semana 5 PL

Asset Allocation

Position	Category/Sector	Target Weight
ABBV AbbVie Inc.	Healthcare	10%
CMCSA Comcast Corporation	Communication Services	10%
COP ConocoPhillips Company	Energy	10%
CVX Chevron Corporation	Energy	10%
NEE NextEra Energy, Inc.	Utilities	10%
SHEL Shell plc	Energy	10%
SONY Sony Group Corporation	Technology	10%
TSLA Tesla, Inc.	Consumer Cyclical	10%
TTE TotalEnergies SE	Energy	10%
XOM Exxon Mobil Corporation	Energy	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in semana 5 PL, 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.

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The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV

Returns By Period

As of Apr 2, 2026, the semana 5 PL returned 16.53% Year-To-Date and 20.39% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio semana 5 PL	-1.23%	3.86%	16.53%	18.43%	24.99%	17.41%	19.16%	20.39%
Portfolio components:
NEE NextEra Energy, Inc.	-0.03%	0.15%	16.45%	19.63%	34.81%	9.55%	6.88%	14.98%
COP ConocoPhillips Company	-2.74%	8.58%	38.21%	36.79%	25.99%	12.53%	23.27%	15.95%
XOM Exxon Mobil Corporation	-5.23%	4.25%	34.50%	45.79%	39.70%	17.54%	27.68%	11.60%
SONY Sony Group Corporation	2.03%	-6.92%	-17.50%	-26.51%	-15.86%	5.77%	0.31%	16.21%
SHEL Shell plc	-1.04%	9.27%	26.42%	29.47%	31.04%	21.74%	24.51%	11.63%
TTE TotalEnergies SE	-1.32%	11.93%	38.71%	50.49%	45.13%	22.61%	26.60%	17.42%
CVX Chevron Corporation	-4.59%	4.12%	30.79%	30.40%	22.42%	11.16%	18.11%	12.35%
TSLA Tesla, Inc.	2.56%	-5.47%	-15.22%	-17.02%	42.02%	22.49%	11.57%	37.45%
CMCSA Comcast Corporation	-1.16%	-7.93%	8.44%	4.76%	-9.16%	-2.27%	-7.49%	2.83%
ABBV AbbVie Inc.	-1.15%	-8.23%	-5.16%	-10.68%	7.72%	14.56%	19.12%	18.93%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 3, 2013, semana 5 PL's average daily return is +0.08%, while the average monthly return is +1.63%. At this rate, your investment would double in approximately 3.6 years.

Historically, 66% of months were positive and 34% were negative. The best month was Nov 2020 with a return of +26.1%, while the worst month was Mar 2020 at -17.0%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 5 months.

On a daily basis, semana 5 PL closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +12.9%, while the worst single day was Mar 16, 2020 at -12.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	6.41%	6.10%	4.50%	-1.23%									16.53%
2025	1.61%	2.61%	3.69%	-7.80%	3.44%	1.47%	0.58%	6.03%	2.85%	-0.19%	1.16%	0.31%	16.22%
2024	-1.92%	-0.46%	5.33%	-0.18%	1.90%	-0.88%	5.00%	0.69%	1.50%	-0.95%	3.99%	-2.91%	11.25%
2023	5.77%	-0.90%	1.13%	1.11%	-3.93%	5.43%	5.38%	-1.18%	0.41%	-4.98%	2.46%	3.01%	13.87%
2022	5.60%	0.02%	7.78%	-8.74%	9.46%	-10.59%	7.19%	-1.20%	-8.35%	11.32%	6.82%	-4.06%	12.59%
2021	1.27%	9.07%	2.67%	0.15%	0.80%	4.17%	0.20%	1.24%	4.33%	9.73%	-1.69%	4.17%	41.80%

Benchmark Metrics

semana 5 PL has an annualized alpha of 9.02%, beta of 0.89, and R² of 0.60 versus S&P 500 Index. Calculated based on daily prices since January 03, 2013.

This portfolio captured 114.86% of S&P 500 Index gains but only 77.94% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 9.02% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.89 and R² of 0.60, 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: 9.02%

Beta: 0.89

R²: 0.60

Upside Capture: 114.86%

Downside Capture: 77.94%

Expense Ratio

semana 5 PL 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.

The portfolio doesn't include any funds that charge management fees.

