PORTAFOLIO OFICIAL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NVDA NVIDIA Corporation | Technology | 16.67% |
WMT Walmart Inc. | Consumer Defensive | 16.67% |
BLK BlackRock, Inc. | Financial Services | 16.67% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 16.67% |
LEN Lennar Corporation | Consumer Cyclical | 16.67% |
XOM Exxon Mobil Corporation | Energy | 16.67% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.99% |
| PORTAFOLIO OFICIAL | 2.28% | 22.16% | 39.30% | 60.46% | 23.32% | 21.93% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| WMT | NVDA | XOM | LEN | BRK-B | BLK | |
|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.22 | 0.28 | 0.28 | 0.27 | 0.29 |
| NVDA | 0.22 | 1.00 | 0.25 | 0.33 | 0.28 | 0.35 |
| XOM | 0.28 | 0.25 | 1.00 | 0.27 | 0.37 | 0.36 |
| LEN | 0.28 | 0.33 | 0.27 | 1.00 | 0.32 | 0.38 |
| BRK-B | 0.27 | 0.28 | 0.37 | 0.32 | 1.00 | 0.44 |
| BLK | 0.29 | 0.35 | 0.36 | 0.38 | 0.44 | 1.00 |
Dividend yield
PORTAFOLIO OFICIAL granted a 1.46% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PORTAFOLIO OFICIAL | 1.46% | 1.58% | 1.75% | 2.37% | 1.89% | 2.14% | 1.66% | 1.93% | 2.29% | 1.98% | 1.98% | 1.97% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 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 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.