PIFIA 1
El portafolio que debería tener de stocks creciendo, stocks valor y stocks dividendos
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
ADSK Autodesk, Inc. | Technology | 7.69% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 7.69% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 7.69% |
BTI British American Tobacco p.l.c. | Consumer Defensive | 7.69% |
DASTY Dassault Systemes SA | Technology | 7.69% |
DELL Dell Technologies Inc. | Technology | 7.69% |
EADSY Airbus Group NV | Industrials | 7.69% |
JNJ Johnson & Johnson | Healthcare | 7.69% |
MO Altria Group, Inc. | Consumer Defensive | 7.69% |
MSFT Microsoft Corporation | Technology | 7.69% |
O Realty Income Corporation | Real Estate | 7.69% |
PG The Procter & Gamble Company | Consumer Defensive | 7.69% |
TSM Taiwan Semiconductor Manufacturing Company Limited | Technology | 7.69% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in PIFIA 1, 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 Aug 17, 2016, corresponding to the inception date of DELL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 12.07% | -0.74% | 10.90% | 14.73% | 10.57% |
| PIFIA 1 | 4.31% | 10.59% | 4.40% | 16.81% | 19.02% | N/A |
| Portfolio components: | ||||||
TSM Taiwan Semiconductor Manufacturing Company Limited | -8.87% | 22.13% | -6.43% | 28.42% | 30.73% | 25.42% |
PG The Procter & Gamble Company | -3.05% | -1.34% | -1.55% | 0.01% | 9.41% | 10.25% |
MSFT Microsoft Corporation | 3.48% | 20.96% | 6.50% | 7.86% | 20.35% | 26.96% |
JNJ Johnson & Johnson | 8.82% | 1.88% | -0.94% | 7.94% | 3.76% | 7.55% |
EADSY Airbus Group NV | 12.05% | 11.26% | 16.91% | 8.07% | 25.28% | 12.18% |
DELL Dell Technologies Inc. | -17.06% | 32.90% | -26.97% | -23.06% | 38.31% | N/A |
DASTY Dassault Systemes SA | 8.85% | 2.36% | 8.43% | -4.46% | 5.71% | 10.08% |
BRK-B Berkshire Hathaway Inc. | 19.09% | 9.37% | 19.39% | 34.66% | 25.23% | 14.07% |
AMZN Amazon.com, Inc. | -13.41% | 11.10% | -4.02% | 2.02% | 10.43% | 24.52% |
ADSK Autodesk, Inc. | -5.27% | 14.04% | -2.30% | 30.11% | 9.22% | 17.45% |
O Realty Income Corporation | 9.22% | 3.76% | -0.48% | 8.99% | 8.36% | 7.58% |
BTI British American Tobacco p.l.c. | 21.06% | 8.30% | 27.96% | 57.24% | 11.30% | 4.18% |
MO Altria Group, Inc. | 16.05% | 6.31% | 14.84% | 47.88% | 19.38% | 8.35% |
Monthly Returns
The table below presents the monthly returns of PIFIA 1, 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 | 3.86% | -0.65% | -1.20% | 0.19% | 2.12% | 4.31% | |||||||
| 2024 | 4.11% | 3.90% | 4.71% | -4.14% | 3.80% | 2.18% | 1.93% | 4.37% | 0.49% | -0.73% | 3.69% | -2.17% | 23.96% |
| 2023 | 5.07% | -2.15% | 3.68% | 2.75% | 0.08% | 6.15% | 1.14% | -1.11% | -3.31% | -0.32% | 9.55% | 2.16% | 25.54% |
| 2022 | -1.83% | -2.67% | 1.60% | -5.72% | 0.21% | -9.67% | 8.20% | -5.74% | -9.44% | 6.65% | 6.59% | -3.22% | -15.81% |
