semana 5
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ABBV AbbVie Inc. | Healthcare | 5.23% |
ADBE Adobe Inc | Technology | 3.49% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 3.47% |
CMCSA Comcast Corporation | Communication Services | 4.83% |
COP ConocoPhillips Company | Energy | 11.36% |
CVX Chevron Corporation | Energy | 3.14% |
MSFT Microsoft Corporation | Technology | 3.45% |
NEE NextEra Energy, Inc. | Utilities | 0.66% |
NFLX Netflix, Inc. | Communication Services | 3.51% |
NKE NIKE, Inc. | Consumer Cyclical | 3.40% |
NOW ServiceNow, Inc. | Technology | 3.75% |
RTX Raytheon Technologies Corporation | Industrials | 3.17% |
SAP SAP SE | Technology | 3.29% |
SBUX Starbucks Corporation | Consumer Cyclical | 3.27% |
SHEL Shell plc | Energy | 10.69% |
SONY Sony Group Corporation | Technology | 2.59% |
TSLA Tesla, Inc. | Consumer Cyclical | 8.28% |
TTE TotalEnergies SE | Energy | 10.68% |
VZ Verizon Communications Inc. | Communication Services | 3.25% |
XOM | 8.49% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in semana 5, 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 3 months.
The earliest data available for this chart is Jan 2, 2013, corresponding to the inception date of ABBV
Returns By Period
As of May 9, 2025, the semana 5 returned -0.56% Year-To-Date and 17.19% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| semana 5 | -0.56% | 12.26% | -2.18% | 8.29% | 22.83% | 17.19% |
| Portfolio components: | ||||||
COP ConocoPhillips Company | -9.71% | 7.45% | -19.78% | -25.99% | 19.65% | 6.42% |
SHEL Shell plc | 4.99% | 8.92% | -3.11% | -6.73% | 18.55% | 5.12% |
TTE TotalEnergies SE | 6.73% | 7.55% | -5.87% | -16.00% | 16.57% | 6.57% |
XOM | -0.51% | 5.26% | -10.94% | -5.60% | 23.92% | 6.52% |
TSLA Tesla, Inc. | -29.47% | 28.38% | -4.07% | 63.02% | 39.28% | 33.49% |
ABBV AbbVie Inc. | 6.39% | 6.62% | -5.71% | 19.87% | 22.17% | 15.79% |
CMCSA Comcast Corporation | -7.22% | 4.20% | -21.20% | -9.43% | 1.32% | 4.04% |
CVX Chevron Corporation | -4.34% | 0.08% | -10.71% | -12.04% | 12.41% | 6.97% |
SONY Sony Group Corporation | 15.55% | 14.68% | 33.83% | 56.57% | 15.15% | 16.67% |
NEE NextEra Energy, Inc. | -3.92% | 6.57% | -7.07% | -3.58% | 6.08% | 13.48% |
VZ Verizon Communications Inc. | 12.82% | 5.07% | 11.21% | 17.96% | 0.42% | 3.89% |
RTX Raytheon Technologies Corporation | 11.75% | 6.82% | 8.27% | 26.51% | 20.03% | 8.29% |
SBUX Starbucks Corporation | -9.44% | 3.14% | -13.50% | 14.67% | 3.18% | 7.27% |
SAP SAP SE | 19.54% | 23.91% | 22.54% | 56.60% | 22.54% | 16.50% |
NKE NIKE, Inc. | -21.75% | 10.59% | -21.61% | -35.87% | -7.14% | 2.58% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.98% | 26.84% |
