semana 5
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification
semana 5
Last updated Oct 18, 2024
Asset Allocation
| Position | Category/Sector | 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 Exxon Mobil Corporation | Energy | 8.49% |
Quarterly
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 Quarterly
semana 5
Benchmark (^GSPC)
Portfolio components
The earliest data available for this chart is Dec 10, 2012, corresponding to the inception date of ABBV
Returns By Period
As of Oct 18, 2024, the semana 5 returned 9.85% Year-To-Date and 18.21% 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 | 22.73% | 2.66% | 16.83% | 38.58% | 14.32% | 11.57% |
| semana 5 | 9.85% | -1.17% | 6.65% | 16.89% | 23.62% | 17.84% |
| Portfolio components: | ||||||
COP ConocoPhillips Company | -7.66% | -4.44% | -17.71% | -13.16% | 17.44% | 7.46% |
SHEL Shell plc | 4.96% | -2.44% | -5.63% | 4.05% | 6.76% | 4.43% |
TTE TotalEnergies SE | 0.03% | -4.85% | -8.25% | 3.52% | 10.98% | 6.98% |
XOM Exxon Mobil Corporation | 23.12% | 4.11% | 1.16% | 11.83% | 17.16% | 6.99% |
TSLA Tesla, Inc. | -11.18% | -7.37% | 55.37% | 4.11% | 67.30% | 30.36% |
ABBV AbbVie Inc. | 24.78% | -2.81% | 13.03% | 32.24% | 24.44% | 16.74% |
CMCSA Comcast Corporation | -4.79% | 1.80% | 1.47% | -2.59% | 0.08% | 6.39% |
CVX Chevron Corporation | 4.45% | 3.57% | -4.82% | -5.64% | 9.84% | 7.16% |
SONY Sony Group Corporation | -2.17% | -2.14% | 11.70% | 11.35% | 11.73% | 20.09% |
NEE NextEra Energy, Inc. | 42.01% | 1.96% | 30.88% | 67.36% | 9.98% | 16.10% |
VZ Verizon Communications Inc. | 24.46% | 0.78% | 17.64% | 48.62% | -0.98% | 4.09% |
RTX Raytheon Technologies Corporation | 52.36% | 6.58% | 25.40% | 78.00% | 11.60% | 10.24% |
SBUX Starbucks Corporation | 2.86% | 0.82% | 11.32% | 5.42% | 5.42% | 11.92% |
SAP SAP SE | 50.94% | 0.71% | 30.95% | 78.52% | 13.89% | 15.28% |
NKE NIKE, Inc. | -22.70% | -4.16% | -11.22% | -17.98% | -1.04% | 7.42% |
MSFT Microsoft Corporation | 11.81% | -3.93% | 4.67% | 28.97% | 26.21% | 26.71% |
AMZN Amazon.com, Inc. | 24.44% | -1.32% | 6.68% | 51.05% | 16.56% | 29.50% |
ADBE Adobe Inc | -16.58% | -4.71% | 6.60% | -8.00% | 13.80% | 22.27% |
NFLX Netflix, Inc. | 56.89% | 8.97% | 37.74% | 90.52% | 23.09% | 30.19% |
NOW ServiceNow, Inc. | 30.47% | -1.67% | 27.68% | 69.90% | 33.30% | 30.37% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -0.21% | 1.39% | 3.60% | -1.14% | 0.46% | 1.18% | 2.97% | 1.87% | 0.66% | 9.85% | |||
| 2023 | 8.98% | -2.14% | 1.78% | 2.09% | -2.25% | 7.13% | 3.98% | 0.42% | -1.12% | -1.02% | 5.86% | 1.20% | 27.03% |
| 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% | 3.14% | 9.82% | -3.34% | 1.91% | 34.04% |
| 2020 | 0.90% | -7.43% | -15.54% | 15.96% | 3.74% | 5.15% | 2.36% | 12.49% | -8.41% | -6.04% | 24.20% | 5.53% | 29.62% |
| 2019 | 5.91% | 3.77% | 0.38% | 1.57% | -7.00% | 7.06% | -1.21% | -4.60% | 3.84% | 2.93% | 4.19% | 6.10% | 24.24% |
| 2018 | 9.14% | -3.62% | -2.13% | 5.25% | 2.23% | 3.15% | 1.16% | 2.03% | 1.61% | -5.45% | 1.28% | -6.70% | 7.05% |
| 2017 | 3.12% | -0.03% | 3.39% | 2.02% | 3.25% | -0.55% | 2.12% | 0.50% | 4.24% | 3.89% | 1.83% | 2.16% | 29.12% |
| 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% | 12.82% |
| 2015 | -2.55% | 5.91% | -4.44% | 8.29% | 0.15% | -0.90% | 0.39% | -5.77% | -2.68% | 9.44% | 1.31% | -3.96% | 3.93% |
| 2014 | -2.10% | 8.48% | -2.04% | 1.34% | 2.63% | 5.31% | -3.02% | 3.70% | -3.56% | -0.60% | -1.17% | -1.55% | 6.88% |
| 2013 | 7.07% | 0.07% | 4.29% | 7.31% | 8.69% | 2.01% | 7.91% | 1.67% | 6.32% | 2.69% | 1.00% | 3.55% | 66.55% |
Expense Ratio
semana 5 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
The portfolio doesn't hold funds that charge fees
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of semana 5 is 16, indicating that it is in the bottom 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Combined Rank
Sharpe Ratio Rank
Sortino Ratio Rank
Omega Ratio Rank
Calmar Ratio Rank
Martin Ratio Rank
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.
