Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 20% |
SOXX iShares Semiconductor ETF | Semiconductors, Technology Equities | 20% |
SPY State Street SPDR S&P 500 ETF | S&P 500 | 20% |
TFLO iShares Treasury Floating Rate Bond ETF | Government Bonds | 20% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in LUISE ARROJADA , 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 Feb 4, 2014, corresponding to the inception date of TFLO
Returns By Period
As of Apr 11, 2026, the LUISE ARROJADA returned 10.18% Year-To-Date and 14.19% of annualized return in the last 10 years.
| 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 LUISE ARROJADA | 0.30% | 3.57% | 10.18% | 16.44% | 43.68% | 19.21% | 11.68% | 14.19% |
| Portfolio components: | ||||||||
SPY State Street SPDR S&P 500 ETF | -0.07% | 0.74% | -0.09% | 4.64% | 31.01% | 19.89% | 12.07% | 14.53% |
SCHD Schwab U.S. Dividend Equity ETF | -1.23% | -0.59% | 12.35% | 17.31% | 27.12% | 11.71% | 8.08% | 12.27% |
SOXX iShares Semiconductor ETF | 2.10% | 13.08% | 28.45% | 42.43% | 130.75% | 40.37% | 22.00% | 30.33% |
TFLO iShares Treasury Floating Rate Bond ETF | 0.04% | 0.30% | 1.04% | 1.97% | 4.12% | 4.84% | 3.52% | 2.30% |
VEA Vanguard FTSE Developed Markets ETF | 0.28% | 3.03% | 8.62% | 16.60% | 45.32% | 17.90% | 9.43% | 9.81% |
Monthly Returns
Based on dividend-adjusted daily data since Feb 5, 2014, LUISE ARROJADA 's average daily return is +0.05%, while the average monthly return is +1.07%. At this rate, an investment would double in approximately 5.4 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +11.4%, while the worst month was Mar 2020 at -9.9%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.
On a daily basis, LUISE ARROJADA closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.2%, while the worst single day was Mar 16, 2020 at -9.0%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.28% | 2.82% | -4.56% | 5.64% | 10.18% | ||||||||
| 2025 | 2.13% | -0.08% | -3.10% | -1.33% | 4.94% | 5.75% | 0.37% | 2.86% | 3.15% | 3.12% | 0.18% | 1.17% | 20.53% |
| 2024 | 0.56% | 4.33% | 3.23% | -3.35% | 4.27% | 1.59% | 1.25% | 1.29% | 0.89% | -2.14% | 2.07% | -2.45% | 11.80% |
| 2023 | 6.74% | -1.44% | 3.11% | -0.69% | 1.51% | 4.66% | 3.32% | -2.27% | -3.85% | -3.11% | 8.06% | 5.94% | 23.24% |
| 2022 | -4.67% | -1.71% | 1.46% | -6.92% | 2.31% | -8.43% | 7.01% | -4.49% | -7.97% | 5.61% | 8.79% | -4.32% | -14.29% |
| 2021 | 0.12% | 3.58% | 3.65% | 2.00% | 1.99% | 1.09% | 0.84% | 1.78% | -3.28% | 4.21% | 0.87% | 3.76% | 22.41% |
Benchmark Metrics
LUISE ARROJADA has an annualized alpha of 2.95%, beta of 0.81, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since February 05, 2014.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (88.03%) than losses (79.47%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.95% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Alpha
- 2.95%
- Beta
- 0.81
- R²
- 0.92
- Upside Capture
- 88.03%
- Downside Capture
- 79.47%
Expense Ratio
LUISE ARROJADA has an expense ratio of 0.13%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
LUISE ARROJADA ranks 92 for risk / return — in the top 92% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.56 | 2.23 | +1.33 |
Sortino ratioReturn per unit of downside risk | 4.90 | 3.12 | +1.78 |
Omega ratioGain probability vs. loss probability | 1.67 | 1.42 | +0.25 |
Calmar ratioReturn relative to maximum drawdown | 6.35 | 4.05 | +2.31 |
Martin ratioReturn relative to average drawdown | 27.35 | 17.91 | +9.44 |
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 | |
|---|---|---|---|---|---|---|
SPY State Street SPDR S&P 500 ETF | 70 | 2.35 | 3.26 | 1.44 | 4.32 | 18.78 |
SCHD Schwab U.S. Dividend Equity ETF | 72 | 2.31 | 3.54 | 1.41 | 6.61 | 16.08 |
SOXX iShares Semiconductor ETF | 93 | 4.06 | 4.37 | 1.60 | 9.59 | 34.75 |
TFLO iShares Treasury Floating Rate Bond ETF | 100 | 13.99 | 46.98 | 11.63 | 209.03 | 761.74 |
VEA Vanguard FTSE Developed Markets ETF | 82 | 3.09 | 4.11 | 1.56 | 4.57 | 18.43 |
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Dividends
Dividend yield
LUISE ARROJADA provided a 2.35% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.35% | 2.57% | 2.82% | 2.74% | 2.18% | 1.56% | 1.58% | 2.22% | 2.29% | 1.79% | 1.87% | 1.88% |
| Portfolio components: | ||||||||||||
SPY State Street SPDR S&P 500 ETF | 1.09% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
SOXX iShares Semiconductor ETF | 0.43% | 0.57% | 0.67% | 0.78% | 1.26% | 0.64% | 0.81% | 1.23% | 1.37% | 0.90% | 1.08% | 1.29% |
TFLO iShares Treasury Floating Rate Bond ETF | 4.00% | 4.16% | 5.21% | 4.88% | 1.68% | 0.00% | 0.36% | 2.08% | 1.65% | 0.86% | 0.31% | 0.15% |
VEA Vanguard FTSE Developed Markets ETF | 2.77% | 3.22% | 3.35% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% |
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 LUISE ARROJADA . 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 LUISE ARROJADA was 26.68%, occurring on Mar 23, 2020. Recovery took 93 trading sessions.
The current LUISE ARROJADA drawdown is 0.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.68% | Feb 13, 2020 | 27 | Mar 23, 2020 | 93 | Aug 4, 2020 | 120 |
| -23.37% | Jan 5, 2022 | 194 | Oct 12, 2022 | 198 | Jul 28, 2023 | 392 |
| -15.41% | Feb 21, 2025 | 33 | Apr 8, 2025 | 42 | Jun 9, 2025 | 75 |
| -15.26% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -13.08% | May 28, 2015 | 180 | Feb 11, 2016 | 92 | Jun 23, 2016 | 272 |
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 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | TFLO | SOXX | SCHD | VEA | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.04 | 0.77 | 0.80 | 0.80 | 1.00 | 0.93 |
| TFLO | -0.04 | 1.00 | -0.05 | -0.05 | -0.04 | -0.04 | -0.04 |
| SOXX | 0.77 | -0.05 | 1.00 | 0.58 | 0.64 | 0.77 | 0.90 |
| SCHD | 0.80 | -0.05 | 0.58 | 1.00 | 0.72 | 0.81 | 0.81 |
| VEA | 0.80 | -0.04 | 0.64 | 0.72 | 1.00 | 0.80 | 0.85 |
| SPY | 1.00 | -0.04 | 0.77 | 0.81 | 0.80 | 1.00 | 0.93 |
| Portfolio | 0.93 | -0.04 | 0.90 | 0.81 | 0.85 | 0.93 | 1.00 |