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

Mis cedears 2023

Last updated Sep 5, 2024

Cedears 2023

Asset Allocation

GSK 31.9%INTC 29.25%COIN 11.2%VZ 9.24%DESP 6.82%DOCU 5.96%TEO 5.63%EquityEquity
PositionCategory/SectorWeight
COIN
Coinbase Global, Inc.		Technology
11.20%
DESP
Despegar.com, Corp.		Consumer Cyclical
6.82%
DOCU
DocuSign, Inc.		Technology
5.96%
GSK
GlaxoSmithKline plc		Healthcare
31.90%
INTC
Intel Corporation		Technology
29.25%
TEO
Telecom Argentina S.A.		Communication Services
5.63%
VZ
Verizon Communications Inc.		Communication Services
9.24%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mis cedears 2023, 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

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
-18.46%
7.03%
Mis cedears 2023
Benchmark (^GSPC)
Portfolio components

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

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		15.73%6.43%8.14%22.75%13.18%10.67%
Mis cedears 2023-12.39%7.34%-18.47%17.36%N/AN/A
Portfolio components:
VZ
Verizon Communications Inc.		15.55%3.03%8.38%30.17%-1.65%3.18%
INTC
Intel Corporation		-60.82%-1.40%-57.46%-46.58%-15.38%-3.13%
COIN
Coinbase Global, Inc.		-6.15%-15.94%-32.73%109.15%N/AN/A
TEO
Telecom Argentina S.A.		3.92%22.61%13.44%40.72%0.77%-4.13%
GSK
GlaxoSmithKline plc		22.76%15.50%3.38%33.53%5.31%4.13%
DOCU
DocuSign, Inc.		-3.41%13.52%7.21%8.79%0.41%N/A
DESP
Despegar.com, Corp.		29.39%19.65%29.39%53.38%4.24%N/A

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
2024-3.36%5.56%8.95%-13.51%7.58%-7.45%-1.18%-4.16%-12.39%
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%-9.88%-12.88%7.83%-0.06%-2.96%-37.02%
2021-3.41%0.82%1.89%-1.91%2.40%-5.07%5.67%-3.19%-0.32%-3.52%

Expense Ratio

Mis cedears 2023 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

Risk-Adjusted Performance Rank

The current rank of Mis cedears 2023 is 8, indicating that it is in the bottom 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Mis cedears 2023 is 88
Mis cedears 2023
The Sharpe Ratio Rank of Mis cedears 2023 is 99Sharpe Ratio Rank
The Sortino Ratio Rank of Mis cedears 2023 is 77Sortino Ratio Rank
The Omega Ratio Rank of Mis cedears 2023 is 88Omega Ratio Rank
The Calmar Ratio Rank of Mis cedears 2023 is 1010Calmar Ratio Rank
The Martin Ratio Rank of Mis cedears 2023 is 66Martin 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.

Mis cedears 2023
Sharpe ratio
The chart of Sharpe ratio for Mis cedears 2023, currently valued at 0.75, compared to the broader market-1.000.001.002.003.000.75
Sortino ratio
The chart of Sortino ratio for Mis cedears 2023, currently valued at 1.10, compared to the broader market-2.000.002.004.001.10
Omega ratio
The chart of Omega ratio for Mis cedears 2023, currently valued at 1.14, compared to the broader market0.801.001.201.401.601.14
Calmar ratio
The chart of Calmar ratio for Mis cedears 2023, currently valued at 0.55, compared to the broader market0.002.004.006.000.55
Martin ratio
The chart of Martin ratio for Mis cedears 2023, currently valued at 1.73, compared to the broader market0.005.0010.0015.0020.0025.0030.001.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.77, compared to the broader market-1.000.001.002.003.001.77
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.42, compared to the broader market-2.000.002.004.002.42
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.57, compared to the broader market0.002.004.006.001.57
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.44, compared to the broader market0.005.0010.0015.0020.0025.0030.008.44
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VZ
Verizon Communications Inc.		1.231.921.250.696.74
INTC
Intel Corporation		-0.93-1.180.82-0.68-1.62
COIN
Coinbase Global, Inc.		1.492.221.241.366.16
TEO
Telecom Argentina S.A.		0.541.251.140.781.76
GSK
GlaxoSmithKline plc		1.502.031.301.294.38
DOCU
DocuSign, Inc.		0.300.711.090.130.76
DESP
Despegar.com, Corp.		0.901.681.190.853.67

Sharpe Ratio

The current Mis cedears 2023 Sharpe ratio is 0.75. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.41 to 2.01, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Mis cedears 2023 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00AprilMayJuneJulyAugustSeptember
0.75
1.77
Mis cedears 2023
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mis cedears 2023 granted a 2.44% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Mis cedears 20232.44%2.46%4.05%3.25%3.25%3.03%3.75%3.13%3.65%3.32%3.45%3.10%
Portfolio components:
VZ
Verizon Communications Inc.		6.41%6.96%6.53%4.85%4.21%3.95%4.22%4.39%4.26%4.79%4.57%4.22%
INTC
Intel Corporation		2.57%1.47%5.52%2.70%2.65%2.11%2.56%2.33%2.87%2.79%2.48%3.47%
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.		0.00%3.43%5.76%7.89%5.66%11.72%15.08%3.33%3.88%2.89%5.87%4.62%
GSK
GlaxoSmithKline plc		3.42%3.75%4.72%4.93%5.53%4.35%5.53%5.80%6.89%5.94%6.18%4.49%
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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-21.17%
-2.60%
Mis cedears 2023
Benchmark (^GSPC)
Portfolio components

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 21.17%.

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 current Mis cedears 2023 volatility is 7.90%, 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.

2.00%4.00%6.00%8.00%10.00%12.00%AprilMayJuneJulyAugustSeptember
7.90%
4.60%
Mis cedears 2023
Benchmark (^GSPC)
Portfolio components

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.
VZGSKTEODESPDOCUINTCCOIN
VZ1.000.220.100.050.060.170.06
GSK0.221.000.130.110.070.150.11
TEO0.100.131.000.270.130.100.16
DESP0.050.110.271.000.310.330.33
DOCU0.060.070.130.311.000.420.52
INTC0.170.150.100.330.421.000.37
COIN0.060.110.160.330.520.371.00
The correlation results are calculated based on daily price changes starting from Apr 15, 2021