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Miguel Bravo
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Miguel Bravo

Last updated Jul 25, 2024

Asset Allocation

VGIT 11.11%IAU 11.11%AMZN 11.11%NVDA 11.11%GOOG 11.11%MSFT 11.11%AAPL 11.11%TSLA 11.11%VTI 11.11%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology

11.11%

AMZN
Amazon.com, Inc.		Consumer Cyclical

11.11%

GOOG
Alphabet Inc.		Communication Services

11.11%

IAU
iShares Gold Trust		Precious Metals, Gold

11.11%

MSFT
Microsoft Corporation		Technology

11.11%

NVDA
NVIDIA Corporation		Technology

11.11%

TSLA
Tesla, Inc.		Consumer Cyclical

11.11%

VGIT
Vanguard Intermediate-Term Treasury ETF		Government Bonds

11.11%

VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities

11.11%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Miguel Bravo, 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

200.00%400.00%600.00%800.00%1,000.00%1,200.00%FebruaryMarchAprilMayJuneJuly
1,133.22%
185.86%
Miguel Bravo
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG

Returns By Period

As of Jul 25, 2024, the Miguel Bravo returned 24.22% Year-To-Date and 28.19% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Miguel Bravo23.19%-1.96%20.79%31.71%34.43%28.14%
Portfolio components:
AMZN
Amazon.com, Inc.		18.37%-7.11%13.03%40.23%13.14%27.45%
NVDA
NVIDIA Corporation		126.76%-11.17%84.00%144.69%91.87%74.97%
GOOG
Alphabet Inc.		20.17%-8.74%10.12%30.40%22.11%19.27%
MSFT
Microsoft Corporation		11.67%-7.47%3.96%27.50%25.49%27.40%
AAPL
Apple Inc		13.26%1.99%13.33%13.16%34.21%25.96%
TSLA
Tesla, Inc.		-11.36%12.16%20.19%-13.87%70.90%30.91%
VTI
Vanguard Total Stock Market ETF		13.14%-0.48%10.85%20.07%13.36%12.09%
IAU
iShares Gold Trust		14.32%2.67%16.87%21.12%10.61%5.94%
VGIT
Vanguard Intermediate-Term Treasury ETF		0.82%1.15%1.55%4.21%0.01%1.20%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.49%6.76%3.34%-0.72%6.33%6.80%23.19%
202315.49%2.24%9.44%-0.39%10.68%6.94%3.45%-0.03%-5.74%-1.75%9.72%3.08%65.03%
2022-6.99%-1.22%5.76%-13.96%-2.90%-7.30%13.58%-6.36%-9.32%0.24%4.53%-9.92%-31.48%
20211.69%-1.66%0.26%7.92%-0.93%6.55%2.26%5.15%-4.27%12.43%4.69%-1.22%36.68%
202010.26%-1.89%-6.84%17.10%5.83%9.48%11.07%19.52%-7.27%-2.60%9.59%6.14%90.67%
20194.72%2.41%4.10%1.68%-8.94%8.58%3.65%-0.79%1.93%7.90%3.66%7.42%41.33%
201810.37%-0.73%-5.28%1.56%4.53%2.08%1.70%6.52%-1.65%-5.33%-2.11%-6.04%4.32%
20175.52%2.08%3.62%3.30%7.79%-1.10%2.17%3.70%-0.73%6.29%0.53%0.23%38.44%
2016-5.90%0.19%7.83%-1.05%5.37%-0.72%8.35%0.07%3.18%-0.62%1.33%4.99%24.48%
20150.52%4.83%-3.15%6.45%1.78%-1.70%4.50%-1.70%0.42%8.36%3.52%0.30%26.13%
2014-1.90%2.54%3.51%-1.85%6.57%-3.12%0.71%3.69%-3.79%6.00%

Expense Ratio

Miguel Bravo has an expense ratio of 0.04%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

IAU
iShares Gold Trust
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
VGIT
Vanguard Intermediate-Term Treasury ETF
Expense ratio chart for VGIT: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
VTI
Vanguard Total Stock Market ETF
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Miguel Bravo is 81, placing it in the top 19% 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 Miguel Bravo is 8181
Miguel Bravo
The Sharpe Ratio Rank of Miguel Bravo is 7979Sharpe Ratio Rank
The Sortino Ratio Rank of Miguel Bravo is 7676Sortino Ratio Rank
The Omega Ratio Rank of Miguel Bravo is 7777Omega Ratio Rank
The Calmar Ratio Rank of Miguel Bravo is 8686Calmar Ratio Rank
The Martin Ratio Rank of Miguel Bravo is 8585Martin 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.

