Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AVAL Grupo Aval Acciones y Valores S.A. | Financial Services | 6.67% |
BITO ProShares Bitcoin Strategy ETF | Cryptocurrency, Actively Managed | 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 Gold.com, Inc | Financial Services | 6.67% |
HOOD Robinhood Markets, Inc. | Technology | 6.67% |
IAU iShares Gold Trust | Gold, Precious Metals | 6.67% |
IBIT iShares Bitcoin Trust ETF | Cryptocurrency | 6.67% |
IVV iShares Core S&P 500 ETF | S&P 500 | 6.67% |
ORC.DE Oracle Corporation | Technology | 6.67% |
QQQ Invesco QQQ ETF | Large Cap Growth Equities | 6.67% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 6.67% |
WGMI Valkyrie Bitcoin Miners ETF | Cryptocurrency | 6.67% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Felo Robin , 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 Every 3 months.
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The earliest data available for this chart is Dec 2, 2025, corresponding to the inception date of GOLD
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Felo Robin | -0.21% | -3.08% | -2.82% | — | — | — | — | — |
| Portfolio components: | ||||||||
EC Ecopetrol S.A. | 4.49% | 29.51% | 51.10% | 66.92% | 78.60% | 34.26% | 19.87% | 17.04% |
AVAL Grupo Aval Acciones y Valores S.A. | -0.68% | 22.54% | 7.94% | 32.38% | 65.13% | 29.67% | -1.25% | -0.20% |
GOLD Gold.com, Inc | -1.29% | -26.80% | 21.62% | — | — | — | — | — |
HOOD Robinhood Markets, Inc. | -1.73% | -9.43% | -39.08% | -52.71% | 61.43% | 91.83% | — | — |
QQQ Invesco QQQ ETF | 0.11% | -2.64% | -4.65% | -3.18% | 23.45% | 22.97% | 13.18% | 19.05% |
ORC.DE Oracle Corporation | -0.49% | -1.76% | -25.29% | -49.29% | 0.46% | 17.30% | 16.66% | 14.98% |
CSCO Cisco Systems, Inc. | 1.95% | 0.62% | 3.69% | 17.63% | 31.64% | 18.25% | 12.05% | 14.28% |
IVV iShares Core S&P 500 ETF | 0.14% | -3.32% | -3.54% | -1.40% | 17.62% | 18.49% | 11.96% | 14.16% |
IAU iShares Gold Trust | -1.94% | -8.32% | 8.34% | 21.05% | 49.18% | 32.68% | 21.72% | 14.14% |
WGMI Valkyrie Bitcoin Miners ETF | 2.58% | -5.60% | -6.56% | -23.08% | 151.12% | 57.35% | — | — |
Monthly Returns
Based on dividend-adjusted daily data since Dec 3, 2025, Felo Robin 's average daily return is -0.03%, while the average monthly return is -0.66%.
Historically, 40% of months were positive and 60% were negative. The best month was Jan 2026 with a return of +7.5%, while the worst month was Mar 2026 at -6.3%. The longest winning streak lasted 1 consecutive months, and the longest losing streak was 2 months.
On a daily basis, Felo Robin closed higher 49% of trading days. The best single day was Feb 6, 2026 with a return of +6.2%, while the worst single day was Feb 5, 2026 at -5.2%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.52% | -4.29% | -6.29% | 0.77% | -2.82% | ||||||||
| 2025 | -1.00% | -1.00% |
Benchmark Metrics
Felo Robin has an annualized alpha of 12.19%, beta of 1.75, and R² of 0.51 versus S&P 500 Index. Calculated based on daily prices since December 03, 2025.
- This portfolio captured 321.88% of S&P 500 Index gains and 156.63% of its losses — amplifying both gains and losses, but participating more in upside than downside.
- This portfolio generated an annualized alpha of 12.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 1.75 means this portfolio moves significantly more than S&P 500 Index — expect amplified gains in rallies and amplified losses in downturns.
- Alpha
- 12.19%
- Beta
- 1.75
- R²
- 0.51
- Upside Capture
- 321.88%
- Downside Capture
- 156.63%
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.
