Felo Robin
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVAL Grupo Aval Acciones y Valores S.A. | Financial Services | 6.67% |
BITO ProShares Bitcoin Strategy ETF | Technology Equities, Actively Managed, Blockchain | 6.67% |
COIN Coinbase Global, Inc. | Technology | 6.67% |
CSCO Cisco Systems, Inc. | Technology | 6.67% |
EC Ecopetrol S.A. | Energy | 6.67% |
EGO Eldorado Gold Corporation | Basic Materials | 6.67% |
GOLD Barrick Gold Corporation | Basic Materials | 6.67% |
HOOD Robinhood Markets, Inc. | Technology | 6.67% |
IAU iShares Gold Trust | Precious Metals, Gold | 6.67% |
IBIT iShares Bitcoin Trust | Blockchain | 6.67% |
IVV iShares Core S&P 500 ETF | Large Cap Growth Equities | 6.67% |
ORC.DE Oracle Corporation | Technology | 6.67% |
QQQ Invesco QQQ | Large Cap Blend Equities | 6.67% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 6.67% |
WGMI Valkyrie Bitcoin Miners ETF | Blockchain | 6.67% |
Performance
Performance Chart
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The earliest data available for this chart is May 5, 2025, corresponding to the inception date of AVAL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.44% | 8.08% | -3.32% | 10.99% | 15.15% | 10.61% |
| Felo Robin | N/A | N/A | N/A | N/A | N/A | N/A |
| Portfolio components: | ||||||
EC Ecopetrol S.A. | 14.37% | -1.77% | 23.07% | -17.29% | 8.35% | 2.41% |
AVAL Grupo Aval Acciones y Valores S.A. | N/A | N/A | N/A | N/A | N/A | N/A |
GOLD Barrick Gold Corporation | 26.26% | -5.49% | 6.97% | 17.52% | -3.05% | 5.94% |
HOOD Robinhood Markets, Inc. | 46.67% | 25.11% | 78.95% | 236.72% | N/A | N/A |
QQQ Invesco QQQ | -4.41% | 7.39% | -4.80% | 11.06% | 17.86% | 17.08% |
ORC.DE Oracle Corporation | -15.96% | 16.40% | -23.80% | 25.37% | 23.88% | 14.83% |
CSCO Cisco Systems, Inc. | 2.33% | 4.26% | 4.34% | 28.10% | 10.04% | 10.92% |
IVV iShares Core S&P 500 ETF | -3.40% | 5.57% | -5.07% | 9.78% | 16.34% | 12.29% |
IAU iShares Gold Trust | 26.78% | 2.97% | 23.81% | 40.49% | 14.09% | 10.30% |
WGMI Valkyrie Bitcoin Miners ETF | N/A | N/A | N/A | N/A | N/A | N/A |
COIN Coinbase Global, Inc. | -19.73% | 13.57% | -26.38% | -0.80% | N/A | N/A |
TSM Taiwan Semiconductor Manufacturing Company Limited | -10.27% | 12.38% | -11.64% | 19.92% | 30.63% | 25.20% |
EGO Eldorado Gold Corporation | 32.28% | 1.71% | 18.14% | 28.56% | 17.24% | -2.63% |
IBIT iShares Bitcoin Trust | 10.57% | 23.05% | 34.26% | 69.64% | N/A | N/A |
BITO ProShares Bitcoin Strategy ETF | N/A | N/A | N/A | N/A | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Felo Robin , 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 3.93% | 3.93% |
Expense Ratio
Felo Robin has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 81, Felo Robin is among the top 19% of 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 | |
|---|---|---|---|---|---|
EC Ecopetrol S.A. | -0.50 | -0.49 | 0.94 | -0.24 | -0.78 |
AVAL Grupo Aval Acciones y Valores S.A. | — | — | — | — | — |
GOLD Barrick Gold Corporation | 0.48 | 0.97 | 1.12 | 0.29 | 1.49 |
HOOD Robinhood Markets, Inc. | 2.86 | 2.84 | 1.38 | 2.65 | 11.40 |
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
ORC.DE Oracle Corporation | 0.60 | 1.16 | 1.16 | 0.62 | 1.71 |
CSCO Cisco Systems, Inc. | 1.28 | 1.91 | 1.28 | 1.27 | 5.76 |
IVV iShares Core S&P 500 ETF | 0.52 | 0.89 | 1.13 | 0.56 | 2.17 |
IAU iShares Gold Trust | 2.41 | 3.33 | 1.43 | 5.34 | 14.29 |
WGMI Valkyrie Bitcoin Miners ETF | — | — | — | — | — |
COIN Coinbase Global, Inc. | -0.06 | 0.49 | 1.06 | -0.12 | -0.25 |
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.55 | 1.08 | 1.14 | 0.73 | 1.96 |
EGO Eldorado Gold Corporation | 0.71 | 1.21 | 1.16 | 0.36 | 2.55 |
IBIT iShares Bitcoin Trust | 1.21 | 1.83 | 1.22 | 2.24 | 4.90 |
BITO ProShares Bitcoin Strategy ETF | — | — | — | — | — |
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Dividends
Dividend yield
Felo Robin provided a 2.05% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.05% | 1.93% | 2.27% | 2.39% | 0.62% | 1.11% | 1.42% | 1.10% | 0.82% | 0.72% | 1.83% | 1.74% |
| Portfolio components: | ||||||||||||
EC Ecopetrol S.A. | 21.52% | 19.84% | 23.58% | 22.46% | 0.72% | 6.88% | 9.92% | 4.06% | 1.06% | 0.00% | 14.83% | 15.46% |
AVAL Grupo Aval Acciones y Valores S.A. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOLD Barrick Gold Corporation | 2.06% | 2.58% | 2.21% | 3.78% | 1.89% | 1.36% | 0.70% | 1.40% | 0.83% | 0.50% | 1.90% | 1.87% |
HOOD Robinhood Markets, 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% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
ORC.DE Oracle Corporation | 1.04% | 0.81% | 1.30% | 1.44% | 1.15% | 1.44% | 1.51% | 1.44% | 1.46% | 1.31% | 1.32% | 0.85% |
CSCO Cisco Systems, Inc. | 2.69% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% |
IVV iShares Core S&P 500 ETF | 1.37% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
WGMI Valkyrie Bitcoin Miners ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COIN Coinbase Global, 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% |
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.40% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
EGO Eldorado Gold Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.05% | 0.00% | 0.54% | 0.30% |
IBIT iShares Bitcoin Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BITO ProShares Bitcoin Strategy ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Felo Robin . A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.