Portfolio components
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
COP ConocoPhillips Company | -0.68 | -0.86 | 0.90 | -0.66 | -1.23 |
SHEL Shell plc | 0.14 | 0.30 | 1.04 | 0.23 | 0.53 |
TTE TotalEnergies SE | 0.08 | 0.24 | 1.03 | 0.14 | 0.30 |
XOM Exxon Mobil Corporation | 0.51 | 0.84 | 1.10 | 0.53 | 1.77 |
TSLA Tesla, Inc. | 0.00 | 0.40 | 1.05 | 0.00 | 0.01 |
ABBV AbbVie Inc. | 1.75 | 2.28 | 1.32 | 2.07 | 6.56 |
CMCSA Comcast Corporation | -0.13 | -0.03 | 1.00 | -0.09 | -0.26 |
CVX Chevron Corporation | -0.34 | -0.32 | 0.96 | -0.31 | -0.79 |
SONY Sony Group Corporation | 0.39 | 0.73 | 1.09 | 0.28 | 1.04 |
NEE NextEra Energy, Inc. | 2.47 | 3.08 | 1.42 | 1.55 | 12.27 |
VZ Verizon Communications Inc. | 2.19 | 3.14 | 1.44 | 1.22 | 13.21 |
RTX Raytheon Technologies Corporation | 4.04 | 6.78 | 1.84 | 2.51 | 31.49 |
SBUX Starbucks Corporation | 0.14 | 0.55 | 1.08 | 0.13 | 0.29 |
SAP SAP SE | 3.06 | 4.01 | 1.50 | 4.22 | 23.30 |
NKE NIKE, Inc. | -0.53 | -0.48 | 0.92 | -0.31 | -0.74 |
MSFT Microsoft Corporation | 1.40 | 1.90 | 1.24 | 1.75 | 4.67 |
AMZN Amazon.com, Inc. | 1.71 | 2.35 | 1.31 | 1.32 | 8.14 |
ADBE Adobe Inc | -0.30 | -0.20 | 0.97 | -0.29 | -0.65 |
NFLX Netflix, Inc. | 3.04 | 3.99 | 1.53 | 2.12 | 21.50 |
NOW ServiceNow, Inc. | 1.93 | 2.42 | 1.36 | 2.64 | 10.45 |
semana 5
Benchmark (^GSPC)
Portfolio components
Dividends
Dividend yield
semana 5 granted a 2.54% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| semana 5 | 2.54% | 2.61% | 2.75% | 2.69% | 3.64% | 2.59% | 2.65% | 2.28% | 2.53% | 3.19% | 2.57% | 2.42% |
| Portfolio components: | ||||||||||||
COP ConocoPhillips Company | 2.78% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
SHEL Shell plc | 4.07% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
TTE TotalEnergies SE | 5.17% | 4.67% | 6.21% | 6.10% | 8.97% | 3.64% | 4.75% | 4.29% | 4.47% | 5.06% | 5.21% | 4.31% |
XOM Exxon Mobil Corporation | 3.17% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
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. | 3.32% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
CMCSA Comcast Corporation | 3.01% | 2.60% | 3.03% | 1.95% | 1.72% | 1.40% | 2.69% | 1.18% | 1.96% | 1.73% | 1.16% | 1.50% |
CVX Chevron Corporation | 4.24% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% | 3.75% | 3.12% |