| 2021 | -1.34% | 2.64% | 4.80% | 4.17% | 1.12% | 1.26% | 3.12% | 1.91% | -5.02% | 4.73% | -2.52% | 6.25% | 22.57% |
| 2020 | 1.94% | -9.09% | -10.80% | 9.79% | 3.33% | 6.09% | 6.82% | 6.40% | -2.98% | -4.36% | 12.29% | 6.01% | 24.89% |
| 2019 | 6.76% | 5.93% | 4.79% | 4.78% | -7.65% | 3.50% | 1.18% | -2.70% | 1.58% | 4.07% | 4.25% | 3.66% | 33.50% |
| 2018 | 5.19% | -1.91% | 0.01% | -2.57% | 2.01% | 1.70% | 6.21% | 4.63% | 0.19% | -6.07% | 1.40% | -7.56% | 2.24% |
| 2017 | 5.55% | 4.04% | 1.68% | 2.03% | 4.79% | -2.32% | 2.07% | 2.56% | 1.19% | 5.71% | 0.10% | 1.20% | 32.27% |
| 2016 | 0.52% | 2.82% | -2.23% | -0.49% | 2.46% | 3.02% |
Expense Ratio
PIFIA 1 has an expense ratio of 0.00%, meaning no management fees are charged. 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 85, PIFIA 1 is among the top 15% 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 | |
|---|---|---|---|---|---|
TSM Taiwan Semiconductor Manufacturing Company Limited | 0.70 | 1.22 | 1.15 | 0.88 | 2.43 |
PG The Procter & Gamble Company | 0.04 | 0.18 | 1.02 | 0.07 | 0.16 |
MSFT Microsoft Corporation | 0.49 | 0.88 | 1.12 | 0.53 | 1.19 |
JNJ Johnson & Johnson | 0.60 | 0.93 | 1.13 | 0.66 | 1.82 |
EADSY Airbus Group NV | 0.27 | 0.59 | 1.08 | 0.35 | 0.71 |
DELL Dell Technologies Inc. | -0.39 | -0.18 | 0.98 | -0.38 | -0.65 |
DASTY Dassault Systemes SA | -0.14 | -0.00 | 1.00 | -0.09 | -0.31 |
BRK-B Berkshire Hathaway Inc. | 1.91 | 2.60 | 1.37 | 4.10 | 10.54 |
AMZN Amazon.com, Inc. | 0.26 | 0.59 | 1.07 | 0.28 | 0.77 |
ADSK Autodesk, Inc. | 1.08 | 1.62 | 1.21 | 0.76 | 3.54 |
O Realty Income Corporation | 0.68 | 1.03 | 1.13 | 0.50 | 1.36 |
BTI British American Tobacco p.l.c. | 3.09 | 3.61 | 1.58 | 1.73 | 12.99 |
MO Altria Group, Inc. | 2.55 | 3.59 | 1.47 | 4.58 | 10.94 |
Dividends
Dividend yield
PIFIA 1 provided a 2.43% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.43% | 2.54% | 2.77% | 2.53% | 2.26% | 2.28% | 2.15% | 2.49% | 1.83% | 1.94% | 2.00% | 2.11% |
| Portfolio components: | ||||||||||||
TSM Taiwan Semiconductor Manufacturing Company Limited | 1.38% | 1.18% | 1.78% | 2.48% | 1.56% | 1.58% | 3.49% | 3.55% | 2.32% | 2.61% | 2.54% | 1.79% |
PG The Procter & Gamble Company | 2.54% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.32% | 2.78% |
MSFT Microsoft Corporation | 0.73% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
JNJ Johnson & Johnson | 3.18% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% | 2.64% |
EADSY Airbus Group NV | 1.84% | 1.89% | 1.24% | 1.37% | 0.00% | 1.83% | 1.27% | 1.93% | 1.45% | 2.23% | 2.00% | 3.62% |
DELL Dell Technologies Inc. | 1.97% | 1.48% | 1.88% | 2.46% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DASTY Dassault Systemes SA | 0.66% | 0.72% | 0.47% | 0.51% | 0.23% | 0.37% | 0.44% | 0.58% | 0.55% | 0.69% | 0.59% | 0.93% |
BRK-B Berkshire Hathaway 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% |
