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Argy

Last updated Mar 2, 2024

Asset Allocation


GGAL 50%AGRO 50%EquityEquity
PositionCategory/SectorWeight
GGAL
Grupo Financiero Galicia S.A.
Financial Services

50%

AGRO
Adecoagro S.A.
Consumer Defensive

50%

S&P 500

Performance

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


50.00%100.00%150.00%200.00%250.00%300.00%OctoberNovemberDecember2024FebruaryMarch
96.46%
302.49%
Argy
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 28, 2011, corresponding to the inception date of AGRO

Returns

As of Mar 2, 2024, the Argy returned 9.74% Year-To-Date and 10.52% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Argy9.74%-1.07%9.67%63.06%9.56%10.30%
GGAL
Grupo Financiero Galicia S.A.
29.11%1.78%27.78%87.08%-0.01%9.80%
AGRO
Adecoagro S.A.
-9.19%-4.55%-12.75%29.61%9.39%3.03%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20248.59%0.22%
20235.32%-12.29%-11.85%30.52%-1.07%

Sharpe Ratio

The current Argy Sharpe ratio is 1.45. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.45

The Sharpe ratio of Argy 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.45
2.44
Argy
Benchmark (^GSPC)
Portfolio components

Dividend yield

Argy granted a 3.97% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Argy3.97%4.72%4.22%0.34%0.43%0.94%0.66%0.09%0.15%0.16%0.11%0.17%
GGAL
Grupo Financiero Galicia S.A.
4.68%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.
3.25%2.95%3.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Argy
1.45
GGAL
Grupo Financiero Galicia S.A.
1.37
AGRO
Adecoagro S.A.
0.73

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

AGROGGAL
AGRO1.000.32
GGAL0.321.00

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-14.70%
0
Argy
Benchmark (^GSPC)
Portfolio components

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. The portfolio has not yet recovered.

The current Argy drawdown is 14.70%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-78.45%Jan 5, 2018553Mar 18, 2020
-59.74%Feb 7, 2011599Jun 25, 2013418Feb 23, 20151017
-30.71%Mar 24, 2015108Aug 25, 201546Oct 29, 2015154
-22.12%Mar 3, 2016203Dec 19, 201622Jan 23, 2017225
-15.36%Oct 25, 201715Nov 14, 201716Dec 7, 201731

Volatility Chart

The current Argy volatility is 10.71%, 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%OctoberNovemberDecember2024FebruaryMarch
10.71%
3.47%
Argy
Benchmark (^GSPC)
Portfolio components
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