Return for Risk

Risk / Return Rank

semana 5 PL ranks 44 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	1.29	0.92	+0.38
Sortino ratio Return per unit of downside risk	1.75	1.41	+0.34
Omega ratio Gain probability vs. loss probability	1.26	1.21	+0.05
Calmar ratio Return relative to maximum drawdown	1.59	1.41	+0.17
Martin ratio Return relative to average drawdown	6.67	6.61	+0.06
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
NEE NextEra Energy, Inc.	80	1.36	1.82	1.25	3.13	6.93
COP ConocoPhillips Company	63	0.76	1.19	1.16	1.20	2.31
XOM Exxon Mobil Corporation	81	1.57	2.04	1.27	2.48	6.44
SONY Sony Group Corporation	19	-0.52	-0.60	0.93	-0.49	-1.16
SHEL Shell plc	76	1.28	1.72	1.25	1.68	6.02
TTE TotalEnergies SE	83	1.65	2.19	1.29	2.55	8.33
CVX Chevron Corporation	64	0.89	1.26	1.18	1.13	2.44
TSLA Tesla, Inc.	68	0.76	1.41	1.17	1.71	4.17
CMCSA Comcast Corporation	25	-0.34	-0.32	0.96	-0.37	-0.77
ABBV AbbVie Inc.	47	0.29	0.56	1.08	0.36	0.80

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.

semana 5 PL Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.29
5-Year: 1.08
10-Year: 1.00
All Time: 1.02

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 1.00 to 1.70, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of semana 5 PL 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

semana 5 PL provided a 3.13% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.13%	3.39%	3.51%	2.95%	3.17%	5.18%	4.30%	3.25%	3.08%	2.31%	2.93%	3.68%
Portfolio components:
NEE NextEra Energy, Inc.	2.50%	2.82%	2.87%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%
COP ConocoPhillips Company	2.52%	3.40%	3.35%	3.37%	4.23%	2.70%	4.23%	2.05%	1.86%	1.93%	1.99%	6.30%
XOM Exxon Mobil Corporation	2.51%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
SONY Sony Group Corporation	0.38%	0.59%	0.58%	0.59%	0.69%	0.43%	0.46%	0.54%	0.56%	0.45%	0.63%	0.34%
SHEL Shell plc	3.14%	3.90%	4.39%	3.76%	3.48%	3.78%	5.69%	6.27%	6.27%	2.75%	6.49%	8.17%
TTE TotalEnergies SE	3.29%	8.12%	9.09%	4.60%	8.41%	27.22%	10.10%	6.52%	4.07%	4.51%	4.77%	5.46%
CVX Chevron Corporation	3.50%	4.49%	4.50%	4.05%	3.16%	4.52%	6.11%	3.95%	4.12%	3.45%	3.64%	4.76%
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
CMCSA Comcast Corporation	10.34%	4.35%	3.25%	2.60%	3.03%	1.95%	1.72%	1.40%	2.69%	1.18%	1.96%	1.73%
ABBV AbbVie Inc.	3.09%	2.87%	3.49%	3.82%	3.49%	3.84%	4.41%	4.83%	3.89%	2.65%	3.64%	3.41%

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 semana 5 PL. 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 semana 5 PL was 43.40%, occurring on Mar 18, 2020. Recovery took 115 trading sessions.

The current semana 5 PL drawdown is 1.23%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-43.4%	Feb 20, 2020	20	Mar 18, 2020	115	Aug 31, 2020	135
-21.86%	May 18, 2015	171	Jan 20, 2016	119	Jul 11, 2016	290
-15.94%	Apr 3, 2025	4	Apr 8, 2025	87	Aug 13, 2025	91
-15.29%	Oct 2, 2018	58	Dec 24, 2018	211	Oct 25, 2019	269
-15.2%	Jun 9, 2022	24	Jul 14, 2022	94	Nov 25, 2022	118

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 10 assets, with an effective number of assets of 10.00, 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.

	Benchmark	NEE	TSLA	TTE	ABBV	SONY	CMCSA	SHEL	COP	XOM	CVX	Portfolio
Benchmark	1.00	0.35	0.46	0.20	0.42	0.52	0.53	0.42	0.42	0.44	0.46	0.69
NEE	0.35	1.00	0.13	0.05	0.22	0.20	0.26	0.14	0.13	0.18	0.19	0.34
TSLA	0.46	0.13	1.00	0.10	0.14	0.28	0.22	0.15	0.15	0.13	0.14	0.53
TTE	0.20	0.05	0.10	1.00	0.09	0.12	0.13	0.40	0.30	0.32	0.33	0.46
ABBV	0.42	0.22	0.14	0.09	1.00	0.23	0.30	0.21	0.22	0.26	0.26	0.44
SONY	0.52	0.20	0.28	0.12	0.23	1.00	0.31	0.26	0.24	0.24	0.26	0.51
CMCSA	0.53	0.26	0.22	0.13	0.30	0.31	1.00	0.26	0.27	0.32	0.30	0.50
SHEL	0.42	0.14	0.15	0.40	0.21	0.26	0.26	1.00	0.67	0.68	0.69	0.68
COP	0.42	0.13	0.15	0.30	0.22	0.24	0.27	0.67	1.00	0.75	0.78	0.70
XOM	0.44	0.18	0.13	0.32	0.26	0.24	0.32	0.68	0.75	1.00	0.82	0.71
CVX	0.46	0.19	0.14	0.33	0.26	0.26	0.30	0.69	0.78	0.82	1.00	0.72
Portfolio	0.69	0.34	0.53	0.46	0.44	0.51	0.50	0.68	0.70	0.71	0.72	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2013

semana 5 PL

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