PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ADRIANO CORDEIRO VENCES PEGUINHO 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


VUAG.L 100%EquityEquity
PositionCategory/SectorWeight
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
Large Cap Blend Equities

100%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ADRIANO CORDEIRO VENCES PEGUINHO 2, 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%90.00%100.00%110.00%NovemberDecember2024FebruaryMarchApril
85.43%
72.69%
ADRIANO CORDEIRO VENCES PEGUINHO 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 16, 2019, corresponding to the inception date of VUAG.L

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%
ADRIANO CORDEIRO VENCES PEGUINHO 25.04%-4.75%18.89%22.60%N/AN/A
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
5.04%-4.75%18.89%22.60%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.02%4.27%3.42%
2023-4.61%-3.06%8.77%5.49%

Expense Ratio

The ADRIANO CORDEIRO VENCES PEGUINHO 2 has an expense ratio of 0.07% which is considered to be low. 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%

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.


ADRIANO CORDEIRO VENCES PEGUINHO 2
Sharpe ratio
The chart of Sharpe ratio for ADRIANO CORDEIRO VENCES PEGUINHO 2, currently valued at 0.69, compared to the broader market-1.000.001.002.003.004.000.69
Sortino ratio
The chart of Sortino ratio for ADRIANO CORDEIRO VENCES PEGUINHO 2, currently valued at 1.25, compared to the broader market-2.000.002.004.006.001.25
Omega ratio
The chart of Omega ratio for ADRIANO CORDEIRO VENCES PEGUINHO 2, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ADRIANO CORDEIRO VENCES PEGUINHO 2, currently valued at 1.18, compared to the broader market0.002.004.006.008.001.18
Martin ratio
The chart of Martin ratio for ADRIANO CORDEIRO VENCES PEGUINHO 2, currently valued at 2.62, compared to the broader market0.0010.0020.0030.0040.002.62
^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
VUAG.L
Vanguard S&P 500 UCITS ETF (USD) Accumulating
0.691.251.331.182.62

Sharpe Ratio

The current ADRIANO CORDEIRO VENCES PEGUINHO 2 Sharpe ratio is 0.69. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.69

The Sharpe ratio of ADRIANO CORDEIRO VENCES PEGUINHO 2 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.69
1.66
ADRIANO CORDEIRO VENCES PEGUINHO 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield


ADRIANO CORDEIRO VENCES PEGUINHO 2 doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-10.06%
-5.46%
ADRIANO CORDEIRO VENCES PEGUINHO 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ADRIANO CORDEIRO VENCES PEGUINHO 2. 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 ADRIANO CORDEIRO VENCES PEGUINHO 2 was 33.56%, occurring on Mar 23, 2020. Recovery took 97 trading sessions.

The current ADRIANO CORDEIRO VENCES PEGUINHO 2 drawdown is 10.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-33.56%Feb 18, 202025Mar 23, 202097Aug 11, 2020122
-25.14%Jan 4, 2022194Oct 11, 2022279Nov 16, 2023473
-19.21%Nov 17, 20231Nov 17, 2023
-8.94%Sep 3, 202013Sep 21, 202035Nov 9, 202048
-5.97%Jul 29, 201914Aug 15, 201920Sep 13, 201934

Volatility

Volatility Chart

The current ADRIANO CORDEIRO VENCES PEGUINHO 2 volatility is 4.41%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%NovemberDecember2024FebruaryMarchApril
4.41%
3.15%
ADRIANO CORDEIRO VENCES PEGUINHO 2
Benchmark (^GSPC)
Portfolio components