Proyecto de Titulo II

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	9.06%
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	6%
CAT Caterpillar Inc.	Industrials	6.04%
COST Costco Wholesale Corporation	Consumer Defensive	6.04%
GOOGL Alphabet Inc Class A	Communication Services	7.55%
JNJ Johnson & Johnson	Healthcare	7.55%
KO The Coca-Cola Company	Consumer Defensive	6.04%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	Corporate Bonds	6%
MSFT Microsoft Corporation	Technology	9.06%
PG The Procter & Gamble Company	Consumer Defensive	6.79%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	5.08%
SHV iShares Short Treasury Bond ETF	Government Bonds	6%
SHY iShares 1-3 Year Treasury Bond ETF	Government Bonds	6%
VCSH Vanguard Short-Term Corporate Bond ETF	Corporate Bonds	6%
XOM Exxon Mobil Corporation	Energy	6.79%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Proyecto de Titulo II, 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 week.

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The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-4.18%	-3.84%	-1.98%	21.98%	16.86%	10.37%	12.29%
Portfolio Proyecto de Titulo II	0.07%	-1.50%	3.71%	7.98%	23.65%	15.79%	13.03%	—
Portfolio components:
AAPL Apple Inc	0.11%	-2.51%	-5.78%	-0.62%	26.50%	16.04%	16.39%	26.10%
MSFT Microsoft Corporation	1.11%	-7.83%	-22.60%	-27.51%	0.86%	10.00%	9.94%	22.58%
GOOGL Alphabet Inc Class A	-0.54%	-2.36%	-5.44%	20.71%	96.92%	41.91%	22.87%	22.80%
JNJ Johnson & Johnson	-0.44%	-0.92%	18.06%	30.35%	56.31%	19.22%	11.44%	11.41%
KO The Coca-Cola Company	0.84%	-1.09%	10.50%	16.71%	7.88%	10.37%	11.14%	8.39%
PG The Procter & Gamble Company	-0.67%	-9.59%	0.58%	-4.68%	-14.70%	1.10%	3.87%	8.50%
XOM Exxon Mobil Corporation	-0.06%	7.26%	34.42%	44.07%	47.84%	15.29%	27.66%	11.56%
CAT Caterpillar Inc.	-1.79%	-2.02%	25.49%	44.82%	137.80%	48.52%	27.57%	28.19%
COST Costco Wholesale Corporation	1.85%	0.82%	17.86%	11.19%	5.53%	28.60%	24.74%	22.54%
SHV iShares Short Treasury Bond ETF	0.04%	0.30%	0.86%	1.80%	4.00%	4.70%	3.20%	2.17%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 29, 2020, Proyecto de Titulo II's average daily return is +0.06%, while the average monthly return is +1.19%. At this rate, your investment would double in approximately 4.9 years.

Historically, 65% of months were positive and 35% were negative. The best month was Oct 2022 with a return of +6.3%, while the worst month was Sep 2022 at -6.4%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Proyecto de Titulo II closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +4.7%, while the worst single day was Jun 11, 2020 at -3.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.42%	2.82%	-2.66%	0.20%									3.71%
2025	1.21%	0.89%	-2.19%	-0.89%	2.87%	1.54%	2.20%	2.74%	3.02%	3.42%	2.26%	-0.99%	17.11%
2024	1.67%	1.62%	2.02%	-1.29%	3.69%	2.38%	0.93%	2.38%	1.33%	-1.98%	2.66%	-1.45%	14.66%
2023	2.99%	-2.33%	4.97%	2.70%	-0.53%	3.96%	2.26%	-0.24%	-2.22%	-1.69%	5.15%	2.56%	18.59%
2022	-0.68%	-1.30%	3.35%	-3.52%	-0.67%	-3.65%	5.64%	-3.18%	-6.39%	6.32%	4.33%	-3.57%	-4.21%
2021	-0.04%	1.84%	2.77%	2.96%	0.81%	1.98%	2.65%	1.75%	-3.02%	5.19%	-0.14%	4.25%	22.83%

Benchmark Metrics

Proyecto de Titulo II has an annualized alpha of 7.06%, beta of 0.53, and R² of 0.83 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.74%) than losses (52.79%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 7.06% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
Beta of 0.53 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 7.06%

Beta: 0.53

R²: 0.83

Upside Capture: 69.74%

Downside Capture: 52.79%

Expense Ratio

Proyecto de Titulo II has an expense ratio of 0.04%, 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.