AMZN Amazon.com, Inc. | -12.45% | 12.55% | -8.56% | 2.17% | 10.09% | 24.46% |
ADBE Adobe Inc | -13.65% | 12.94% | -23.34% | -21.33% | 0.88% | 17.51% |
NFLX Netflix, Inc. | 28.40% | 31.48% | 43.68% | 87.77% | 21.39% | 29.88% |
NOW ServiceNow, Inc. | -8.08% | 33.93% | -4.02% | 35.15% | 20.97% | 29.49% |
Monthly Returns
The table below presents the monthly returns of semana 5, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.91% | 0.85% | 0.08% | -5.16% | 0.95% | -0.56% | |||||||
| 2024 | -0.21% | 1.37% | 3.59% | -1.14% | 0.44% | 1.18% | 2.97% | 1.85% | 0.68% | -0.36% | 4.54% | -2.43% | 12.98% |
| 2023 | 8.98% | -2.14% | 1.78% | 2.09% | -2.25% | 7.13% | 3.98% | 0.42% | -1.15% | -1.02% | 5.86% | 1.20% | 26.99% |
| 2022 | 4.19% | -0.50% | 4.34% | -9.72% | 7.97% | -10.03% | 7.70% | -1.91% | -7.95% | 11.92% | 5.70% | -3.93% | 4.84% |
| 2021 | 0.55% | 8.47% | 0.86% | 1.55% | 0.93% | 4.82% | -0.10% | 1.74% | 3.16% | 9.82% | -3.34% | 1.91% | 34.07% |
| 2020 | 0.90% | -7.43% | -15.58% | 15.74% | 3.75% | 5.17% | 2.36% | 12.49% | -8.44% | -6.04% | 24.20% | 5.53% | 29.29% |
| 2019 | 5.91% | 3.77% | 0.38% | 1.57% | -7.01% | 7.06% | -1.21% | -4.61% | 3.88% | 2.93% | 4.19% | 6.10% | 24.28% |
| 2018 | 9.14% | -3.62% | -2.13% | 5.25% | 2.22% | 3.15% | 1.16% | 2.03% | 1.61% | -5.45% | 1.28% | -6.70% | 7.04% |
| 2017 | 3.12% | -0.03% | 3.39% | 2.02% | 3.25% | -0.55% | 2.12% | 0.50% | 4.21% | 3.89% | 1.83% | 2.16% | 29.08% |
| 2016 | -7.00% | -1.30% | 8.49% | 5.55% | -1.03% | 1.14% | 1.88% | -1.62% | 1.40% | -0.83% | 2.54% | 3.75% | 12.81% |
| 2015 | -2.55% | 5.91% | -4.44% | 8.29% | 0.15% | -0.90% | 0.39% | -5.77% | -2.68% | 9.44% | 1.30% | -3.96% | 3.92% |
| 2014 | -2.10% | 8.48% | -2.04% | 1.34% | 2.63% | 5.31% | -3.02% | 3.70% | -3.56% | -0.60% | -1.18% | -1.55% | 6.88% |
Expense Ratio
semana 5 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of semana 5 is 28, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
COP ConocoPhillips Company | -0.81 | -1.01 | 0.86 | -0.72 | -1.73 |
SHEL Shell plc | -0.30 | -0.26 | 0.96 | -0.37 | -0.88 |
TTE TotalEnergies SE | -0.69 | -0.80 | 0.90 | -0.61 | -1.18 |
XOM | -0.24 | -0.19 | 0.98 | -0.32 | -0.72 |
TSLA Tesla, Inc. | 0.88 | 1.54 | 1.18 | 0.92 | 2.28 |
ABBV AbbVie Inc. | 0.73 | 0.99 | 1.15 | 0.88 | 2.15 |
CMCSA Comcast Corporation | -0.34 | -0.21 | 0.97 | -0.20 | -0.62 |
CVX Chevron Corporation | -0.48 | -0.48 | 0.93 | -0.54 | -1.37 |
SONY Sony Group Corporation | 1.82 | 2.03 | 1.26 | 1.18 | 7.66 |
NEE NextEra Energy, Inc. | -0.13 | 0.12 | 1.02 | -0.06 | -0.12 |
VZ Verizon Communications Inc. | 0.81 | 1.17 | 1.17 | 0.82 | 3.34 |
RTX Raytheon Technologies Corporation | 1.03 | 1.56 | 1.25 | 1.80 | 6.19 |
