Liber Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | Total Bond Market | 10.16% |
BABA Alibaba Group Holding Limited | Consumer Cyclical | 5.04% |
BIDU Baidu, Inc. | Communication Services | 5.04% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 10.12% |
PBR Petróleo Brasileiro S.A. - Petrobras | Energy | 17.49% |
PFE Pfizer Inc. | Healthcare | 11.02% |
QCOM QUALCOMM Incorporated | Technology | 10.62% |
SQM Sociedad Química y Minera de Chile S.A. | Basic Materials | 9.78% |
USD=X USD Cash | 1.82% | |
VALE Vale S.A. | Basic Materials | 6.38% |
XLE Energy Select Sector SPDR Fund | Energy Equities | 12.53% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Liber Portfolio, 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 19, 2014, corresponding to the inception date of BABA
Returns By Period
As of Mar 1, 2025, the Liber Portfolio returned 6.32% Year-To-Date and 11.78% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.24% | -1.42% | 5.42% | 15.91% | 14.73% | 11.02% |
| Liber Portfolio | 5.17% | -1.94% | -2.68% | -2.88% | 8.85% | 7.22% |
| Portfolio components: | ||||||
PBR Petróleo Brasileiro S.A. - Petrobras | 3.81% | -6.05% | -5.59% | -2.86% | 26.61% | 21.01% |
AGG iShares Core U.S. Aggregate Bond ETF | 2.76% | 2.24% | 0.90% | 5.33% | -0.61% | 1.55% |
XLE Energy Select Sector SPDR Fund | 6.23% | 3.83% | 1.36% | 7.89% | 18.71% | 5.59% |
BND Vanguard Total Bond Market ETF | 2.77% | 2.16% | 0.92% | 5.36% | -0.64% | 1.52% |
VALE Vale S.A. | 6.31% | 1.51% | -9.56% | -23.62% | 7.10% | 10.37% |
QCOM QUALCOMM Incorporated | 2.31% | -9.11% | -9.41% | -2.23% | 15.74% | 10.92% |
BABA Alibaba Group Holding Limited | 56.28% | 34.07% | 59.00% | 79.09% | -8.30% | 4.68% |
PFE Pfizer Inc. | 1.27% | -0.34% | -5.95% | 5.63% | -0.88% | 2.00% |
SQM Sociedad Química y Minera de Chile S.A. | 5.53% | -2.96% | -1.11% | -25.17% | 8.62% | 7.49% |
BIDU Baidu, Inc. | 2.54% | -4.58% | 2.16% | -16.89% | -6.36% | -8.36% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of Liber Portfolio, 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 | 7.26% | -1.94% | 5.17% | ||||||||||
| 2024 | -4.78% | 2.21% | 0.13% | 1.10% | 4.40% | -4.14% | -1.51% | 1.60% | 0.38% | -4.82% | 0.55% | -3.69% | -8.72% |
| 2023 | 9.10% | -7.46% | -1.49% | -5.06% | -1.72% | 8.93% | 5.21% | -5.96% | -0.71% | -5.44% | 6.08% | 6.42% | 6.01% |
| 2022 | 2.23% | 3.05% | 6.30% | -7.73% | 14.26% | -11.07% | 7.56% | 0.21% | -8.16% | 3.35% | 7.73% | -7.07% | 7.54% |
| 2021 | 0.78% | -2.86% | 0.06% | 3.41% | -1.61% | 6.13% | -1.94% | 0.50% | -5.16% | 1.48% | 10.50% | 0.90% | 11.86% |
| 2020 | -3.73% | -6.54% | -15.02% | 9.54% | 3.58% | 2.03% | 10.05% | 2.73% | -1.51% | 1.98% | 13.71% | 3.56% | 18.36% |
| 2019 | 5.90% | 0.52% | 0.39% | 1.85% | -8.11% | 6.42% | -3.42% | -4.86% | 2.29% | 3.58% | -0.34% | 5.46% | 8.90% |
| 2018 | 4.89% | -3.57% | -2.61% | 3.31% | -0.75% | -4.01% | 5.47% | -3.08% | 4.39% | -1.39% | -0.70% | -6.95% | -5.75% |
| 2017 | 1.79% | 1.29% | 0.48% | -0.86% | 0.14% | -0.49% | 6.92% | 4.09% | 5.82% | 1.99% | 0.12% | 3.26% | 27.09% |
| 2016 | -7.04% | 2.82% | 8.77% | 6.60% | -1.61% | 4.46% | 4.88% | 1.25% | 2.73% | 2.80% | -0.30% | -1.59% | 25.31% |
| 2015 | -5.39% | 4.75% | -5.29% | 7.44% | -2.83% | -3.67% | -4.69% | -5.71% | -5.74% | 10.97% | -3.60% | -1.99% | -16.18% |
| 2014 | -4.85% | -2.60% | -2.52% | -4.36% | -13.60% |
Expense Ratio
Liber Portfolio has an expense ratio of 0.02%, which is considered low compared to other funds. 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 Liber Portfolio is 5, meaning it’s performing worse than 95% of other 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 | |
|---|---|---|---|---|---|
PBR Petróleo Brasileiro S.A. - Petrobras | 0.38 | 0.73 | 1.09 | 0.49 | 0.89 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.12 | 1.63 | 1.20 | 0.44 | 2.67 |
