Optimized CIBEST Propuesta

Asset Allocation

Position	Category/Sector	Target Weight
AES The AES Corporation	Utilities	3.59%
AXIA AXIA Energia SA	Utilities	3.34%
BEP Brookfield Renewable Partners L.P.	Utilities	5.60%
BIP Brookfield Infrastructure Partners LP	Utilities	6.92%
BMY Bristol-Myers Squibb Company	Healthcare	7.73%
BTI British American Tobacco p.l.c.	Consumer Defensive	10.93%
CRBG Corebridge Financial Inc.	Financial Services	11.44%
CWEN Clearway Energy, Inc.	Utilities	9.10%
ELPC Companhia Paranaense de Energia	Utilities	3.47%
FMX Fomento Económico Mexicano, S.A.B. de C.V.	Consumer Defensive	3.37%
NOMD Nomad Foods Limited	Consumer Defensive	6.14%
SNY Sanofi	Healthcare	7.39%
TBB AT&T Inc. 5.35% GLB NTS 66		5.32%
TGT Target Corporation	Consumer Defensive	3.88%
UGI UGI Corporation	Utilities	11.78%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Optimized CIBEST Propuesta, 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 Dec 29, 2023, corresponding to the inception date of ELPC

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	-0.11%	0.61%	-0.42%	4.03%	29.40%	18.38%	10.55%	12.70%
Portfolio Optimized CIBEST Propuesta	-0.20%	3.38%	7.24%	16.46%	31.01%	—	—	—
Portfolio components:
NOMD Nomad Foods Limited	-0.90%	-4.83%	-20.14%	-16.53%	-45.27%	-16.64%	-17.67%	2.22%
BMY Bristol-Myers Squibb Company	-1.43%	-1.26%	11.09%	36.32%	21.98%	-1.29%	2.74%	2.17%
AES The AES Corporation	-0.14%	1.12%	1.54%	4.80%	47.70%	-13.32%	-8.91%	6.48%
FMX Fomento Económico Mexicano, S.A.B. de C.V.	1.15%	6.99%	19.39%	31.53%	34.67%	13.57%	12.16%	5.58%
UGI UGI Corporation	-1.15%	3.22%	2.40%	21.80%	27.71%	7.96%	2.64%	2.91%
TGT Target Corporation	-1.73%	2.62%	25.96%	45.78%	37.50%	-7.14%	-7.25%	7.36%
CWEN Clearway Energy, Inc.	0.74%	8.51%	24.98%	35.12%	57.34%	15.88%	13.18%	17.08%
SNY Sanofi	-0.68%	6.42%	-3.51%	-2.77%	-1.67%	-1.47%	2.35%	5.14%
BEP Brookfield Renewable Partners L.P.	2.00%	11.45%	30.09%	35.24%	71.47%	10.00%	0.43%	14.13%
BIP Brookfield Infrastructure Partners LP	-0.35%	-5.99%	6.45%	8.86%	39.88%	7.09%	4.71%	13.30%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 2, 2024, Optimized CIBEST Propuesta's average daily return is +0.07%, while the average monthly return is +1.41%. At this rate, your investment would double in approximately 4.1 years.

Historically, 64% of months were positive and 36% were negative. The best month was Jul 2024 with a return of +8.0%, while the worst month was Apr 2024 at -5.3%. The longest winning streak lasted 4 consecutive months, and the longest losing streak was 2 months.

On a daily basis, Optimized CIBEST Propuesta closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +5.3%, while the worst single day was Apr 4, 2025 at -5.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.37%	2.37%	-3.29%	2.79%									7.24%
2025	5.51%	3.26%	0.90%	-1.19%	3.03%	2.98%	0.99%	0.62%	-2.23%	3.16%	6.06%	-1.26%	23.68%
2024	-1.36%	-0.01%	5.99%	-5.32%	6.22%	-4.57%	8.02%	3.18%	3.10%	-2.98%	3.37%	-5.15%	9.66%

