ensayo1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
NEE NextEra Energy, Inc. | Utilities | 10% |
MDLZ Mondelez International, Inc. | Consumer Defensive | 10% |
KO The Coca-Cola Company | Consumer Defensive | 10% |
PEP PepsiCo, Inc. | Consumer Defensive | 10% |
XOM Exxon Mobil Corporation | Energy | 10% |
SCHW The Charles Schwab Corporation | Financial Services | 10% |
MCD McDonald's Corporation | Consumer Cyclical | 10% |
COP ConocoPhillips Company | Energy | 10% |
ABNB Airbnb, Inc. | Communication Services | 10% |
BA The Boeing Company | Industrials | 10% |
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
The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| ensayo1 | 4.51% | 6.53% | 2.62% | 5.72% | N/A | N/A |
| Portfolio components: | ||||||
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/A | N/A |
BA The Boeing Company | 24.59% | 23.99% | 8.81% | 34.46% | -5.46% | 7.52% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -4.68% | 4.59% | 6.47% | -4.92% | -4.07% | -3.84% | 6.94% |
Dividend yield
ensayo1 granted a 2.31% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ensayo1 | 2.31% | 2.01% | 2.01% | 2.69% | 2.30% | 2.37% | 2.07% | 2.25% | 2.64% | 2.35% | 2.18% | 2.74% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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
| ABNB | COP | XOM | NEE | BA | SCHW | MDLZ | PEP | MCD | KO | |
|---|---|---|---|---|---|---|---|---|---|---|
| ABNB | 1.00 | 0.19 | 0.18 | 0.21 | 0.48 | 0.29 | 0.11 | 0.07 | 0.21 | 0.10 |
| COP | 0.19 | 1.00 | 0.85 | 0.10 | 0.34 | 0.39 | 0.07 | 0.07 | 0.15 | 0.16 |
| XOM | 0.18 | 0.85 | 1.00 | 0.11 | 0.32 | 0.39 | 0.11 | 0.10 | 0.18 | 0.17 |
| NEE | 0.21 | 0.10 | 0.11 | 1.00 | 0.26 | 0.22 | 0.43 | 0.47 | 0.38 | 0.44 |
| BA | 0.48 | 0.34 | 0.32 | 0.26 | 1.00 | 0.47 | 0.21 | 0.16 | 0.33 | 0.21 |
| SCHW | 0.29 | 0.39 | 0.39 | 0.22 | 0.47 | 1.00 | 0.24 | 0.21 | 0.31 | 0.30 |
| MDLZ | 0.11 | 0.07 | 0.11 | 0.43 | 0.21 | 0.24 | 1.00 | 0.74 | 0.50 | 0.66 |
| PEP | 0.07 | 0.07 | 0.10 | 0.47 | 0.16 | 0.21 | 0.74 | 1.00 | 0.55 | 0.74 |
| MCD | 0.21 | 0.15 | 0.18 | 0.38 | 0.33 | 0.31 | 0.50 | 0.55 | 1.00 | 0.56 |
| KO | 0.10 | 0.16 | 0.17 | 0.44 | 0.21 | 0.30 | 0.66 | 0.74 | 0.56 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2023 | 47 | Oct 5, 2023 | — | — | — |
| -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 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.