SHV

iShares Short Treasury Bond ETF

SHY

iShares 1-3 Year Treasury Bond ETF

LQD

iShares iBoxx $ Investment Grade Corporate Bond ETF

BIL

SPDR Barclays 1-3 Month T-Bill ETF

SGOV

iShares 0-3 Month Treasury Bond ETF

VCSH

Vanguard Short-Term Corporate Bond ETF

Return for Risk

Risk / Return Rank

Proyecto de Titulo II ranks 92 for risk / return — in the top 92% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.35	0.88	+1.47
Sortino ratio Return per unit of downside risk	3.50	1.37	+2.14
Omega ratio Gain probability vs. loss probability	1.54	1.21	+0.33
Calmar ratio Return relative to maximum drawdown	3.07	1.39	+1.68
Martin ratio Return relative to average drawdown	16.66	6.43	+10.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

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
AAPL Apple Inc	55	0.47	0.92	1.13	0.66	2.04
MSFT Microsoft Corporation	35	-0.06	0.11	1.01	-0.05	-0.12
GOOGL Alphabet Inc Class A	94	2.91	3.87	1.48	4.37	16.63
JNJ Johnson & Johnson	97	3.51	4.77	1.64	7.48	25.03
KO The Coca-Cola Company	58	0.64	1.06	1.12	1.00	2.03
PG The Procter & Gamble Company	12	-0.71	-0.87	0.90	-0.75	-1.39
XOM Exxon Mobil Corporation	80	1.58	2.06	1.28	2.51	6.57
CAT Caterpillar Inc.	96	3.39	4.01	1.54	6.61	23.24
COST Costco Wholesale Corporation	46	0.29	0.56	1.07	0.36	0.72
SHV iShares Short Treasury Bond ETF	100	19.57	153.80	55.27	443.15	2,490.75

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Proyecto de Titulo II Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.35
5-Year: 1.35
All Time: 1.52

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.99 to 1.69, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Proyecto de Titulo II compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Proyecto de Titulo II provided a 2.35% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.35%	2.46%	2.69%	2.66%	1.69%	1.41%	2.00%	2.02%	2.16%	2.00%	1.90%	2.14%
Portfolio components:
AAPL Apple Inc	0.41%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
GOOGL Alphabet Inc Class A	0.28%	0.27%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JNJ Johnson & Johnson	2.14%	2.48%	3.40%	3.00%	2.52%	2.45%	2.53%	2.57%	2.74%	2.38%	2.73%	2.87%
KO The Coca-Cola Company	2.69%	2.92%	3.12%	3.12%	2.77%	2.84%	2.99%	2.89%	3.29%	3.23%	3.38%	3.07%
PG The Procter & Gamble Company	2.95%	2.91%	2.36%	2.55%	2.38%	2.08%	2.24%	2.37%	3.09%	2.98%	3.18%	3.31%
XOM Exxon Mobil Corporation	2.51%	3.32%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%
CAT Caterpillar Inc.	0.83%	1.02%	1.49%	1.69%	1.93%	2.07%	2.26%	2.56%	2.58%	1.97%	3.32%	4.33%
COST Costco Wholesale Corporation	0.51%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
SHV iShares Short Treasury Bond ETF	3.93%	4.09%	5.02%	4.73%	1.39%	0.00%	0.74%	2.19%	1.66%	0.72%	0.34%	0.03%

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 Proyecto de Titulo II. 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 Proyecto de Titulo II was 12.29%, occurring on Sep 30, 2022. Recovery took 129 trading sessions.