Return for Risk
Return / Risk — by metrics
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
EC Ecopetrol S.A. | 89 | 2.11 | 2.67 | 1.35 | 4.05 | 12.65 |
AVAL Grupo Aval Acciones y Valores S.A. | 80 | 1.52 | 2.20 | 1.29 | 2.04 | 7.35 |
GOLD Gold.com, Inc | — | — | — | — | — | — |
HOOD Robinhood Markets, Inc. | 66 | 0.87 | 1.62 | 1.19 | 1.11 | 2.65 |
QQQ Invesco QQQ ETF | 59 | 1.04 | 1.62 | 1.23 | 1.93 | 7.00 |
ORC.DE Oracle Corporation | 41 | 0.01 | 0.56 | 1.07 | 0.11 | 0.20 |
CSCO Cisco Systems, Inc. | 74 | 1.13 | 1.55 | 1.24 | 2.33 | 5.93 |
IVV iShares Core S&P 500 ETF | 54 | 0.97 | 1.48 | 1.23 | 1.52 | 7.13 |
IAU iShares Gold Trust | 80 | 1.78 | 2.21 | 1.33 | 2.58 | 9.32 |
WGMI Valkyrie Bitcoin Miners ETF | 79 | 1.95 | 2.45 | 1.29 | 3.17 | 6.86 |
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Dividends
Dividend yield
Felo Robin provided a 7.05% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 7.05% | 7.19% | 6.38% | 3.51% | 2.97% | 0.87% | 1.33% | 1.63% | 1.31% | 1.10% | 1.00% | 2.14% |
| Portfolio components: | ||||||||||||
EC Ecopetrol S.A. | 13.74% | 20.77% | 20.47% | 22.02% | 22.47% | 0.72% | 6.92% | 9.87% | 4.01% | 1.06% | 0.00% | 14.83% |
AVAL Grupo Aval Acciones y Valores S.A. | 3.02% | 3.14% | 6.85% | 6.98% | 12.61% | 5.75% | 4.67% | 4.15% | 4.52% | 4.70% | 4.84% | 6.56% |
GOLD Gold.com, Inc | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 ETF | 0.48% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
ORC.DE Oracle Corporation | 1.19% | 0.88% | 0.79% | 1.27% | 1.40% | 1.12% | 1.40% | 1.48% | 1.41% | 1.42% | 1.27% | 1.29% |
CSCO Cisco Systems, Inc. | 2.61% | 2.12% | 2.69% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% |
IVV iShares Core S&P 500 ETF | 1.22% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
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% | 0.22% | 0.31% | 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 maximum drawdown for the Felo Robin was 18.55%, occurring on Mar 30, 2026. The portfolio has not yet recovered.
The current Felo Robin drawdown is 14.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.55% | Jan 29, 2026 | 43 | Mar 30, 2026 | — | — | — |
| -6.87% | Dec 11, 2025 | 5 | Dec 17, 2025 | 11 | Jan 5, 2026 | 16 |
| -1.6% | Jan 14, 2026 | 5 | Jan 20, 2026 | 4 | Jan 26, 2026 | 9 |
| -1.5% | Jan 7, 2026 | 1 | Jan 7, 2026 | 3 | Jan 12, 2026 | 4 |
| -1.08% | Dec 5, 2025 | 1 | Dec 5, 2025 | 2 | Dec 9, 2025 | 3 |
