Mío optimizado

The chart shows the growth of an initial investment of $10,000 in Mío optimizado, 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 Every year.

Based on dividend-adjusted daily data since Feb 14, 2018, Mío optimizado's average daily return is +0.09%, while the average monthly return is +1.87%. At this rate, your investment would double in approximately 3.1 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2023 with a return of +21.9%, while the worst month was Mar 2020 at -21.4%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Mío optimizado closed higher 56% of trading days. The best single day was Mar 24, 2020 with a return of +10.7%, while the worst single day was Mar 12, 2020 at -16.6%.

Mío optimizado has an annualized alpha of 11.41%, beta of 0.89, and R² of 0.35 versus S&P 500 Index. Calculated based on daily prices since February 14, 2018.

• This portfolio captured 187.39% of S&P 500 Index gains and 139.33% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• R² of 0.35 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.

Mío optimizado has an expense ratio of 0.57%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Mío optimizado ranks 18 for risk / return — in the bottom 18% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Mío optimizado Sharpe ratios as of Apr 10, 2026 (values are recalculated daily):

• 1-Year: 1.73
• 5-Year: 0.55
• All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.86 to 2.87, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Mío optimizado compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

Mío optimizado provided a 3.74% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the Mío optimizado. 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 Mío optimizado was 49.53%, occurring on Mar 23, 2020. Recovery took 103 trading sessions.

The current Mío optimizado drawdown is 11.49%.

The chart below shows the rolling one-month volatility.