ensayo1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ABNB Airbnb, Inc. | Communication Services | 10% |
BA The Boeing Company | Industrials | 10% |
COP ConocoPhillips Company | Energy | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
MCD McDonald's Corporation | Consumer Cyclical | 10% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 10% |
NEE NextEra Energy, Inc. | Utilities | 10% |
PEP PepsiCo, Inc. | Consumer Defensive | 10% |
SCHW The Charles Schwab Corporation | Financial Services | 10% |
XOM Exxon Mobil Corporation | Energy | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in ensayo1, 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 Dec 10, 2020, corresponding to the inception date of ABNB
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| ensayo1 | 2.72% | 1.74% | 4.89% | 6.46% | N/A | N/A |
| Portfolio components: | ||||||
NEE NextEra Energy, Inc. | 34.85% | 8.59% | 46.08% | 22.23% | 10.27% | 15.49% |
MDLZ Mondelez International, Inc. | -0.20% | 7.48% | -1.15% | 2.25% | 7.84% | 9.30% |
KO The Coca-Cola Company | 22.11% | 5.65% | 19.26% | 20.72% | 8.50% | 8.87% |
PEP PepsiCo, Inc. | 5.22% | 1.86% | 6.27% | 0.60% | 8.47% | 9.79% |
XOM Exxon Mobil Corporation | 21.89% | 2.08% | 16.06% | 12.66% | 17.63% | 6.34% |
SCHW The Charles Schwab Corporation | -5.22% | -2.80% | -0.61% | 10.94% | 13.58% | 9.84% |
MCD McDonald's Corporation | -1.45% | 14.56% | -0.53% | 4.18% | 8.27% | 14.80% |
COP ConocoPhillips Company | -0.83% | 2.99% | 2.94% | -1.06% | 21.23% | 6.75% |
ABNB Airbnb, Inc. | -15.01% | -17.41% | -23.91% | -8.28% | N/A | N/A |
BA The Boeing Company | -33.45% | -7.18% | -13.86% | -23.60% | -13.42% | 4.65% |
Monthly Returns
The table below presents the monthly returns of ensayo1, 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 | -2.31% | 0.88% | 5.06% | -0.84% | 0.04% | -1.64% | 1.10% | 2.72% | |||||
| 2023 | 2.35% | -1.71% | 0.26% | 2.81% | -4.68% | 4.59% | 6.47% | -4.92% | -4.07% | -3.84% | 7.01% | 4.70% | 8.16% |
| 2022 | 2.78% | 0.19% | 2.64% | -6.06% | 1.02% | -6.45% | 9.70% | 0.72% | -8.51% | 12.76% | 5.36% | -1.72% | 10.74% |
| 2021 | -0.22% | 8.27% | 5.35% | 0.67% | 0.94% | 1.86% | -1.06% | 1.04% | 1.49% | 5.85% | -2.88% | 6.51% | 30.89% |
| 2020 | 0.00% | 0.00% |
Expense Ratio
ensayo1 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of ensayo1 is 5, indicating that it is in the bottom 5% 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 | |
|---|---|---|---|---|---|
NEE NextEra Energy, Inc. | 0.78 | 1.16 | 1.16 | 0.53 | 1.91 |
MDLZ Mondelez International, Inc. | 0.18 | 0.37 | 1.05 | 0.15 | 0.41 |
KO The Coca-Cola Company | 1.62 | 2.28 | 1.30 | 1.25 | 5.94 |
PEP PepsiCo, Inc. | 0.14 | 0.31 | 1.04 | 0.13 | 0.36 |
XOM Exxon Mobil Corporation | 0.77 | 1.22 | 1.14 | 0.83 | 1.67 |
SCHW The Charles Schwab Corporation | 0.47 | 0.84 | 1.11 | 0.28 | 1.38 |
MCD McDonald's Corporation | 0.27 | 0.50 | 1.06 | 0.27 | 0.56 |
