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Gabriel Arbiza

Last updated Feb 24, 2024

Asset Allocation


SPYG 50%KO 50%EquityEquity
PositionCategory/SectorWeight
SPYG
SPDR Portfolio S&P 500 Growth ETF
Large Cap Growth Equities

50%

KO
The Coca-Cola Company
Consumer Defensive

50%

S&P 500

Performance

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 Quarterly


180.00%200.00%220.00%240.00%260.00%280.00%300.00%SeptemberOctoberNovemberDecember2024February
295.21%
254.25%
Gabriel Arbiza
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 29, 2000, corresponding to the inception date of SPYG

Returns

As of Feb 24, 2024, the Gabriel Arbiza returned 6.84% Year-To-Date and 11.65% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Gabriel Arbiza6.84%4.15%10.42%20.99%13.38%11.59%
SPYG
SPDR Portfolio S&P 500 Growth ETF
9.88%5.21%18.24%38.00%15.83%14.14%
KO
The Coca-Cola Company
3.85%3.08%2.96%5.50%9.89%8.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.92%
20232.96%-2.00%-5.27%-0.75%6.46%2.32%

Sharpe Ratio

The current Gabriel Arbiza Sharpe ratio is 1.96. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.96

The Sharpe ratio of Gabriel Arbiza lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.96
2.23
Gabriel Arbiza
Benchmark (^GSPC)
Portfolio components

Dividend yield

Gabriel Arbiza granted a 2.03% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Gabriel Arbiza2.03%2.14%1.90%1.73%1.94%2.13%2.40%2.32%2.47%2.32%2.13%2.07%
SPYG
SPDR Portfolio S&P 500 Growth ETF
1.05%1.15%1.03%0.62%0.90%1.37%1.51%1.41%1.55%1.57%1.37%1.42%
KO
The Coca-Cola Company
3.01%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%2.71%

Expense Ratio

The Gabriel Arbiza has an expense ratio of 0.02% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.04%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Gabriel Arbiza
1.96
SPYG
SPDR Portfolio S&P 500 Growth ETF
2.76
KO
The Coca-Cola Company
0.41

Asset Correlations Table

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

KOSPYG
KO1.000.43
SPYG0.431.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.07%
0
Gabriel Arbiza
Benchmark (^GSPC)
Portfolio components

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 49.92%, occurring on Mar 5, 2009. Recovery took 743 trading sessions.

The current Gabriel Arbiza drawdown is 0.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.92%Oct 6, 20002114Mar 5, 2009743Feb 14, 20122857
-33.93%Feb 20, 202023Mar 23, 2020114Sep 2, 2020137
-19.42%Jan 5, 2022193Oct 11, 2022313Jan 10, 2024506
-11.46%Dec 3, 201815Dec 24, 201866Apr 1, 201981
-10.53%Jan 29, 20189Feb 8, 2018115Jul 25, 2018124

Volatility Chart

The current Gabriel Arbiza volatility is 3.46%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.46%
3.90%
Gabriel Arbiza
Benchmark (^GSPC)
Portfolio components
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