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ADRIANO CORDEIRO VENCES PEGUINHO 3
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


VNRG.L 100%EquityEquity
PositionCategory/SectorWeight
VNRG.L
Vanguard FTSE North America UCITS ETF (USD) Accumulating
Large Cap Blend Equities

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ADRIANO CORDEIRO VENCES PEGUINHO 3, 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


40.00%50.00%60.00%70.00%80.00%90.00%NovemberDecember2024FebruaryMarchApril
75.17%
65.37%
ADRIANO CORDEIRO VENCES PEGUINHO 3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jul 25, 2019, corresponding to the inception date of VNRG.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
ADRIANO CORDEIRO VENCES PEGUINHO 34.64%-4.76%18.78%22.40%N/AN/A
VNRG.L
Vanguard FTSE North America UCITS ETF (USD) Accumulating
4.64%-4.76%18.78%22.40%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.83%4.06%3.38%
2023-4.34%-3.28%9.04%5.61%

Expense Ratio

The ADRIANO CORDEIRO VENCES PEGUINHO 3 features an expense ratio of 0.10%, falling within the medium range. 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%0.10%

Risk-Adjusted Performance

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.


ADRIANO CORDEIRO VENCES PEGUINHO 3
Sharpe ratio
The chart of Sharpe ratio for ADRIANO CORDEIRO VENCES PEGUINHO 3, currently valued at 1.93, compared to the broader market-1.000.001.002.003.004.001.93
Sortino ratio
The chart of Sortino ratio for ADRIANO CORDEIRO VENCES PEGUINHO 3, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ADRIANO CORDEIRO VENCES PEGUINHO 3, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ADRIANO CORDEIRO VENCES PEGUINHO 3, currently valued at 1.51, compared to the broader market0.002.004.006.008.001.51
Martin ratio
The chart of Martin ratio for ADRIANO CORDEIRO VENCES PEGUINHO 3, currently valued at 7.79, compared to the broader market0.0010.0020.0030.0040.007.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VNRG.L
Vanguard FTSE North America UCITS ETF (USD) Accumulating
1.932.811.351.517.79

Sharpe Ratio

The current ADRIANO CORDEIRO VENCES PEGUINHO 3 Sharpe ratio is 1.93. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.93

The Sharpe ratio of ADRIANO CORDEIRO VENCES PEGUINHO 3 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.93
1.66
ADRIANO CORDEIRO VENCES PEGUINHO 3
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


ADRIANO CORDEIRO VENCES PEGUINHO 3 doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.79%
-5.46%
ADRIANO CORDEIRO VENCES PEGUINHO 3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ADRIANO CORDEIRO VENCES PEGUINHO 3. 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 ADRIANO CORDEIRO VENCES PEGUINHO 3 was 33.99%, occurring on Mar 23, 2020. Recovery took 91 trading sessions.

The current ADRIANO CORDEIRO VENCES PEGUINHO 3 drawdown is 5.79%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.99%Feb 18, 202025Mar 23, 202091Aug 11, 2020116
-25.92%Jan 4, 2022194Oct 11, 2022300Dec 18, 2023494
-8.71%Sep 3, 202013Sep 21, 202035Nov 9, 202048
-5.89%Jul 29, 201914Aug 15, 201920Sep 13, 201934
-5.79%Mar 22, 202419Apr 19, 2024

Volatility

Volatility Chart

The current ADRIANO CORDEIRO VENCES PEGUINHO 3 volatility is 4.33%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
4.33%
3.15%
ADRIANO CORDEIRO VENCES PEGUINHO 3
Benchmark (^GSPC)
Portfolio components