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PORTAFOLIO OFICIAL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


NVDA 16.67%WMT 16.67%BLK 16.67%BRK-B 16.67%LEN 16.67%XOM 16.67%EquityEquity
PositionCategory/SectorWeight
BLK
BlackRock, Inc.
Financial Services
16.67%
BRK-B
Berkshire Hathaway Inc.
Financial Services
16.67%
LEN
Lennar Corporation
Consumer Cyclical
16.67%
NVDA
NVIDIA Corporation
Technology
16.67%
WMT
Walmart Inc.
Consumer Defensive
16.67%
XOM
Exxon Mobil Corporation
Energy
16.67%

Performance

Performance Chart

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%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
27.52%
15.83%
PORTAFOLIO OFICIAL
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 1, 1999, corresponding to the inception date of BLK

Returns By Period

As of Oct 30, 2024, the PORTAFOLIO OFICIAL returned 51.63% Year-To-Date and 25.80% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
PORTAFOLIO OFICIAL51.63%2.44%27.52%75.62%35.60%25.80%
NVDA
NVIDIA Corporation
185.29%16.35%63.51%243.27%95.48%77.28%
WMT
Walmart Inc.
56.98%2.41%38.53%52.38%17.75%14.73%
BLK
BlackRock, Inc.
23.39%4.02%31.92%66.09%19.37%14.07%
BRK-B
Berkshire Hathaway Inc.
27.47%-0.62%14.59%34.74%16.48%12.52%
LEN
Lennar Corporation
15.60%-8.80%12.89%64.84%25.04%15.89%
XOM
Exxon Mobil Corporation
20.32%1.26%0.77%14.65%17.36%6.50%

Monthly Returns

The table below presents the monthly returns of PORTAFOLIO OFICIAL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.96%9.84%7.69%-5.13%8.41%1.85%6.14%4.86%1.93%51.63%
202310.32%0.17%6.52%4.10%1.64%8.91%3.99%0.59%-4.02%-4.43%9.29%5.39%49.90%
2022-3.04%-1.61%5.53%-9.69%1.28%-11.22%13.78%-5.61%-9.11%14.07%10.08%-3.79%-3.60%
20211.71%4.54%7.13%6.19%3.74%5.07%-0.80%4.83%-6.02%10.86%2.91%1.69%49.46%
20201.50%-6.08%-12.34%14.64%8.40%0.87%7.83%8.47%-1.12%-4.33%12.56%1.05%31.83%
20197.56%4.28%2.95%5.51%-10.73%9.16%-1.01%-1.14%4.82%3.81%3.83%1.77%33.60%
20189.30%-7.22%-1.45%-2.66%1.93%-1.40%2.06%3.70%-0.66%-8.34%-1.96%-9.25%-16.18%
2017-0.88%2.52%1.98%-0.37%8.37%1.13%3.29%0.07%3.76%7.00%5.57%0.89%38.32%
2016-4.35%2.21%8.52%0.65%6.47%1.30%4.06%2.35%-0.30%-1.83%9.56%5.24%38.41%
2015-3.21%6.58%-1.68%-1.79%-0.38%-2.90%0.32%-3.36%-0.04%6.92%3.30%-1.29%1.81%
2014-4.24%6.32%0.33%1.43%0.93%0.32%-4.77%7.10%-1.71%4.13%6.32%-1.44%14.75%
20136.06%0.79%4.31%2.55%2.13%-3.57%3.13%-4.43%3.65%3.11%2.81%4.21%27.10%

Expense Ratio

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

Risk-Adjusted Performance Rank

The current risk-adjusted rank of PORTAFOLIO OFICIAL is 98, placing it in the top 2% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of PORTAFOLIO OFICIAL is 9898
Combined Rank
The Sharpe Ratio Rank of PORTAFOLIO OFICIAL is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of PORTAFOLIO OFICIAL is 9999Sortino Ratio Rank
The Omega Ratio Rank of PORTAFOLIO OFICIAL is 9898Omega Ratio Rank
The Calmar Ratio Rank of PORTAFOLIO OFICIAL is 9797Calmar Ratio Rank
The Martin Ratio Rank of PORTAFOLIO OFICIAL is 9898Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


PORTAFOLIO OFICIAL
Sharpe ratio
The chart of Sharpe ratio for PORTAFOLIO OFICIAL, currently valued at 5.45, compared to the broader market0.002.004.006.005.45
Sortino ratio
The chart of Sortino ratio for PORTAFOLIO OFICIAL, currently valued at 7.32, compared to the broader market-2.000.002.004.006.007.32
Omega ratio
The chart of Omega ratio for PORTAFOLIO OFICIAL, currently valued at 1.98, compared to the broader market0.801.001.201.401.601.802.001.98
Calmar ratio
The chart of Calmar ratio for PORTAFOLIO OFICIAL, currently valued at 8.47, compared to the broader market0.005.0010.008.47
Martin ratio
The chart of Martin ratio for PORTAFOLIO OFICIAL, currently valued at 45.66, compared to the broader market0.0010.0020.0030.0040.0050.0060.0045.66
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation
4.844.431.589.2029.13
WMT
Walmart Inc.
2.883.781.595.0115.06
BLK
BlackRock, Inc.
3.534.681.582.0216.02
BRK-B
Berkshire Hathaway Inc.
2.783.681.484.1513.56
LEN
Lennar Corporation
2.132.711.363.1010.85
XOM
Exxon Mobil Corporation
0.771.201.140.803.04

Sharpe Ratio

The current PORTAFOLIO OFICIAL Sharpe ratio is 5.45. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of PORTAFOLIO OFICIAL with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00MayJuneJulyAugustSeptemberOctober
5.45
3.43
PORTAFOLIO OFICIAL
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

PORTAFOLIO OFICIAL provided a 1.25% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
PORTAFOLIO OFICIAL1.25%1.44%1.55%1.66%2.15%1.65%1.82%1.37%1.57%1.83%1.56%1.55%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
WMT
Walmart Inc.
0.99%1.45%1.58%1.52%1.50%1.78%2.23%2.07%2.89%3.20%2.24%2.39%
BLK
BlackRock, Inc.
2.06%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%2.12%
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
1.18%1.01%1.66%0.86%0.82%0.29%0.41%0.25%0.37%0.33%0.36%0.40%
XOM
Exxon Mobil Corporation
3.24%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%

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.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.23%
-0.54%
PORTAFOLIO OFICIAL
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the PORTAFOLIO OFICIAL. 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 OFICIAL was 50.33%, occurring on Nov 20, 2008. Recovery took 535 trading sessions.

The current PORTAFOLIO OFICIAL drawdown is 2.23%.


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

Volatility Chart

The current PORTAFOLIO OFICIAL volatility is 2.59%, 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%MayJuneJulyAugustSeptemberOctober
2.59%
2.71%
PORTAFOLIO OFICIAL
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

WMTNVDAXOMLENBRK-BBLK
WMT1.000.210.270.270.270.28
NVDA0.211.000.230.320.270.35
XOM0.270.231.000.260.360.35
LEN0.270.320.261.000.320.39
BRK-B0.270.270.360.321.000.44
BLK0.280.350.350.390.441.00
The correlation results are calculated based on daily price changes starting from Oct 4, 1999