Asset Allocation
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.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 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% |
| Portfolio components: | ||||||||
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% |
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%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.79% | -0.48% | -5.53% | 0.75% | -4.54% | ||||||||
| 2025 | 3.31% | -1.19% | -5.36% | -0.44% | 5.47% | 4.46% | 1.34% | 2.08% | 3.43% | 1.73% | -0.33% | 0.86% | 15.95% |
| 2024 | 0.38% | 4.73% | 2.13% | -4.81% | 3.22% | 2.76% | 2.39% | 2.23% | 2.57% | -1.40% | 7.32% | -3.43% | 18.94% |
| 2023 | 7.84% | -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
- R²
- 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.74 | 0.88 | -0.14 |
Sortino ratioReturn per unit of downside risk | 1.17 | 1.37 | -0.20 |
Omega ratioGain probability vs. loss probability | 1.17 | 1.21 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.39 | -0.18 |
Martin ratioReturn relative to average drawdown | 4.90 | 6.43 | -1.53 |
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 | |
|---|---|---|---|---|---|---|
XLK State Street Technology Select Sector SPDR ETF | 60 | 1.13 | 1.71 | 1.24 | 1.98 | 6.27 |
XLY Consumer Discretionary Select Sector SPDR Fund | 20 | 0.31 | 0.63 | 1.08 | 0.62 | 2.01 |
XLF Financial Select Sector SPDR Fund | 11 | 0.01 | 0.15 | 1.02 | 0.07 | 0.22 |
XLI Industrial Select Sector SPDR Fund | 66 | 1.28 | 1.84 | 1.26 | 2.07 | 7.98 |
TLT iShares 20+ Year Treasury Bond ETF | 9 | -0.07 | -0.01 | 1.00 | -0.09 | -0.19 |
XLV State Street Health Care Select Sector SPDR ETF | 15 | 0.20 | 0.40 | 1.05 | 0.39 | 0.83 |
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Dividends
Dividend yield
Proyecto Simulación provided a 1.43% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.43% | 1.35% | 1.41% | 1.43% | 1.53% | 1.06% | 1.33% | 1.65% | 1.83% | 1.53% | 5.73% | 1.85% |
| Portfolio components: | ||||||||||||
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, 2007 | 355 | Mar 9, 2009 | 732 | Feb 1, 2012 | 1087 |
| -31.63% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -26.39% | Jan 5, 2022 | 196 | Oct 14, 2022 | 317 | Jan 22, 2024 | 513 |
| -19.05% | Sep 21, 2018 | 65 | Dec 24, 2018 | 71 | Apr 8, 2019 | 136 |
| -18.72% | Aug 23, 2002 | 33 | Oct 9, 2002 | 33 | Nov 25, 2002 | 66 |
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
| Benchmark | TLT | XLV | XLK | XLF | XLY | XLI | Portfolio | |
|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.25 | 0.74 | 0.88 | 0.82 | 0.87 | 0.86 | 0.97 |
| TLT | -0.25 | 1.00 | -0.17 | -0.22 | -0.29 | -0.22 | -0.27 | -0.18 |
| XLV | 0.74 | -0.17 | 1.00 | 0.59 | 0.61 | 0.61 | 0.64 | 0.72 |
| XLK | 0.88 | -0.22 | 0.59 | 1.00 | 0.63 | 0.76 | 0.71 | 0.88 |
| XLF | 0.82 | -0.29 | 0.61 | 0.63 | 1.00 | 0.71 | 0.78 | 0.85 |
| XLY | 0.87 | -0.22 | 0.61 | 0.76 | 0.71 | 1.00 | 0.76 | 0.90 |
| XLI | 0.86 | -0.27 | 0.64 | 0.71 | 0.78 | 0.76 | 1.00 | 0.87 |
| Portfolio | 0.97 | -0.18 | 0.72 | 0.88 | 0.85 | 0.90 | 0.87 | 1.00 |