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ensayo1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart


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

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
ensayo13.41%6.14%-0.08%-1.52%N/AN/A
NEE
NextEra Energy, Inc.
-1.12%5.38%-7.28%-2.03%6.91%13.79%
MDLZ
Mondelez International, Inc.
11.89%0.59%1.76%-4.17%8.05%7.70%
KO
The Coca-Cola Company
14.10%-0.34%11.98%14.81%12.59%8.99%
PEP
PepsiCo, Inc.
-13.46%-9.50%-19.62%-25.04%2.36%6.15%
XOM
Exxon Mobil Corporation
0.65%7.39%-9.87%-5.96%24.45%6.67%
SCHW
The Charles Schwab Corporation
14.88%14.75%15.05%12.54%20.42%11.70%
MCD
McDonald's Corporation
8.83%2.25%6.16%16.85%14.29%15.32%
COP
ConocoPhillips Company
-9.94%6.36%-19.97%-25.83%20.04%6.38%
ABNB
Airbnb, Inc.
-3.33%11.53%-5.62%-13.18%N/AN/A
BA
The Boeing Company
10.08%25.29%28.46%9.15%8.64%4.22%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.78%3.72%0.38%-2.45%1.03%3.41%
2024-2.31%0.92%5.06%-0.84%0.02%-1.64%1.10%0.90%0.00%-1.13%1.94%-4.55%-0.82%
20232.35%-1.71%0.26%2.81%-4.68%4.59%6.47%-4.92%-4.07%-3.84%7.01%4.70%8.16%
20222.78%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%
20200.00%0.00%

Expense Ratio

ensayo1 has an expense ratio of 0.00%, meaning no management fees are charged. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ensayo1 is 4, meaning it’s performing worse than 96% 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.


The Risk-Adjusted Performance Rank of ensayo1 is 44
Overall Rank
The Sharpe Ratio Rank of ensayo1 is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of ensayo1 is 44
Sortino Ratio Rank
The Omega Ratio Rank of ensayo1 is 44
Omega Ratio Rank
The Calmar Ratio Rank of ensayo1 is 44
Calmar Ratio Rank
The Martin Ratio Rank of ensayo1 is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NEE
NextEra Energy, Inc.
-0.110.211.030.020.04
MDLZ
Mondelez International, Inc.
-0.14-0.120.99-0.15-0.31
KO
The Coca-Cola Company
0.941.451.181.032.27
PEP
PepsiCo, Inc.
-1.24-1.700.80-0.83-1.95
XOM
Exxon Mobil Corporation
-0.27-0.100.99-0.24-0.53
SCHW
The Charles Schwab Corporation
0.450.821.120.421.25
MCD
McDonald's Corporation
0.991.471.191.173.79
COP
ConocoPhillips Company
-0.82-1.020.86-0.72-1.75
ABNB
Airbnb, Inc.
-0.34-0.490.93-0.40-1.16
BA
The Boeing Company
0.190.641.080.210.76

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

ensayo1 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: -0.09
  • All Time: 0.70

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of ensayo1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

ensayo1 provided a 2.22% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.22%2.23%2.20%2.01%2.02%2.69%2.30%2.37%2.07%2.25%2.64%2.35%
NEE
NextEra Energy, Inc.
3.00%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%
MDLZ
Mondelez International, Inc.
2.76%3.00%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%
KO
The Coca-Cola Company
2.79%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
PEP
PepsiCo, Inc.
4.17%3.52%2.92%2.51%2.45%2.71%2.77%3.25%2.64%2.83%2.76%2.68%
XOM
Exxon Mobil Corporation
3.62%3.57%3.68%3.22%5.70%8.44%4.92%4.74%3.66%3.30%3.69%2.92%
SCHW
The Charles Schwab Corporation
1.23%1.35%1.45%1.01%0.86%1.36%1.43%1.11%0.62%0.68%0.73%0.79%
MCD
McDonald's Corporation
2.19%2.34%2.10%2.15%1.96%2.35%2.39%2.36%2.23%2.97%2.91%3.50%
COP
ConocoPhillips Company
2.42%2.54%3.37%4.20%2.70%4.23%2.05%1.86%1.93%1.99%6.30%4.11%
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%0.00%0.96%2.52%2.12%1.93%2.80%2.52%2.25%

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 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 2.88%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.95%Aug 1, 202347Oct 5, 2023114Mar 20, 2024161
-14.57%Mar 31, 202255Jun 17, 202238Aug 12, 202293
-12.07%Aug 26, 202225Sep 30, 202220Oct 28, 202245
-12%Oct 21, 2024116Apr 8, 2025
-8.53%Feb 16, 202317Mar 13, 202387Jul 18, 2023104

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCABNBCOPBAXOMNEEMDLZSCHWPEPMCDKOPortfolio
^GSPC1.000.550.310.490.300.390.340.530.340.420.350.68
ABNB0.551.000.170.420.170.160.080.290.040.180.060.57
COP0.310.171.000.270.830.120.060.360.070.110.120.60
BA0.490.420.271.000.250.180.130.410.100.250.140.60
XOM0.300.170.830.251.000.160.120.350.140.160.170.62
NEE0.390.160.120.180.161.000.400.210.440.340.430.49
MDLZ0.340.080.060.130.120.401.000.200.700.470.650.47
SCHW0.530.290.360.410.350.210.201.000.180.260.230.62
PEP0.340.040.070.100.140.440.700.181.000.500.720.47
MCD0.420.180.110.250.160.340.470.260.501.000.520.51
KO0.350.060.120.140.170.430.650.230.720.521.000.49
Portfolio0.680.570.600.600.620.490.470.620.470.510.491.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020