Portafolio Abril 15 2024

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Portafolio Abril 15 2024

Last updated Dec 19, 2024

Asset Allocation

Position	Category/Sector	Weight
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%

Benchmark

Rebalance portfolio

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

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

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	24.34%	0.23%	8.53%	24.95%	13.01%	11.06%
Portafolio Abril 15 2024	25.20%	-0.59%	7.42%	25.31%	18.25%	N/A
Portfolio components:
VOO Vanguard S&P 500 ETF	26.02%	-0.11%	9.35%	26.45%	14.76%	13.08%
VIG Vanguard Dividend Appreciation ETF	17.35%	-1.84%	7.77%	17.96%	11.65%	11.31%
ARGT Global X MSCI Argentina ETF	60.77%	0.93%	45.54%	58.28%	26.73%	17.13%
BIL SPDR Barclays 1-3 Month T-Bill ETF	5.08%	0.39%	2.51%	5.17%	2.33%	1.61%
IAU iShares Gold Trust	26.83%	-1.86%	12.78%	27.38%	11.76%	8.12%
SMH VanEck Vectors Semiconductor ETF	38.79%	-1.38%	-8.37%	40.07%	29.25%	27.34%
CALF Pacer US Small Cap Cash Cows 100 ETF	-6.99%	-5.72%	1.38%	-7.31%	11.91%	N/A
VOOG Vanguard S&P 500 Growth ETF	37.61%	3.33%	11.61%	37.72%	17.36%	15.20%
INDA iShares MSCI India ETF	10.24%	1.16%	-1.62%	11.26%	10.26%	7.40%
BTC-USD Bitcoin	131.29%	-0.76%	52.14%	122.18%	67.81%	76.43%
DBA Invesco DB Agriculture Fund	33.08%	4.90%	12.24%	32.12%	12.28%	1.62%
SLV iShares Silver Trust	23.60%	-3.99%	-0.22%	21.70%	10.59%	5.97%

*Annualized

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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	1.77%	5.07%	4.13%	-2.25%	5.31%	1.49%	1.92%	1.24%	2.00%	-0.81%	4.78%		25.20%
2023	8.17%	-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%
2021	0.81%	4.06%	3.60%	2.61%	2.39%	1.65%	1.16%	4.38%	-4.17%	4.49%	0.28%	3.03%	26.78%
2020	-1.05%	-6.76%	-14.17%	12.35%	5.64%	4.93%	7.67%	4.97%	-2.95%	-0.67%	12.18%	6.47%	28.33%
2019	7.21%	2.87%	1.13%	3.14%	-4.69%	7.64%	0.69%	-3.60%	2.54%	2.50%	2.52%	5.06%	29.68%
2018	4.51%	-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

INDA

iShares MSCI India ETF

ARGT

Global X MSCI Argentina ETF

CALF

Pacer US Small Cap Cash Cows 100 ETF

SLV

iShares Silver Trust

SMH

VanEck Vectors Semiconductor ETF

IAU

iShares Gold Trust

BIL

SPDR Barclays 1-3 Month T-Bill ETF

VOOG

Vanguard S&P 500 Growth ETF

VIG

Vanguard Dividend Appreciation ETF

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Portafolio Abril 15 2024 is 21, meaning it’s performing worse than 79% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

Portafolio Abril 15 2024

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	1.93	2.54	1.36	0.90	13.09
VIG Vanguard Dividend Appreciation ETF	1.86	2.61	1.34	1.07	14.63
ARGT Global X MSCI Argentina ETF	2.74	3.32	1.42	2.24	11.75
BIL SPDR Barclays 1-3 Month T-Bill ETF	16.83	221.07	107.05	72.20	4,330.87
IAU iShares Gold Trust	1.08	1.49	1.19	0.55	5.53
SMH VanEck Vectors Semiconductor ETF	0.40	0.77	1.10	0.14	1.30
CALF Pacer US Small Cap Cash Cows 100 ETF	-0.28	-0.27	0.97	-0.40	-1.09
VOOG Vanguard S&P 500 Growth ETF	1.91	2.41	1.35	0.93	9.56
INDA iShares MSCI India ETF	0.41	0.63	1.09	0.09	1.47
BTC-USD Bitcoin	1.41	2.14	1.21	1.22	6.70
DBA Invesco DB Agriculture Fund	0.67	1.01	1.12	0.23	1.90
SLV iShares Silver Trust	0.22	0.55	1.07	0.08	0.89

The current Portafolio Abril 15 2024 Sharpe ratio is 1.14. 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 1.27 to 2.07, 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.

Portafolio Abril 15 2024

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Portafolio Abril 15 2024 provided a 0.85% dividend yield over the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Portfolio	0.85%	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	0.91%	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	1.27%	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	0.90%	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	5.03%	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	0.00%	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	1.11%	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	0.34%	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	0.75%	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	0.00%	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.

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 3.69%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-31.61%	Feb 20, 2020	33	Mar 23, 2020	119	Jul 20, 2020	152
-23.58%	Nov 9, 2021	341	Oct 15, 2022	258	Jun 30, 2023	599
-17.79%	Jan 29, 2018	331	Dec 25, 2018	119	Apr 23, 2019	450
-8.93%	Jul 17, 2024	20	Aug 5, 2024	45	Sep 19, 2024	65
-8.42%	Aug 1, 2023	87	Oct 26, 2023	25	Nov 20, 2023	112

Volatility

Volatility Chart

The current Portafolio Abril 15 2024 volatility is 4.03%, 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.

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.

	BIL	DBA	BTC-USD	IAU	SLV	INDA	CALF	ARGT	SMH	VIG	VOOG	VOO
BIL	1.00	0.01	0.02	0.03	0.01	0.04	-0.02	0.03	0.04	0.06	0.06	0.05
DBA	0.01	1.00	0.03	0.11	0.17	0.15	0.12	0.20	0.12	0.13	0.11	0.14
BTC-USD	0.02	0.03	1.00	0.10	0.13	0.13	0.16	0.16	0.18	0.16	0.19	0.19
IAU	0.03	0.11	0.10	1.00	0.74	0.16	0.03	0.17	0.06	0.07	0.07	0.07
SLV	0.01	0.17	0.13	0.74	1.00	0.23	0.13	0.25	0.15	0.15	0.16	0.17
INDA	0.04	0.15	0.13	0.16	0.23	1.00	0.37	0.39	0.42	0.47	0.46	0.50
CALF	-0.02	0.12	0.16	0.03	0.13	0.37	1.00	0.45	0.49	0.62	0.51	0.63
ARGT	0.03	0.20	0.16	0.17	0.25	0.39	0.45	1.00	0.45	0.48	0.51	0.53
SMH	0.04	0.12	0.18	0.06	0.15	0.42	0.49	0.45	1.00	0.60	0.76	0.72
VIG	0.06	0.13	0.16	0.07	0.15	0.47	0.62	0.48	0.60	1.00	0.76	0.87
VOOG	0.06	0.11	0.19	0.07	0.16	0.46	0.51	0.51	0.76	0.76	1.00	0.91
VOO	0.05	0.14	0.19	0.07	0.17	0.50	0.63	0.53	0.72	0.87	0.91	1.00

The correlation results are calculated based on daily price changes starting from Jun 20, 2017

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portafolio Abril 15 2024

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community