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Mis cedears 2023
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GSK 31.9%INTC 29.25%COIN 11.2%VZ 9.24%DESP 6.82%DOCU 5.96%TEO 5.63%EquityEquity

Performance

Performance Chart


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The earliest data available for this chart is Apr 14, 2021, corresponding to the inception date of COIN

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
Mis cedears 20233.81%8.34%-1.95%-2.19%N/AN/A
VZ
Verizon Communications Inc.
12.82%1.61%11.46%15.28%0.63%3.91%
INTC
Intel Corporation
6.83%7.75%-18.24%-27.79%-16.81%-1.70%
COIN
Coinbase Global, Inc.
-19.73%17.51%-26.38%-0.80%N/AN/A
TEO
Telecom Argentina S.A.
-16.68%3.15%-7.44%12.50%12.36%-1.59%
GSK
GlaxoSmithKline plc
9.47%8.99%3.18%-15.44%1.33%2.74%
DOCU
DocuSign, Inc.
-7.39%13.75%4.93%43.53%-7.17%N/A
DESP
Despegar.com, Corp.
1.09%2.31%29.73%60.30%29.77%N/A
*Annualized

Monthly Returns

The table below presents the monthly returns of Mis cedears 2023, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.63%5.16%-2.50%-0.65%-0.70%3.81%
2024-3.36%5.56%8.95%-13.51%7.57%-7.45%-1.18%-4.16%-0.08%-2.95%15.44%-6.84%-5.47%
202314.00%-3.66%8.51%-5.05%1.36%7.48%6.86%-3.81%-2.47%0.77%20.94%13.16%70.45%
2022-2.99%-2.71%3.00%-10.00%-2.39%-10.56%0.43%-9.87%-12.88%7.83%-0.06%-2.96%-37.01%
2021-3.41%0.82%1.89%-1.91%2.41%-5.07%5.67%-3.19%-0.32%-3.51%

Expense Ratio

Mis cedears 2023 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Mis cedears 2023 is 5, meaning it’s performing worse than 95% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Mis cedears 2023 is 55
Overall Rank
The Sharpe Ratio Rank of Mis cedears 2023 is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of Mis cedears 2023 is 55
Sortino Ratio Rank
The Omega Ratio Rank of Mis cedears 2023 is 55
Omega Ratio Rank
The Calmar Ratio Rank of Mis cedears 2023 is 44
Calmar Ratio Rank
The Martin Ratio Rank of Mis cedears 2023 is 55
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VZ
Verizon Communications Inc.
0.771.171.170.863.35
INTC
Intel Corporation
-0.45-0.350.95-0.43-0.89
COIN
Coinbase Global, Inc.
-0.060.491.06-0.12-0.25
TEO
Telecom Argentina S.A.
0.250.821.090.390.74
GSK
GlaxoSmithKline plc
-0.55-0.570.93-0.48-0.84
DOCU
DocuSign, Inc.
0.921.731.220.512.93
DESP
Despegar.com, Corp.
1.032.001.281.454.01

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Mis cedears 2023 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.08
  • All Time: 0.02

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Mis cedears 2023 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

Mis cedears 2023 provided a 2.20% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.20%2.72%2.46%4.07%3.25%3.24%3.00%3.76%3.10%3.70%3.32%3.42%
VZ
Verizon Communications Inc.
6.19%6.68%6.96%6.53%4.86%4.21%3.95%4.22%4.39%4.26%4.79%4.57%
INTC
Intel Corporation
0.58%1.87%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%
COIN
Coinbase Global, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TEO
Telecom Argentina S.A.
1.94%1.62%3.43%5.76%7.89%5.66%11.72%15.08%3.33%3.88%2.89%5.87%
GSK
GlaxoSmithKline plc
4.24%4.60%3.75%4.78%4.92%5.49%4.28%5.55%5.72%7.06%5.96%6.09%
DOCU
DocuSign, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DESP
Despegar.com, Corp.
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


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Worst Drawdowns

The table below displays the maximum drawdowns of the Mis cedears 2023. 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 Mis cedears 2023 was 44.28%, occurring on Sep 30, 2022. Recovery took 311 trading sessions.

The current Mis cedears 2023 drawdown is 11.71%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-44.28%Nov 9, 2021225Sep 30, 2022311Dec 27, 2023536
-27.24%Apr 1, 202490Aug 7, 2024
-7.8%Apr 19, 202119May 13, 2021121Nov 3, 2021140
-4.81%Dec 28, 202329Feb 8, 202411Feb 26, 202440
-2.5%Mar 13, 20242Mar 14, 20245Mar 21, 20247

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 4.55, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCVZTEOGSKDESPDOCUCOININTCPortfolio
^GSPC1.000.210.260.290.410.570.530.600.71
VZ0.211.000.090.250.060.030.020.150.24
TEO0.260.091.000.100.250.140.170.130.31
GSK0.290.250.101.000.090.070.100.150.43
DESP0.410.060.250.091.000.280.310.300.50
DOCU0.570.030.140.070.281.000.510.380.56
COIN0.530.020.170.100.310.511.000.350.71
INTC0.600.150.130.150.300.380.351.000.74
Portfolio0.710.240.310.430.500.560.710.741.00
The correlation results are calculated based on daily price changes starting from Apr 15, 2021