Benchmark Metrics

Optimized CIBEST Propuesta has an annualized alpha of 8.54%, beta of 0.55, and R² of 0.38 versus S&P 500 Index. Calculated based on daily prices since January 02, 2024.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (85.56%) than losses (63.13%) — typical of diversified or defensive assets.
Beta of 0.55 may look defensive, but with R² of 0.38 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R² of 0.38 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Alpha: 8.54%

Beta: 0.55

R²: 0.38

Upside Capture: 85.56%

Downside Capture: 63.13%

Expense Ratio

Optimized CIBEST Propuesta has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

Optimized CIBEST Propuesta ranks 34 for risk / return — below 34% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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	2.55	2.23	+0.31
Sortino ratio Return per unit of downside risk	3.51	3.12	+0.39
Omega ratio Gain probability vs. loss probability	1.44	1.42	+0.02
Calmar ratio Return relative to maximum drawdown	3.92	4.05	-0.13
Martin ratio Return relative to average drawdown	12.62	17.91	-5.29
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
NOMD Nomad Foods Limited	3	-1.64	-2.48	0.70	-0.87	-1.40
BMY Bristol-Myers Squibb Company	51	0.80	1.30	1.16	0.86	1.63
AES The AES Corporation	64	1.02	1.66	1.26	2.09	4.92
FMX Fomento Económico Mexicano, S.A.B. de C.V.	66	1.41	2.03	1.25	1.91	4.82
UGI UGI Corporation	67	1.37	1.92	1.26	2.28	5.03
TGT Target Corporation	65	1.24	1.84	1.21	2.15	5.06
CWEN Clearway Energy, Inc.	82	2.10	2.77	1.37	4.39	10.64
SNY Sanofi	27	-0.06	0.09	1.01	-0.12	-0.23
BEP Brookfield Renewable Partners L.P.	87	2.48	3.26	1.41	5.74	13.38
BIP Brookfield Infrastructure Partners LP	79	2.06	2.82	1.35	3.39	8.13

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.

Optimized CIBEST Propuesta Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

1-Year: 2.55
All Time: 1.27

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 1.87 to 2.87, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Optimized CIBEST Propuesta 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

Optimized CIBEST Propuesta provided a 4.93% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	4.93%	4.88%	5.06%	5.58%	3.72%	3.21%	3.05%	2.93%	3.84%	2.64%	2.64%	2.89%
Portfolio components:
NOMD Nomad Foods Limited	6.90%	5.44%	3.58%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BMY Bristol-Myers Squibb Company	4.26%	4.60%	4.24%	4.44%	3.00%	2.36%	3.69%	2.55%	3.08%	2.55%	1.95%	2.17%
AES The AES Corporation	4.89%	4.91%	5.36%	3.45%	2.20%	2.48%	2.44%	2.74%	3.60%	4.43%	3.79%	4.18%
FMX Fomento Económico Mexicano, S.A.B. de C.V.	9.50%	8.42%	3.64%	1.60%	2.17%	1.47%	1.88%	1.62%	1.73%	1.43%	1.77%	1.49%
UGI UGI Corporation	3.95%	4.01%	5.31%	6.04%	3.84%	2.97%	3.76%	2.68%	1.93%	2.10%	2.04%	2.67%
TGT Target Corporation	3.72%	4.62%	3.28%	3.06%	2.66%	1.37%	1.52%	2.03%	3.81%	3.74%	3.21%	2.97%
CWEN Clearway Energy, Inc.	4.38%	5.32%	6.36%	5.62%	4.48%	3.68%	3.29%	4.01%	7.29%	5.81%	5.98%	6.88%
SNY Sanofi	4.73%	4.56%	4.22%	3.83%	4.32%	3.80%	3.61%	3.47%	4.29%	3.82%	4.11%	3.77%
BEP Brookfield Renewable Partners L.P.	4.36%	5.53%	6.23%	5.14%	5.05%	4.42%	2.68%	4.42%	7.57%	5.36%	5.99%	6.34%
BIP Brookfield Infrastructure Partners LP	4.77%	4.95%	5.10%	4.86%	4.65%	3.35%	3.92%	4.02%	5.44%	3.88%	4.62%	5.59%

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 Optimized CIBEST Propuesta. 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 Optimized CIBEST Propuesta was 10.76%, occurring on Apr 8, 2025. Recovery took 27 trading sessions.

