RBG concentrated - Tech + Energy
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOGL Alphabet Inc. | Communication Services | 51% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 26% |
SHEL Shell plc | Energy | 23% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RBG concentrated - Tech + Energy , 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 Aug 19, 2004, corresponding to the inception date of GOOGL
Returns By Period
As of Sep 20, 2024, the RBG concentrated - Tech + Energy returned 11.79% Year-To-Date and 17.66% 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| RBG concentrated - Tech + Energy | 11.79% | -2.05% | 10.32% | 17.31% | 23.59% | 17.66% |
| Portfolio components: | ||||||
GOOGL Alphabet Inc. | 16.36% | -2.89% | 10.12% | 21.54% | 21.52% | 18.50% |
PBR Petróleo Brasileiro S.A. - Petrobras | 3.54% | 0.31% | 13.02% | 11.73% | 24.20% | 10.52% |
SHEL Shell plc | 8.30% | -3.12% | 5.44% | 10.86% | 7.84% | 3.68% |
Monthly Returns
The table below presents the monthly returns of RBG concentrated - Tech + Energy , 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 | 0.92% | -1.27% | 3.97% | 9.37% | 2.28% | 1.81% | -3.00% | -0.07% | 11.79% | ||||
| 2023 | 9.19% | -4.84% | 4.65% | 6.95% | 7.60% | 7.75% | 7.63% | 1.56% | 0.37% | -2.35% | 5.32% | 3.96% | 58.19% |
| 2022 | 6.55% | 2.75% | 3.48% | -9.97% | 6.26% | -9.81% | 9.72% | 2.67% | -11.34% | 3.15% | 5.55% | -9.17% | -3.47% |
| 2021 | 0.58% | 3.64% | 1.56% | 7.45% | 5.85% | 8.50% | 2.02% | 5.52% | -2.73% | 4.87% | -1.89% | 5.75% | 48.83% |
| 2020 | -2.11% | -9.91% | -23.54% | 14.12% | 5.88% | 2.39% | 2.37% | 3.58% | -11.77% | 3.75% | 22.64% | 5.81% | 5.07% |
| 2019 | 11.88% | -0.55% | 2.69% | 0.17% | -5.52% | 2.19% | 4.76% | -5.62% | 4.19% | 4.40% | -0.46% | 4.09% | 23.14% |
| 2018 | 15.23% | -3.63% | -2.51% | 1.15% | 0.12% | -1.90% | 8.59% | -2.55% | 2.88% | 2.32% | -3.28% | -6.81% | 7.98% |
| 2017 | 2.17% | 0.39% | -0.41% | 2.52% | 3.53% | -4.89% | 5.02% | 0.81% | 6.53% | 5.62% | -1.43% | 3.25% | 25.00% |
| 2016 | -7.13% | -0.94% | 19.83% | 6.78% | -7.75% | 7.20% | 10.39% | 0.60% | 2.00% | 6.79% | -3.20% | 0.45% | 36.91% |
| 2015 | -5.86% | 6.64% | -4.87% | 16.31% | -5.60% | 1.35% | 4.79% | -4.93% | -6.43% | 13.51% | 0.34% | -3.18% | 9.23% |
| 2014 | -2.80% | 3.12% | -0.86% | 2.14% | 3.93% | 3.27% | 1.73% | 6.57% | -9.59% | -7.56% | -7.12% | -6.61% | -14.40% |
| 2013 | 2.39% | -2.89% | 1.92% | 7.40% | 0.46% | -6.84% | 2.51% | -3.60% | 5.90% | 12.62% | -0.49% | 1.35% | 21.06% |
Expense Ratio
RBG concentrated - Tech + Energy has an expense ratio of 0.00%, indicating no management fees are charged. 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 rank of RBG concentrated - Tech + Energy is 8, indicating that it is in the bottom 8% 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 | |
|---|---|---|---|---|---|
GOOGL Alphabet Inc. | 0.63 | 0.98 | 1.14 | 0.80 | 2.31 |
PBR Petróleo Brasileiro S.A. - Petrobras | 0.39 | 0.74 | 1.10 | 0.28 | 1.28 |
SHEL Shell plc | 0.60 | 0.94 | 1.12 | 1.04 | 2.54 |
Dividends
Dividend yield
RBG concentrated - Tech + Energy granted a 5.39% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RBG concentrated - Tech + Energy | 5.39% | 5.67% | 16.53% | 5.70% | 1.88% | 1.81% | 1.52% | 1.10% | 1.35% | 1.61% | 2.80% | 1.47% |
| Portfolio components: | ||||||||||||
GOOGL Alphabet Inc. | 0.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PBR Petróleo Brasileiro S.A. - Petrobras | 16.78% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% | 1.91% |
SHEL Shell plc | 3.94% | 3.76% | 3.48% | 3.78% | 5.44% | 6.14% | 5.48% | 4.79% | 5.88% | 6.98% | 4.72% | 4.25% |
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 RBG concentrated - Tech + Energy . 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 RBG concentrated - Tech + Energy was 61.96%, occurring on Nov 20, 2008. Recovery took 1241 trading sessions.
The current RBG concentrated - Tech + Energy drawdown is 8.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -61.96% | Dec 27, 2007 | 229 | Nov 20, 2008 | 1241 | Oct 28, 2013 | 1470 |
| -45.02% | Jan 21, 2020 | 41 | Mar 18, 2020 | 180 | Dec 2, 2020 | 221 |
| -35.51% | Sep 3, 2014 | 133 | Mar 13, 2015 | 355 | Aug 9, 2016 | 488 |
| -19.41% | Apr 5, 2022 | 152 | Nov 9, 2022 | 125 | May 11, 2023 | 277 |
| -18.22% | Oct 10, 2018 | 52 | Dec 24, 2018 | 53 | Mar 13, 2019 | 105 |
Volatility
Volatility Chart
The current RBG concentrated - Tech + Energy volatility is 6.41%, 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
| GOOGL | PBR | SHEL | |
|---|---|---|---|
| GOOGL | 1.00 | 0.28 | 0.31 |
| PBR | 0.28 | 1.00 | 0.56 |
| SHEL | 0.31 | 0.56 | 1.00 |