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Probando
Performance
Risk-Adjusted Performance
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Probando

Currency in USD · Last updated May 18, 2025

Asset Allocation

NVDA 50%GOOG 40%C 10%EquityEquity
PositionCategory/SectorTarget Weight
C
Citigroup Inc.		Financial Services
10%
GOOG
Alphabet Inc		Communication Services
40%
NVDA
NVIDIA Corporation		Technology
50%

Performance

Performance Chart

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The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns By Period

As of May 18, 2025, the Probando returned -3.28% Year-To-Date and 47.85% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.30%12.79%1.49%12.35%15.12%10.89%
Probando-3.28%22.13%-2.28%21.99%48.44%47.85%
Portfolio components:
GOOG
Alphabet Inc		-11.98%9.17%-3.50%-5.11%19.51%20.15%
C
Citigroup Inc.		9.18%20.67%11.77%22.18%14.94%6.23%
NVDA
NVIDIA Corporation		0.84%33.41%-4.62%46.45%73.38%75.04%
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-0.46%-5.41%-11.45%1.07%14.79%-3.28%
202413.30%15.16%12.61%0.76%15.41%9.02%-4.63%-1.10%1.43%6.21%2.73%2.88%100.07%
202323.42%6.54%16.08%1.73%22.94%5.74%9.62%3.00%-7.82%-5.52%11.94%6.25%136.06%
2022-10.07%-1.44%5.96%-24.00%1.24%-11.93%13.97%-11.88%-15.96%6.01%16.76%-12.62%-41.91%
20211.16%8.58%0.60%12.70%5.09%12.74%1.51%10.94%-7.36%16.22%12.77%-5.92%89.81%
20202.51%2.95%-8.88%13.38%12.89%3.79%7.76%17.74%-4.35%0.08%10.20%-0.06%70.88%
20199.35%3.77%9.83%2.27%-16.50%9.97%6.54%-2.15%3.70%9.55%6.03%6.06%55.88%
201818.72%-3.21%-5.83%-1.91%8.60%-2.00%6.09%7.10%-0.70%-17.48%-9.80%-12.25%-16.75%
20171.81%-1.36%3.76%1.48%21.22%-1.24%7.39%2.62%4.33%10.37%-1.05%-1.03%57.31%
2016-8.18%0.24%10.38%-1.83%18.59%-2.49%15.53%4.72%6.66%2.72%15.35%10.50%94.85%
2015-2.80%10.44%-3.51%2.68%-0.14%-5.29%8.26%4.66%3.43%15.02%8.14%2.53%50.33%
2014-3.66%4.06%-0.25%-2.69%6.27%-2.21%2.01%2.93%-3.35%2.63%

Expense Ratio

Probando 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 Probando is 30, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Probando is 3030
Overall Rank
The Sharpe Ratio Rank of Probando is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of Probando is 3434
Sortino Ratio Rank
The Omega Ratio Rank of Probando is 2727
Omega Ratio Rank
The Calmar Ratio Rank of Probando is 4343
Calmar Ratio Rank
The Martin Ratio Rank of Probando is 2121
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
GOOG
Alphabet Inc		-0.130.121.01-0.07-0.16
C
Citigroup Inc.		0.651.091.150.742.22
NVDA
NVIDIA Corporation		0.731.401.181.313.22

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.

Probando Sharpe ratios as of May 18, 2025 (values are recalculated daily):

  • 1-Year: 0.55
  • 5-Year: 1.35
  • 10-Year: 1.39
  • All Time: 1.29

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 0.57 to 1.05, 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 Probando 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

Probando provided a 0.50% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.50%0.45%0.42%0.51%0.37%0.39%0.38%0.52%0.28%0.30%0.63%0.86%
Portfolio components:
GOOG
Alphabet Inc		0.48%0.32%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C
Citigroup Inc.		2.96%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

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 Probando. 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 Probando was 52.20%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current Probando drawdown is 10.76%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.2%Nov 22, 2021226Oct 14, 2022153May 25, 2023379
-39.16%Oct 2, 201858Dec 24, 2018249Dec 19, 2019307
-35.15%Feb 20, 202018Mar 16, 202046May 20, 202064
-31.13%Jan 24, 202550Apr 4, 2025———
-21.62%Jul 11, 202420Aug 7, 202464Nov 6, 202484

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 3 assets, with an effective number of assets of 2.38, 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.
^GSPCCGOOGNVDAPortfolio
^GSPC1.000.640.700.630.74
C0.641.000.380.340.45
GOOG0.700.381.000.520.75
NVDA0.630.340.521.000.94
Portfolio0.740.450.750.941.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014