The current Optimized CIBEST Propuesta drawdown is 2.23%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-10.76%	Mar 21, 2025	13	Apr 8, 2025	27	May 16, 2025	40
-8.63%	Feb 12, 2026	26	Mar 20, 2026	—	—	—
-8.33%	Apr 1, 2024	12	Apr 16, 2024	16	May 8, 2024	28
-7.29%	May 17, 2024	22	Jun 18, 2024	26	Jul 26, 2024	48
-7.15%	Dec 2, 2024	13	Dec 18, 2024	27	Jan 30, 2025	40

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 15 assets, with an effective number of assets of 12.59, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	TBB	BMY	BTI	NOMD	FMX	ELPC	SNY	TGT	CRBG	UGI	AXIA	AES	BEP	CWEN	BIP	Portfolio
Benchmark	1.00	0.25	0.13	0.11	0.10	0.25	0.27	0.13	0.34	0.48	0.20	0.33	0.30	0.38	0.30	0.45	0.52
TBB	0.25	1.00	0.05	0.14	0.11	0.11	0.10	0.15	0.15	0.18	0.14	0.13	0.16	0.20	0.15	0.21	0.28
BMY	0.13	0.05	1.00	0.19	0.21	0.02	0.03	0.36	0.23	0.17	0.20	0.10	0.18	0.09	0.16	0.15	0.44
BTI	0.11	0.14	0.19	1.00	0.20	0.13	0.16	0.23	0.10	0.10	0.18	0.17	0.13	0.12	0.25	0.17	0.43
NOMD	0.10	0.11	0.21	0.20	1.00	0.07	0.13	0.32	0.24	0.09	0.24	0.12	0.17	0.10	0.17	0.19	0.40
FMX	0.25	0.11	0.02	0.13	0.07	1.00	0.26	0.12	0.13	0.14	0.15	0.36	0.15	0.24	0.23	0.24	0.33
ELPC	0.27	0.10	0.03	0.16	0.13	0.26	1.00	0.11	0.07	0.11	0.11	0.63	0.17	0.19	0.17	0.16	0.37
SNY	0.13	0.15	0.36	0.23	0.32	0.12	0.11	1.00	0.19	0.14	0.15	0.17	0.12	0.15	0.12	0.20	0.43
TGT	0.34	0.15	0.23	0.10	0.24	0.13	0.07	0.19	1.00	0.28	0.28	0.14	0.19	0.21	0.15	0.29	0.48
CRBG	0.48	0.18	0.17	0.10	0.09	0.14	0.11	0.14	0.28	1.00	0.27	0.17	0.21	0.18	0.15	0.35	0.55
UGI	0.20	0.14	0.20	0.18	0.24	0.15	0.11	0.15	0.28	0.27	1.00	0.13	0.27	0.18	0.33	0.26	0.56
AXIA	0.33	0.13	0.10	0.17	0.12	0.36	0.63	0.17	0.14	0.17	0.13	1.00	0.24	0.19	0.21	0.25	0.44
AES	0.30	0.16	0.18	0.13	0.17	0.15	0.17	0.12	0.19	0.21	0.27	0.24	1.00	0.46	0.52	0.31	0.55
BEP	0.38	0.20	0.09	0.12	0.10	0.24	0.19	0.15	0.21	0.18	0.18	0.19	0.46	1.00	0.54	0.45	0.53
CWEN	0.30	0.15	0.16	0.25	0.17	0.23	0.17	0.12	0.15	0.15	0.33	0.21	0.52	0.54	1.00	0.33	0.60
BIP	0.45	0.21	0.15	0.17	0.19	0.24	0.16	0.20	0.29	0.35	0.26	0.25	0.31	0.45	0.33	1.00	0.58
Portfolio	0.52	0.28	0.44	0.43	0.40	0.33	0.37	0.43	0.48	0.55	0.56	0.44	0.55	0.53	0.60	0.58	1.00

The correlation results are calculated based on daily price changes starting from Jan 2, 2024

Optimized CIBEST Propuesta

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