Argy
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AGRO Adecoagro S.A. | Consumer Defensive | 50% |
GGAL Grupo Financiero Galicia S.A. | Financial Services | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Argy, 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 Jan 28, 2011, corresponding to the inception date of AGRO
Returns By Period
As of Jul 25, 2024, the Argy returned 25.14% Year-To-Date and 8.64% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Argy | 23.78% | -6.26% | 15.24% | 35.07% | 7.87% | 8.42% |
| Portfolio components: | ||||||
GGAL Grupo Financiero Galicia S.A. | 65.51% | -10.23% | 34.28% | 77.57% | -2.34% | 8.54% |
AGRO Adecoagro S.A. | -13.92% | -2.69% | -6.14% | -9.16% | 8.21% | 0.30% |
Monthly Returns
The table below presents the monthly returns of Argy, 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 | 8.59% | 0.27% | 13.51% | 12.76% | 2.35% | -7.44% | 23.78% | ||||||
| 2023 | 20.27% | -1.99% | -10.35% | 4.74% | 6.18% | 26.09% | 9.64% | 5.32% | -12.29% | -11.85% | 30.52% | -1.07% | 70.83% |
| 2022 | 3.77% | 8.30% | 20.82% | -10.66% | 1.91% | -24.42% | 4.83% | 7.92% | -8.21% | 4.25% | 0.65% | 10.21% | 12.20% |
| 2021 | -2.18% | 6.02% | -2.02% | 8.47% | 16.59% | -4.38% | -7.06% | 17.21% | -5.27% | 1.31% | -14.77% | 4.01% | 13.86% |
| 2020 | -11.17% | -12.19% | -42.28% | 1.76% | 10.29% | 11.87% | 9.55% | 1.97% | -18.02% | -4.45% | 32.17% | 5.82% | -30.81% |
| 2019 | 20.96% | -11.94% | -10.06% | -8.03% | 7.75% | 23.40% | -0.96% | -45.27% | 8.34% | -4.60% | 15.81% | 21.55% | -7.61% |
| 2018 | -0.12% | -8.61% | -5.28% | -0.05% | -13.36% | -10.27% | 6.82% | -20.55% | -0.13% | 0.01% | 1.48% | -0.12% | -42.27% |
| 2017 | 13.43% | 1.83% | 8.73% | -0.04% | 6.97% | -6.56% | -6.54% | 9.18% | 12.26% | 0.27% | 0.43% | 10.85% | 60.46% |
| 2016 | -1.12% | 8.33% | -7.38% | -3.53% | 3.26% | 2.25% | -1.42% | -4.17% | 8.99% | -1.75% | -6.53% | -3.35% | -7.66% |
| 2015 | -0.09% | 20.49% | 13.74% | -4.89% | -4.53% | -5.29% | -3.08% | -2.77% | -3.83% | 41.53% | -0.21% | 8.46% | 63.46% |
| 2014 | -15.50% | 14.93% | 12.45% | 9.33% | 1.60% | 5.80% | 7.80% | -13.52% | 2.01% | 3.26% | 4.69% | -6.03% | 24.00% |
| 2013 | 0.27% | -14.27% | 1.20% | -0.29% | -1.03% | -11.26% | 5.33% | 11.80% | 29.48% | 4.89% | 16.90% | -10.67% | 27.23% |
Expense Ratio
Argy has an expense ratio of 0.00%, indicating no management fees are charged. 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 rank of Argy is 20, indicating that it is in the bottom 20% 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 | |
|---|---|---|---|---|---|
GGAL Grupo Financiero Galicia S.A. | 1.13 | 1.84 | 1.21 | 0.80 | 4.10 |
AGRO Adecoagro S.A. | -0.25 | -0.12 | 0.98 | -0.32 | -0.63 |
Dividends
Dividend yield
Argy granted a 5.50% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Argy | 5.50% | 4.72% | 4.22% | 0.34% | 0.43% | 0.94% | 0.66% | 0.09% | 0.15% | 0.16% | 0.11% | 0.17% |
| Portfolio components: | ||||||||||||
GGAL Grupo Financiero Galicia S.A. | 7.46% | 6.49% | 4.62% | 0.68% | 0.87% | 1.89% | 1.31% | 0.18% | 0.30% | 0.32% | 0.23% | 0.35% |
AGRO Adecoagro S.A. | 3.54% | 2.95% | 3.83% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Argy. 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 Argy was 78.45%, occurring on Mar 18, 2020. Recovery took 1020 trading sessions.
The current Argy drawdown is 17.69%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -78.45% | Jan 5, 2018 | 553 | Mar 18, 2020 | 1020 | Apr 8, 2024 | 1573 |
| -59.74% | Feb 7, 2011 | 599 | Jun 25, 2013 | 418 | Feb 23, 2015 | 1017 |
| -30.71% | Mar 24, 2015 | 108 | Aug 25, 2015 | 46 | Oct 29, 2015 | 154 |
| -22.12% | Mar 3, 2016 | 203 | Dec 19, 2016 | 22 | Jan 23, 2017 | 225 |
| -18.6% | May 7, 2024 | 50 | Jul 18, 2024 | — | — | — |
Volatility
Volatility Chart
The current Argy volatility is 8.03%, 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
| AGRO | GGAL | |
|---|---|---|
| AGRO | 1.00 | 0.32 |
| GGAL | 0.32 | 1.00 |