Gabriel Arbiza
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
KO The Coca-Cola Company | Consumer Defensive | 50% |
SPYG SPDR Portfolio S&P 500 Growth ETF | Large Cap Growth Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Gabriel Arbiza, 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.
The earliest data available for this chart is Sep 29, 2000, corresponding to the inception date of SPYG
Returns By Period
As of May 3, 2025, the Gabriel Arbiza returned 6.36% Year-To-Date and 12.41% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| Gabriel Arbiza | 6.36% | 3.45% | 8.11% | 19.84% | 16.02% | 12.45% |
| Portfolio components: | ||||||
SPYG SPDR Portfolio S&P 500 Growth ETF | -3.77% | 9.43% | 2.16% | 17.67% | 17.19% | 14.52% |
KO The Coca-Cola Company | 15.93% | -2.09% | 11.87% | 18.70% | 13.15% | 9.27% |
Monthly Returns
The table below presents the monthly returns of Gabriel Arbiza, 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 | 2.29% | 4.66% | -3.13% | 1.66% | 0.88% | 6.36% | |||||||
| 2024 | 1.91% | 4.06% | 2.43% | -1.45% | 4.21% | 4.45% | 1.75% | 5.48% | 1.27% | -4.89% | 2.63% | -0.80% | 22.63% |
| 2023 | 1.01% | -2.42% | 5.44% | 2.42% | -2.24% | 4.06% | 2.96% | -2.00% | -5.27% | -0.75% | 6.46% | 2.32% | 11.89% |
| 2022 | -2.66% | -0.98% | 2.22% | -4.16% | -1.64% | -3.82% | 7.34% | -4.63% | -9.28% | 5.68% | 6.04% | -3.69% | -10.47% |
| 2021 | -6.34% | 0.80% | 5.44% | 4.64% | 0.73% | 2.17% | 4.61% | 1.41% | -5.96% | 8.26% | -2.34% | 7.41% | 21.45% |
| 2020 | 3.92% | -7.70% | -13.32% | 9.00% | 3.92% | 0.58% | 6.40% | 7.17% | -2.13% | -2.84% | 8.95% | 5.13% | 17.62% |
| 2019 | 4.56% | -0.71% | 3.43% | 4.32% | -2.56% | 5.26% | 2.24% | 1.96% | -0.02% | 0.87% | 1.16% | 3.20% | 26.11% |
| 2018 | 5.45% | -5.61% | -0.89% | -0.15% | 1.96% | 1.70% | 4.89% | 0.13% | 2.57% | -2.21% | 3.94% | -7.14% | 3.86% |
| 2017 | 1.58% | 2.51% | 1.60% | 1.81% | 4.17% | -0.56% | 2.41% | 0.40% | 0.35% | 2.74% | 1.58% | 0.49% | 20.73% |
| 2016 | -2.63% | -0.12% | 7.74% | -2.49% | 1.14% | 1.02% | 0.40% | -0.36% | -0.67% | -0.97% | -1.41% | 2.10% | 3.41% |
| 2015 | -2.20% | 5.57% | -3.62% | 0.19% | 1.45% | -2.63% | 4.12% | -5.18% | 0.31% | 7.55% | 0.76% | -0.41% | 5.26% |
| 2014 | -5.78% | 3.16% | 0.57% | 2.83% | 1.83% | 3.15% | -4.23% | 5.20% | 1.01% | 0.45% | 5.38% | -3.29% | 10.00% |
Expense Ratio
Gabriel Arbiza has an expense ratio of 0.02%, 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 90, Gabriel Arbiza is among the top 10% 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 | |
|---|---|---|---|---|---|
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.84 | 1.28 | 1.18 | 0.94 | 3.24 |
KO The Coca-Cola Company | 1.18 | 1.74 | 1.22 | 1.26 | 2.78 |
Dividends
Dividend yield
Gabriel Arbiza provided a 1.69% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.69% | 1.86% | 2.14% | 1.90% | 1.73% | 1.94% | 2.13% | 2.40% | 2.32% | 2.47% | 2.32% | 2.13% |
| Portfolio components: | ||||||||||||
SPYG SPDR Portfolio S&P 500 Growth ETF | 0.64% | 0.60% | 1.15% | 1.03% | 0.62% | 0.90% | 1.37% | 1.51% | 1.41% | 1.55% | 1.57% | 1.37% |
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
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 Gabriel Arbiza. 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 Gabriel Arbiza was 48.24%, occurring on Mar 10, 2003. Recovery took 1931 trading sessions.
The current Gabriel Arbiza drawdown is 2.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -48.24% | Oct 6, 2000 | 606 | Mar 10, 2003 | 1931 | Nov 5, 2010 | 2537 |
| -33.93% | Feb 20, 2020 | 23 | Mar 23, 2020 | 114 | Sep 2, 2020 | 137 |
| -19.42% | Jan 5, 2022 | 193 | Oct 11, 2022 | 313 | Jan 10, 2024 | 506 |
| -11.89% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -11.71% | Jul 25, 2011 | 13 | Aug 10, 2011 | 122 | Feb 3, 2012 | 135 |
Volatility
Volatility Chart
The current Gabriel Arbiza volatility is 9.80%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 2.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | KO | SPYG | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.48 | 0.90 | 0.82 |
| KO | 0.48 | 1.00 | 0.40 | 0.80 |
| SPYG | 0.90 | 0.40 | 1.00 | 0.83 |
| Portfolio | 0.82 | 0.80 | 0.83 | 1.00 |