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otavio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SWDA.L 30%EMIM.L 10%SMH 10%AAPL 10%AMZN 10%NVDA 10%GOOGL 10%VEA 10%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

10%

AMZN
Amazon.com, Inc.
Consumer Cyclical

10%

EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
Emerging Markets Equities

10%

GOOGL
Alphabet Inc.
Communication Services

10%

NVDA
NVIDIA Corporation
Technology

10%

SMH
VanEck Vectors Semiconductor ETF
Technology Equities

10%

SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
Global Equities

30%

VEA
Vanguard FTSE Developed Markets ETF
Foreign Large Cap Equities

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in otavio, 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


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
27.16%
19.37%
otavio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 9, 2014, corresponding to the inception date of EMIM.L

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
otavio12.43%-3.87%27.16%42.24%21.71%N/A
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.41%-2.05%10.89%8.38%2.16%N/A
SMH
VanEck Vectors Semiconductor ETF
18.83%-8.72%44.90%69.27%31.05%28.47%
AAPL
Apple Inc.
-13.20%-3.12%-3.52%1.49%26.94%25.01%
AMZN
Amazon.com, Inc.
18.17%0.37%39.65%69.04%13.26%28.08%
NVDA
NVIDIA Corporation
66.44%-12.58%88.80%204.89%75.73%68.79%
GOOGL
Alphabet Inc.
13.29%4.97%14.01%49.34%19.64%19.77%
VEA
Vanguard FTSE Developed Markets ETF
2.62%-2.14%17.47%8.86%6.28%4.75%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
4.28%-4.11%18.62%18.49%10.39%12.45%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.80%7.60%4.89%
2023-5.96%-2.85%10.20%5.29%

Expense Ratio

The otavio features an expense ratio of 0.12%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for EMIM.L: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
Expense ratio chart for SWDA.L: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for VEA: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%

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.


otavio
Sharpe ratio
The chart of Sharpe ratio for otavio, currently valued at 2.61, compared to the broader market-1.000.001.002.003.004.005.002.61
Sortino ratio
The chart of Sortino ratio for otavio, currently valued at 3.63, compared to the broader market0.002.004.006.003.63
Omega ratio
The chart of Omega ratio for otavio, currently valued at 1.46, compared to the broader market0.801.001.201.401.601.801.46
Calmar ratio
The chart of Calmar ratio for otavio, currently valued at 2.81, compared to the broader market0.002.004.006.008.002.81
Martin ratio
The chart of Martin ratio for otavio, currently valued at 12.98, compared to the broader market0.0010.0020.0030.0040.0050.0012.98
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.540.901.100.261.60
SMH
VanEck Vectors Semiconductor ETF
2.423.321.403.1912.78
AAPL
Apple Inc.
-0.050.061.01-0.06-0.13
AMZN
Amazon.com, Inc.
2.703.581.451.7116.39
NVDA
NVIDIA Corporation
3.814.631.589.3628.11
GOOGL
Alphabet Inc.
1.782.271.321.589.89
VEA
Vanguard FTSE Developed Markets ETF
0.731.131.130.562.23
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
1.622.421.301.415.67

Sharpe Ratio

The current otavio Sharpe ratio is 2.61. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.61

The Sharpe ratio of otavio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.61
1.92
otavio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

otavio granted a 0.44% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
otavio0.44%0.43%0.61%0.47%0.42%1.04%0.94%0.74%0.70%1.03%0.94%0.97%
EMIM.L
iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SMH
VanEck Vectors Semiconductor ETF
0.50%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
AAPL
Apple Inc.
0.58%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
GOOGL
Alphabet 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%
VEA
Vanguard FTSE Developed Markets ETF
3.35%3.15%2.91%3.16%2.04%3.04%3.35%2.77%3.05%2.92%3.68%2.60%
SWDA.L
iShares Core MSCI World UCITS ETF USD (Acc)
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.89%
-3.50%
otavio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the otavio. 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 otavio was 34.37%, occurring on Oct 14, 2022. Recovery took 190 trading sessions.

The current otavio drawdown is 3.89%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.37%Nov 22, 2021234Oct 14, 2022190Jul 13, 2023424
-30.16%Feb 20, 202023Mar 23, 202054Jun 9, 202077
-24.41%Aug 30, 201883Dec 24, 2018211Oct 21, 2019294
-16.23%Dec 2, 201550Feb 11, 201644Apr 14, 201694
-11.36%Aug 11, 201510Aug 24, 201539Oct 16, 201549

Volatility

Volatility Chart

The current otavio volatility is 3.84%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.84%
3.58%
otavio
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.

EMIM.LSWDA.LAMZNAAPLNVDAGOOGLVEASMH
EMIM.L1.000.750.340.370.350.370.670.48
SWDA.L0.751.000.380.400.370.410.680.49
AMZN0.340.381.000.570.550.680.500.56
AAPL0.370.400.571.000.530.590.530.62
NVDA0.350.370.550.531.000.530.490.80
GOOGL0.370.410.680.590.531.000.560.59
VEA0.670.680.500.530.490.561.000.66
SMH0.480.490.560.620.800.590.661.00