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Portafolio Abril 15 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Portafolio Abril 15 2024

Last updated Nov 21, 2024

Asset Allocation

BIL 4.96%IAU 6.14%DBA 2.44%SLV 1.22%BTC-USD 1.22%VOO 20%SMH 15.05%CALF 13.89%INDA 12.03%VOOG 10.02%ARGT 8.02%VIG 5.01%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
ARGT
Global X MSCI Argentina ETF		Latin America Equities
8.02%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		Government Bonds
4.96%
BTC-USD
Bitcoin
1.22%
CALF
Pacer US Small Cap Cash Cows 100 ETF		Small Cap Blend Equities
13.89%
DBA
Invesco DB Agriculture Fund		Agricultural Commodities
2.44%
IAU
iShares Gold Trust		Precious Metals, Gold
6.14%
INDA
iShares MSCI India ETF		Asia Pacific Equities
12.03%
SLV
iShares Silver Trust		Precious Metals
1.22%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
15.05%
VIG
Vanguard Dividend Appreciation ETF		Large Cap Growth Equities, Dividend
5.01%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
20%
VOOG
Vanguard S&P 500 Growth ETF		Large Cap Blend Equities
10.02%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Portafolio Abril 15 2024, 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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
9.51%
11.49%
Portafolio Abril 15 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 19, 2017, corresponding to the inception date of CALF

Returns By Period

YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500		24.05%1.08%11.50%30.38%13.77%11.13%
Portafolio Abril 15 202425.15%0.77%9.51%33.86%19.77%N/A
Portfolio components:
VOO
Vanguard S&P 500 ETF		25.52%1.19%12.21%32.23%15.52%13.15%
VIG
Vanguard Dividend Appreciation ETF		18.20%-0.63%9.31%24.30%12.49%11.55%
ARGT
Global X MSCI Argentina ETF		59.34%13.43%34.24%76.59%30.68%15.61%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		4.66%0.38%2.55%5.26%2.27%1.56%
IAU
iShares Gold Trust		28.18%-2.63%11.20%32.25%12.43%8.03%
SMH
VanEck Vectors Semiconductor ETF		38.70%-4.07%2.51%50.18%32.95%28.01%
CALF
Pacer US Small Cap Cash Cows 100 ETF		-2.96%0.46%0.71%8.88%14.21%N/A
VOOG
Vanguard S&P 500 Growth ETF		33.12%1.64%14.93%38.17%17.48%14.92%
INDA
iShares MSCI India ETF		9.88%-4.54%0.64%19.02%10.94%6.50%
BTC-USD
Bitcoin		123.21%40.04%36.48%163.42%66.85%74.15%
DBA
Invesco DB Agriculture Fund		27.10%3.94%9.33%24.28%11.91%1.02%
SLV
iShares Silver Trust		29.02%-8.91%-0.43%29.08%12.06%5.95%

Monthly Returns

The table below presents the monthly returns of Portafolio Abril 15 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.77%5.07%4.13%-2.25%5.31%1.49%1.92%1.24%2.00%-0.81%25.15%
20238.17%-2.02%3.73%0.05%2.42%6.57%3.79%-1.61%-4.40%-1.95%10.24%5.59%33.75%
2022-4.87%-0.75%2.34%-7.75%-0.42%-9.64%9.72%-3.27%-8.03%6.02%7.22%-4.75%-15.23%
20210.81%4.06%3.60%2.61%2.39%1.65%1.16%4.38%-4.17%4.49%0.28%3.03%26.79%
2020-1.05%-6.76%-14.17%12.35%5.64%4.94%7.67%4.97%-2.95%-0.67%12.18%6.48%28.35%
20197.21%2.87%1.13%3.14%-4.69%7.64%0.69%-3.60%2.54%2.50%2.52%5.06%29.68%
20184.51%-2.78%-1.56%-0.54%1.58%-1.50%3.52%0.81%-1.61%-6.71%1.90%-5.31%-8.00%
2017-1.09%2.43%0.70%2.31%3.38%2.23%3.13%13.77%

Expense Ratio

Portafolio Abril 15 2024 features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

DBA
Invesco DB Agriculture Fund
Expense ratio chart for DBA: current value at 0.94% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.94%
INDA
iShares MSCI India ETF
Expense ratio chart for INDA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
ARGT
Global X MSCI Argentina ETF
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
CALF
Pacer US Small Cap Cash Cows 100 ETF
Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
SLV
iShares Silver Trust
Expense ratio chart for SLV: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
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%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
VOOG
Vanguard S&P 500 Growth ETF
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
VIG
Vanguard Dividend Appreciation ETF
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: 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 rank of Portafolio Abril 15 2024 is 18, indicating that it is in the bottom 18% 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 Portafolio Abril 15 2024 is 1818
Combined Rank
The Sharpe Ratio Rank of Portafolio Abril 15 2024 is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of Portafolio Abril 15 2024 is 1818
Sortino Ratio Rank
The Omega Ratio Rank of Portafolio Abril 15 2024 is 1919
Omega Ratio Rank
The Calmar Ratio Rank of Portafolio Abril 15 2024 is 99
Calmar Ratio Rank
The Martin Ratio Rank of Portafolio Abril 15 2024 is 2828
Martin 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.

