Lucas Rodrigo
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 12.42% |
ABT Abbott Laboratories | Healthcare | 3.69% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 3.38% |
DIA SPDR Dow Jones Industrial Average ETF | Large Cap Growth Equities | 8.97% |
GOOGL Alphabet Inc. | Communication Services | 4.43% |
IWV iShares Russell 3000 ETF | Large Cap Growth Equities | 4.40% |
MCD McDonald's Corporation | Consumer Cyclical | 18.22% |
MGK Vanguard Mega Cap Growth ETF | Large Cap Blend Equities | 8.89% |
MSFT Microsoft Corporation | Technology | 4.68% |
NVDA NVIDIA Corporation | Technology | 2.72% |
PG The Procter & Gamble Company | Consumer Defensive | 3.83% |
QQQ Invesco QQQ | Large Cap Blend Equities | 9.14% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 8.87% |
VWO Vanguard FTSE Emerging Markets ETF | Emerging Markets Equities | 2.46% |
WMT Walmart Inc. | Consumer Defensive | 3.90% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Lucas Rodrigo, 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 21, 2007, corresponding to the inception date of MGK
Returns By Period
As of Aug 27, 2024, the Lucas Rodrigo returned 18.23% Year-To-Date and 18.71% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Lucas Rodrigo | 18.23% | 5.35% | 12.01% | 27.14% | 20.42% | 18.71% |
| Portfolio components: | ||||||
MCD McDonald's Corporation | -1.45% | 14.56% | -0.53% | 4.18% | 8.03% | 14.80% |
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
MGK Vanguard Mega Cap Growth ETF | 21.54% | 4.08% | 11.34% | 34.79% | 19.76% | 15.96% |
QQQ Invesco QQQ | 16.41% | 2.67% | 8.94% | 30.50% | 21.29% | 17.91% |
SPY SPDR S&P 500 ETF | 18.73% | 3.00% | 11.33% | 28.43% | 15.77% | 12.85% |
DIA SPDR Dow Jones Industrial Average ETF | 10.62% | 1.74% | 6.76% | 21.49% | 11.51% | 11.56% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
GOOGL Alphabet Inc. | 19.09% | -0.50% | 19.78% | 26.98% | 22.84% | 19.10% |
WMT Walmart Inc. | 46.09% | 9.27% | 28.83% | 45.64% | 16.72% | 14.03% |
ABT Abbott Laboratories | 3.94% | 7.09% | -4.64% | 11.92% | 7.73% | 12.48% |
PG The Procter & Gamble Company | 18.44% | 0.73% | 8.27% | 13.58% | 9.78% | 10.55% |
BRK-B Berkshire Hathaway Inc. | 27.43% | 3.85% | 11.15% | 27.83% | 17.54% | 12.76% |
IWV iShares Russell 3000 ETF | 17.38% | 2.67% | 10.64% | 27.56% | 14.96% | 12.15% |
VWO Vanguard FTSE Emerging Markets ETF | 9.48% | 2.42% | 8.24% | 14.05% | 5.40% | 2.73% |
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 98.54% | 75.44% |
Monthly Returns
The table below presents the monthly returns of Lucas Rodrigo, 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 | 1.66% | 3.78% | 0.89% | -2.98% | 4.61% | 4.19% | 1.33% | 18.23% | |||||
| 2023 | 6.43% | -1.07% | 7.67% | 3.37% | 1.98% | 6.04% | 2.50% | -1.89% | -5.47% | -0.91% | 8.88% | 3.54% | 34.57% |
| 2022 | -4.82% | -3.77% | 3.55% | -7.46% | -1.75% | -6.50% | 9.57% | -4.42% | -9.55% | 8.99% | 4.85% | -6.25% | -18.17% |
| 2021 | -0.48% | 0.02% | 4.09% | 5.75% | -0.26% | 3.57% | 3.66% | 2.96% | -4.25% | 6.87% | 1.37% | 5.04% | 31.63% |
| 2020 | 3.11% | -7.55% | -9.41% | 12.90% | 4.56% | 3.83% | 7.59% | 11.30% | -3.42% | -2.82% | 8.20% | 3.00% | 32.55% |
| 2019 | 5.48% | 3.49% | 3.95% | 4.38% | -6.17% | 7.49% | 2.94% | -0.07% | 1.78% | 1.71% | 3.48% | 3.87% | 36.73% |
| 2018 | 5.19% | -3.39% | -2.95% | 0.60% | 3.10% | -0.04% | 3.60% | 5.99% | 1.03% | -3.70% | 0.09% | -7.48% | 1.16% |