XLE Energy Select Sector SPDR Fund | 0.17 | 0.34 | 1.04 | 0.21 | 0.43 |
BND Vanguard Total Bond Market ETF | 1.13 | 1.64 | 1.20 | 0.43 | 2.69 |
VALE Vale S.A. | -0.69 | -0.90 | 0.89 | -0.37 | -1.07 |
QCOM QUALCOMM Incorporated | -0.14 | 0.05 | 1.01 | -0.16 | -0.25 |
BABA Alibaba Group Holding Limited | 2.04 | 2.79 | 1.36 | 1.05 | 5.37 |
PFE Pfizer Inc. | -0.01 | 0.15 | 1.02 | -0.00 | -0.02 |
SQM Sociedad Química y Minera de Chile S.A. | -0.53 | -0.57 | 0.94 | -0.32 | -1.00 |
BIDU Baidu, Inc. | -0.43 | -0.41 | 0.95 | -0.23 | -0.86 |
USD=X USD Cash | — | — | — | — | — |
Dividends
Dividend yield
Liber Portfolio provided a 6.49% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.49% | 6.81% | 6.25% | 13.34% | 6.11% | 2.46% | 2.70% | 2.63% | 2.04% | 1.97% | 2.44% | 3.39% |
| Portfolio components: | ||||||||||||
PBR Petróleo Brasileiro S.A. - Petrobras | 21.53% | 22.35% | 18.47% | 60.50% | 18.59% | 2.42% | 1.53% | 0.98% | 0.00% | 0.00% | 0.00% | 6.57% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.40% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% |
XLE Energy Select Sector SPDR Fund | 3.16% | 3.36% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% |
BND Vanguard Total Bond Market ETF | 3.64% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
VALE Vale S.A. | 10.70% | 11.38% | 7.75% | 8.65% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.64% | 8.84% | 6.69% |
QCOM QUALCOMM Incorporated | 1.62% | 2.18% | 2.18% | 2.67% | 1.47% | 1.69% | 2.81% | 4.27% | 3.50% | 3.17% | 3.72% | 2.17% |
BABA Alibaba Group Holding Limited | 0.50% | 0.78% | 1.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFE Pfizer Inc. | 6.39% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
SQM Sociedad Química y Minera de Chile S.A. | 0.36% | 0.39% | 5.41% | 6.26% | 2.54% | 1.09% | 2.98% | 3.72% | 1.97% | 4.12% | 1.70% | 4.01% |
BIDU Baidu, 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% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Liber Portfolio. 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 Liber Portfolio was 36.03%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current Liber Portfolio drawdown is 4.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.03% | May 17, 2018 | 483 | Mar 23, 2020 | 163 | Nov 5, 2020 | 646 |
| -35.63% | Sep 22, 2014 | 365 | Feb 11, 2016 | 386 | Aug 4, 2017 | 751 |
| -19.51% | May 31, 2022 | 243 | May 4, 2023 | — | — | — |
| -12.32% | Apr 5, 2022 | 16 | Apr 26, 2022 | 19 | May 23, 2022 | 35 |
| -11.33% | Jan 21, 2021 | 33 | Mar 8, 2021 | 111 | Aug 10, 2021 | 144 |
Volatility
Volatility Chart
The current Liber Portfolio volatility is 4.45%, 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
| USD=X | AGG | BND | PFE | QCOM | BABA | SQM | PBR | BIDU | VALE | XLE | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| AGG | 0.00 | 1.00 | 0.97 | 0.04 | 0.00 | -0.01 | -0.02 | -0.04 | -0.02 | -0.03 | -0.14 |
| BND | 0.00 | 0.97 | 1.00 | 0.03 | -0.02 | -0.03 | -0.03 | -0.06 | -0.04 | -0.04 | -0.17 |
| PFE | 0.00 | 0.04 | 0.03 | 1.00 | 0.23 | 0.18 | 0.17 | 0.15 | 0.17 | 0.21 | 0.25 |
| QCOM | 0.00 | 0.00 | -0.02 | 0.23 | 1.00 | 0.37 | 0.34 | 0.23 | 0.37 | 0.30 | 0.32 |
| BABA | 0.00 | -0.01 | -0.03 | 0.18 | 0.37 | 1.00 | 0.30 | 0.22 | 0.66 | 0.34 | 0.24 |
| SQM | 0.00 | -0.02 | -0.03 | 0.17 | 0.34 | 0.30 | 1.00 | 0.37 | 0.34 | 0.41 | 0.41 |
| PBR | 0.00 | -0.04 | -0.06 | 0.15 | 0.23 | 0.22 | 0.37 | 1.00 | 0.25 | 0.57 | 0.55 |
| BIDU | 0.00 | -0.02 | -0.04 | 0.17 | 0.37 | 0.66 | 0.34 | 0.25 | 1.00 | 0.34 | 0.26 |
| VALE | 0.00 | -0.03 | -0.04 | 0.21 | 0.30 | 0.34 | 0.41 | 0.57 | 0.34 | 1.00 | 0.44 |
| XLE | 0.00 | -0.14 | -0.17 | 0.25 | 0.32 | 0.24 | 0.41 | 0.55 | 0.26 | 0.44 | 1.00 |