Probando
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
C Citigroup Inc. | Financial Services | 10% |
GOOG Alphabet Inc. | Communication Services | 40% |
NVDA NVIDIA Corporation | Technology | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Probando, 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 every 3 months.
The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Apr 22, 2025, the Probando returned -23.37% Year-To-Date and 43.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Probando | -27.69% | -17.52% | -32.19% | 26.42% | 65.69% | 58.85% |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | -21.22% | -9.86% | -9.41% | -3.31% | 19.06% | 18.31% |
C Citigroup Inc. | -10.32% | -12.91% | 3.00% | 9.66% | 12.48% | 4.55% |
NVDA NVIDIA Corporation | -27.83% | -17.66% | -32.55% | 27.21% | 68.88% | 68.60% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -10.23% | 3.61% | -13.16% | -10.47% | -27.69% | ||||||||
| 2024 | 23.40% | 27.68% | 14.10% | -4.12% | 26.35% | 12.53% | -5.27% | 1.88% | 1.73% | 9.21% | 4.06% | -2.63% | 166.28% |
| 2023 | 32.09% | 17.02% | 19.33% | 0.09% | 35.15% | 11.26% | 10.43% | 5.50% | -11.57% | -6.20% | 14.41% | 5.88% | 224.98% |
| 2022 | -16.03% | -0.47% | 11.27% | -31.07% | 0.62% | -17.73% | 18.70% | -16.06% | -18.89% | 10.04% | 23.83% | -13.53% | -49.48% |
| 2021 | -0.14% | 6.08% | -2.16% | 12.66% | 7.51% | 21.23% | -1.77% | 14.19% | -7.49% | 22.36% | 25.48% | -9.37% | 119.72% |
| 2020 | 1.15% | 10.96% | -4.09% | 11.43% | 19.62% | 6.32% | 11.05% | 24.53% | 0.28% | -6.22% | 7.21% | -2.29% | 107.85% |
| 2019 | 8.10% | 6.08% | 14.14% | 1.16% | -22.25% | 17.14% | 4.06% | -1.11% | 3.81% | 13.42% | 7.26% | 7.73% | 68.84% |
| 2018 | 24.70% | -1.96% | -4.67% | -2.66% | 11.35% | -5.09% | 4.04% | 12.80% | -0.08% | -23.25% | -19.25% | -16.53% | -27.27% |
| 2017 | 2.14% | -4.93% | 6.00% | -2.03% | 31.72% | -0.42% | 10.78% | 3.81% | 5.14% | 14.17% | -2.38% | -2.87% | 73.13% |
| 2016 | -8.48% | 1.44% | 10.93% | -1.86% | 21.89% | -1.65% | 17.92% | 5.76% | 8.76% | 3.23% | 22.22% | 13.07% | 134.46% |
| 2015 | -3.14% | 10.85% | -3.63% | 3.00% | -0.10% | -5.56% | 7.42% | 5.05% | 3.81% | 15.04% | 8.59% | 2.70% | 51.11% |
| 2014 | -3.66% | 4.06% | -0.26% | -2.66% | 6.20% | -2.18% | 2.00% | 2.88% | -3.34% | 2.55% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Probando is 32, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
GOOG Alphabet Inc. | -0.13 | 0.03 | 1.00 | -0.14 | -0.33 |
C Citigroup Inc. | 0.34 | 0.68 | 1.10 | 0.37 | 1.23 |
NVDA NVIDIA Corporation | 0.25 | 0.77 | 1.10 | 0.42 | 1.13 |
Dividends
Dividend yield
Probando provided a 0.58% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.58% | 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. | 0.53% | 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. | 3.53% | 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 | 0.03% | 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.
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 64.50%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Probando drawdown is 29.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -64.5% | Nov 30, 2021 | 221 | Oct 14, 2022 | 153 | May 25, 2023 | 374 |
| -52.11% | Oct 2, 2018 | 58 | Dec 24, 2018 | 287 | Feb 14, 2020 | 345 |
| -36.81% | Feb 20, 2020 | 18 | Mar 16, 2020 | 39 | May 11, 2020 | 57 |
| -36.67% | Jan 7, 2025 | 61 | Apr 4, 2025 | — | — | — |
| -26.74% | Jun 20, 2024 | 34 | Aug 7, 2024 | 47 | Oct 14, 2024 | 81 |
Volatility
Volatility Chart
The current Probando volatility is 24.85%, 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
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
| C | NVDA | GOOG | |
|---|---|---|---|
| C | 1.00 | 0.34 | 0.38 |
| NVDA | 0.34 | 1.00 | 0.52 |
| GOOG | 0.38 | 0.52 | 1.00 |