US - 2024 Q3 - concentrated 2
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOGL Alphabet Inc. | Communication Services | 41.58% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 34.02% |
SPLG SPDR Portfolio S&P 500 ETF | Large Cap Blend Equities | 24.40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in US - 2024 Q3 - concentrated 2, 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
The earliest data available for this chart is Nov 15, 2005, corresponding to the inception date of SPLG
Returns By Period
As of Sep 20, 2024, the US - 2024 Q3 - concentrated 2 returned 13.92% Year-To-Date and 19.81% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| US - 2024 Q3 - concentrated 2 | 13.92% | 0.10% | 10.57% | 24.33% | 26.09% | 19.92% |
| Portfolio components: | ||||||
GOOGL Alphabet Inc. | 16.36% | -2.11% | 7.81% | 24.61% | 21.52% | 18.63% |
PBR Petróleo Brasileiro S.A. - Petrobras | 3.54% | 1.19% | 12.56% | 14.34% | 24.20% | 10.66% |
SPLG SPDR Portfolio S&P 500 ETF | 20.99% | 1.85% | 9.92% | 33.82% | 15.72% | 13.12% |
Monthly Returns
The table below presents the monthly returns of US - 2024 Q3 - concentrated 2, 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 | 2.87% | -0.37% | 1.80% | 7.25% | 1.87% | 1.93% | -2.64% | 2.06% | 13.92% | ||||
| 2023 | 9.56% | -5.86% | 5.01% | 6.29% | 9.14% | 10.12% | 7.42% | 0.47% | -0.68% | -2.63% | 6.90% | 4.90% | 61.95% |
| 2022 | 3.37% | 2.10% | 3.19% | -9.88% | 4.48% | -9.96% | 12.66% | 4.03% | -12.19% | 2.84% | 5.06% | -9.57% | -7.18% |
| 2021 | -2.01% | -1.13% | 4.20% | 8.30% | 7.00% | 9.27% | 0.49% | 6.33% | -6.00% | 4.46% | 0.68% | 7.05% | 44.56% |
| 2020 | -0.99% | -9.26% | -24.31% | 19.25% | 7.56% | 3.33% | 5.82% | 3.70% | -9.27% | 1.27% | 20.41% | 7.39% | 17.52% |
| 2019 | 13.88% | -0.48% | 2.64% | 0.29% | -6.43% | 3.52% | 4.44% | -4.40% | 3.63% | 5.95% | -0.79% | 4.56% | 28.53% |
| 2018 | 16.58% | -1.50% | -2.49% | -0.76% | -1.44% | -3.04% | 10.24% | -1.65% | 3.12% | 5.93% | -3.26% | -8.39% | 11.45% |
| 2017 | 2.42% | 1.56% | -0.98% | 1.53% | 1.48% | -4.05% | 4.69% | 1.14% | 5.62% | 5.16% | -2.14% | 2.91% | 20.59% |
| 2016 | -9.13% | -1.01% | 24.23% | 7.85% | -8.69% | 6.73% | 13.33% | 1.85% | 1.63% | 8.28% | -3.34% | -1.41% | 42.19% |
| 2015 | -6.21% | 6.65% | -3.68% | 19.60% | -5.44% | 2.77% | 1.03% | -5.69% | -6.21% | 12.88% | 0.64% | -2.90% | 10.38% |
| 2014 | -4.73% | 2.49% | 1.13% | 1.46% | 3.98% | 2.81% | 2.32% | 9.32% | -11.04% | -6.84% | -5.65% | -7.81% | -13.63% |
| 2013 | 2.15% | -3.17% | 3.85% | 7.80% | 0.50% | -8.60% | 2.13% | -2.81% | 7.25% | 12.69% | -1.13% | -1.19% | 19.21% |
Expense Ratio
US - 2024 Q3 - concentrated 2 has an expense ratio of 0.01%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of US - 2024 Q3 - concentrated 2 is 13, indicating that it is in the bottom 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
GOOGL Alphabet Inc. | 0.63 | 0.98 | 1.14 | 0.80 | 2.31 |
PBR Petróleo Brasileiro S.A. - Petrobras | 0.39 | 0.74 | 1.10 | 0.28 | 1.28 |
SPLG SPDR Portfolio S&P 500 ETF | 2.40 | 3.22 | 1.43 | 2.62 | 14.23 |
Dividends
Dividend yield
US - 2024 Q3 - concentrated 2 granted a 6.04% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| US - 2024 Q3 - concentrated 2 | 6.04% | 6.64% | 20.99% | 6.63% | 1.20% | 0.96% | 0.88% | 0.43% | 0.48% | 0.48% | 2.67% | 1.07% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 16.78% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
SPLG SPDR Portfolio S&P 500 ETF | 0.96% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
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 US - 2024 Q3 - concentrated 2. 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 US - 2024 Q3 - concentrated 2 was 62.16%, occurring on Nov 20, 2008. Recovery took 1375 trading sessions.
The current US - 2024 Q3 - concentrated 2 drawdown is 6.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -62.16% | May 21, 2008 | 129 | Nov 20, 2008 | 1375 | May 12, 2014 | 1504 |
| -43.5% | Feb 20, 2020 | 23 | Mar 23, 2020 | 162 | Nov 10, 2020 | 185 |
| -36.19% | Sep 3, 2014 | 364 | Feb 11, 2016 | 109 | Jul 19, 2016 | 473 |
| -24.91% | Dec 27, 2007 | 58 | Mar 20, 2008 | 42 | May 20, 2008 | 100 |
| -21.37% | Aug 19, 2022 | 94 | Jan 3, 2023 | 90 | May 12, 2023 | 184 |
Volatility
Volatility Chart
The current US - 2024 Q3 - concentrated 2 volatility is 6.14%, 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
Asset Correlations Table
| PBR | GOOGL | SPLG | |
|---|---|---|---|
| PBR | 1.00 | 0.29 | 0.41 |
| GOOGL | 0.29 | 1.00 | 0.58 |
| SPLG | 0.41 | 0.58 | 1.00 |