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ensayo1

Last updated Dec 8, 2023

Asset Allocation


NEE 10%MDLZ 10%KO 10%PEP 10%XOM 10%SCHW 10%MCD 10%COP 10%ABNB 10%BA 10%EquityEquity
PositionCategory/SectorWeight
NEE
NextEra Energy, Inc.
Utilities10%
MDLZ
Mondelez International, Inc.
Consumer Defensive10%
KO
The Coca-Cola Company
Consumer Defensive10%
PEP
PepsiCo, Inc.
Consumer Defensive10%
XOM
Exxon Mobil Corporation
Energy10%
SCHW
The Charles Schwab Corporation
Financial Services10%
MCD
McDonald's Corporation
Consumer Cyclical10%
COP
ConocoPhillips Company
Energy10%
ABNB
Airbnb, Inc.
Communication Services10%
BA
The Boeing Company
Industrials10%

Performance

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


-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.62%
6.79%
ensayo1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
ensayo14.51%6.53%2.62%5.72%N/AN/A
NEE
NextEra Energy, Inc.
-26.39%3.21%-18.89%-27.85%7.96%13.94%
MDLZ
Mondelez International, Inc.
9.27%4.56%-0.91%7.67%12.84%9.71%
KO
The Coca-Cola Company
-4.74%3.55%-0.39%-4.64%6.95%7.17%
PEP
PepsiCo, Inc.
-4.65%0.93%-6.69%-5.44%10.76%10.46%
XOM
Exxon Mobil Corporation
-7.72%-4.69%-7.45%-1.80%10.38%4.68%
SCHW
The Charles Schwab Corporation
-23.10%14.52%15.38%-20.16%10.32%10.95%
MCD
McDonald's Corporation
11.29%7.38%1.50%8.49%11.99%14.61%
COP
ConocoPhillips Company
-2.62%-3.33%8.22%0.65%15.02%8.17%
ABNB
Airbnb, Inc.
63.56%15.49%21.07%52.83%N/AN/A
BA
The Boeing Company
24.59%23.99%8.81%34.46%-5.46%7.52%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-4.68%4.59%6.47%-4.92%-4.07%-3.84%6.94%

Sharpe Ratio

The current ensayo1 Sharpe ratio is 0.38. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.000.38

The Sharpe ratio of ensayo1 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.38
1.20
ensayo1
Benchmark (^GSPC)
Portfolio components

Dividend yield

ensayo1 granted a 2.31% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
ensayo12.31%2.01%2.01%2.69%2.30%2.37%2.07%2.25%2.64%2.35%2.18%2.74%
NEE
NextEra Energy, Inc.
3.12%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%3.47%
MDLZ
Mondelez International, Inc.
2.21%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.53%3.93%
KO
The Coca-Cola Company
3.13%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%2.81%
PEP
PepsiCo, Inc.
2.95%2.50%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%2.70%3.11%
XOM
Exxon Mobil Corporation
3.74%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%2.43%2.52%
SCHW
The Charles Schwab Corporation
1.59%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%0.92%1.67%
MCD
McDonald's Corporation
2.17%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%3.22%3.25%
COP
ConocoPhillips Company
4.13%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%4.28%
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%0.96%2.52%2.12%1.93%2.80%2.52%2.25%1.42%2.34%

Expense Ratio

The 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.


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
NEE
NextEra Energy, Inc.
-1.00
MDLZ
Mondelez International, Inc.
0.52
KO
The Coca-Cola Company
-0.33
PEP
PepsiCo, Inc.
-0.35
XOM
Exxon Mobil Corporation
-0.08
SCHW
The Charles Schwab Corporation
-0.50
MCD
McDonald's Corporation
0.57
COP
ConocoPhillips Company
0.00
ABNB
Airbnb, Inc.
1.17
BA
The Boeing Company
1.20

Asset Correlations Table

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

ABNBCOPXOMNEEBASCHWMDLZPEPMCDKO
ABNB1.000.190.180.210.480.290.110.070.210.10
COP0.191.000.850.100.340.390.070.070.150.16
XOM0.180.851.000.110.320.390.110.100.180.17
NEE0.210.100.111.000.260.220.430.470.380.44
BA0.480.340.320.261.000.470.210.160.330.21
SCHW0.290.390.390.220.471.000.240.210.310.30
MDLZ0.110.070.110.430.210.241.000.740.500.66
PEP0.070.070.100.470.160.210.741.000.550.74
MCD0.210.150.180.380.330.310.500.551.000.56
KO0.100.160.170.440.210.300.660.740.561.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-5.05%
-4.40%
ensayo1
Benchmark (^GSPC)
Portfolio components

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. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.95%Aug 1, 202347Oct 5, 2023
-14.57%Mar 31, 202255Jun 17, 202238Aug 12, 202293
-12.07%Aug 26, 202225Sep 30, 202220Oct 28, 202245
-8.53%Feb 16, 202317Mar 13, 202387Jul 18, 2023104
-7.84%Nov 16, 202111Dec 1, 202122Jan 3, 202233

Volatility Chart

The current ensayo1 volatility is 3.08%, 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.


2.50%3.00%3.50%4.00%4.50%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.08%
2.98%
ensayo1
Benchmark (^GSPC)
Portfolio components
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