Portafolio acciones + ETFs optimizado

Asset Allocation

Position	Category/Sector	Target Weight
DG Dollar General Corporation	Consumer Defensive	3.98%
ECH iShares MSCI Chile ETF	Foreign Large Cap Equities	4.88%
EWG iShares MSCI Germany ETF	Europe Equities	5.12%
EWS iShares MSCI Singapore ETF	Asia Pacific Equities	5.03%
FPE First Trust Preferred Securities & Income ETF	Preferred Stock/Convertible Bonds, Actively Managed	20.17%
IGF iShares Global Infrastructure ETF	Industrials Equities	5.73%
JNJ Johnson & Johnson	Healthcare	7.61%
JPM JPMorgan Chase & Co.	Financial Services	5.78%
KO The Coca-Cola Company	Consumer Defensive	7.22%
KXI iShares Global Consumer Staples ETF	Consumer Staples Equities	6.84%
SGOL abrdn Physical Gold Shares ETF	Precious Metals, Gold	9.29%
TD The Toronto-Dominion Bank	Financial Services	5.87%
UL The Unilever Group	Consumer Defensive	6.64%
VZ Verizon Communications Inc.	Communication Services	5.84%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portafolio acciones + ETFs optimizado, 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 week.

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The earliest data available for this chart is Feb 12, 2013, corresponding to the inception date of FPE

Returns By Period

As of Apr 3, 2026, the Portafolio acciones + ETFs optimizado returned 3.22% Year-To-Date and 9.45% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Portafolio acciones + ETFs optimizado	-0.19%	-4.50%	3.22%	9.85%	23.30%	15.35%	9.10%	9.45%
Portfolio components:
JPM JPMorgan Chase & Co.	-0.26%	-1.89%	-8.16%	-3.31%	22.30%	34.44%	16.83%	20.51%
VZ Verizon Communications Inc.	0.02%	-2.89%	23.39%	17.79%	17.97%	15.58%	2.85%	4.39%
UL The Unilever Group	-1.09%	-19.81%	-14.57%	-15.09%	-14.96%	1.14%	0.98%	4.27%
KO The Coca-Cola Company	0.84%	-2.64%	10.50%	17.69%	10.67%	10.37%	11.14%	8.39%
DG Dollar General Corporation	2.19%	-21.76%	-9.43%	19.31%	35.68%	-15.62%	-8.55%	4.69%
TD The Toronto-Dominion Bank	0.55%	-2.56%	1.92%	21.71%	65.61%	21.34%	12.59%	12.93%
JNJ Johnson & Johnson	-0.44%	-1.50%	18.06%	32.21%	60.80%	19.22%	11.44%	11.41%
KXI iShares Global Consumer Staples ETF	0.36%	-5.36%	4.10%	6.45%	7.32%	5.25%	5.44%	5.77%
EWS iShares MSCI Singapore ETF	-0.67%	1.54%	2.84%	0.24%	23.18%	18.09%	8.61%	7.24%
EWG iShares MSCI Germany ETF	-0.75%	-4.02%	-6.12%	-6.05%	8.52%	14.38%	5.86%	7.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Feb 13, 2013, Portafolio acciones + ETFs optimizado's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, your investment would double in approximately 8.2 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +8.5%, while the worst month was Mar 2020 at -11.5%. The longest winning streak lasted 14 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Portafolio acciones + ETFs optimizado closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +7.1%, while the worst single day was Mar 16, 2020 at -8.8%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.18%	5.20%	-6.86%	0.17%									3.22%
2025	3.67%	3.85%	2.34%	2.17%	2.64%	1.86%	-0.41%	3.97%	1.43%	0.84%	3.47%	1.78%	31.26%
2024	0.02%	1.42%	3.25%	-1.43%	2.78%	-0.57%	3.79%	2.55%	2.27%	-2.87%	1.21%	-3.30%	9.17%
2023	4.24%	-3.39%	-0.54%	2.80%	-4.33%	2.74%	2.90%	-3.86%	-4.39%	-0.78%	6.54%	3.37%	4.60%
2022	-0.54%	-1.08%	0.64%	-3.34%	2.49%	-5.44%	2.45%	-3.27%	-5.89%	4.15%	7.01%	-0.62%	-4.18%
2021	-2.07%	0.26%	4.44%	2.14%	2.02%	-1.43%	0.88%	0.20%	-2.65%	2.26%	-2.87%	4.28%	7.36%

Benchmark Metrics

Portafolio acciones + ETFs optimizado has an annualized alpha of 2.01%, beta of 0.53, and R² of 0.69 versus S&P 500 Index. Calculated based on daily prices since February 13, 2013.

