otavio
Asset Allocation
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
The earliest data available for this chart is Jun 9, 2014, corresponding to the inception date of EMIM.L
Returns By Period
As of Jul 25, 2024, the otavio returned 26.91% Year-To-Date and 21.55% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| otavio | 25.54% | -3.49% | 20.12% | 33.79% | 24.16% | 21.44% |
| Portfolio components: | ||||||
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 6.42% | -0.63% | 9.37% | 7.18% | 3.70% | 2.46% |
SMH VanEck Vectors Semiconductor ETF | 35.28% | -9.33% | 25.65% | 51.14% | 33.60% | 28.17% |
AAPL Apple Inc | 13.26% | 1.99% | 13.33% | 13.16% | 33.29% | 25.33% |
AMZN Amazon.com, Inc. | 18.37% | -7.11% | 13.03% | 40.23% | 12.82% | 26.78% |
NVDA NVIDIA Corporation | 126.76% | -11.17% | 84.00% | 144.69% | 88.98% | 72.85% |
GOOGL Alphabet Inc. | 19.89% | -9.03% | 10.05% | 29.42% | 21.38% | 18.48% |
VEA Vanguard FTSE Developed Markets ETF | 5.14% | 0.71% | 6.18% | 8.74% | 6.60% | 4.54% |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 11.50% | 0.07% | 9.92% | 16.99% | 11.22% | 9.03% |
Monthly Returns
The table below presents the monthly returns of otavio, 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 | 2.80% | 7.60% | 4.89% | -1.55% | 7.10% | 6.15% | 25.54% | ||||||
| 2023 | 13.18% | -1.00% | 8.72% | 1.12% | 7.78% | 5.93% | 4.95% | -1.04% | -5.96% | -2.85% | 10.20% | 5.29% | 54.84% |
| 2022 | -7.01% | -1.77% | 3.51% | -13.25% | -0.63% | -9.92% | 11.56% | -6.01% | -11.14% | 3.20% | 9.14% | -7.17% | -28.47% |
| 2021 | 0.54% | 2.31% | 1.28% | 6.49% | 0.92% | 5.56% | 1.21% | 4.32% | -5.09% | 6.87% | 4.20% | 1.03% | 33.23% |
| 2020 | 0.79% | -5.44% | -9.08% | 12.58% | 5.87% | 6.30% | 8.08% | 10.65% | -4.35% | -1.94% | 10.95% | 4.62% | 42.95% |
| 2019 | 8.34% | 2.60% | 4.85% | 4.02% | -9.60% | 7.71% | 2.65% | -2.66% | 3.02% | 5.35% | 3.71% | 5.84% | 40.49% |
| 2018 | 9.65% | -1.74% | -3.34% | 0.18% | 4.26% | -0.84% | 3.56% | 4.74% | -0.21% | -11.06% | -2.32% | -7.68% | -6.36% |
| 2017 | 3.78% | 2.69% | 3.35% | 1.67% | 7.67% | -1.42% | 3.98% | 2.19% | 1.18% | 6.76% | 1.21% | 0.66% | 38.97% |
| 2016 | -7.03% | -0.57% | 8.72% | -1.01% | 6.11% | -0.89% | 8.08% | 2.10% | 3.96% | -0.91% | 2.27% | 4.26% | 26.83% |
| 2015 | 0.86% | 7.07% | -2.19% | 3.83% | 1.00% | -3.50% | 3.80% | -3.76% | -1.31% | 10.76% | 2.17% | -1.27% | 17.73% |
| 2014 | 0.30% | -1.44% | 4.29% | -3.01% | 0.61% | 4.02% | -3.43% | 1.06% |
Expense Ratio
otavio has an expense ratio of 0.12%, 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 risk-adjusted rank of otavio is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
EMIM.L iShares Core MSCI Emerging Markets IMI UCITS ETF (Acc) | 0.63 | 1.04 | 1.12 | 0.29 | 2.36 |
SMH VanEck Vectors Semiconductor ETF | 1.87 | 2.46 | 1.32 | 3.39 | 10.54 |
AAPL Apple Inc | 0.60 | 1.01 | 1.12 | 0.82 | 1.77 |
AMZN Amazon.com, Inc. | 1.47 | 2.23 | 1.27 | 1.12 | 8.07 |
NVDA NVIDIA Corporation | 3.32 | 3.75 | 1.47 | 7.77 | 21.51 |
GOOGL Alphabet Inc. | 1.12 | 1.57 | 1.23 | 1.65 | 6.50 |
VEA Vanguard FTSE Developed Markets ETF | 0.93 | 1.39 | 1.17 | 0.67 | 3.58 |
SWDA.L iShares Core MSCI World UCITS ETF USD (Acc) | 1.65 | 2.49 | 1.30 | 1.43 | 7.22 |
Dividends
Dividend yield
otavio granted a 0.44% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| otavio | 0.44% | 0.43% | 0.61% | 0.47% | 0.42% | 1.04% | 0.94% | 0.74% | 0.70% | 1.03% | 0.93% | 0.98% |
| Portfolio components: | ||||||||||||
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 | 0.44% | 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 | 0.45% | 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% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
GOOGL Alphabet Inc. | 0.12% | 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 | 3.36% | 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.
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 6.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.37% | Nov 22, 2021 | 234 | Oct 14, 2022 | 190 | Jul 13, 2023 | 424 |
| -30.16% | Feb 20, 2020 | 23 | Mar 23, 2020 | 54 | Jun 9, 2020 | 77 |
| -24.41% | Aug 30, 2018 | 83 | Dec 24, 2018 | 211 | Oct 21, 2019 | 294 |
| -16.23% | Dec 2, 2015 | 50 | Feb 11, 2016 | 44 | Apr 14, 2016 | 94 |
| -11.36% | Aug 11, 2015 | 10 | Aug 24, 2015 | 39 | Oct 16, 2015 | 49 |
Volatility
Volatility Chart
The current otavio volatility is 5.24%, 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
| EMIM.L | SWDA.L | AMZN | AAPL | NVDA | GOOGL | VEA | SMH | |
|---|---|---|---|---|---|---|---|---|
| EMIM.L | 1.00 | 0.75 | 0.34 | 0.36 | 0.35 | 0.37 | 0.67 | 0.48 |
| SWDA.L | 0.75 | 1.00 | 0.38 | 0.39 | 0.36 | 0.41 | 0.68 | 0.49 |
| AMZN | 0.34 | 0.38 | 1.00 | 0.56 | 0.53 | 0.67 | 0.50 | 0.55 |
| AAPL | 0.36 | 0.39 | 0.56 | 1.00 | 0.52 | 0.58 | 0.53 | 0.61 |
| NVDA | 0.35 | 0.36 | 0.53 | 0.52 | 1.00 | 0.52 | 0.48 | 0.80 |
| GOOGL | 0.37 | 0.41 | 0.67 | 0.58 | 0.52 | 1.00 | 0.56 | 0.58 |
| VEA | 0.67 | 0.68 | 0.50 | 0.53 | 0.48 | 0.56 | 1.00 | 0.65 |
| SMH | 0.48 | 0.49 | 0.55 | 0.61 | 0.80 | 0.58 | 0.65 | 1.00 |