb 11, 2016108Jul 18, 2016286

Volatility Chart

The current Miguel Bravo 2 volatility is 6.31%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%OctoberNovemberDecember2024FebruaryMarch
6.31%
3.47%
Miguel Bravo 2
Benchmark (^GSPC)
Portfolio components
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