This portfolio participated in 60.46% of S&P 500 Index downside but only 58.30% of its upside — more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 2.01% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.53 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 2.01%

Beta: 0.53

R²: 0.69

Upside Capture: 58.30%

Downside Capture: 60.46%

Expense Ratio

Portafolio acciones + ETFs optimizado has an expense ratio of 0.32%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FPE

First Trust Preferred Securities & Income ETF

ECH

iShares MSCI Chile ETF

EWS

iShares MSCI Singapore ETF

EWG

iShares MSCI Germany ETF

KXI

iShares Global Consumer Staples ETF

IGF

iShares Global Infrastructure ETF

SGOL

abrdn Physical Gold Shares ETF

Return for Risk

Risk / Return Rank

Portafolio acciones + ETFs optimizado ranks 88 for risk / return — in the top 88% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.33	0.88	+1.45
Sortino ratio Return per unit of downside risk	3.15	1.37	+1.79
Omega ratio Gain probability vs. loss probability	1.47	1.21	+0.27
Calmar ratio Return relative to maximum drawdown	2.89	1.39	+1.51
Martin ratio Return relative to average drawdown	11.76	6.43	+5.32
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
JPM JPMorgan Chase & Co.	67	0.89	1.28	1.18	1.51	4.05
VZ Verizon Communications Inc.	64	0.79	1.35	1.17	1.22	2.79
UL The Unilever Group	12	-0.70	-0.84	0.89	-0.58	-1.87
KO The Coca-Cola Company	58	0.64	1.06	1.12	1.00	2.03
DG Dollar General Corporation	71	0.96	1.74	1.21	1.59	4.72
TD The Toronto-Dominion Bank	98	3.91	4.92	1.66	8.96	32.97
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
KXI iShares Global Consumer Staples ETF	25	0.56	0.88	1.11	0.71	2.01
EWS iShares MSCI Singapore ETF	60	1.16	1.75	1.26	1.52	6.54
EWG iShares MSCI Germany ETF	23	0.43	0.76	1.10	0.60	1.93

Sharpe Ratio

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.

Portafolio acciones + ETFs optimizado Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 2.33
5-Year: 0.95
10-Year: 0.83
All Time: 0.77

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 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Portafolio acciones + ETFs optimizado compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Portafolio acciones + ETFs optimizado provided a 3.24% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.24%	3.28%	3.65%	3.89%	3.53%	3.19%	2.89%	3.14%	3.47%	2.93%	3.26%	3.27%
Portfolio components:
JPM JPMorgan Chase & Co.	1.97%	1.72%	1.92%	2.38%	2.98%	2.34%	2.83%	2.37%	2.54%	1.91%	2.13%	2.54%
VZ Verizon Communications Inc.	5.54%	6.68%	6.68%	6.96%	6.53%	4.85%	4.21%	3.95%	4.22%	4.39%	4.26%	4.79%
UL The Unilever Group	4.19%	3.51%	3.29%	3.83%	3.57%	3.77%	3.07%	3.18%	3.49%	2.80%	3.42%	3.02%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
DG Dollar General Corporation	1.97%	1.78%	3.11%	1.30%	1.06%	0.69%	0.67%	0.80%	1.05%	0.84%	1.35%	1.22%
TD The Toronto-Dominion Bank	3.19%	3.17%	5.65%	4.80%	4.24%	3.27%	4.10%	3.89%	4.08%	3.03%	3.58%	5.11%
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
KXI iShares Global Consumer Staples ETF	2.20%	2.29%	2.51%	2.99%	1.98%	2.26%	2.34%	2.17%	2.97%	2.17%	2.34%	2.20%
EWS iShares MSCI Singapore ETF	3.98%	4.10%	4.28%	6.50%	2.56%	6.00%	2.68%	4.70%	4.21%	3.46%	3.96%	4.20%
EWG iShares MSCI Germany ETF	1.70%	1.60%	2.38%	2.56%	3.24%	2.70%	1.67%	2.51%	2.93%	2.06%	2.35%	1.93%

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 Portafolio acciones + ETFs optimizado. 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 Portafolio acciones + ETFs optimizado was 28.89%, occurring on Mar 23, 2020. Recovery took 161 trading sessions.