SONY Sony Group Corporation | 1.58% | 1.74% | 0.69% | 0.43% | 0.46% | 2.70% | 0.56% | 1.48% | 2.02% | 0.39% | 0.72% | 5.56% |
NEE NextEra Energy, Inc. | 2.39% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
VZ Verizon Communications Inc. | 6.08% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
RTX Raytheon Technologies Corporation | 1.94% | 2.76% | 2.14% | 2.33% | 2.64% | 2.09% | 2.84% | 2.27% | 2.55% | 2.84% | 2.19% | 2.06% |
SBUX Starbucks Corporation | 2.35% | 2.25% | 2.02% | 1.57% | 1.57% | 1.69% | 2.05% | 1.83% | 1.53% | 0.87% | 0.00% | 0.00% |
SAP SAP SE | 1.04% | 1.41% | 2.58% | 1.56% | 1.31% | 1.27% | 1.73% | 1.18% | 1.52% | 1.50% | 3.38% | 1.27% |
NKE NIKE, Inc. | 1.78% | 1.28% | 1.07% | 0.68% | 0.71% | 0.89% | 1.11% | 1.18% | 1.30% | 0.93% | 1.04% | 1.11% |
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% |
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.
semana 5
Benchmark (^GSPC)
Portfolio components
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 108 trading sessions.
The current semana 5 drawdown is 2.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -41.18% | Feb 20, 2020 | 20 | Mar 18, 2020 | 108 | Aug 20, 2020 | 128 |
| -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 |
| -15.47% | Jun 24, 2015 | 44 | Aug 25, 2015 | 49 | Nov 3, 2015 | 93 |
Volatility
Volatility Chart
The current semana 5 volatility is 3.45%, 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.
semana 5
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.
| NEE | VZ | TSLA | ABBV | NFLX | SONY | NOW | COP | CMCSA | SBUX | SHEL | NKE | XOM | RTX | TTE | AMZN | SAP | CVX | ADBE | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| NEE | 1.00 | 0.35 | 0.14 | 0.22 | 0.13 | 0.21 | 0.19 | 0.12 | 0.27 | 0.30 | 0.14 | 0.26 | 0.18 | 0.27 | 0.17 | 0.21 | 0.26 | 0.19 | 0.25 | 0.29 |
| VZ | 0.35 | 1.00 | 0.09 | 0.28 | 0.09 | 0.20 | 0.12 | 0.21 | 0.36 | 0.27 | 0.23 | 0.25 | 0.28 | 0.30 | 0.24 | 0.15 | 0.24 | 0.29 | 0.17 | 0.23 |
| TSLA | 0.14 | 0.09 | 1.00 | 0.16 | 0.37 | 0.28 | 0.36 | 0.16 | 0.24 | 0.28 | 0.15 | 0.30 | 0.14 | 0.22 | 0.17 | 0.40 | 0.29 | 0.15 | 0.39 | 0.36 |
| ABBV | 0.22 | 0.28 | 0.16 | 1.00 | 0.19 | 0.24 | 0.26 | 0.23 | 0.31 | 0.26 | 0.23 | 0.27 | 0.28 | 0.32 | 0.25 | 0.23 | 0.28 | 0.27 | 0.28 | 0.29 |
| NFLX | 0.13 | 0.09 | 0.37 | 0.19 | 1.00 | 0.30 | 0.46 | 0.14 | 0.27 | 0.31 | 0.16 | 0.33 | 0.14 | 0.21 | 0.18 | 0.53 | 0.34 | 0.15 | 0.49 | 0.44 |