COP ConocoPhillips Company | 0.06 | 0.24 | 1.03 | 0.06 | 0.12 |
ABNB Airbnb, Inc. | -0.20 | -0.04 | 0.99 | -0.15 | -0.58 |
BA The Boeing Company | -0.63 | -0.72 | 0.91 | -0.51 | -0.81 |
Dividends
Dividend yield
ensayo1 granted a 1.98% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ensayo1 | 1.98% | 2.19% | 2.01% | 2.01% | 2.69% | 2.30% | 2.37% | 2.07% | 2.25% | 2.64% | 2.35% | 2.22% |
| Portfolio components: | ||||||||||||
NEE NextEra Energy, Inc. | 2.44% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
MDLZ Mondelez International, Inc. | 2.38% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
KO The Coca-Cola Company | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PEP PepsiCo, Inc. | 2.93% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
XOM Exxon Mobil Corporation | 3.20% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
SCHW The Charles Schwab Corporation | 1.55% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
MCD McDonald's Corporation | 2.26% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
COP ConocoPhillips Company | 2.41% | 3.34% | 4.20% | 2.69% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
ABNB Airbnb, 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% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% | 2.25% | 1.42% |
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 ensayo1. 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 ensayo1 was 14.95%, occurring on Oct 5, 2023. Recovery took 114 trading sessions.
The current ensayo1 drawdown is 2.55%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.95% | Aug 1, 2023 | 47 | Oct 5, 2023 | 114 | Mar 20, 2024 | 161 |
| -14.57% | Mar 31, 2022 | 55 | Jun 17, 2022 | 38 | Aug 12, 2022 | 93 |
| -12.07% | Aug 26, 2022 | 25 | Sep 30, 2022 | 20 | Oct 28, 2022 | 45 |
| -8.53% | Feb 16, 2023 | 17 | Mar 13, 2023 | 87 | Jul 18, 2023 | 104 |
| -7.84% | Nov 16, 2021 | 11 | Dec 1, 2021 | 22 | Jan 3, 2022 | 33 |
Volatility
Volatility Chart
The current ensayo1 volatility is 3.67%, 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
| ABNB | COP | XOM | BA | NEE | SCHW | PEP | MDLZ | MCD | KO | |
|---|---|---|---|---|---|---|---|---|---|---|
| ABNB | 1.00 | 0.18 | 0.17 | 0.44 | 0.20 | 0.29 | 0.06 | 0.11 | 0.19 | 0.08 |
| COP | 0.18 | 1.00 | 0.84 | 0.30 | 0.11 | 0.37 | 0.06 | 0.07 | 0.13 | 0.14 |
| XOM | 0.17 | 0.84 | 1.00 | 0.28 | 0.15 | 0.37 | 0.11 | 0.12 | 0.17 | 0.17 |
| BA | 0.44 | 0.30 | 0.28 | 1.00 | 0.23 | 0.44 | 0.13 | 0.17 | 0.29 | 0.18 |
| NEE | 0.20 | 0.11 | 0.15 | 0.23 | 1.00 | 0.23 | 0.43 | 0.40 | 0.36 | 0.43 |
| SCHW | 0.29 | 0.37 | 0.37 | 0.44 | 0.23 | 1.00 | 0.18 | 0.22 | 0.27 | 0.26 |
| PEP | 0.06 | 0.06 | 0.11 | 0.13 | 0.43 | 0.18 | 1.00 | 0.72 | 0.52 | 0.74 |
| MDLZ | 0.11 | 0.07 | 0.12 | 0.17 | 0.40 | 0.22 | 0.72 | 1.00 | 0.49 | 0.65 |
| MCD | 0.19 | 0.13 | 0.17 | 0.29 | 0.36 | 0.27 | 0.52 | 0.49 | 1.00 | 0.54 |
| KO | 0.08 | 0.14 | 0.17 | 0.18 | 0.43 | 0.26 | 0.74 | 0.65 | 0.54 | 1.00 |