Intento 1
Intento 1 es un portfolio enfocado a minimizar el riesgo a la vez que se maximiza el beneficio a través de exposición en distintas clases de activos poco correlacionados como acciones, bonos, comodities, real state y criptomonedas. Si bien el horizonte temporal de inversión es a largo plazo, la gestión de este portfolio no es estática sino mas bien, con un enfoque táctico, donde eventualmente se podrán tomaran decisiones de una re-colocación de activos a partir de cambios en el corto-mediano plazo de distintas variables de distintos tipos que se puedan de en un momento determinado pero siempre teniendo presente los objetivos a largo plazo
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 40% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 15% |
BTC-USD Bitcoin | 7.50% | |
IAU iShares Gold Trust | Precious Metals, Gold | 7.50% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Intento 1, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Nov 14, 2024, the Intento 1 returned 24.39% Year-To-Date and 15.58% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| Intento 1 | 24.39% | 3.66% | 10.67% | 29.92% | 16.04% | 15.58% |
| Portfolio components: | ||||||
BTC-USD Bitcoin | 114.32% | 37.15% | 36.69% | 154.90% | 60.55% | 72.52% |
IAU iShares Gold Trust | 24.49% | -3.01% | 7.67% | 30.69% | 11.70% | 7.78% |
VOO Vanguard S&P 500 ETF | 26.94% | 2.23% | 13.51% | 35.06% | 15.72% | 13.38% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.57% | 0.40% | 2.57% | 5.29% | 2.26% | 1.55% |
BRK-B Berkshire Hathaway Inc. | 31.25% | 1.77% | 13.41% | 32.14% | 16.33% | 12.39% |
Monthly Returns
The table below presents the monthly returns of Intento 1, 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 | 1.74% | 6.08% | 3.74% | -2.79% | 3.21% | 0.47% | 2.34% | 1.72% | 1.17% | 0.67% | 24.39% | ||
| 2023 | 5.54% | -1.32% | 4.27% | 1.87% | -0.70% | 3.81% | 1.49% | -0.83% | -1.83% | 1.84% | 4.64% | 2.68% | 23.30% |
| 2022 | -2.24% | 0.79% | 3.17% | -5.32% | -1.48% | -6.59% | 5.43% | -3.61% | -3.93% | 4.33% | 2.45% | -2.20% | -9.60% |
| 2021 | 0.26% | 4.28% | 5.64% | 2.85% | -0.92% | -0.90% | 2.32% | 2.41% | -3.04% | 6.13% | -1.54% | 0.94% | 19.53% |
| 2020 | 2.46% | -4.31% | -7.29% | 7.28% | 2.41% | -0.07% | 5.84% | 4.12% | -2.56% | 0.48% | 8.73% | 7.65% | 26.02% |
| 2019 | 2.22% | 1.52% | 1.01% | 4.69% | 2.56% | 8.60% | -0.49% | -0.28% | -0.06% | 2.07% | -0.04% | 1.32% | 25.32% |
| 2018 | 0.91% | -1.72% | -3.19% | 2.11% | -1.34% | -1.49% | 3.50% | 0.86% | 0.13% | -2.79% | -1.11% | -3.57% | -7.67% |
| 2017 | 1.11% | 3.72% | -1.22% | 2.35% | 7.11% | 1.91% | 2.47% | 6.25% | -0.61% | 4.78% | 7.86% | 5.95% | 49.96% |
| 2016 | -2.40% | 2.61% | 2.36% | 1.45% | 1.01% | 3.51% | 0.66% | -0.13% | -0.16% | 0.36% | 2.39% | 3.68% | 16.28% |
| 2015 | -3.33% | 2.47% | -1.22% | -0.28% | 0.42% | -0.43% | 1.51% | -4.10% | -1.09% | 5.83% | 1.33% | 0.71% | 1.46% |
| 2014 | -0.94% | -0.42% | 0.22% | 0.57% | 3.26% | 0.98% | -1.49% | 1.26% | -1.81% | -0.26% | 2.53% | -0.92% | 2.89% |
| 2013 | 6.21% | 6.72% | 30.77% | 4.23% | 0.55% | -3.99% | 3.41% | 1.09% | 0.80% | 5.42% | 48.91% | -12.49% | 115.90% |
Expense Ratio
Intento 1 has an expense ratio of 0.08%, 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 Intento 1 is 49, 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 | |
|---|---|---|---|---|---|
BTC-USD Bitcoin | 1.07 | 1.78 | 1.17 | 0.91 | 4.39 |
IAU iShares Gold Trust | 1.88 | 2.50 | 1.32 | 1.23 | 12.54 |
VOO Vanguard S&P 500 ETF | 2.14 | 2.87 | 1.40 | 1.01 | 12.84 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 16.76 | 225.42 | 109.14 | 74.02 | 4,418.22 |
BRK-B Berkshire Hathaway Inc. | 1.56 | 2.28 | 1.29 | 0.92 | 7.31 |
Dividends
Dividend yield
Intento 1 provided a 2.43% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.43% | 2.41% | 1.05% | 0.37% | 0.58% | 1.38% | 1.28% | 0.81% | 0.63% | 0.63% | 0.56% | 0.55% |
| Portfolio components: | ||||||||||||
BTC-USD Bitcoin | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.15% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
BRK-B Berkshire Hathaway 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% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Intento 1. 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 Intento 1 was 40.25%, occurring on Nov 23, 2011. Recovery took 484 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -40.25% | Jun 10, 2011 | 167 | Nov 23, 2011 | 484 | Mar 21, 2013 | 651 |
| -21.67% | Dec 5, 2013 | 14 | Dec 18, 2013 | 943 | Jul 18, 2016 | 957 |
| -18.09% | Feb 15, 2020 | 38 | Mar 23, 2020 | 128 | Jul 29, 2020 | 166 |
| -17.69% | Dec 17, 2017 | 374 | Dec 25, 2018 | 177 | Jun 20, 2019 | 551 |
| -17.28% | Nov 8, 2010 | 29 | Dec 6, 2010 | 58 | Feb 2, 2011 | 87 |
Volatility
Volatility Chart
The current Intento 1 volatility is 2.78%, 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
| BIL | IAU | BTC-USD | BRK-B | VOO | |
|---|---|---|---|---|---|
| BIL | 1.00 | 0.01 | -0.00 | 0.01 | 0.03 |
| IAU | 0.01 | 1.00 | 0.05 | -0.02 | 0.04 |
| BTC-USD | -0.00 | 0.05 | 1.00 | 0.05 | 0.10 |
| BRK-B | 0.01 | -0.02 | 0.05 | 1.00 | 0.67 |
| VOO | 0.03 | 0.04 | 0.10 | 0.67 | 1.00 |