Probando
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Sep 20, 2024, the Probando returned 74.05% Year-To-Date and 46.76% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Probando | 74.05% | -4.79% | 18.71% | 96.31% | 57.16% | 46.76% |
| Portfolio components: | ||||||
GOOG Alphabet Inc. | 16.12% | -3.26% | 10.02% | 21.58% | 21.68% | 18.81% |
C Citigroup Inc. | 25.96% | 2.79% | 4.65% | 55.16% | 1.89% | 4.41% |
NVDA NVIDIA Corporation | 138.07% | -7.36% | 28.93% | 179.14% | 94.24% | 74.64% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 13.30% | 15.16% | 12.61% | 0.76% | 15.41% | 9.02% | -4.63% | -1.10% | 74.05% | ||||
| 2023 | 23.42% | 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% | 6.02% | 16.76% | -12.62% | -41.91% |
| 2021 | 1.16% | 8.58% | 0.60% | 12.70% | 5.09% | 12.74% | 1.51% | 10.93% | -7.36% | 16.22% | 12.77% | -5.92% | 89.81% |
| 2020 | 2.51% | 2.95% | -8.88% | 13.38% | 12.89% | 3.79% | 7.76% | 17.74% | -4.35% | 0.08% | 10.20% | -0.06% | 70.88% |
| 2019 | 9.35% | 3.77% | 9.83% | 2.27% | -16.50% | 9.97% | 6.54% | -2.15% | 3.70% | 9.55% | 6.03% | 6.06% | 55.88% |
| 2018 | 18.72% | -3.21% | -5.83% | -1.91% | 8.60% | -2.00% | 6.09% | 7.10% | -0.70% | -17.48% | -9.80% | -12.25% | -16.75% |
| 2017 | 1.81% | -1.36% | 3.75% | 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% | -1.82% | 18.59% | -2.49% | 15.53% | 4.72% | 6.66% | 2.72% | 15.35% | 10.50% | 94.85% |
| 2015 | -2.80% | 10.43% | -3.52% | 2.68% | -0.13% | -5.30% | 8.26% | 4.66% | 3.43% | 15.01% | 8.14% | 2.53% | 50.31% |
| 2014 | -3.67% | 4.06% | -0.24% | -2.70% | 6.28% | -2.22% | 2.01% | 2.93% | -3.34% | 2.62% |
Expense Ratio
Probando 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Probando is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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. | 0.63 | 0.98 | 1.14 | 0.80 | 2.34 |
C Citigroup Inc. | 2.17 | 2.90 | 1.36 | 1.13 | 10.10 |
NVDA NVIDIA Corporation | 3.30 | 3.52 | 1.45 | 6.32 | 19.96 |
Dividends
Dividend yield
Probando granted a 0.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Probando | 0.45% | 0.42% | 0.51% | 0.37% | 0.39% | 0.38% | 0.53% | 0.28% | 0.30% | 0.63% | 0.85% | 0.98% |
| Portfolio components: | ||||||||||||
GOOG Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
C Citigroup Inc. | 3.41% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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 52.21%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.
The current Probando drawdown is 12.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.21% | Nov 22, 2021 | 226 | Oct 14, 2022 | 153 | May 25, 2023 | 379 |
| -39.16% | Oct 2, 2018 | 58 | Dec 24, 2018 | 249 | Dec 19, 2019 | 307 |
| -35.15% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -21.62% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
| -20.65% | Dec 30, 2015 | 30 | Feb 11, 2016 | 34 | Apr 1, 2016 | 64 |
Volatility
Volatility Chart
The current Probando volatility is 11.84%, 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
Asset Correlations Table
| C | NVDA | GOOG | |
|---|---|---|---|
| C | 1.00 | 0.34 | 0.39 |
| NVDA | 0.34 | 1.00 | 0.52 |
| GOOG | 0.39 | 0.52 | 1.00 |