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
| Benchmark | EC | IAU | ORC.DE | CSCO | EGO | AVAL | GOLD | TSM | COIN | BITO | IBIT | WGMI | IVV | HOOD | QQQ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.03 | 0.26 | 0.37 | 0.47 | 0.40 | 0.48 | 0.46 | 0.66 | 0.55 | 0.48 | 0.47 | 0.56 | 1.00 | 0.63 | 0.95 | 0.69 |
| EC | 0.03 | 1.00 | 0.24 | -0.07 | 0.01 | 0.10 | 0.27 | 0.10 | 0.07 | 0.19 | 0.30 | 0.30 | 0.32 | 0.04 | 0.16 | 0.03 | 0.36 |
| IAU | 0.26 | 0.24 | 1.00 | -0.04 | 0.09 | 0.69 | 0.22 | 0.53 | 0.14 | 0.11 | 0.20 | 0.20 | 0.25 | 0.27 | 0.25 | 0.26 | 0.42 |
| ORC.DE | 0.37 | -0.07 | -0.04 | 1.00 | 0.33 | 0.17 | 0.09 | 0.20 | 0.28 | 0.40 | 0.33 | 0.33 | 0.32 | 0.37 | 0.53 | 0.43 | 0.48 |
| CSCO | 0.47 | 0.01 | 0.09 | 0.33 | 1.00 | 0.20 | 0.29 | 0.32 | 0.41 | 0.30 | 0.29 | 0.29 | 0.36 | 0.47 | 0.34 | 0.52 | 0.50 |
| EGO | 0.40 | 0.10 | 0.69 | 0.17 | 0.20 | 1.00 | 0.24 | 0.52 | 0.25 | 0.16 | 0.25 | 0.24 | 0.36 | 0.41 | 0.34 | 0.41 | 0.55 |
| AVAL | 0.48 | 0.27 | 0.22 | 0.09 | 0.29 | 0.24 | 1.00 | 0.24 | 0.34 | 0.34 | 0.36 | 0.35 | 0.42 | 0.46 | 0.41 | 0.44 | 0.52 |
| GOLD | 0.46 | 0.10 | 0.53 | 0.20 | 0.32 | 0.52 | 0.24 | 1.00 | 0.40 | 0.28 | 0.29 | 0.29 | 0.38 | 0.46 | 0.34 | 0.46 | 0.60 |
| TSM | 0.66 | 0.07 | 0.14 | 0.28 | 0.41 | 0.25 | 0.34 | 0.40 | 1.00 | 0.33 | 0.34 | 0.34 | 0.54 | 0.66 | 0.39 | 0.68 | 0.58 |
| COIN | 0.55 | 0.19 | 0.11 | 0.40 | 0.30 | 0.16 | 0.34 | 0.28 | 0.33 | 1.00 | 0.86 | 0.87 | 0.64 | 0.55 | 0.83 | 0.55 | 0.75 |
| BITO | 0.48 | 0.30 | 0.20 | 0.33 | 0.29 | 0.25 | 0.36 | 0.29 | 0.34 | 0.86 | 1.00 | 1.00 | 0.69 | 0.48 | 0.76 | 0.50 | 0.79 |
| IBIT | 0.47 | 0.30 | 0.20 | 0.33 | 0.29 | 0.24 | 0.35 | 0.29 | 0.34 | 0.87 | 1.00 | 1.00 | 0.68 | 0.48 | 0.77 | 0.50 | 0.79 |
| WGMI | 0.56 | 0.32 | 0.25 | 0.32 | 0.36 | 0.36 | 0.42 | 0.38 | 0.54 | 0.64 | 0.69 | 0.68 | 1.00 | 0.56 | 0.68 | 0.56 | 0.83 |
| IVV | 1.00 | 0.04 | 0.27 | 0.37 | 0.47 | 0.41 | 0.46 | 0.46 | 0.66 | 0.55 | 0.48 | 0.48 | 0.56 | 1.00 | 0.64 | 0.95 | 0.70 |
| HOOD | 0.63 | 0.16 | 0.25 | 0.53 | 0.34 | 0.34 | 0.41 | 0.34 | 0.39 | 0.83 | 0.76 | 0.77 | 0.68 | 0.64 | 1.00 | 0.64 | 0.83 |
| QQQ | 0.95 | 0.03 | 0.26 | 0.43 | 0.52 | 0.41 | 0.44 | 0.46 | 0.68 | 0.55 | 0.50 | 0.50 | 0.56 | 0.95 | 0.64 | 1.00 | 0.72 |
| Portfolio | 0.69 | 0.36 | 0.42 | 0.48 | 0.50 | 0.55 | 0.52 | 0.60 | 0.58 | 0.75 | 0.79 | 0.79 | 0.83 | 0.70 | 0.83 | 0.72 | 1.00 |