The current Proyecto de Titulo II drawdown is 2.58%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.29%	Mar 31, 2022	127	Sep 30, 2022	129	Apr 6, 2023	256
-9.43%	Feb 21, 2025	33	Apr 8, 2025	43	Jun 10, 2025	76
-6.75%	Sep 3, 2020	14	Sep 23, 2020	37	Nov 13, 2020	51
-5.04%	Aug 2, 2023	62	Oct 27, 2023	16	Nov 20, 2023	78
-5.03%	Feb 3, 2022	14	Feb 23, 2022	22	Mar 25, 2022	36

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 14.59, 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

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

	Benchmark	BIL	SGOV	XOM	SHV	JNJ	SHY	CAT	PG	KO	LQD	COST	VCSH	GOOGL	MSFT	AAPL	Portfolio
Benchmark	1.00	-0.01	-0.02	0.28	0.01	0.25	0.08	0.57	0.28	0.33	0.31	0.52	0.27	0.69	0.74	0.69	0.87
BIL	-0.01	1.00	0.57	-0.00	0.56	-0.02	0.13	-0.02	-0.02	-0.04	0.01	0.01	0.06	-0.01	0.01	-0.03	-0.01
SGOV	-0.02	0.57	1.00	-0.02	0.56	0.00	0.10	-0.04	0.01	-0.05	0.00	0.01	0.06	0.01	0.00	-0.03	-0.02
XOM	0.28	-0.00	-0.02	1.00	-0.04	0.16	-0.06	0.46	0.09	0.21	-0.03	0.06	-0.02	0.10	0.03	0.12	0.38
SHV	0.01	0.56	0.56	-0.04	1.00	0.08	0.37	-0.01	0.06	0.04	0.20	0.06	0.30	0.03	0.03	0.01	0.04
JNJ	0.25	-0.02	0.00	0.16	0.08	1.00	0.17	0.17	0.48	0.47	0.18	0.23	0.20	0.12	0.12	0.17	0.41
SHY	0.08	0.13	0.10	-0.06	0.37	0.17	1.00	-0.03	0.17	0.14	0.66	0.11	0.86	0.08	0.05	0.09	0.15
CAT	0.57	-0.02	-0.04	0.46	-0.01	0.17	-0.03	1.00	0.12	0.20	0.10	0.20	0.09	0.29	0.23	0.26	0.53
PG	0.28	-0.02	0.01	0.09	0.06	0.48	0.17	0.12	1.00	0.62	0.23	0.36	0.23	0.14	0.19	0.23	0.45
KO	0.33	-0.04	-0.05	0.21	0.04	0.47	0.14	0.20	0.62	1.00	0.18	0.33	0.19	0.16	0.17	0.23	0.48
LQD	0.31	0.01	0.00	-0.03	0.20	0.18	0.66	0.10	0.23	0.18	1.00	0.23	0.84	0.23	0.24	0.27	0.34
COST	0.52	0.01	0.01	0.06	0.06	0.23	0.11	0.20	0.36	0.33	0.23	1.00	0.20	0.34	0.45	0.42	0.58
VCSH	0.27	0.06	0.06	-0.02	0.30	0.20	0.86	0.09	0.23	0.19	0.84	0.20	1.00	0.21	0.19	0.23	0.31
GOOGL	0.69	-0.01	0.01	0.10	0.03	0.12	0.08	0.29	0.14	0.16	0.23	0.34	0.21	1.00	0.65	0.57	0.71
MSFT	0.74	0.01	0.00	0.03	0.03	0.12	0.05	0.23	0.19	0.17	0.24	0.45	0.19	0.65	1.00	0.61	0.71
AAPL	0.69	-0.03	-0.03	0.12	0.01	0.17	0.09	0.26	0.23	0.23	0.27	0.42	0.23	0.57	0.61	1.00	0.74
Portfolio	0.87	-0.01	-0.02	0.38	0.04	0.41	0.15	0.53	0.45	0.48	0.34	0.58	0.31	0.71	0.71	0.74	1.00

The correlation results are calculated based on daily price changes starting from May 29, 2020

Proyecto de Titulo II

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table