ensayo1
Asset Allocation
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 every 3 months.
The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
S&P 500 | 25.18% | -0.47% | 9.35% | 24.83% | 13.03% | 11.14% |
ensayo1 | -2.22% | -6.18% | -3.94% | -2.22% | N/A | N/A |
Portfolio components: | ||||||
NextEra Energy, Inc. | 22.18% | -8.34% | 3.18% | 22.18% | 6.00% | 13.22% |
Mondelez International, Inc. | -15.29% | -7.30% | -7.41% | -15.29% | 4.09% | 7.17% |
The Coca-Cola Company | 9.21% | -2.54% | -0.46% | 9.21% | 5.68% | 7.23% |
PepsiCo, Inc. | -7.09% | -5.66% | -5.79% | -7.09% | 5.13% | 7.88% |
Exxon Mobil Corporation | 10.13% | -9.73% | -5.99% | 10.13% | 14.22% | 5.89% |
The Charles Schwab Corporation | 10.24% | -9.69% | 2.18% | 10.24% | 10.69% | 10.79% |
McDonald's Corporation | 1.43% | -0.21% | 16.59% | 1.43% | 10.73% | 14.95% |
ConocoPhillips Company | -14.16% | -10.54% | -14.06% | -14.16% | 12.42% | 6.70% |
Airbnb, Inc. | -2.02% | -2.00% | -12.03% | -2.02% | N/A | N/A |
The Boeing Company | -30.67% | 16.26% | -0.71% | -30.67% | -11.27% | 4.61% |
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 | -2.01% | 1.15% | 6.20% | -0.33% | -1.39% | -1.61% | 0.65% | 1.61% | -0.58% | -0.90% | 1.61% | -2.22% | |
2023 | 0.97% | -3.96% | -1.18% | 3.88% | -5.50% | 4.37% | 5.85% | -3.01% | -2.46% | -4.20% | 4.41% | 3.04% | 1.32% |
2022 | 3.95% | 0.37% | 2.98% | -5.58% | 3.75% | -8.19% | 8.93% | 1.52% | -7.39% | 15.11% | 3.43% | -1.91% | 15.58% |
2021 | -0.19% | 7.89% | 5.26% | 0.62% | 0.89% | 2.07% | -1.66% | 0.99% | 2.19% | 6.44% | -3.11% | 6.32% | 30.69% |
2020 | 0.03% | 0.03% |
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 2, meaning it’s performing worse than 98% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
NextEra Energy, Inc. | 0.89 | 1.27 | 1.17 | 0.59 | 3.19 |
Mondelez International, Inc. | -0.86 | -1.17 | 0.87 | -0.67 | -1.49 |
The Coca-Cola Company | 0.75 | 1.16 | 1.14 | 0.65 | 1.80 |
PepsiCo, Inc. | -0.42 | -0.49 | 0.94 | -0.37 | -1.09 |
Exxon Mobil Corporation | 0.43 | 0.74 | 1.09 | 0.44 | 1.62 |
The Charles Schwab Corporation | 0.37 | 0.68 | 1.10 | 0.28 | 0.90 |
McDonald's Corporation | 0.12 | 0.29 | 1.04 | 0.12 | 0.26 |
ConocoPhillips Company | -0.71 | -0.91 | 0.89 | -0.58 | -1.12 |
Airbnb, Inc. | -0.07 | 0.13 | 1.02 | -0.05 | -0.14 |
The Boeing Company | -0.91 | -1.18 | 0.86 | -0.64 | -0.95 |
Dividends
Dividend yield
ensayo1 provided a 2.21% dividend yield over the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.21% | 2.20% | 2.01% | 2.02% | 2.69% | 2.30% | 2.37% | 2.07% | 2.25% | 2.64% | 2.35% | 2.22% |
Portfolio components: | ||||||||||||
NextEra Energy, Inc. | 2.86% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
Mondelez International, Inc. | 2.19% | 2.24% | 2.21% | 2.01% | 2.05% | 1.98% | 2.40% | 1.92% | 1.62% | 1.43% | 1.60% | 1.90% |
The Coca-Cola Company | 3.11% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PepsiCo, Inc. | 3.49% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
Exxon Mobil Corporation | 3.61% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
The Charles Schwab Corporation | 1.34% | 1.45% | 1.01% | 0.86% | 1.36% | 1.43% | 1.11% | 0.62% | 0.68% | 0.73% | 0.79% | 0.92% |
McDonald's Corporation | 2.31% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% | 3.22% |
ConocoPhillips Company | 3.22% | 3.37% | 4.20% | 2.70% | 4.23% | 2.05% | 1.86% | 1.93% | 1.99% | 6.30% | 4.11% | 3.82% |
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% |
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 13.43%, occurring on Jun 17, 2022. Recovery took 42 trading sessions.
The current ensayo1 drawdown is 5.67%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-13.43% | Mar 28, 2022 | 58 | Jun 17, 2022 | 42 | Aug 18, 2022 | 100 |
-11.54% | Aug 1, 2023 | 47 | Oct 5, 2023 | 114 | Mar 20, 2024 | 161 |
-10.8% | Aug 26, 2022 | 25 | Sep 30, 2022 | 18 | Oct 26, 2022 | 43 |
-10.44% | Nov 23, 2022 | 78 | Mar 17, 2023 | 87 | Jul 24, 2023 | 165 |
-9.65% | May 20, 2024 | 149 | Dec 19, 2024 | — | — | — |
Volatility
Volatility Chart
The current ensayo1 volatility is 3.13%, 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 | BA | XOM | NEE | SCHW | MDLZ | MCD | PEP | KO | |
---|---|---|---|---|---|---|---|---|---|---|
ABNB | 1.00 | 0.17 | 0.43 | 0.16 | 0.17 | 0.28 | 0.10 | 0.19 | 0.05 | 0.07 |
COP | 0.17 | 1.00 | 0.26 | 0.84 | 0.11 | 0.36 | 0.06 | 0.11 | 0.06 | 0.13 |
BA | 0.43 | 0.26 | 1.00 | 0.26 | 0.21 | 0.40 | 0.15 | 0.27 | 0.12 | 0.17 |
XOM | 0.16 | 0.84 | 0.26 | 1.00 | 0.15 | 0.35 | 0.12 | 0.15 | 0.12 | 0.17 |
NEE | 0.17 | 0.11 | 0.21 | 0.15 | 1.00 | 0.22 | 0.39 | 0.35 | 0.42 | 0.43 |
SCHW | 0.28 | 0.36 | 0.40 | 0.35 | 0.22 | 1.00 | 0.21 | 0.27 | 0.18 | 0.25 |
MDLZ | 0.10 | 0.06 | 0.15 | 0.12 | 0.39 | 0.21 | 1.00 | 0.47 | 0.70 | 0.64 |
MCD | 0.19 | 0.11 | 0.27 | 0.15 | 0.35 | 0.27 | 0.47 | 1.00 | 0.50 | 0.52 |
PEP | 0.05 | 0.06 | 0.12 | 0.12 | 0.42 | 0.18 | 0.70 | 0.50 | 1.00 | 0.72 |
KO | 0.07 | 0.13 | 0.17 | 0.17 | 0.43 | 0.25 | 0.64 | 0.52 | 0.72 | 1.00 |