NSS: 24079133922 Rafael armando Espejel fuentes

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

NSS: 24079133922 Rafael armando Espejel fuentes

Last updated Jan 19, 2025

Asset Allocation

Position	Category/Sector	Target Weight
1AAPL.MI Apple Inc.	Technology	12.50%
AMZN Amazon.com, Inc.	Consumer Cyclical	12.50%
GOOG Alphabet Inc.	Communication Services	12.50%
GOOGL Alphabet Inc.	Communication Services	12.50%
META Meta Platforms, Inc.	Communication Services	12.50%
MSFT Microsoft Corporation	Technology	12.50%
NFLX Netflix, Inc.	Communication Services	12.50%
NVDA NVIDIA Corporation	Technology	12.50%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NSS: 24079133922 Rafael armando Espejel fuentes , 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.

NSS: 24079133922 Rafael armando Espejel fuentes

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Oct 23, 2017, corresponding to the inception date of 1AAPL.MI

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.96%	1.11%	7.77%	23.90%	12.59%	11.36%
NSS: 24079133922 Rafael armando Espejel fuentes	1.93%	0.85%	12.35%	71.75%	35.21%	N/A
Portfolio components:
META Meta Platforms, Inc.	4.66%	4.70%	25.61%	61.12%	22.29%	23.05%
AMZN Amazon.com, Inc.	2.99%	0.45%	21.21%	45.97%	18.65%	30.74%
GOOG Alphabet Inc.	3.73%	2.38%	7.86%	34.22%	21.14%	22.18%
GOOGL Alphabet Inc.	3.54%	2.40%	8.08%	34.74%	20.99%	22.00%
MSFT Microsoft Corporation	1.79%	-1.73%	-3.19%	9.01%	21.35%	26.71%
NFLX Netflix, Inc.	-3.73%	-5.60%	33.50%	76.67%	19.19%	30.06%
1AAPL.MI Apple Inc.	-8.25%	-8.27%	2.45%	20.34%	24.09%	N/A
NVDA NVIDIA Corporation	2.55%	2.23%	12.35%	130.90%	82.79%	75.80%

*Annualized

Monthly Returns

The table below presents the monthly returns of NSS: 24079133922 Rafael armando Espejel fuentes , 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	11.37%	14.84%	7.60%	-3.52%	15.92%	9.93%	-5.19%	1.36%	2.53%	4.80%	4.78%	0.79%	84.51%
2023	17.24%	1.41%	15.18%	2.87%	18.65%	6.63%	6.21%	1.71%	-7.73%	-0.90%	11.65%	4.10%	104.63%
2022	-12.11%	-4.06%	5.13%	-22.37%	-1.36%	-10.05%	14.01%	-7.49%	-11.89%	0.78%	8.81%	-9.84%	-43.91%
2021	0.39%	2.35%	0.93%	9.68%	-0.54%	8.84%	2.18%	8.17%	-5.59%	11.79%	4.71%	-2.57%	46.55%
2020	5.93%	-2.15%	-4.40%	16.57%	5.23%	7.06%	8.27%	12.96%	-6.90%	-1.67%	5.94%	2.74%	58.59%
2019	13.35%	1.75%	5.41%	6.15%	-8.83%	6.37%	1.10%	-3.38%	-0.86%	5.53%	5.27%	3.63%	39.53%
2018	18.04%	-0.35%	-4.39%	2.79%	8.77%	2.83%	0.19%	7.53%	-0.62%	-14.70%	-2.82%	-8.84%	4.60%
2017										-3.86%	0.15%	0.45%	-3.28%

Expense Ratio

NSS: 24079133922 Rafael armando Espejel fuentes 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.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of NSS: 24079133922 Rafael armando Espejel fuentes is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

NSS: 24079133922 Rafael armando Espejel fuentes

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
META Meta Platforms, Inc.	1.46	2.30	1.31	2.90	8.68
AMZN Amazon.com, Inc.	1.43	2.04	1.26	2.06	6.54
GOOG Alphabet Inc.	1.01	1.51	1.20	1.26	3.10
GOOGL Alphabet Inc.	1.00	1.51	1.20	1.27	3.10
MSFT Microsoft Corporation	0.28	0.49	1.06	0.35	0.76
NFLX Netflix, Inc.	1.78	2.47	1.33	2.40	10.89
1AAPL.MI Apple Inc.	0.96	1.47	1.19	1.32	4.01
NVDA NVIDIA Corporation	2.28	2.82	1.35	4.46	13.32

The current NSS: 24079133922 Rafael armando Espejel fuentes Sharpe ratio is 2.06. 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 1.46 to 2.24, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of NSS: 24079133922 Rafael armando Espejel fuentes 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.

NSS: 24079133922 Rafael armando Espejel fuentes

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

NSS: 24079133922 Rafael armando Espejel fuentes provided a 0.26% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.26%	0.26%	0.16%	0.24%	0.15%	0.21%	0.32%	0.49%	0.32%	0.35%	0.44%	0.52%
Portfolio components:
META Meta Platforms, Inc.	0.33%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMZN Amazon.com, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOG Alphabet Inc.	0.30%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GOOGL Alphabet Inc.	0.31%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MSFT Microsoft Corporation	0.72%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
NFLX Netflix, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
1AAPL.MI Apple Inc.	0.41%	0.38%	0.51%	0.72%	0.46%	0.65%	1.05%	1.77%	0.38%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%

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.

NSS: 24079133922 Rafael armando Espejel fuentes

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the NSS: 24079133922 Rafael armando Espejel fuentes . 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 NSS: 24079133922 Rafael armando Espejel fuentes was 50.63%, occurring on Nov 3, 2022. Recovery took 181 trading sessions.

The current NSS: 24079133922 Rafael armando Espejel fuentes drawdown is 4.70%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-50.63%	Nov 22, 2021	247	Nov 3, 2022	181	Jul 18, 2023	428
-31.03%	Aug 31, 2018	82	Dec 24, 2018	237	Nov 25, 2019	319
-27.78%	Feb 20, 2020	18	Mar 16, 2020	38	May 8, 2020	56
-20.51%	Jul 11, 2024	20	Aug 7, 2024	53	Oct 21, 2024	73
-15.62%	Sep 3, 2020	15	Sep 23, 2020	87	Jan 26, 2021	102

Volatility

Volatility Chart

The current NSS: 24079133922 Rafael armando Espejel fuentes volatility is 8.57%, 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.

NSS: 24079133922 Rafael armando Espejel fuentes

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.

	1AAPL.MI	NFLX	NVDA	META	AMZN	MSFT	GOOG	GOOGL
1AAPL.MI	1.00	0.30	0.33	0.32	0.38	0.38	0.37	0.37
NFLX	0.30	1.00	0.51	0.53	0.59	0.54	0.50	0.50
NVDA	0.33	0.51	1.00	0.56	0.60	0.64	0.56	0.57
META	0.32	0.53	0.56	1.00	0.61	0.61	0.66	0.67
AMZN	0.38	0.59	0.60	0.61	1.00	0.69	0.68	0.68
MSFT	0.38	0.54	0.64	0.61	0.69	1.00	0.72	0.72
GOOG	0.37	0.50	0.56	0.66	0.68	0.72	1.00	0.99
GOOGL	0.37	0.50	0.57	0.67	0.68	0.72	0.99	1.00

The correlation results are calculated based on daily price changes starting from Oct 24, 2017

Performance Analysis

Risk Analysis

Optimization

Factor Model

NSS: 24079133922 Rafael armando Espejel fuentes

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community