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Miguel Bravo 3

Last updated Mar 2, 2024

Asset Allocation


ISRG 11.11%ABB 11.11%GOLD 11.11%AAPL 11.11%MSFT 11.11%AMZN 11.11%NVDA 11.11%NVO 11.11%TSLA 11.11%EquityEquity
PositionCategory/SectorWeight
ISRG
Intuitive Surgical, Inc.
Healthcare

11.11%

ABB
ABB Ltd
Industrials

11.11%

GOLD
Barrick Gold Corporation
Basic Materials

11.11%

AAPL
Apple Inc.
Technology

11.11%

MSFT
Microsoft Corporation
Technology

11.11%

AMZN
Amazon.com, Inc.
Consumer Cyclical

11.11%

NVDA
NVIDIA Corporation
Technology

11.11%

NVO
Novo Nordisk A/S
Healthcare

11.11%

TSLA
Tesla, Inc.
Consumer Cyclical

11.11%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Miguel Bravo 3, 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%500.00%1,000.00%1,500.00%2,000.00%2,500.00%3,000.00%3,500.00%OctoberNovemberDecember2024FebruaryMarch
3,484.44%
393.36%
Miguel Bravo 3
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 29, 2010, corresponding to the inception date of TSLA

Returns

As of Mar 2, 2024, the Miguel Bravo 3 returned 9.82% Year-To-Date and 29.78% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Miguel Bravo 39.82%5.42%17.38%57.53%39.09%29.82%
ISRG
Intuitive Surgical, Inc.
17.95%3.68%28.19%69.41%16.95%23.25%
ABB
ABB Ltd
0.00%0.00%0.00%21.35%19.76%8.19%
GOLD
Barrick Gold Corporation
-16.84%-2.38%-6.14%-7.29%5.94%-1.32%
AAPL
Apple Inc.
-6.57%-3.21%-4.93%19.59%33.67%26.87%
MSFT
Microsoft Corporation
10.70%1.23%26.91%64.09%31.42%29.15%
AMZN
Amazon.com, Inc.
17.30%3.73%29.03%87.80%16.10%25.40%
NVDA
NVIDIA Corporation
66.15%24.36%69.64%244.56%84.41%69.04%
NVO
Novo Nordisk A/S
20.09%9.26%31.24%73.03%39.92%19.82%
TSLA
Tesla, Inc.
-18.45%7.84%-17.29%2.45%61.70%28.28%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.45%6.61%
20230.67%-6.03%-0.99%11.05%2.93%

Sharpe Ratio

The current Miguel Bravo 3 Sharpe ratio is 3.54. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.54

The Sharpe ratio of Miguel Bravo 3 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00OctoberNovemberDecember2024FebruaryMarch
3.54
2.44
Miguel Bravo 3
Benchmark (^GSPC)
Portfolio components

Dividend yield

Miguel Bravo 3 granted a 0.69% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Miguel Bravo 30.69%0.64%0.95%0.84%0.66%0.72%1.06%0.81%0.98%1.29%1.27%1.35%
ISRG
Intuitive Surgical, 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%
ABB
ABB Ltd
2.28%2.28%2.88%2.29%2.95%3.26%4.24%2.84%3.56%4.28%3.73%2.73%
GOLD
Barrick Gold Corporation
2.68%2.21%3.76%4.05%1.34%0.69%1.38%0.82%0.49%1.87%1.84%2.80%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.69%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%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
NVO
Novo Nordisk A/S
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
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%

Expense Ratio

The Miguel Bravo 3 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Miguel Bravo 3
3.54
ISRG
Intuitive Surgical, Inc.
2.60
ABB
ABB Ltd
1.69
GOLD
Barrick Gold Corporation
-0.21
AAPL
Apple Inc.
1.27
MSFT
Microsoft Corporation
3.10
AMZN
Amazon.com, Inc.
3.07
NVDA
NVIDIA Corporation
5.65
NVO
Novo Nordisk A/S
2.42
TSLA
Tesla, Inc.
-0.00

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

GOLDNVOTSLAABBISRGNVDAAAPLAMZNMSFT
GOLD1.000.140.090.180.120.100.110.110.11
NVO0.141.000.190.350.330.250.260.270.33
TSLA0.090.191.000.290.340.390.360.390.35
ABB0.180.350.291.000.400.390.390.370.44
ISRG0.120.330.340.401.000.450.460.460.52
NVDA0.100.250.390.390.451.000.490.500.55
AAPL0.110.260.360.390.460.491.000.500.55
AMZN0.110.270.390.370.460.500.501.000.57
MSFT0.110.330.350.440.520.550.550.571.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Miguel Bravo 3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Miguel Bravo 3. 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 Miguel Bravo 3 was 35.23%, occurring on Oct 14, 2022. Recovery took 149 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.23%Nov 22, 2021226Oct 14, 2022149May 19, 2023375
-33.17%Feb 20, 202020Mar 18, 202044May 20, 202064
-19.99%Oct 2, 201858Dec 24, 2018143Jul 22, 2019201
-15.23%Jul 25, 201121Aug 22, 201155Nov 8, 201176
-13.49%Feb 16, 202115Mar 8, 202125Apr 13, 202140

Volatility Chart

The current Miguel Bravo 3 volatility is 5.26%, 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%OctoberNovemberDecember2024FebruaryMarch
5.26%
3.47%
Miguel Bravo 3
Benchmark (^GSPC)
Portfolio components
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