| SONY | 0.21 | 0.20 | 0.28 | 0.24 | 0.30 | 1.00 | 0.37 | 0.26 | 0.32 | 0.36 | 0.28 | 0.36 | 0.26 | 0.32 | 0.31 | 0.39 | 0.40 | 0.28 | 0.42 | 0.40 |
| NOW | 0.19 | 0.12 | 0.36 | 0.26 | 0.46 | 0.37 | 1.00 | 0.17 | 0.30 | 0.37 | 0.17 | 0.37 | 0.16 | 0.26 | 0.20 | 0.54 | 0.46 | 0.18 | 0.64 | 0.56 |
| COP | 0.12 | 0.21 | 0.16 | 0.23 | 0.14 | 0.26 | 0.17 | 1.00 | 0.28 | 0.22 | 0.69 | 0.24 | 0.75 | 0.42 | 0.64 | 0.19 | 0.24 | 0.78 | 0.22 | 0.23 |
| CMCSA | 0.27 | 0.36 | 0.24 | 0.31 | 0.27 | 0.32 | 0.30 | 0.28 | 1.00 | 0.43 | 0.28 | 0.39 | 0.32 | 0.39 | 0.30 | 0.35 | 0.34 | 0.32 | 0.37 | 0.38 |
| SBUX | 0.30 | 0.27 | 0.28 | 0.26 | 0.31 | 0.36 | 0.37 | 0.22 | 0.43 | 1.00 | 0.21 | 0.53 | 0.25 | 0.38 | 0.25 | 0.44 | 0.40 | 0.25 | 0.44 | 0.44 |
| SHEL | 0.14 | 0.23 | 0.15 | 0.23 | 0.16 | 0.28 | 0.17 | 0.69 | 0.28 | 0.21 | 1.00 | 0.24 | 0.70 | 0.42 | 0.79 | 0.21 | 0.32 | 0.71 | 0.22 | 0.25 |
| NKE | 0.26 | 0.25 | 0.30 | 0.27 | 0.33 | 0.36 | 0.37 | 0.24 | 0.39 | 0.53 | 0.24 | 1.00 | 0.28 | 0.40 | 0.26 | 0.42 | 0.38 | 0.28 | 0.45 | 0.42 |
| XOM | 0.18 | 0.28 | 0.14 | 0.28 | 0.14 | 0.26 | 0.16 | 0.75 | 0.32 | 0.25 | 0.70 | 0.28 | 1.00 | 0.45 | 0.64 | 0.20 | 0.25 | 0.82 | 0.20 | 0.23 |
| RTX | 0.27 | 0.30 | 0.22 | 0.32 | 0.21 | 0.32 | 0.26 | 0.42 | 0.39 | 0.38 | 0.42 | 0.40 | 0.45 | 1.00 | 0.41 | 0.28 | 0.35 | 0.46 | 0.33 | 0.35 |
| TTE | 0.17 | 0.24 | 0.17 | 0.25 | 0.18 | 0.31 | 0.20 | 0.64 | 0.30 | 0.25 | 0.79 | 0.26 | 0.64 | 0.41 | 1.00 | 0.24 | 0.39 | 0.65 | 0.25 | 0.28 |
| AMZN | 0.21 | 0.15 | 0.40 | 0.23 | 0.53 | 0.39 | 0.54 | 0.19 | 0.35 | 0.44 | 0.21 | 0.42 | 0.20 | 0.28 | 0.24 | 1.00 | 0.47 | 0.21 | 0.59 | 0.60 |
| SAP | 0.26 | 0.24 | 0.29 | 0.28 | 0.34 | 0.40 | 0.46 | 0.24 | 0.34 | 0.40 | 0.32 | 0.38 | 0.25 | 0.35 | 0.39 | 0.47 | 1.00 | 0.29 | 0.52 | 0.52 |
| CVX | 0.19 | 0.29 | 0.15 | 0.27 | 0.15 | 0.28 | 0.18 | 0.78 | 0.32 | 0.25 | 0.71 | 0.28 | 0.82 | 0.46 | 0.65 | 0.21 | 0.29 | 1.00 | 0.23 | 0.27 |
| ADBE | 0.25 | 0.17 | 0.39 | 0.28 | 0.49 | 0.42 | 0.64 | 0.22 | 0.37 | 0.44 | 0.22 | 0.45 | 0.20 | 0.33 | 0.25 | 0.59 | 0.52 | 0.23 | 1.00 | 0.67 |
| MSFT | 0.29 | 0.23 | 0.36 | 0.29 | 0.44 | 0.40 | 0.56 | 0.23 | 0.38 | 0.44 | 0.25 | 0.42 | 0.23 | 0.35 | 0.28 | 0.60 | 0.52 | 0.27 | 0.67 | 1.00 |
The correlation results are calculated based on daily price changes starting from Dec 11, 2012