The current Portafolio acciones + ETFs optimizado drawdown is 6.71%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.89%	Feb 24, 2020	21	Mar 23, 2020	161	Nov 9, 2020	182
-15.73%	Jan 13, 2022	188	Oct 12, 2022	341	Feb 22, 2024	529
-11.08%	Jan 29, 2018	229	Dec 24, 2018	78	Apr 17, 2019	307
-10.35%	May 18, 2015	171	Jan 20, 2016	40	Mar 17, 2016	211
-8.18%	May 9, 2013	32	Jun 24, 2013	189	Mar 25, 2014	221

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 14 assets, with an effective number of assets of 10.87, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	Benchmark	SGOL	DG	FPE	VZ	JNJ	ECH	UL	KO	JPM	TD	EWS	EWG	IGF	KXI	Portfolio
Benchmark	1.00	-0.00	0.32	0.42	0.33	0.41	0.48	0.39	0.42	0.65	0.58	0.61	0.72	0.68	0.63	0.74
SGOL	-0.00	1.00	0.01	0.11	0.02	0.01	0.16	0.09	0.04	-0.11	0.08	0.15	0.10	0.19	0.09	0.25
DG	0.32	0.01	1.00	0.13	0.22	0.28	0.15	0.23	0.25	0.17	0.18	0.20	0.25	0.27	0.38	0.41
FPE	0.42	0.11	0.13	1.00	0.16	0.15	0.28	0.18	0.19	0.26	0.31	0.34	0.38	0.39	0.32	0.45
VZ	0.33	0.02	0.22	0.16	1.00	0.40	0.20	0.32	0.42	0.28	0.27	0.21	0.27	0.40	0.46	0.52
JNJ	0.41	0.01	0.28	0.15	0.40	1.00	0.20	0.37	0.45	0.29	0.26	0.25	0.33	0.39	0.53	0.55
ECH	0.48	0.16	0.15	0.28	0.20	0.20	1.00	0.26	0.25	0.36	0.45	0.51	0.51	0.50	0.38	0.60
UL	0.39	0.09	0.23	0.18	0.32	0.37	0.26	1.00	0.46	0.23	0.30	0.34	0.47	0.49	0.70	0.62
KO	0.42	0.04	0.25	0.19	0.42	0.45	0.25	0.46	1.00	0.29	0.30	0.27	0.35	0.49	0.70	0.61
JPM	0.65	-0.11	0.17	0.26	0.28	0.29	0.36	0.23	0.29	1.00	0.56	0.42	0.52	0.47	0.39	0.58
TD	0.58	0.08	0.18	0.31	0.27	0.26	0.45	0.30	0.30	0.56	1.00	0.51	0.57	0.58	0.45	0.66
EWS	0.61	0.15	0.20	0.34	0.21	0.25	0.51	0.34	0.27	0.42	0.51	1.00	0.61	0.59	0.47	0.64
EWG	0.72	0.10	0.25	0.38	0.27	0.33	0.51	0.47	0.35	0.52	0.57	0.61	1.00	0.68	0.61	0.74
IGF	0.68	0.19	0.27	0.39	0.40	0.39	0.50	0.49	0.49	0.47	0.58	0.59	0.68	1.00	0.69	0.80
KXI	0.63	0.09	0.38	0.32	0.46	0.53	0.38	0.70	0.70	0.39	0.45	0.47	0.61	0.69	1.00	0.82
Portfolio	0.74	0.25	0.41	0.45	0.52	0.55	0.60	0.62	0.61	0.58	0.66	0.64	0.74	0.80	0.82	1.00

The correlation results are calculated based on daily price changes starting from Feb 13, 2013

Portafolio acciones + ETFs optimizado

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table