| 2017 | 2.78% | 5.20% | 1.49% | 2.71% | 5.02% | -0.48% | 3.14% | 3.04% | -0.28% | 5.53% | 2.95% | 0.75% | 36.64% |
| 2016 | -3.10% | -1.35% | 7.76% | -2.95% | 2.62% | -0.65% | 4.91% | 0.53% | 1.63% | -1.17% | 2.79% | 2.79% | 14.09% |
| 2015 | -1.62% | 6.68% | -2.31% | 1.12% | 0.95% | -2.42% | 2.93% | -5.60% | -0.66% | 9.88% | 1.24% | -0.83% | 8.75% |
| 2014 | -3.98% | 4.31% | 0.86% | 2.31% | 2.75% | 1.11% | -1.10% | 4.18% | -0.63% | 2.25% | 4.60% | -2.30% | 14.87% |
| 2013 | 2.99% | 1.12% | 2.85% | 2.83% | 1.11% | -2.17% | 4.19% | -1.12% | 2.00% | 5.01% | 3.66% | 1.34% | 26.30% |
Expense Ratio
Lucas Rodrigo has an expense ratio of 0.06%, which is considered low compared to other funds. 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 risk-adjusted rank of Lucas Rodrigo is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
MCD McDonald's Corporation | 0.27 | 0.50 | 1.06 | 0.27 | 0.56 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
MGK Vanguard Mega Cap Growth ETF | 2.13 | 2.79 | 1.37 | 2.26 | 10.03 |
QQQ Invesco QQQ | 1.88 | 2.52 | 1.33 | 2.35 | 9.03 |
SPY SPDR S&P 500 ETF | 2.44 | 3.30 | 1.44 | 2.58 | 11.47 |
DIA SPDR Dow Jones Industrial Average ETF | 2.18 | 3.02 | 1.40 | 2.65 | 9.65 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
GOOGL Alphabet Inc. | 1.02 | 1.44 | 1.20 | 1.53 | 4.54 |
WMT Walmart Inc. | 2.59 | 3.50 | 1.54 | 4.38 | 12.78 |
ABT Abbott Laboratories | 0.58 | 0.93 | 1.12 | 0.32 | 1.28 |
PG The Procter & Gamble Company | 0.97 | 1.40 | 1.19 | 1.51 | 5.32 |
BRK-B Berkshire Hathaway Inc. | 2.21 | 3.00 | 1.38 | 2.70 | 7.96 |
IWV iShares Russell 3000 ETF | 2.29 | 3.10 | 1.41 | 2.11 | 10.43 |
VWO Vanguard FTSE Emerging Markets ETF | 1.12 | 1.63 | 1.19 | 0.55 | 5.21 |
NVDA NVIDIA Corporation | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
Dividends
Dividend yield
Lucas Rodrigo granted a 1.18% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Lucas Rodrigo | 1.18% | 1.23% | 1.37% | 1.07% | 1.26% | 1.48% | 1.73% | 1.59% | 1.99% | 2.02% | 2.00% | 1.97% |
| Portfolio components: | ||||||||||||
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% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
MGK Vanguard Mega Cap Growth ETF | 0.43% | 0.50% | 0.70% | 0.41% | 0.65% | 0.85% | 1.12% | 1.23% | 1.53% | 1.43% | 1.25% | 1.29% |
QQQ Invesco QQQ | 0.61% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
DIA SPDR Dow Jones Industrial Average ETF | 1.60% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOGL Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WMT Walmart Inc. | 1.07% | 1.45% | 1.58% | 1.52% | 1.50% | 1.78% | 2.23% | 2.07% | 2.89% | 3.20% | 2.24% | 2.39% |
ABT Abbott Laboratories | 1.92% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
PG The Procter & Gamble Company | 2.29% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% | 2.78% | 2.91% |
BRK-B Berkshire Hathaway 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% |
IWV iShares Russell 3000 ETF | 1.12% | 1.30% | 1.56% | 1.04% | 1.30% | 1.69% | 1.97% | 1.58% | 1.79% | 1.99% | 1.62% | 1.61% |
VWO Vanguard FTSE Emerging Markets ETF | 3.13% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
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 Lucas Rodrigo. 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 Lucas Rodrigo was 43.05%, occurring on Mar 9, 2009. Recovery took 258 trading sessions.