SBUX Starbucks Corporation | 0.36 | 0.96 | 1.13 | 0.40 | 1.42 |
SAP SAP SE | 1.97 | 2.88 | 1.37 | 3.18 | 13.11 |
NKE NIKE, Inc. | -0.90 | -1.10 | 0.82 | -0.52 | -1.59 |
MSFT Microsoft Corporation | 0.30 | 0.57 | 1.07 | 0.29 | 0.63 |
AMZN Amazon.com, Inc. | 0.07 | 0.31 | 1.04 | 0.06 | 0.16 |
ADBE Adobe Inc | -0.58 | -0.64 | 0.90 | -0.44 | -1.09 |
NFLX Netflix, Inc. | 2.74 | 3.60 | 1.48 | 4.79 | 15.67 |
NOW ServiceNow, Inc. | 0.81 | 1.36 | 1.19 | 0.89 | 2.48 |
Dividends
Dividend yield
semana 5 provided a 2.78% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.78% | 2.73% | 2.59% | 2.75% | 2.69% | 3.64% | 2.53% | 2.64% | 2.25% | 2.49% | 3.19% | 2.57% |
| Portfolio components: | ||||||||||||
COP ConocoPhillips Company | 3.06% | 2.54% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% |
SHEL Shell plc | 4.27% | 4.39% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% |
TTE TotalEnergies SE | 5.91% | 6.19% | 4.67% | 6.21% | 6.10% | 8.97% | 3.64% | 4.75% | 4.29% | 4.47% | 5.06% | 5.21% |
XOM | 3.66% | 3.57% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% |
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% |
ABBV AbbVie Inc. | 3.44% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% |
CMCSA Comcast Corporation | 3.68% | 3.25% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.70% | 1.18% | 1.96% | 1.73% | 1.16% |
CVX Chevron Corporation | 4.82% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% |
SONY Sony Group Corporation | 0.27% | 0.58% | 0.59% | 0.69% | 0.43% | 0.46% | 0.54% | 0.56% | 0.49% | 0.76% | 0.39% | 0.72% |
NEE NextEra Energy, Inc. | 3.09% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
VZ Verizon Communications Inc. | 6.19% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
RTX Raytheon Technologies Corporation | 1.96% | 2.14% | 2.76% | 2.14% | 2.33% | 2.64% | 1.96% | 2.66% | 2.13% | 2.39% | 2.66% | 2.05% |
SBUX Starbucks Corporation | 2.87% | 2.54% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% |
SAP SAP SE | 0.81% | 0.97% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.51% | 1.50% | 3.39% |
NKE NIKE, Inc. | 2.61% | 2.00% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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% |
ADBE Adobe 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% |
NFLX Netflix, 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% |
NOW ServiceNow, 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% |
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 semana 5. 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 semana 5 was 41.18%, occurring on Mar 18, 2020. Recovery took 110 trading sessions.
