Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BBSEY BB Seguridade Participacoes SA | Financial Services | 25% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 25% |
SPY State Street SPDR S&P 500 ETF | S&P 500 | 25% |
VALE Vale S.A. | Basic Materials | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Meu portfólio , 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.
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The earliest data available for this chart is Mar 31, 2014, corresponding to the inception date of BBSEY
Returns By Period
As of Apr 16, 2026, the Meu portfólio returned 31.41% Year-To-Date and 19.71% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.80% | 4.83% | 2.59% | 5.27% | 30.14% | 19.29% | 10.91% | 12.94% |
Portfolio Meu portfólio | -0.92% | 8.69% | 31.41% | 44.53% | 59.52% | 21.68% | 23.90% | 19.71% |
| Portfolio components: | ||||||||
PBR Petróleo Brasileiro S.A. - Petrobras | -2.24% | 7.15% | 73.33% | 80.16% | 95.79% | 33.52% | 45.00% | 23.60% |
BBSEY BB Seguridade Participacoes SA | -2.16% | 0.74% | 8.92% | 23.87% | 7.02% | 8.40% | 19.27% | 5.12% |
VALE Vale S.A. | -0.34% | 17.08% | 35.23% | 60.56% | 103.11% | 11.97% | 7.67% | 20.73% |
SPY State Street SPDR S&P 500 ETF | 0.79% | 4.91% | 2.92% | 5.83% | 31.69% | 20.82% | 12.43% | 14.77% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 1, 2014, Meu portfólio 's average daily return is +0.07%, while the average monthly return is +1.47%. At this rate, an investment would double in approximately 4.0 years.
Historically, 54% of months were positive and 46% were negative. The best month was Mar 2016 with a return of +39.5%, while the worst month was Mar 2020 at -27.9%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 5 months.
On a daily basis, Meu portfólio closed higher 53% of trading days. The best single day was Mar 24, 2020 with a return of +11.6%, while the worst single day was Mar 9, 2020 at -14.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 14.68% | 5.26% | 4.13% | 4.55% | 31.41% | ||||||||
| 2025 | 6.49% | 2.86% | 3.23% | -5.16% | -1.83% | 5.43% | -1.78% | 4.32% | 3.53% | 1.48% | 4.00% | 1.72% | 26.42% |
| 2024 | -1.05% | -0.86% | -2.78% | 0.81% | -1.58% | -2.27% | 0.47% | 4.46% | 2.06% | -6.37% | -0.57% | -2.40% | -10.00% |
| 2023 | 10.72% | -6.18% | -2.05% | 1.58% | -2.45% | 11.75% | 5.04% | -3.42% | 0.91% | -0.90% | 8.10% | 6.06% | 31.06% |
| 2022 | 11.31% | 7.99% | 9.90% | -7.11% | 7.32% | -13.82% | 9.08% | 4.53% | -7.68% | 6.41% | 8.10% | -0.76% | 36.37% |
| 2021 | -6.50% | -4.68% | 1.77% | 5.52% | 9.60% | 8.75% | -7.07% | -1.86% | -6.81% | -0.09% | -0.76% | 8.32% | 4.14% |
Benchmark Metrics
Meu portfólio has an annualized alpha of 5.35%, beta of 1.00, and R² of 0.33 versus S&P 500 Index. Calculated based on daily prices since April 01, 2014.
- This portfolio captured 108.39% of S&P 500 Index gains but only 98.05% of its losses — a favorable profile for investors.
- R² of 0.33 means the benchmark explains less than half of this portfolio's behavior — treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 5.35%
- Beta
- 1.00
- R²
- 0.33
- Upside Capture
- 108.39%
- Downside Capture
- 98.05%
Expense Ratio
Meu portfólio has an expense ratio of 0.02%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Return for Risk
Risk / Return Rank
Meu portfólio ranks 83 for risk / return — in the top 83% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.18 | 2.30 | +0.88 |
Sortino ratioReturn per unit of downside risk | 3.94 | 3.18 | +0.76 |
Omega ratioGain probability vs. loss probability | 1.52 | 1.43 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | 10.14 | 3.40 | +6.74 |
Martin ratioReturn relative to average drawdown | 25.53 | 15.35 | +10.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
PBR Petróleo Brasileiro S.A. - Petrobras | 91 | 3.22 | 3.86 | 1.52 | 6.47 | 14.83 |
BBSEY BB Seguridade Participacoes SA | 38 | 0.17 | 0.54 | 1.07 | 0.53 | 0.85 |
VALE Vale S.A. | 92 | 3.43 | 3.93 | 1.52 | 5.09 | 19.84 |
SPY State Street SPDR S&P 500 ETF | 67 | 2.41 | 3.33 | 1.45 | 3.67 | 16.64 |
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Dividends
Dividend yield
Meu portfólio provided a 5.20% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.20% | 6.66% | 7.87% | 7.51% | 18.03% | 11.09% | 5.08% | 2.48% | 4.47% | 2.83% | 3.84% | 3.41% |
| Portfolio components: | ||||||||||||
PBR Petróleo Brasileiro S.A. - Petrobras | 4.09% | 7.10% | 14.73% | 10.91% | 55.64% | 18.95% | 0.84% | 1.59% | 1.03% | 0.00% | 0.00% | 0.00% |
BBSEY BB Seguridade Participacoes SA | 12.39% | 11.19% | 4.13% | 10.00% | 6.19% | 4.52% | 15.23% | 3.96% | 10.63% | 5.74% | 12.26% | 4.08% |
VALE Vale S.A. | 3.26% | 7.29% | 11.41% | 7.75% | 8.63% | 19.70% | 2.72% | 2.63% | 4.16% | 3.77% | 1.06% | 7.48% |
SPY State Street SPDR S&P 500 ETF | 1.05% | 1.07% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Meu portfólio . 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 Meu portfólio was 65.74%, occurring on Jan 25, 2016. Recovery took 489 trading sessions.
The current Meu portfólio drawdown is 2.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.74% | Sep 3, 2014 | 351 | Jan 25, 2016 | 489 | Jan 2, 2018 | 840 |
| -52.25% | Jan 3, 2020 | 55 | Mar 23, 2020 | 183 | Dec 10, 2020 | 238 |
| -21.95% | Apr 5, 2022 | 69 | Jul 14, 2022 | 70 | Oct 21, 2022 | 139 |
| -20.62% | May 17, 2018 | 29 | Jun 27, 2018 | 71 | Oct 8, 2018 | 100 |
| -18.07% | Jun 25, 2021 | 60 | Sep 20, 2021 | 92 | Jan 31, 2022 | 152 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | BBSEY | PBR | SPY | VALE | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.26 | 0.34 | 1.00 | 0.40 | 0.51 |
| BBSEY | 0.26 | 1.00 | 0.42 | 0.26 | 0.37 | 0.70 |
| PBR | 0.34 | 0.42 | 1.00 | 0.34 | 0.56 | 0.82 |
| SPY | 1.00 | 0.26 | 0.34 | 1.00 | 0.40 | 0.51 |
| VALE | 0.40 | 0.37 | 0.56 | 0.40 | 1.00 | 0.79 |
| Portfolio | 0.51 | 0.70 | 0.82 | 0.51 | 0.79 | 1.00 |