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PORTAFOLIO OFICIAL

Last updated Sep 21, 2023

Asset Allocation


NVDA 16.67%WMT 16.67%BLK 16.67%BRK-B 16.67%LEN 16.67%XOM 16.67%EquityEquity
PositionCategory/SectorWeight
NVDA
NVIDIA Corporation
Technology16.67%
WMT
Walmart Inc.
Consumer Defensive16.67%
BLK
BlackRock, Inc.
Financial Services16.67%
BRK-B
Berkshire Hathaway Inc.
Financial Services16.67%
LEN
Lennar Corporation
Consumer Cyclical16.67%
XOM
Exxon Mobil Corporation
Energy16.67%

Performance

The chart shows the growth of an initial investment of $10,000 in PORTAFOLIO OFICIAL, 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


0.00%5.00%10.00%15.00%20.00%25.00%AprilMayJuneJulyAugustSeptember
22.57%
10.86%
PORTAFOLIO OFICIAL
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the PORTAFOLIO OFICIAL returned 39.30% Year-To-Date and 21.80% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.99%
PORTAFOLIO OFICIAL2.28%22.16%39.30%60.46%23.32%21.93%
NVDA
NVIDIA Corporation
-7.50%55.37%189.13%218.72%45.44%60.89%
WMT
Walmart Inc.
4.39%17.40%16.93%23.48%13.27%10.30%
BLK
BlackRock, Inc.
3.39%6.40%-1.43%15.66%9.89%12.36%
BRK-B
Berkshire Hathaway Inc.
4.64%22.94%18.75%35.49%10.75%12.26%
LEN
Lennar Corporation
-0.02%13.45%30.08%55.81%19.70%13.95%
XOM
Exxon Mobil Corporation
7.68%14.47%8.14%32.24%12.10%7.38%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

WMTNVDAXOMLENBRK-BBLK
WMT1.000.220.280.280.270.29
NVDA0.221.000.250.330.280.35
XOM0.280.251.000.270.370.36
LEN0.280.330.271.000.320.38
BRK-B0.270.280.370.321.000.44
BLK0.290.350.360.380.441.00

Sharpe Ratio

The current PORTAFOLIO OFICIAL Sharpe ratio is 2.65. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.65

The Sharpe ratio of PORTAFOLIO OFICIAL is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.65
0.74
PORTAFOLIO OFICIAL
Benchmark (^GSPC)
Portfolio components

Dividend yield

PORTAFOLIO OFICIAL granted a 1.46% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
PORTAFOLIO OFICIAL1.46%1.58%1.75%2.37%1.89%2.14%1.66%1.93%2.29%1.98%1.98%1.97%
NVDA
NVIDIA Corporation
0.04%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
WMT
Walmart Inc.
1.38%1.60%1.56%1.56%1.89%2.42%2.29%3.29%3.74%2.69%2.95%2.94%
BLK
BlackRock, Inc.
2.91%2.82%1.90%2.16%2.89%3.47%2.26%2.86%3.12%2.70%2.72%3.81%
BRK-B
Berkshire Hathaway 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%
LEN
Lennar Corporation
1.29%1.67%0.89%0.85%0.30%0.43%0.26%0.39%0.35%0.38%0.43%0.45%
XOM
Exxon Mobil Corporation
3.13%3.30%6.08%9.55%6.00%6.06%4.88%4.57%5.29%4.33%3.70%3.94%

Expense Ratio

The PORTAFOLIO OFICIAL 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
NVDA
NVIDIA Corporation
3.98
WMT
Walmart Inc.
1.45
BLK
BlackRock, Inc.
0.38
BRK-B
Berkshire Hathaway Inc.
1.77
LEN
Lennar Corporation
1.63
XOM
Exxon Mobil Corporation
1.06

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-2.42%
-8.22%
PORTAFOLIO OFICIAL
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the PORTAFOLIO OFICIAL. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the PORTAFOLIO OFICIAL is 50.33%, recorded on Nov 20, 2008. It took 535 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.33%Dec 11, 2007240Nov 20, 2008535Jan 6, 2011775
-36.18%Feb 20, 202023Mar 23, 202078Jul 14, 2020101
-33.91%Mar 5, 2002153Oct 9, 2002163Jun 4, 2003316
-29.76%Jan 29, 2018229Dec 24, 2018247Dec 17, 2019476
-29.46%Feb 22, 2011119Aug 10, 2011226Jul 3, 2012345

Volatility Chart

The current PORTAFOLIO OFICIAL volatility is 3.71%, 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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.71%
3.47%
PORTAFOLIO OFICIAL
Benchmark (^GSPC)
Portfolio components