The current semana 5 drawdown is 6.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.18% | Feb 20, 2020 | 20 | Mar 18, 2020 | 110 | Aug 24, 2020 | 130 |
| -20.06% | Nov 5, 2015 | 67 | Feb 11, 2016 | 80 | Jun 7, 2016 | 147 |
| -18.75% | Oct 2, 2018 | 58 | Dec 24, 2018 | 137 | Jul 12, 2019 | 195 |
| -17.41% | Apr 5, 2022 | 69 | Jul 14, 2022 | 131 | Jan 20, 2023 | 200 |
| -16.49% | Feb 21, 2025 | 33 | Apr 8, 2025 | — | — | — |
Volatility
Volatility Chart
The current semana 5 volatility is 11.28%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 20 assets, with an effective number of assets of 14.66, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | NEE | VZ | TSLA | ABBV | NFLX | SONY | NOW | CMCSA | COP | NKE | SBUX | SHEL | RTX | XOM | AMZN | TTE | SAP | CVX | ADBE | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.37 | 0.36 | 0.46 | 0.44 | 0.49 | 0.53 | 0.58 | 0.56 | 0.45 | 0.58 | 0.58 | 0.45 | 0.58 | 0.48 | 0.64 | 0.48 | 0.61 | 0.49 | 0.68 | 0.72 | 0.80 |
| NEE | 0.37 | 1.00 | 0.35 | 0.13 | 0.22 | 0.12 | 0.21 | 0.17 | 0.27 | 0.13 | 0.25 | 0.29 | 0.14 | 0.26 | 0.18 | 0.19 | 0.17 | 0.25 | 0.19 | 0.24 | 0.27 | 0.27 |
| VZ | 0.36 | 0.35 | 1.00 | 0.07 | 0.28 | 0.08 | 0.19 | 0.10 | 0.36 | 0.21 | 0.24 | 0.27 | 0.23 | 0.29 | 0.28 | 0.12 | 0.23 | 0.22 | 0.29 | 0.16 | 0.20 | 0.31 |
| TSLA | 0.46 | 0.13 | 0.07 | 1.00 | 0.15 | 0.38 | 0.28 | 0.36 | 0.24 | 0.16 | 0.29 | 0.27 | 0.15 | 0.22 | 0.14 | 0.41 | 0.17 | 0.29 | 0.15 | 0.38 | 0.37 | 0.56 |
| ABBV | 0.44 | 0.22 | 0.28 | 0.15 | 1.00 | 0.19 | 0.24 | 0.25 | 0.31 | 0.23 | 0.27 | 0.26 | 0.23 | 0.31 | 0.28 | 0.22 | 0.25 | 0.28 | 0.27 | 0.28 | 0.28 | 0.42 |
| NFLX | 0.49 | 0.12 | 0.08 | 0.38 | 0.19 | 1.00 | 0.30 | 0.47 | 0.27 | 0.14 | 0.32 | 0.31 | 0.16 | 0.21 | 0.14 | 0.53 | 0.18 | 0.34 | 0.14 | 0.49 | 0.45 | 0.47 |
| SONY | 0.53 | 0.21 | 0.19 | 0.28 | 0.24 | 0.30 | 1.00 | 0.37 | 0.32 | 0.26 | 0.35 | 0.36 | 0.28 | 0.32 | 0.26 | 0.39 | 0.30 | 0.40 | 0.27 | 0.41 | 0.40 | 0.49 |
| NOW | 0.58 | 0.17 | 0.10 | 0.36 | 0.25 | 0.47 | 0.37 | 1.00 | 0.30 | 0.16 | 0.36 | 0.36 | 0.16 | 0.26 | 0.16 | 0.54 | 0.19 | 0.46 | 0.16 | 0.63 | 0.56 | 0.51 |