Miguel Bravo
Sharpe ratio
The chart of Sharpe ratio for Miguel Bravo, currently valued at 1.84, compared to the broader market-1.000.001.002.003.004.001.84
Sortino ratio
The chart of Sortino ratio for Miguel Bravo, currently valued at 2.52, compared to the broader market-2.000.002.004.006.002.52
Omega ratio
The chart of Omega ratio for Miguel Bravo, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Miguel Bravo, currently valued at 3.01, compared to the broader market0.002.004.006.008.003.01
Martin ratio
The chart of Martin ratio for Miguel Bravo, currently valued at 11.17, compared to the broader market0.0010.0020.0030.0040.0011.17
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMZN
Amazon.com, Inc.		1.412.151.261.097.87
NVDA
NVIDIA Corporation		3.133.591.457.3720.15
GOOG
Alphabet Inc.		1.361.851.262.098.19
MSFT
Microsoft Corporation		1.001.411.181.556.20
AAPL
Apple Inc		0.570.971.120.781.54
TSLA
Tesla, Inc.		-0.32-0.130.99-0.26-0.67
VTI
Vanguard Total Stock Market ETF		1.622.291.281.375.98
IAU
iShares Gold Trust		1.452.081.261.617.03
VGIT
Vanguard Intermediate-Term Treasury ETF		0.701.061.120.242.21

Sharpe Ratio

The current Miguel Bravo Sharpe ratio is 1.96. 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 1.24 to 1.94, 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 Miguel Bravo 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.84
1.58
Miguel Bravo
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Miguel Bravo granted a 0.65% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Miguel Bravo0.65%0.60%0.59%0.46%0.59%0.72%0.89%0.78%0.93%1.01%1.01%1.11%
Portfolio components:
AMZN
Amazon.com, 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%
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%
GOOG
Alphabet Inc.		0.12%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
AAPL
Apple Inc		0.45%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
VTI
Vanguard Total Stock Market ETF		1.37%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
IAU
iShares Gold Trust		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGIT
Vanguard Intermediate-Term Treasury ETF		3.23%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%

Drawdowns

Drawdowns Chart

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

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.68%
-4.73%
Miguel Bravo
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Miguel Bravo. 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 Miguel Bravo was 35.54%, occurring on Jan 5, 2023. Recovery took 110 trading sessions.

The current Miguel Bravo drawdown is 7.92%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.54%Nov 22, 2021282Jan 5, 2023110Jun 14, 2023392
-28.88%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-19.89%Oct 2, 201858Dec 24, 2018144Jul 23, 2019202
-14.31%Dec 7, 201544Feb 9, 201636Apr 1, 201680
-13.09%Sep 2, 202015Sep 23, 202048Dec 1, 202063

Volatility

Volatility Chart

The current Miguel Bravo volatility is 7.18%, 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%7.00%FebruaryMarchAprilMayJuneJuly
7.18%
3.80%
Miguel Bravo
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.
IAUVGITTSLANVDAAAPLAMZNGOOGMSFTVTI
IAU1.000.410.00-0.01-0.010.000.01-0.010.00
VGIT0.411.00-0.08-0.10-0.10-0.07-0.10-0.09-0.18
TSLA0.00-0.081.000.410.410.400.370.380.47
NVDA-0.01-0.100.411.000.520.530.520.580.61
AAPL-0.01-0.100.410.521.000.560.580.620.67
AMZN0.00-0.070.400.530.561.000.670.640.63
GOOG0.01-0.100.370.520.580.671.000.690.69
MSFT-0.01-0.090.380.580.620.640.691.000.72
VTI0.00-0.180.470.610.670.630.690.721.00
The correlation results are calculated based on daily price changes starting from Apr 4, 2014