The current Lucas Rodrigo drawdown is 0.23%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.05% | Dec 27, 2007 | 301 | Mar 9, 2009 | 258 | Mar 17, 2010 | 559 |
| -30.9% | Feb 20, 2020 | 23 | Mar 23, 2020 | 72 | Jul 6, 2020 | 95 |
| -24.18% | Dec 28, 2021 | 192 | Sep 30, 2022 | 175 | Jun 13, 2023 | 367 |
| -16.59% | Oct 2, 2018 | 58 | Dec 24, 2018 | 58 | Mar 20, 2019 | 116 |
| -12.66% | Apr 26, 2010 | 49 | Jul 2, 2010 | 65 | Oct 5, 2010 | 114 |
Volatility
Volatility Chart
The current Lucas Rodrigo volatility is 4.96%, 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
| WMT | PG | MCD | ABT | NVDA | AAPL | BRK-B | GOOGL | VWO | MSFT | DIA | QQQ | MGK | IWV | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WMT | 1.00 | 0.46 | 0.38 | 0.36 | 0.22 | 0.26 | 0.36 | 0.29 | 0.30 | 0.33 | 0.48 | 0.37 | 0.41 | 0.43 | 0.44 |
| PG | 0.46 | 1.00 | 0.44 | 0.43 | 0.21 | 0.28 | 0.40 | 0.32 | 0.36 | 0.37 | 0.54 | 0.39 | 0.44 | 0.47 | 0.50 |
| MCD | 0.38 | 0.44 | 1.00 | 0.40 | 0.27 | 0.32 | 0.41 | 0.36 | 0.36 | 0.40 | 0.57 | 0.45 | 0.49 | 0.51 | 0.52 |
| ABT | 0.36 | 0.43 | 0.40 | 1.00 | 0.30 | 0.32 | 0.41 | 0.40 | 0.40 | 0.42 | 0.55 | 0.50 | 0.54 | 0.55 | 0.56 |
| NVDA | 0.22 | 0.21 | 0.27 | 0.30 | 1.00 | 0.48 | 0.35 | 0.50 | 0.50 | 0.53 | 0.50 | 0.69 | 0.66 | 0.61 | 0.60 |
| AAPL | 0.26 | 0.28 | 0.32 | 0.32 | 0.48 | 1.00 | 0.39 | 0.55 | 0.48 | 0.54 | 0.54 | 0.75 | 0.70 | 0.62 | 0.62 |
| BRK-B | 0.36 | 0.40 | 0.41 | 0.41 | 0.35 | 0.39 | 1.00 | 0.44 | 0.51 | 0.42 | 0.71 | 0.54 | 0.58 | 0.68 | 0.69 |
| GOOGL | 0.29 | 0.32 | 0.36 | 0.40 | 0.50 | 0.55 | 0.44 | 1.00 | 0.52 | 0.61 | 0.59 | 0.75 | 0.74 | 0.67 | 0.68 |
| VWO | 0.30 | 0.36 | 0.36 | 0.40 | 0.50 | 0.48 | 0.51 | 0.52 | 1.00 | 0.53 | 0.70 | 0.69 | 0.71 | 0.75 | 0.75 |
| MSFT | 0.33 | 0.37 | 0.40 | 0.42 | 0.53 | 0.54 | 0.42 | 0.61 | 0.53 | 1.00 | 0.64 | 0.77 | 0.76 | 0.69 | 0.71 |
| DIA | 0.48 | 0.54 | 0.57 | 0.55 | 0.50 | 0.54 | 0.71 | 0.59 | 0.70 | 0.64 | 1.00 | 0.77 | 0.84 | 0.93 | 0.94 |
| QQQ | 0.37 | 0.39 | 0.45 | 0.50 | 0.69 | 0.75 | 0.54 | 0.75 | 0.69 | 0.77 | 0.77 | 1.00 | 0.96 | 0.89 | 0.89 |
| MGK | 0.41 | 0.44 | 0.49 | 0.54 | 0.66 | 0.70 | 0.58 | 0.74 | 0.71 | 0.76 | 0.84 | 0.96 | 1.00 | 0.93 | 0.94 |
| IWV | 0.43 | 0.47 | 0.51 | 0.55 | 0.61 | 0.62 | 0.68 | 0.67 | 0.75 | 0.69 | 0.93 | 0.89 | 0.93 | 1.00 | 0.99 |
| SPY | 0.44 | 0.50 | 0.52 | 0.56 | 0.60 | 0.62 | 0.69 | 0.68 | 0.75 | 0.71 | 0.94 | 0.89 | 0.94 | 0.99 | 1.00 |