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ensayo1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
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


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
2.80%
14.58%
ensayo1
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
25.76%2.84%14.58%31.82%13.85%11.34%
ensayo13.68%1.34%2.80%10.00%N/AN/A
NEE
NextEra Energy, Inc.
33.04%-0.65%2.41%38.46%8.63%14.52%
MDLZ
Mondelez International, Inc.
-8.47%-5.91%-2.94%-5.32%6.80%7.49%
KO
The Coca-Cola Company
11.82%-1.72%5.49%14.07%6.95%7.04%
PEP
PepsiCo, Inc.
-1.95%-2.85%-3.06%0.38%6.69%8.12%
XOM
Exxon Mobil Corporation
21.70%1.15%4.91%18.89%17.14%7.03%
SCHW
The Charles Schwab Corporation
21.84%15.29%15.77%40.62%12.40%12.95%
MCD
McDonald's Corporation
1.33%0.03%18.52%7.80%11.14%14.76%
COP
ConocoPhillips Company
-4.89%5.69%-4.10%-3.13%16.64%8.14%
ABNB
Airbnb, Inc.
1.57%0.36%-4.98%9.33%N/AN/A
BA
The Boeing Company
-41.53%-0.38%-11.78%-32.09%-16.02%2.79%

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
2024-2.31%0.94%5.07%-0.84%0.04%-1.64%1.10%0.92%0.00%-1.13%3.68%
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%, 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

Risk-Adjusted Performance Rank

The current rank of ensayo1 is 8, indicating that it is in the bottom 8% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ensayo1 is 88
Overall Rank
The Sharpe Ratio Rank of ensayo1 is 77
Sharpe Ratio Rank
The Sortino Ratio Rank of ensayo1 is 66
Sortino Ratio Rank
The Omega Ratio Rank of ensayo1 is 66
Omega Ratio Rank
The Calmar Ratio Rank of ensayo1 is 1616
Calmar Ratio Rank
The Martin Ratio Rank of ensayo1 is 77
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.


Sharpe ratio
The chart of Sharpe ratio for ensayo1, currently valued at 0.95, compared to the broader market0.002.004.006.000.952.59
The chart of Sortino ratio for ensayo1, currently valued at 1.34, compared to the broader market-2.000.002.004.006.001.343.45
The chart of Omega ratio for ensayo1, currently valued at 1.17, compared to the broader market0.801.001.201.401.601.802.001.171.48
The chart of Calmar ratio for ensayo1, currently valued at 1.52, compared to the broader market0.005.0010.0015.001.523.74
The chart of Martin ratio for ensayo1, currently valued at 3.36, compared to the broader market0.0010.0020.0030.0040.0050.0060.003.3616.58
ensayo1
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NEE
NextEra Energy, Inc.
1.491.951.261.026.36
MDLZ
Mondelez International, Inc.
-0.31-0.340.96-0.34-0.64
KO
The Coca-Cola Company
1.121.631.200.953.43
PEP
PepsiCo, Inc.
0.020.151.020.020.07
XOM
Exxon Mobil Corporation
0.981.461.171.014.62
SCHW
The Charles Schwab Corporation
1.522.121.311.193.79
MCD
McDonald's Corporation
0.440.711.090.450.99
COP
ConocoPhillips Company
-0.14-0.040.99-0.14-0.25
ABNB
Airbnb, Inc.
0.280.591.080.190.59
BA
The Boeing Company
-0.94-1.240.85-0.66-1.00

The current ensayo1 Sharpe ratio is 0.97. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.88 to 2.74, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of ensayo1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
0.95
2.59
ensayo1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ensayo1 provided a 2.19% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio2.19%2.20%2.01%2.02%2.69%2.30%2.37%2.07%2.25%2.64%2.35%2.22%
NEE
NextEra Energy, Inc.
2.62%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.
2.68%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
3.72%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.
3.23%2.92%2.51%2.45%2.71%2.78%3.25%2.64%2.83%2.76%2.68%2.70%
XOM
Exxon Mobil Corporation
3.26%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
1.21%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
2.91%3.37%4.20%2.70%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.


-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-1.86%
-0.38%
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. Recovery took 114 trading sessions.

The current ensayo1 drawdown is 2.06%.


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
-8.53%Feb 16, 202317Mar 13, 202387Jul 18, 2023104
-7.84%Nov 16, 202111Dec 1, 202122Jan 3, 202233

Volatility

Volatility Chart

The current ensayo1 volatility is 2.10%, 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.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.10%
4.03%
ensayo1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

ABNBCOPXOMBANEESCHWMDLZPEPMCDKO
ABNB1.000.170.160.430.180.280.100.050.190.08
COP0.171.000.840.270.100.360.050.050.110.12
XOM0.160.841.000.270.140.350.110.110.150.16
BA0.430.270.271.000.220.400.160.120.270.17
NEE0.180.100.140.221.000.220.390.420.350.43
SCHW0.280.360.350.400.221.000.210.170.270.25
MDLZ0.100.050.110.160.390.211.000.700.480.64
PEP0.050.050.110.120.420.170.701.000.500.72
MCD0.190.110.150.270.350.270.480.501.000.53
KO0.080.120.160.170.430.250.640.720.531.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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