PORTAFOLIO OFICIAL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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
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-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| PORTAFOLIO OFICIAL | 51.63% | 2.44% | 27.52% | 75.62% | 35.60% | 25.80% |
| Portfolio components: | ||||||
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 5.96% | 9.84% | 7.69% | -5.13% | 8.41% | 1.85% | 6.14% | 4.86% | 1.93% | 51.63% | |||
| 2023 | 10.32% | 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% |
| 2021 | 1.71% | 4.54% | 7.13% | 6.19% | 3.74% | 5.07% | -0.80% | 4.83% | -6.02% | 10.86% | 2.91% | 1.69% | 49.46% |
| 2020 | 1.50% | -6.08% | -12.34% | 14.64% | 8.40% | 0.87% | 7.83% | 8.47% | -1.12% | -4.33% | 12.56% | 1.05% | 31.83% |
| 2019 | 7.56% | 4.28% | 2.95% | 5.51% | -10.73% | 9.16% | -1.01% | -1.14% | 4.82% | 3.81% | 3.83% | 1.77% | 33.60% |
| 2018 | 9.30% | -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% |
| 2013 | 6.06% | 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.
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.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
NVDA NVIDIA Corporation | 4.84 | 4.43 | 1.58 | 9.20 | 29.13 |
WMT Walmart Inc. | 2.88 | 3.78 | 1.59 | 5.01 | 15.06 |
BLK BlackRock, Inc. | 3.53 | 4.68 | 1.58 | 2.02 | 16.02 |
BRK-B Berkshire Hathaway Inc. | 2.78 | 3.68 | 1.48 | 4.15 | 13.56 |
LEN Lennar Corporation | 2.13 | 2.71 | 1.36 | 3.10 | 10.85 |
XOM Exxon Mobil Corporation | 0.77 | 1.20 | 1.14 | 0.80 | 3.04 |
Dividends
Dividend yield
PORTAFOLIO OFICIAL provided a 1.25% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PORTAFOLIO OFICIAL | 1.25% | 1.44% | 1.55% | 1.66% | 2.15% | 1.65% | 1.82% | 1.37% | 1.57% | 1.83% | 1.56% | 1.55% |
| Portfolio components: | ||||||||||||
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.
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, 2007 | 240 | Nov 20, 2008 | 535 | Jan 6, 2011 | 775 |
| -36.18% | Feb 20, 2020 | 23 | Mar 23, 2020 | 78 | Jul 14, 2020 | 101 |
| -33.91% | Mar 5, 2002 | 153 | Oct 9, 2002 | 163 | Jun 4, 2003 | 316 |
| -29.76% | Jan 29, 2018 | 229 | Dec 24, 2018 | 247 | Dec 17, 2019 | 476 |
| -29.46% | Feb 22, 2011 | 119 | Aug 10, 2011 | 226 | Jul 3, 2012 | 345 |
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.
Diversification
Asset Correlations Table
| WMT | NVDA | XOM | LEN | BRK-B | BLK | |
|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.21 | 0.27 | 0.27 | 0.27 | 0.28 |
| NVDA | 0.21 | 1.00 | 0.23 | 0.32 | 0.27 | 0.35 |
| XOM | 0.27 | 0.23 | 1.00 | 0.26 | 0.36 | 0.35 |
| LEN | 0.27 | 0.32 | 0.26 | 1.00 | 0.32 | 0.39 |
| BRK-B | 0.27 | 0.27 | 0.36 | 0.32 | 1.00 | 0.44 |
| BLK | 0.28 | 0.35 | 0.35 | 0.39 | 0.44 | 1.00 |