| CMCSA | 0.56 | 0.27 | 0.36 | 0.24 | 0.31 | 0.27 | 0.32 | 0.30 | 1.00 | 0.28 | 0.38 | 0.42 | 0.27 | 0.38 | 0.32 | 0.34 | 0.29 | 0.33 | 0.31 | 0.37 | 0.37 | 0.50 |
| COP | 0.45 | 0.13 | 0.21 | 0.16 | 0.23 | 0.14 | 0.26 | 0.16 | 0.28 | 1.00 | 0.24 | 0.22 | 0.69 | 0.42 | 0.75 | 0.19 | 0.63 | 0.23 | 0.77 | 0.21 | 0.22 | 0.69 |
| NKE | 0.58 | 0.25 | 0.24 | 0.29 | 0.27 | 0.32 | 0.35 | 0.36 | 0.38 | 0.24 | 1.00 | 0.53 | 0.24 | 0.38 | 0.28 | 0.40 | 0.25 | 0.36 | 0.27 | 0.45 | 0.41 | 0.50 |
| SBUX | 0.58 | 0.29 | 0.27 | 0.27 | 0.26 | 0.31 | 0.36 | 0.36 | 0.42 | 0.22 | 0.53 | 1.00 | 0.21 | 0.38 | 0.25 | 0.42 | 0.26 | 0.39 | 0.26 | 0.44 | 0.42 | 0.49 |
| SHEL | 0.45 | 0.14 | 0.23 | 0.15 | 0.23 | 0.16 | 0.28 | 0.16 | 0.27 | 0.69 | 0.24 | 0.21 | 1.00 | 0.41 | 0.70 | 0.21 | 0.79 | 0.32 | 0.71 | 0.21 | 0.24 | 0.70 |
| RTX | 0.58 | 0.26 | 0.29 | 0.22 | 0.31 | 0.21 | 0.32 | 0.26 | 0.38 | 0.42 | 0.38 | 0.38 | 0.41 | 1.00 | 0.44 | 0.27 | 0.40 | 0.34 | 0.44 | 0.33 | 0.34 | 0.55 |
| XOM | 0.48 | 0.18 | 0.28 | 0.14 | 0.28 | 0.14 | 0.26 | 0.16 | 0.32 | 0.75 | 0.28 | 0.25 | 0.70 | 0.44 | 1.00 | 0.19 | 0.63 | 0.24 | 0.82 | 0.20 | 0.22 | 0.68 |
| AMZN | 0.64 | 0.19 | 0.12 | 0.41 | 0.22 | 0.53 | 0.39 | 0.54 | 0.34 | 0.19 | 0.40 | 0.42 | 0.21 | 0.27 | 0.19 | 1.00 | 0.23 | 0.46 | 0.20 | 0.59 | 0.61 | 0.54 |
| TTE | 0.48 | 0.17 | 0.23 | 0.17 | 0.25 | 0.18 | 0.30 | 0.19 | 0.29 | 0.63 | 0.25 | 0.26 | 0.79 | 0.40 | 0.63 | 0.23 | 1.00 | 0.38 | 0.65 | 0.24 | 0.27 | 0.70 |
| SAP | 0.61 | 0.25 | 0.22 | 0.29 | 0.28 | 0.34 | 0.40 | 0.46 | 0.33 | 0.23 | 0.36 | 0.39 | 0.32 | 0.34 | 0.24 | 0.46 | 0.38 | 1.00 | 0.27 | 0.51 | 0.52 | 0.54 |
| CVX | 0.49 | 0.19 | 0.29 | 0.15 | 0.27 | 0.14 | 0.27 | 0.16 | 0.31 | 0.77 | 0.27 | 0.26 | 0.71 | 0.44 | 0.82 | 0.20 | 0.65 | 0.27 | 1.00 | 0.23 | 0.26 | 0.68 |
| ADBE | 0.68 | 0.24 | 0.16 | 0.38 | 0.28 | 0.49 | 0.41 | 0.63 | 0.37 | 0.21 | 0.45 | 0.44 | 0.21 | 0.33 | 0.20 | 0.59 | 0.24 | 0.51 | 0.23 | 1.00 | 0.66 | 0.57 |
| MSFT | 0.72 | 0.27 | 0.20 | 0.37 | 0.28 | 0.45 | 0.40 | 0.56 | 0.37 | 0.22 | 0.41 | 0.42 | 0.24 | 0.34 | 0.22 | 0.61 | 0.27 | 0.52 | 0.26 | 0.66 | 1.00 | 0.56 |
| Portfolio | 0.80 | 0.27 | 0.31 | 0.56 | 0.42 | 0.47 | 0.49 | 0.51 | 0.50 | 0.69 | 0.50 | 0.49 | 0.70 | 0.55 | 0.68 | 0.54 | 0.70 | 0.54 | 0.68 | 0.57 | 0.56 | 1.00 |