Sharpe ratio
The chart of Sharpe ratio for Portafolio Abril 15 2024, currently valued at 1.52, compared to the broader market0.002.004.006.001.522.46
The chart of Sortino ratio for Portafolio Abril 15 2024, currently valued at 2.12, compared to the broader market-2.000.002.004.006.002.123.31
The chart of Omega ratio for Portafolio Abril 15 2024, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.802.001.271.46
The chart of Calmar ratio for Portafolio Abril 15 2024, currently valued at 0.69, compared to the broader market0.005.0010.0015.000.693.55
The chart of Martin ratio for Portafolio Abril 15 2024, currently valued at 9.41, compared to the broader market0.0010.0020.0030.0040.0050.0060.009.4115.76
Portafolio Abril 15 2024
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF		1.812.451.330.8010.79
VIG
Vanguard Dividend Appreciation ETF		1.642.361.290.889.63
ARGT
Global X MSCI Argentina ETF		3.554.201.513.0714.82
BIL
SPDR Barclays 1-3 Month T-Bill ETF		16.78224.73108.8173.684,404.21
IAU
iShares Gold Trust		2.072.751.361.3512.46
SMH
VanEck Vectors Semiconductor ETF		0.340.701.090.111.19
CALF
Pacer US Small Cap Cash Cows 100 ETF		-0.15-0.070.990.56-0.47
VOOG
Vanguard S&P 500 Growth ETF		1.642.141.300.747.88
INDA
iShares MSCI India ETF		0.650.921.140.182.83
BTC-USD
Bitcoin		0.831.511.150.643.82
DBA
Invesco DB Agriculture Fund		1.151.631.200.513.34
SLV
iShares Silver Trust		1.051.611.200.704.92

The current Portafolio Abril 15 2024 Sharpe ratio is 1.52. 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 1.77 to 2.60, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Portafolio Abril 15 2024 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 Ratio1.002.003.004.005.00JuneJulyAugustSeptemberOctoberNovember
1.52
2.46
Portafolio Abril 15 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Portafolio Abril 15 2024 provided a 1.03% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio1.03%1.26%1.28%1.75%0.87%1.99%1.74%1.31%1.04%1.55%1.06%1.17%
Portfolio components:
VOO
Vanguard S&P 500 ETF		1.25%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VIG
Vanguard Dividend Appreciation ETF		1.72%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
ARGT
Global X MSCI Argentina ETF		0.91%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%0.62%
BIL
SPDR Barclays 1-3 Month T-Bill ETF		5.15%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%
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%
SMH
VanEck Vectors Semiconductor ETF		0.43%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
CALF
Pacer US Small Cap Cash Cows 100 ETF		1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF		0.60%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
INDA
iShares MSCI India ETF		0.00%0.16%0.00%6.44%0.27%1.00%0.94%1.09%0.91%1.19%0.63%0.40%
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBA
Invesco DB Agriculture Fund		3.64%4.63%0.48%0.00%0.00%1.55%1.06%0.00%0.00%0.00%0.00%0.00%
SLV
iShares Silver 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%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.23%
-1.40%
Portafolio Abril 15 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Portafolio Abril 15 2024. 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 Abril 15 2024 was 31.61%, occurring on Mar 23, 2020. Recovery took 119 trading sessions.

The current Portafolio Abril 15 2024 drawdown is 1.23%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.61%Feb 20, 202033Mar 23, 2020119Jul 20, 2020152
-23.58%Nov 9, 2021341Oct 15, 2022258Jun 30, 2023599
-17.79%Jan 29, 2018331Dec 25, 2018119Apr 23, 2019450
-8.93%Jul 17, 202420Aug 5, 202445Sep 19, 202465
-8.42%Aug 1, 202387Oct 26, 202325Nov 20, 2023112

Volatility

Volatility Chart

The current Portafolio Abril 15 2024 volatility is 3.86%, 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%JuneJulyAugustSeptemberOctoberNovember
3.86%
4.07%
Portafolio Abril 15 2024
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.
BILDBABTC-USDIAUSLVINDACALFARGTSMHVIGVOOGVOO
BIL1.000.000.010.020.010.04-0.010.030.050.060.060.06
DBA0.001.000.030.110.170.160.130.200.130.130.110.15
BTC-USD0.010.031.000.090.130.130.160.170.170.160.180.19
IAU0.020.110.091.000.740.160.030.170.060.070.070.07
SLV0.010.170.130.741.000.230.130.250.150.150.150.17
INDA0.040.160.130.160.231.000.370.400.420.470.460.51
CALF-0.010.130.160.030.130.371.000.450.490.630.510.63
ARGT0.030.200.170.170.250.400.451.000.450.480.510.53
SMH0.050.130.170.060.150.420.490.451.000.600.760.72
VIG0.060.130.160.070.150.470.630.480.601.000.770.87
VOOG0.060.110.180.070.150.460.510.510.760.771.000.91
VOO0.060.150.190.070.170.510.630.530.720.870.911.00
The correlation results are calculated based on daily price changes starting from Jun 20, 2017