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Pedro's Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Pedro's Portfolio, 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.


40.00%50.00%60.00%70.00%80.00%90.00%100.00%December2025FebruaryMarchAprilMay
52.12%
81.96%
Pedro's Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 4, 2019, corresponding to the inception date of URNM

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Pedro's Portfolio0.12%9.13%-2.82%1.59%9.21%N/A
VTI
Vanguard Total Stock Market ETF
-3.64%14.17%-5.14%10.03%15.18%11.75%
VXUS
Vanguard Total International Stock ETF
9.97%16.33%4.45%10.10%10.60%5.12%
BND
Vanguard Total Bond Market ETF
2.13%0.32%1.30%5.43%-0.85%1.49%
BTA
BlackRock Long-Term Municipal Advantage Trust
-2.82%2.65%-9.08%-4.07%1.85%3.66%
BIT
BlackRock Multi-Sector Income Trust
0.60%8.48%0.11%2.01%10.94%7.61%
ARCC
Ares Capital Corporation
-1.87%11.05%2.95%10.68%19.91%12.78%
BAR
GraniteShares Gold Shares
25.88%10.70%22.06%42.94%13.86%N/A
URNM
NorthShore Global Uranium Mining ETF
-7.54%32.40%-19.62%-29.10%24.62%N/A
GRN
iPath Series B Carbon ETN
-1.97%14.93%5.37%-0.37%-6.28%N/A
DBMF
iM DBi Managed Futures Strategy ETF
-2.99%2.40%-4.05%-9.50%5.16%N/A
VNQ
Vanguard Real Estate ETF
0.45%11.00%-4.37%13.24%7.38%5.28%
SWVXX
Schwab Value Advantage Money Fund
1.03%0.00%1.79%4.64%2.55%1.74%
*Annualized

Monthly Returns

The table below presents the monthly returns of Pedro's Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.23%-1.38%-2.33%0.14%1.54%0.12%
20240.87%-0.40%1.99%-1.43%4.00%-0.83%1.41%0.32%2.19%-1.50%2.54%-3.59%5.47%
20236.48%-2.73%0.40%0.70%-1.71%3.76%1.78%-0.10%0.16%-1.65%5.52%3.96%17.36%
2022-4.85%0.24%0.88%-5.40%0.82%-4.85%6.14%-1.30%-8.16%1.97%5.07%-3.18%-12.87%
2021-0.42%4.09%2.17%3.71%2.39%-2.77%-0.07%2.53%-0.03%3.31%-0.68%2.37%17.63%
2020-0.80%-3.01%-9.35%8.94%3.49%1.83%4.46%3.02%-3.40%-1.99%7.32%7.37%17.56%
20191.86%1.86%

Expense Ratio

Pedro's Portfolio has an expense ratio of 0.17%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Pedro's Portfolio is 8, meaning it’s performing worse than 92% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Pedro's Portfolio is 88
Overall Rank
The Sharpe Ratio Rank of Pedro's Portfolio is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of Pedro's Portfolio is 66
Sortino Ratio Rank
The Omega Ratio Rank of Pedro's Portfolio is 66
Omega Ratio Rank
The Calmar Ratio Rank of Pedro's Portfolio is 88
Calmar Ratio Rank
The Martin Ratio Rank of Pedro's Portfolio is 88
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
0.500.801.120.491.86
VXUS
Vanguard Total International Stock ETF
0.600.911.120.702.18
BND
Vanguard Total Bond Market ETF
1.021.421.170.412.46
BTA
BlackRock Long-Term Municipal Advantage Trust
-0.32-0.360.95-0.14-0.63
BIT
BlackRock Multi-Sector Income Trust
0.180.341.060.220.90
ARCC
Ares Capital Corporation
0.520.811.120.532.15
BAR
GraniteShares Gold Shares
2.473.171.415.0613.36
URNM
NorthShore Global Uranium Mining ETF
-0.71-0.990.88-0.62-1.12
GRN
iPath Series B Carbon ETN
-0.010.081.01-0.04-0.25
DBMF
iM DBi Managed Futures Strategy ETF
-0.95-1.270.84-0.60-1.03
VNQ
Vanguard Real Estate ETF
0.730.941.120.451.97
SWVXX
Schwab Value Advantage Money Fund
3.55

The current Pedro's Portfolio Sharpe ratio is 0.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Pedro's Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.15
0.48
Pedro's Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Pedro's Portfolio provided a 3.10% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio3.10%2.98%2.79%2.72%2.88%2.25%2.53%2.50%2.23%2.43%2.39%2.47%
VTI
Vanguard Total Stock Market ETF
1.35%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%
VXUS
Vanguard Total International Stock ETF
3.02%3.37%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
BTA
BlackRock Long-Term Municipal Advantage Trust
6.14%5.59%5.16%6.80%4.24%4.83%4.79%6.15%5.50%5.98%6.05%6.49%
BIT
BlackRock Multi-Sector Income Trust
10.46%10.17%9.90%9.58%8.18%8.46%8.84%9.12%8.44%11.65%9.40%8.85%
ARCC
Ares Capital Corporation
9.14%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%
BAR
GraniteShares Gold Shares
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
URNM
NorthShore Global Uranium Mining ETF
3.43%3.17%3.63%0.00%6.70%2.57%0.00%0.00%0.00%0.00%0.00%0.00%
GRN
iPath Series B Carbon ETN
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iM DBi Managed Futures Strategy ETF
6.05%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.10%3.85%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%
SWVXX
Schwab Value Advantage Money Fund
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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.78%
-7.82%
Pedro's Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Pedro's Portfolio. 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 Pedro's Portfolio was 22.55%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Pedro's Portfolio drawdown is 3.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-22.55%Feb 21, 202022Mar 23, 202072Jul 6, 202094
-18.66%Nov 10, 2021234Oct 14, 2022303Dec 22, 2023537
-11.83%Oct 21, 2024118Apr 8, 2025
-6.51%Sep 3, 202039Oct 28, 202019Nov 24, 202058
-5.87%Sep 16, 202111Sep 30, 202127Nov 8, 202138

Volatility

Volatility Chart

The current Pedro's Portfolio volatility is 5.32%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
5.32%
11.21%
Pedro's Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 7.42, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCSWVXXDBMFGRNBARBNDBTABITARCCURNMVNQVXUSVTIPortfolio
^GSPC1.000.020.160.180.110.110.240.450.540.490.680.790.990.82
SWVXX0.021.000.04-0.030.01-0.010.00-0.030.01-0.010.02-0.010.020.01
DBMF0.160.041.000.050.04-0.33-0.06-0.040.070.160.000.150.160.14
GRN0.18-0.030.051.000.01-0.050.060.090.120.100.120.150.180.27
BAR0.110.010.040.011.000.340.170.100.090.250.140.270.110.27
BND0.11-0.01-0.33-0.050.341.000.340.240.060.000.250.130.120.21
BTA0.240.00-0.060.060.170.341.000.320.210.180.290.260.250.43
BIT0.45-0.03-0.040.090.100.240.321.000.380.300.400.460.460.50
ARCC0.540.010.070.120.090.060.210.381.000.350.510.510.560.54
URNM0.49-0.010.160.100.250.000.180.300.351.000.340.560.510.79
VNQ0.680.020.000.120.140.250.290.400.510.341.000.610.690.63
VXUS0.79-0.010.150.150.270.130.260.460.510.560.611.000.810.82
VTI0.990.020.160.180.110.120.250.460.560.510.690.811.000.83
Portfolio0.820.010.140.270.270.210.430.500.540.790.630.820.831.00
The correlation results are calculated based on daily price changes starting from Dec 5, 2019