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Miguel Bravo

Last updated Mar 2, 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
VGIT
Vanguard Intermediate-Term Treasury ETF
Government Bonds

11.11%

IAU
iShares Gold Trust
Precious Metals, Gold

11.11%

AMZN
Amazon.com, Inc.
Consumer Cyclical

11.11%

NVDA
NVIDIA Corporation
Technology

11.11%

GOOG
Alphabet Inc.
Communication Services

11.11%

MSFT
Microsoft Corporation
Technology

11.11%

AAPL
Apple Inc.
Technology

11.11%

TSLA
Tesla, Inc.
Consumer Cyclical

11.11%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

11.11%

S&P 500

Performance

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%OctoberNovemberDecember2024FebruaryMarch
981.26%
171.98%
Miguel Bravo
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 3, 2014, corresponding to the inception date of GOOG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Miguel Bravo8.01%4.27%13.90%49.31%33.64%N/A
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.44%25.68%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%85.57%68.95%
GOOG
Alphabet Inc.
-2.02%-3.80%0.94%46.86%19.05%N/A
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.44%29.07%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.86%26.85%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.80%28.18%
VTI
Vanguard Total Stock Market ETF
7.45%3.96%14.35%27.20%14.25%11.99%
IAU
iShares Gold Trust
0.95%2.31%7.18%11.96%9.97%4.33%
VGIT
Vanguard Intermediate-Term Treasury ETF
-0.88%-0.59%2.59%3.83%0.52%1.11%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.49%6.64%
2023-0.03%-5.74%-1.75%9.72%3.08%

Sharpe Ratio

The current Miguel Bravo Sharpe ratio is 3.08. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.08

The Sharpe ratio of Miguel Bravo 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 Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.08
2.44
Miguel Bravo
Benchmark (^GSPC)
Portfolio components

Dividend yield

Miguel Bravo granted a 0.61% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Miguel Bravo0.61%0.60%0.59%0.46%0.59%0.72%0.89%0.78%0.93%1.01%1.02%1.11%
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%0.29%0.45%1.20%1.70%1.94%
GOOG
Alphabet 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%
MSFT
Microsoft Corporation
0.69%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.
0.53%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
1.34%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
2.90%2.73%1.74%1.69%2.23%2.24%2.05%1.67%1.69%1.69%1.54%1.63%

Expense Ratio

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


0.50%1.00%1.50%2.00%0.25%
0.50%1.00%1.50%2.00%0.04%
0.50%1.00%1.50%2.00%0.03%

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
^GSPC
S&P 500
2.44
Miguel Bravo
3.08
AMZN
Amazon.com, Inc.
3.07
NVDA
NVIDIA Corporation
5.65
GOOG
Alphabet Inc.
1.88
MSFT
Microsoft Corporation
3.10
AAPL
Apple Inc.
1.27
TSLA
Tesla, Inc.
-0.00
VTI
Vanguard Total Stock Market ETF
2.31
IAU
iShares Gold Trust
1.02
VGIT
Vanguard Intermediate-Term Treasury ETF
0.61

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
IAU1.000.420.00-0.01-0.00-0.010.00-0.01-0.01
VGIT0.421.00-0.09-0.11-0.12-0.07-0.11-0.09-0.20
TSLA0.00-0.091.000.420.410.410.380.390.47
NVDA-0.01-0.110.421.000.540.550.540.590.62
AAPL-0.00-0.120.410.541.000.570.590.630.68
AMZN-0.01-0.070.410.550.571.000.680.640.63
GOOG0.00-0.110.380.540.590.681.000.690.69
MSFT-0.01-0.090.390.590.630.640.691.000.72
VTI-0.01-0.200.470.620.680.630.690.721.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
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.


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 Chart

The current Miguel Bravo volatility is 5.13%, 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%OctoberNovemberDecember2024FebruaryMarch
5.13%
3.47%
Miguel Bravo
Benchmark (^GSPC)
Portfolio components
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