Miguel Bravo
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Mar 27, 2014, corresponding to the inception date of GOOG
Returns By Period
As of Oct 16, 2024, the Miguel Bravo returned 30.71% Year-To-Date and 29.27% 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 | 21.92% | 3.36% | 15.12% | 32.96% | 14.22% | 11.94% |
| Miguel Bravo | 30.71% | 3.22% | 20.37% | 41.08% | 35.26% | 29.27% |
| Portfolio components: | ||||||
AMZN Amazon.com, Inc. | 23.53% | 1.51% | 3.54% | 42.76% | 16.46% | 28.67% |
NVDA NVIDIA Corporation | 165.80% | 12.69% | 56.63% | 199.60% | 94.92% | 78.06% |
GOOG Alphabet Inc. | 18.72% | 4.98% | 6.65% | 18.67% | 21.95% | 20.76% |
MSFT Microsoft Corporation | 11.96% | -2.92% | 2.04% | 27.05% | 26.23% | 27.43% |
AAPL Apple Inc | 21.92% | 8.10% | 39.55% | 32.68% | 32.68% | 26.92% |
TSLA Tesla, Inc. | -11.63% | -3.18% | 41.25% | -13.84% | 66.90% | 30.72% |
VTI Vanguard Total Stock Market ETF | 21.94% | 3.41% | 16.38% | 34.32% | 15.42% | 13.41% |
IAU iShares Gold Trust | 28.82% | 3.10% | 12.08% | 38.17% | 12.17% | 7.75% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.05% | -1.83% | 5.62% | 9.27% | 0.08% | 1.24% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.49% | 6.76% | 3.34% | -0.72% | 6.33% | 6.80% | 1.35% | -0.77% | 4.96% | 30.71% | |||
| 2023 | 15.49% | 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% |
| 2021 | 1.69% | -1.66% | 0.26% | 7.92% | -0.93% | 6.55% | 2.26% | 5.15% | -4.27% | 12.43% | 4.69% | -1.22% | 36.68% |
| 2020 | 10.26% | -1.89% | -6.84% | 17.10% | 5.83% | 9.48% | 11.07% | 19.52% | -7.27% | -2.60% | 9.59% | 6.14% | 90.67% |
| 2019 | 4.72% | 2.41% | 4.10% | 1.68% | -8.94% | 8.58% | 3.65% | -0.79% | 1.92% | 7.90% | 3.66% | 7.42% | 41.33% |
| 2018 | 10.37% | -0.73% | -5.28% | 1.56% | 4.53% | 2.08% | 1.70% | 6.52% | -1.65% | -5.33% | -2.11% | -6.04% | 4.32% |
| 2017 | 5.52% | 2.08% | 3.62% | 3.29% | 7.79% | -1.10% | 2.17% | 3.70% | -0.73% | 6.29% | 0.53% | 0.23% | 38.44% |
| 2016 | -5.91% | 0.19% | 7.83% | -1.05% | 5.37% | -0.72% | 8.34% | 0.07% | 3.18% | -0.61% | 1.33% | 4.99% | 24.48% |
| 2015 | 0.52% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Miguel Bravo is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
AMZN Amazon.com, Inc. | 1.60 | 2.23 | 1.29 | 1.24 | 7.67 |
NVDA NVIDIA Corporation | 3.63 | 3.72 | 1.48 | 7.01 | 21.57 |
GOOG Alphabet Inc. | 0.75 | 1.11 | 1.16 | 0.93 | 2.46 |
MSFT Microsoft Corporation | 1.48 | 1.99 | 1.25 | 1.86 | 5.07 |
AAPL Apple Inc | 1.39 | 2.07 | 1.26 | 1.89 | 4.47 |
TSLA Tesla, Inc. | -0.23 | 0.05 | 1.01 | -0.19 | -0.54 |
VTI Vanguard Total Stock Market ETF | 2.81 | 3.74 | 1.51 | 2.56 | 17.13 |
IAU iShares Gold Trust | 2.68 | 3.64 | 1.47 | 4.97 | 17.11 |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.54 | 2.29 | 1.28 | 0.53 | 5.83 |
Dividends
Dividend yield
Miguel Bravo granted a 0.68% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Miguel Bravo | 0.68% | 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. | 0.24% | 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 | 0.72% | 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 | 0.42% | 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 | 1.30% | 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 | 3.44% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 3.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.54% | Nov 22, 2021 | 282 | Jan 5, 2023 | 110 | Jun 14, 2023 | 392 |
| -28.88% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -19.89% | Oct 2, 2018 | 58 | Dec 24, 2018 | 144 | Jul 23, 2019 | 202 |
| -14.31% | Dec 7, 2015 | 44 | Feb 9, 2016 | 36 | Apr 1, 2016 | 80 |
| -13.61% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current Miguel Bravo volatility is 3.92%, 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
| IAU | VGIT | TSLA | NVDA | AAPL | AMZN | GOOG | MSFT | VTI | |
|---|---|---|---|---|---|---|---|---|---|
| IAU | 1.00 | 0.41 | 0.01 | -0.00 | -0.00 | 0.01 | 0.02 | -0.00 | 0.01 |
| VGIT | 0.41 | 1.00 | -0.07 | -0.10 | -0.10 | -0.07 | -0.10 | -0.09 | -0.18 |
| TSLA | 0.01 | -0.07 | 1.00 | 0.41 | 0.41 | 0.41 | 0.37 | 0.38 | 0.47 |
| NVDA | -0.00 | -0.10 | 0.41 | 1.00 | 0.52 | 0.53 | 0.52 | 0.58 | 0.62 |
| AAPL | -0.00 | -0.10 | 0.41 | 0.52 | 1.00 | 0.55 | 0.58 | 0.62 | 0.67 |
| AMZN | 0.01 | -0.07 | 0.41 | 0.53 | 0.55 | 1.00 | 0.67 | 0.64 | 0.63 |
| GOOG | 0.02 | -0.10 | 0.37 | 0.52 | 0.58 | 0.67 | 1.00 | 0.68 | 0.68 |
| MSFT | -0.00 | -0.09 | 0.38 | 0.58 | 0.62 | 0.64 | 0.68 | 1.00 | 0.72 |
| VTI | 0.01 | -0.18 | 0.47 | 0.62 | 0.67 | 0.63 | 0.68 | 0.72 | 1.00 |