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Proyecto Simulación
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Proyecto Simulación , 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 Jul 26, 2002, corresponding to the inception date of TLT

Returns By Period

As of Apr 4, 2026, the Proyecto Simulación returned -4.54% Year-To-Date and 13.58% of annualized return in the last 10 years.


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-4.18%-3.84%-1.98%21.98%16.86%10.37%12.29%
Portfolio
Proyecto Simulación
-0.12%-4.53%-4.54%-2.87%18.73%15.55%9.47%13.58%
XLK
State Street Technology Select Sector SPDR ETF
0.80%-2.63%-5.43%-4.21%40.11%22.58%15.84%21.15%
XLY
Consumer Discretionary Select Sector SPDR Fund
-1.50%-6.89%-9.25%-8.70%14.12%14.37%5.86%11.80%
XLF
Financial Select Sector SPDR Fund
0.18%-3.33%-9.10%-7.00%5.46%17.30%9.41%12.53%
XLI
Industrial Select Sector SPDR Fund
-0.40%-6.67%5.87%6.72%31.88%19.11%12.34%13.48%
TLT
iShares 20+ Year Treasury Bond ETF
0.61%-2.26%0.69%-0.72%-1.22%-2.76%-5.75%-1.34%
XLV
State Street Health Care Select Sector SPDR ETF
-0.62%-6.14%-4.77%2.22%4.40%5.64%6.45%9.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Jul 29, 2002, Proyecto Simulación 's average daily return is +0.05%, while the average monthly return is +0.97%. At this rate, your investment would double in approximately 6.0 years.

Historically, 65% of months were positive and 35% were negative. The best month was Apr 2009 with a return of +12.5%, while the worst month was Oct 2008 at -15.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, Proyecto Simulación closed higher 55% of trading days. The best single day was Oct 28, 2008 with a return of +11.3%, while the worst single day was Mar 16, 2020 at -11.0%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.79%-0.48%-5.53%0.75%-4.54%
20253.31%-1.19%-5.36%-0.44%5.47%4.46%1.34%2.08%3.43%1.73%-0.33%0.86%15.95%
20240.38%4.73%2.13%-4.81%3.22%2.76%2.39%2.23%2.57%-1.40%7.32%-3.43%18.94%
20237.84%-1.83%2.09%0.58%0.62%7.41%2.37%-1.91%-5.31%-2.87%10.47%5.69%26.67%
2022-5.35%-2.68%2.25%-9.68%-0.73%-8.12%10.44%-4.24%-8.82%6.87%5.66%-6.28%-20.83%
2021-1.22%2.77%3.72%5.10%0.70%2.12%2.11%2.69%-4.01%7.70%-0.26%3.02%26.77%

Benchmark Metrics

Proyecto Simulación has an annualized alpha of 2.48%, beta of 0.93, and R² of 0.96 versus S&P 500 Index. Calculated based on daily prices since July 29, 2002.

  • This portfolio captured 103.63% of S&P 500 Index gains but only 94.08% of its losses — a favorable profile for investors.
  • This portfolio generated an annualized alpha of 2.48% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
  • With beta of 0.93 and R² of 0.96, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha
2.48%
Beta
0.93
0.96
Upside Capture
103.63%
Downside Capture
94.08%

Expense Ratio

Proyecto Simulación has an expense ratio of 0.11%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

Proyecto Simulación ranks 17 for risk / return — in the bottom 17% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


Proyecto Simulación Risk / Return Rank: 1717
Overall Rank
Proyecto Simulación Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
Proyecto Simulación Sortino Ratio Rank: 1414
Sortino Ratio Rank
Proyecto Simulación Omega Ratio Rank: 1616
Omega Ratio Rank
Proyecto Simulación Calmar Ratio Rank: 2020
Calmar Ratio Rank
Proyecto Simulación Martin Ratio Rank: 2323
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


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.74

0.88

-0.14

Sortino ratio

Return per unit of downside risk

1.17

1.37

-0.20

Omega ratio

Gain probability vs. loss probability

1.17

1.21

-0.04

Calmar ratio

Return relative to maximum drawdown

1.21

1.39

-0.18

Martin ratio

Return relative to average drawdown

4.90

6.43

-1.53


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

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLK
State Street Technology Select Sector SPDR ETF
601.131.711.241.986.27
XLY
Consumer Discretionary Select Sector SPDR Fund
200.310.631.080.622.01
XLF
Financial Select Sector SPDR Fund
110.010.151.020.070.22
XLI
Industrial Select Sector SPDR Fund
661.281.841.262.077.98
TLT
iShares 20+ Year Treasury Bond ETF
9-0.07-0.011.00-0.09-0.19
XLV
State Street Health Care Select Sector SPDR ETF
150.200.401.050.390.83

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.

Proyecto Simulación Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

  • 1-Year: 0.74
  • 5-Year: 0.58
  • 10-Year: 0.79
  • All Time: 0.62

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 0.99 to 1.69, 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 Proyecto Simulación 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

Proyecto Simulación provided a 1.43% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio1.43%1.35%1.41%1.43%1.53%1.06%1.33%1.65%1.83%1.53%5.73%1.85%
XLK
State Street Technology Select Sector SPDR ETF
0.56%0.54%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%
XLY
Consumer Discretionary Select Sector SPDR Fund
0.83%0.79%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%
XLF
Financial Select Sector SPDR Fund
1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%
XLI
Industrial Select Sector SPDR Fund
1.25%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%
TLT
iShares 20+ Year Treasury Bond ETF
4.51%4.43%4.30%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%
XLV
State Street Health Care Select Sector SPDR ETF
1.71%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%

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 Proyecto Simulación . 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 Proyecto Simulación was 55.69%, occurring on Mar 9, 2009. Recovery took 732 trading sessions.

The current Proyecto Simulación drawdown is 6.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.69%Oct 10, 2007355Mar 9, 2009732Feb 1, 20121087
-31.63%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-26.39%Jan 5, 2022196Oct 14, 2022317Jan 22, 2024513
-19.05%Sep 21, 201865Dec 24, 201871Apr 8, 2019136
-18.72%Aug 23, 200233Oct 9, 200233Nov 25, 200266

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 6 assets, with an effective number of assets of 5.41, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

BenchmarkTLTXLVXLKXLFXLYXLIPortfolio
Benchmark1.00-0.250.740.880.820.870.860.97
TLT-0.251.00-0.17-0.22-0.29-0.22-0.27-0.18
XLV0.74-0.171.000.590.610.610.640.72
XLK0.88-0.220.591.000.630.760.710.88
XLF0.82-0.290.610.631.000.710.780.85
XLY0.87-0.220.610.760.711.000.760.90
XLI0.86-0.270.640.710.780.761.000.87
Portfolio0.97-0.180.720.880.850.900.871.00
The correlation results are calculated based on daily price changes starting from Jul 29, 2002