Carlos
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FLOT iShares Floating Rate Bond ETF | Corporate Bonds | 10% |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | Government Bonds | 12% |
SGOV iShares 0-3 Month Treasury Bond ETF | Government Bonds | 78% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Carlos, 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 May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.70% | 3.51% | 14.80% | 37.91% | 14.18% | 11.41% |
| Carlos | 4.72% | 0.42% | 2.65% | 5.51% | N/A | N/A |
| Portfolio components: | ||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 4.62% | 0.41% | 2.61% | 5.39% | N/A | N/A |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 4.54% | 0.32% | 2.67% | 5.36% | 2.31% | N/A |
FLOT iShares Floating Rate Bond ETF | 5.72% | 0.58% | 2.95% | 6.63% | 3.00% | 2.33% |
Monthly Returns
The table below presents the monthly returns of Carlos, 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 | 0.46% | 0.47% | 0.42% | 0.45% | 0.49% | 0.40% | 0.46% | 0.47% | 0.43% | 0.40% | 4.72% | ||
| 2023 | 0.35% | 0.39% | 0.36% | 0.39% | 0.43% | 0.49% | 0.42% | 0.49% | 0.44% | 0.45% | 0.46% | 0.45% | 5.23% |
| 2022 | -0.01% | 0.00% | -0.01% | 0.02% | 0.02% | -0.03% | 0.11% | 0.22% | 0.20% | 0.19% | 0.34% | 0.41% | 1.49% |
| 2021 | 0.03% | 0.00% | 0.00% | 0.01% | 0.02% | 0.00% | 0.00% | 0.00% | 0.02% | -0.01% | -0.01% | 0.01% | 0.08% |
| 2020 | 0.00% | 0.09% | 0.03% | 0.02% | 0.02% | 0.00% | 0.02% | 0.01% | 0.19% |
Expense Ratio
Carlos has an expense ratio of 0.05%, 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 Carlos is 100, placing it in the top 0% 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 | |
|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 21.54 | — | — | — | — |
IB01.L iShares USD Treasury Bond 0-1yr UCITS ETF (Acc) | 14.05 | 60.26 | 14.48 | 142.00 | 936.08 |
FLOT iShares Floating Rate Bond ETF | 7.97 | 14.62 | 4.51 | 14.59 | 157.01 |
Dividends
Dividend yield
Carlos provided a 4.68% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.68% | 4.37% | 1.34% | 0.07% | 0.16% | 0.28% | 0.24% | 0.15% | 0.10% | 0.05% | 0.04% | 0.05% |
| Portfolio components: | ||||||||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 5.24% | 4.87% | 1.45% | 0.03% | 0.04% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IB01.L iShares USD Treasury Bond 0-1yr 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% |
FLOT iShares Floating Rate Bond ETF | 5.92% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.45% | 0.97% | 0.53% | 0.44% | 0.48% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Carlos. 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 Carlos was 0.13%, occurring on Jun 15, 2022. Recovery took 21 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -0.13% | Jun 3, 2022 | 9 | Jun 15, 2022 | 21 | Jul 14, 2022 | 30 |
| -0.13% | Mar 13, 2023 | 3 | Mar 15, 2023 | 4 | Mar 21, 2023 | 7 |
| -0.08% | Sep 30, 2021 | 119 | Mar 15, 2022 | 33 | May 2, 2022 | 152 |
| -0.06% | Mar 22, 2023 | 1 | Mar 22, 2023 | 2 | Mar 24, 2023 | 3 |
| -0.04% | Oct 12, 2022 | 1 | Oct 12, 2022 | 3 | Oct 17, 2022 | 4 |
Volatility
Volatility Chart
The current Carlos volatility is 0.08%, 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
| FLOT | IB01.L | SGOV | |
|---|---|---|---|
| FLOT | 1.00 | 0.04 | 0.18 |
| IB01.L | 0.04 | 1.00 | 0.29 |
| SGOV | 0.18 | 0.29 | 1.00 |