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

Pedro's Portfolio

Last updated Jul 25, 2024

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

40.00%50.00%60.00%70.00%80.00%FebruaryMarchAprilMayJuneJuly
49.27%
73.45%
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		13.20%-1.28%10.32%18.23%12.31%10.58%
Pedro's Portfolio3.63%-0.45%3.28%13.03%N/AN/A
Portfolio components:
VTI
Vanguard Total Stock Market ETF		13.14%-0.48%10.85%20.07%13.36%12.04%
VXUS
Vanguard Total International Stock ETF		5.35%0.35%6.79%8.27%5.88%4.00%
BND
Vanguard Total Bond Market ETF		0.56%0.85%1.73%4.40%-0.05%1.40%
BTA
BlackRock Long-Term Municipal Advantage Trust		2.84%1.72%3.42%11.56%1.35%4.73%
BIT
BlackRock Multi-Sector Income Trust		3.61%1.40%0.75%10.40%6.35%7.28%
ARCC
Ares Capital Corporation		8.60%0.97%5.80%15.63%13.00%12.14%
BAR
GraniteShares Gold Shares		14.37%2.73%16.89%21.27%10.58%N/A
URNM
NorthShore Global Uranium Mining ETF		-7.17%-9.93%-15.26%40.81%N/AN/A
GRN
iPath Series B Carbon ETN		-13.80%0.40%8.92%-26.11%N/AN/A
DBMF
iM DBi Managed Futures Strategy ETF		14.36%-2.93%10.96%10.44%8.62%N/A
VNQ
Vanguard Real Estate ETF		1.73%6.97%5.82%8.37%3.80%5.59%
SWVXX
Schwab Value Advantage Money Fund		2.39%0.39%2.17%4.88%2.05%1.37%

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
20240.87%-0.46%2.00%-1.44%4.00%-0.83%3.63%
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%-1.31%-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 compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
BND
Vanguard Total Bond Market ETF
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
URNM
NorthShore Global Uranium Mining ETF
Expense ratio chart for URNM: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
DBMF
iM DBi Managed Futures Strategy ETF
Expense ratio chart for DBMF: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
GRN
iPath Series B Carbon ETN
Expense ratio chart for GRN: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
BAR
GraniteShares Gold Shares
Expense ratio chart for BAR: current value at 0.17% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.17%
VNQ
Vanguard Real Estate ETF
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Pedro's Portfolio is 61, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of Pedro's Portfolio is 6161
Pedro's Portfolio
The Sharpe Ratio Rank of Pedro's Portfolio is 5959Sharpe Ratio Rank
The Sortino Ratio Rank of Pedro's Portfolio is 6262Sortino Ratio Rank
The Omega Ratio Rank of Pedro's Portfolio is 5757Omega Ratio Rank
The Calmar Ratio Rank of Pedro's Portfolio is 4949Calmar Ratio Rank
The Martin Ratio Rank of Pedro's Portfolio is 7676Martin 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.

Pedro's Portfolio
Sharpe ratio
The chart of Sharpe ratio for Pedro's Portfolio, currently valued at 1.52, compared to the broader market-1.000.001.002.003.004.001.52
Sortino ratio
The chart of Sortino ratio for Pedro's Portfolio, currently valued at 2.23, compared to the broader market-2.000.002.004.006.002.23
Omega ratio
The chart of Omega ratio for Pedro's Portfolio, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for Pedro's Portfolio, currently valued at 1.24, compared to the broader market0.002.004.006.008.001.24
Martin ratio
The chart of Martin ratio for Pedro's Portfolio, currently valued at 8.53, compared to the broader market0.0010.0020.0030.0040.008.53
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, 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 ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF		1.572.221.281.315.96
VXUS
Vanguard Total International Stock ETF		0.590.901.110.381.92
BND
Vanguard Total Bond Market ETF		0.600.911.100.212.02
BTA
BlackRock Long-Term Municipal Advantage Trust		0.821.331.160.292.61
BIT
BlackRock Multi-Sector Income Trust		0.901.381.170.682.93
ARCC
Ares Capital Corporation		1.472.111.273.3110.51
BAR
GraniteShares Gold Shares		1.482.141.271.648.14
URNM
NorthShore Global Uranium Mining ETF		0.901.491.171.163.48
GRN
iPath Series B Carbon ETN		-0.63-0.810.92-0.28-1.00
DBMF
iM DBi Managed Futures Strategy ETF		0.941.351.170.562.47
VNQ
Vanguard Real Estate ETF		0.420.751.090.231.18
SWVXX
Schwab Value Advantage Money Fund		3.36————

Sharpe Ratio

The current Pedro's Portfolio Sharpe ratio is 1.65. 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 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

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 Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.52
1.58
Pedro's Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Pedro's Portfolio granted a 2.89% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Pedro's Portfolio2.89%2.79%2.71%2.88%2.24%2.52%2.50%2.22%2.41%2.38%2.46%2.44%
Portfolio components:
VTI
Vanguard Total Stock Market ETF		1.37%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		3.06%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		3.41%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		5.12%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		10.11%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		9.24%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		3.91%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		4.00%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		4.04%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.

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.81%
-4.73%
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 2.47%.

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 2.10%, 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%FebruaryMarchAprilMayJuneJuly
2.10%
3.80%
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
SWVXX1.00-0.030.04-0.01-0.04-0.03-0.02-0.00-0.05-0.000.01-0.02
GRN-0.031.000.040.01-0.060.050.090.120.090.130.190.16
DBMF0.040.041.00-0.02-0.36-0.080.130.04-0.07-0.020.120.11
BAR-0.010.01-0.021.000.360.190.240.080.110.150.120.26
BND-0.04-0.06-0.360.361.000.340.000.060.250.240.120.13
BTA-0.030.05-0.080.190.341.000.180.210.320.290.240.27
URNM-0.020.090.130.240.000.181.000.350.300.360.510.57
ARCC-0.000.120.040.080.060.210.351.000.390.520.560.52
BIT-0.050.09-0.070.110.250.320.300.391.000.420.470.48
VNQ-0.000.13-0.020.150.240.290.360.520.421.000.720.62
VTI0.010.190.120.120.120.240.510.560.470.721.000.83
VXUS-0.020.160.110.260.130.270.570.520.480.620.831.00
The correlation results are calculated based on daily price changes starting from Dec 5, 2019