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

Asset Allocation


DBMF 3.51%BND 19.25%GRN 3.42%VTI 19.38%SWVXX 13.56%BTA 12.34%VXUS 10.85%URNM 10.35%BIT 2.2%ARCC 1.24%VNQ 2.98%AlternativesAlternativesBondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
ARCC
Ares Capital Corporation
Financial Services

1.24%

BAR
GraniteShares Gold Shares
Precious Metals, Gold

0.92%

BIT
BlackRock Multi-Sector Income Trust
Financial Services

2.20%

BND
Vanguard Total Bond Market ETF
Total Bond Market

19.25%

BTA
BlackRock Long-Term Municipal Advantage Trust
Financial Services

12.34%

DBMF
iM DBi Managed Futures Strategy ETF
Hedge Fund, Actively Managed

3.51%

GRN
iPath Series B Carbon ETN
Commodities

3.42%

SWVXX
Schwab Value Advantage Money Fund

13.56%

URNM
NorthShore Global Uranium Mining ETF
Commodity Producers Equities

10.35%

VNQ
Vanguard Real Estate ETF
REIT

2.98%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

19.38%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

10.85%

S&P 500

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 Quarterly


30.00%40.00%50.00%60.00%70.00%NovemberDecember2024FebruaryMarchApril
44.64%
59.58%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Pedro's Portfolio0.41%-1.74%10.80%13.98%N/AN/A
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.38%11.62%
VXUS
Vanguard Total International Stock ETF
0.25%-3.58%14.24%6.76%4.72%3.95%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.05%1.21%
BTA
BlackRock Long-Term Municipal Advantage Trust
-3.64%-3.44%14.35%4.85%1.09%4.18%
BIT
BlackRock Multi-Sector Income Trust
4.16%-3.11%15.37%13.57%7.59%7.58%
ARCC
Ares Capital Corporation
5.23%3.00%14.90%24.72%13.89%11.95%
BAR
GraniteShares Gold Shares
15.74%10.33%20.50%20.29%13.19%N/A
URNM
NorthShore Global Uranium Mining ETF
3.17%0.28%17.34%75.88%N/AN/A
GRN
iPath Series B Carbon ETN
-12.74%12.13%-17.59%-23.55%N/AN/A
DBMF
iM DBi Managed Futures Strategy ETF
14.22%3.45%4.66%13.82%N/AN/A
VNQ
Vanguard Real Estate ETF
-9.83%-6.59%11.41%-0.01%2.17%5.01%
SWVXX
Schwab Value Advantage Money Fund
1.07%0.41%2.21%4.81%1.83%1.24%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.87%-0.46%2.00%
20230.16%-1.65%5.52%3.96%

Expense Ratio

The Pedro's Portfolio features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.03%
0.50%1.00%1.50%2.00%0.85%
0.50%1.00%1.50%2.00%0.85%
0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.17%
0.50%1.00%1.50%2.00%0.12%

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.


Pedro's Portfolio
Sharpe ratio
The chart of Sharpe ratio for Pedro's Portfolio, currently valued at 1.62, compared to the broader market-1.000.001.002.003.004.001.62
Sortino ratio
The chart of Sortino ratio for Pedro's Portfolio, currently valued at 2.38, compared to the broader market-2.000.002.004.006.002.38
Omega ratio
The chart of Omega ratio for Pedro's Portfolio, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for Pedro's Portfolio, currently valued at 1.01, compared to the broader market0.002.004.006.008.001.01
Martin ratio
The chart of Martin ratio for Pedro's Portfolio, currently valued at 9.59, compared to the broader market0.0010.0020.0030.0040.009.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.762.551.311.336.65
VXUS
Vanguard Total International Stock ETF
0.540.851.100.361.56
BND
Vanguard Total Bond Market ETF
-0.18-0.220.98-0.07-0.42
BTA
BlackRock Long-Term Municipal Advantage Trust
0.060.191.020.020.17
BIT
BlackRock Multi-Sector Income Trust
1.372.111.260.947.03
ARCC
Ares Capital Corporation
1.812.581.341.7813.92
BAR
GraniteShares Gold Shares
1.672.581.301.624.39
URNM
NorthShore Global Uranium Mining ETF
1.802.561.291.708.67
GRN
iPath Series B Carbon ETN
-0.60-0.710.92-0.26-0.94
DBMF
iM DBi Managed Futures Strategy ETF
1.512.111.270.773.51
VNQ
Vanguard Real Estate ETF
-0.060.051.01-0.03-0.17
SWVXX
Schwab Value Advantage Money Fund
3.36

Sharpe Ratio

The current Pedro's Portfolio Sharpe ratio is 1.62. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.62

The Sharpe ratio of Pedro's Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.62
1.66
Pedro's Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Pedro's Portfolio granted a 2.90% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Pedro's Portfolio2.90%2.79%2.71%2.88%2.24%2.52%2.50%2.22%2.41%2.38%2.46%2.44%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
VXUS
Vanguard Total International Stock ETF
3.43%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%
BND
Vanguard Total Bond Market ETF
3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
BTA
BlackRock Long-Term Municipal Advantage Trust
5.40%5.11%6.73%4.19%4.79%4.74%6.09%5.45%5.94%6.04%6.48%7.28%
BIT
BlackRock Multi-Sector Income Trust
9.81%9.90%9.58%8.18%8.46%8.84%9.12%8.39%11.35%9.00%8.43%6.49%
ARCC
Ares Capital Corporation
9.32%9.59%10.10%7.60%9.41%8.94%9.78%9.57%9.12%10.90%9.93%8.67%
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
3.52%3.63%0.00%6.70%2.57%0.00%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
3.10%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%0.00%0.00%
VNQ
Vanguard Real Estate ETF
4.37%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.38%
-5.46%
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 2.38%.


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
-6.51%Sep 3, 202039Oct 28, 202019Nov 24, 202058
-5.87%Sep 16, 202111Sep 30, 202127Nov 8, 202138
-5.49%May 10, 202149Jul 19, 202132Sep 1, 202181

Volatility

Volatility Chart

The current Pedro's Portfolio volatility is 2.01%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.01%
3.15%
Pedro's Portfolio
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.

SWVXXGRNDBMFBARBNDBTAURNMARCCBITVNQVTIVXUS
SWVXX1.00-0.000.02-0.00-0.01-0.020.000.01-0.030.010.02-0.01
GRN-0.001.000.040.01-0.050.050.090.130.100.140.200.17
DBMF0.020.041.00-0.04-0.36-0.080.130.04-0.07-0.010.120.10
BAR-0.000.01-0.041.000.370.190.230.070.120.150.110.25
BND-0.01-0.05-0.360.371.000.33-0.010.050.250.220.110.11
BTA-0.020.05-0.080.190.331.000.180.210.330.290.240.26
URNM0.000.090.130.23-0.010.181.000.360.310.360.510.57
ARCC0.010.130.040.070.050.210.361.000.400.530.570.52
BIT-0.030.10-0.070.120.250.330.310.401.000.420.480.49
VNQ0.010.14-0.010.150.220.290.360.530.421.000.730.63
VTI0.020.200.120.110.110.240.510.570.480.731.000.83
VXUS-0.010.170.100.250.110.260.570.520.490.630.831.00