The portfolio has not yet recovered.
The current Felo Robin drawdown is 4.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|
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 15 assets, with an effective number of assets of 15.00, 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
| ^GSPC | TSM | WGMI | AVAL | CSCO | IBIT | BITO | EC | ORC.DE | HOOD | GOLD | COIN | EGO | IAU | IVV | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.40 | 0.40 | 0.60 | 0.80 | 0.80 | 0.80 | 0.80 | 0.80 | 0.80 | -0.80 | 0.80 | -1.00 | -1.00 | 1.00 | 1.00 | 0.40 |
| TSM | 0.40 | 1.00 | -0.60 | 0.40 | 0.80 | 0.20 | 0.20 | 0.20 | 0.20 | 0.00 | 0.00 | 0.00 | -0.40 | -0.40 | 0.40 | 0.40 | -0.60 |
| WGMI | 0.40 | -0.60 | 1.00 | 0.40 | 0.00 | 0.20 | 0.20 | 0.20 | 0.20 | 0.80 | -0.80 | 0.80 | -0.40 | -0.40 | 0.40 | 0.40 | 1.00 |
| AVAL | 0.60 | 0.40 | 0.40 | 1.00 | 0.80 | 0.00 | 0.00 | 0.00 | 0.00 | 0.80 | -0.80 | 0.80 | -0.60 | -0.60 | 0.60 | 0.60 | 0.40 |
| CSCO | 0.80 | 0.80 | 0.00 | 0.80 | 1.00 | 0.40 | 0.40 | 0.40 | 0.40 | 0.60 | -0.60 | 0.60 | -0.80 | -0.80 | 0.80 | 0.80 | 0.00 |
| IBIT | 0.80 | 0.20 | 0.20 | 0.00 | 0.40 | 1.00 | 1.00 | 1.00 | 1.00 | 0.40 | -0.40 | 0.40 | -0.80 | -0.80 | 0.80 | 0.80 | 0.20 |
| BITO | 0.80 | 0.20 | 0.20 | 0.00 | 0.40 | 1.00 | 1.00 | 1.00 | 1.00 | 0.40 | -0.40 | 0.40 | -0.80 | -0.80 | 0.80 | 0.80 | 0.20 |
| EC | 0.80 | 0.20 | 0.20 | 0.00 | 0.40 | 1.00 | 1.00 | 1.00 | 1.00 | 0.40 | -0.40 | 0.40 | -0.80 | -0.80 | 0.80 | 0.80 | 0.20 |
| ORC.DE | 0.80 | 0.20 | 0.20 | 0.00 | 0.40 | 1.00 | 1.00 | 1.00 | 1.00 | 0.40 | -0.40 | 0.40 | -0.80 | -0.80 | 0.80 | 0.80 | 0.20 |
| HOOD | 0.80 | 0.00 | 0.80 | 0.80 | 0.60 | 0.40 | 0.40 | 0.40 | 0.40 | 1.00 | -1.00 | 1.00 | -0.80 | -0.80 | 0.80 | 0.80 | 0.80 |
| GOLD | -0.80 | 0.00 | -0.80 | -0.80 | -0.60 | -0.40 | -0.40 | -0.40 | -0.40 | -1.00 | 1.00 | -1.00 | 0.80 | 0.80 | -0.80 | -0.80 | -0.80 |
| COIN | 0.80 | 0.00 | 0.80 | 0.80 | 0.60 | 0.40 | 0.40 | 0.40 | 0.40 | 1.00 | -1.00 | 1.00 | -0.80 | -0.80 | 0.80 | 0.80 | 0.80 |
| EGO | -1.00 | -0.40 | -0.40 | -0.60 | -0.80 | -0.80 | -0.80 | -0.80 | -0.80 | -0.80 | 0.80 | -0.80 | 1.00 | 1.00 | -1.00 | -1.00 | -0.40 |
| IAU | -1.00 | -0.40 | -0.40 | -0.60 | -0.80 | -0.80 | -0.80 | -0.80 | -0.80 | -0.80 | 0.80 | -0.80 | 1.00 | 1.00 | -1.00 | -1.00 | -0.40 |
| IVV | 1.00 | 0.40 | 0.40 | 0.60 | 0.80 | 0.80 | 0.80 | 0.80 | 0.80 | 0.80 | -0.80 | 0.80 | -1.00 | -1.00 | 1.00 | 1.00 | 0.40 |
| QQQ | 1.00 | 0.40 | 0.40 | 0.60 | 0.80 | 0.80 | 0.80 | 0.80 | 0.80 | 0.80 | -0.80 | 0.80 | -1.00 | -1.00 | 1.00 | 1.00 | 0.40 |
| Portfolio | 0.40 | -0.60 | 1.00 | 0.40 | 0.00 | 0.20 | 0.20 | 0.20 | 0.20 | 0.80 | -0.80 | 0.80 | -0.40 | -0.40 | 0.40 | 0.40 | 1.00 |