AMZN Amazon.com, 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% |
ADSK Autodesk, 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% |
O Realty Income Corporation | 5.57% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
BTI British American Tobacco p.l.c. | 6.90% | 8.18% | 9.57% | 7.40% | 7.98% | 7.22% | 6.35% | 8.52% | 4.18% | 3.79% | 4.21% | 4.55% |
MO Altria Group, Inc. | 6.78% | 7.65% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% |
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 PIFIA 1. 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 PIFIA 1 was 31.03%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current PIFIA 1 drawdown is 1.18%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.03% | Feb 7, 2020 | 31 | Mar 23, 2020 | 83 | Jul 21, 2020 | 114 |
| -24.96% | Jan 18, 2022 | 185 | Oct 11, 2022 | 279 | Nov 20, 2023 | 464 |
| -17.47% | Aug 30, 2018 | 80 | Dec 24, 2018 | 52 | Mar 12, 2019 | 132 |
| -12.58% | Feb 12, 2025 | 39 | Apr 8, 2025 | — | — | — |
| -10.21% | Jan 23, 2018 | 13 | Feb 8, 2018 | 20 | Mar 9, 2018 | 33 |
Volatility
Volatility Chart
The current PIFIA 1 volatility is 9.17%, 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 13 assets, with an effective number of assets of 13.00, 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
| ^GSPC | DASTY | EADSY | MO | O | JNJ | PG | BTI | DELL | TSM | AMZN | BRK-B | ADSK | MSFT | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.36 | 0.36 | 0.31 | 0.36 | 0.36 | 0.36 | 0.34 | 0.56 | 0.60 | 0.66 | 0.66 | 0.71 | 0.76 | 0.87 |
| DASTY | 0.36 | 1.00 | 0.39 | 0.03 | 0.11 | 0.12 | 0.12 | 0.13 | 0.22 | 0.28 | 0.29 | 0.17 | 0.34 | 0.33 | 0.49 |
| EADSY | 0.36 | 0.39 | 1.00 | 0.16 | 0.16 | 0.10 | 0.10 | 0.21 | 0.25 | 0.25 | 0.18 | 0.33 | 0.25 | 0.20 | 0.49 |
| MO | 0.31 | 0.03 | 0.16 | 1.00 | 0.34 | 0.35 | 0.41 | 0.51 | 0.16 | 0.10 | 0.08 | 0.38 | 0.15 | 0.14 | 0.40 |
| O | 0.36 | 0.11 | 0.16 | 0.34 | 1.00 | 0.30 | 0.37 | 0.29 | 0.15 | 0.14 | 0.13 | 0.30 | 0.25 | 0.22 | 0.41 |
| JNJ | 0.36 | 0.12 | 0.10 | 0.35 | 0.30 | 1.00 | 0.46 | 0.30 | 0.13 | 0.11 | 0.12 | 0.42 | 0.19 | 0.24 | 0.39 |
| PG | 0.36 | 0.12 | 0.10 | 0.41 | 0.37 | 0.46 | 1.00 | 0.30 | 0.13 | 0.10 | 0.16 | 0.35 | 0.19 | 0.28 | 0.40 |
| BTI | 0.34 | 0.13 | 0.21 | 0.51 | 0.29 | 0.30 | 0.30 | 1.00 | 0.18 | 0.18 | 0.15 | 0.32 | 0.18 | 0.20 | 0.46 |
| DELL | 0.56 | 0.22 | 0.25 | 0.16 | 0.15 | 0.13 | 0.13 | 0.18 | 1.00 | 0.44 | 0.39 | 0.37 | 0.45 | 0.45 | 0.63 |
| TSM | 0.60 | 0.28 | 0.25 | 0.10 | 0.14 | 0.11 | 0.10 | 0.18 | 0.44 | 1.00 | 0.47 | 0.31 | 0.51 | 0.52 | 0.65 |
| AMZN | 0.66 | 0.29 | 0.18 | 0.08 | 0.13 | 0.12 | 0.16 | 0.15 | 0.39 | 0.47 | 1.00 | 0.30 | 0.56 | 0.69 | 0.64 |
| BRK-B | 0.66 | 0.17 | 0.33 | 0.38 | 0.30 | 0.42 | 0.35 | 0.32 | 0.37 | 0.31 | 0.30 | 1.00 | 0.38 | 0.39 | 0.60 |
| ADSK | 0.71 | 0.34 | 0.25 | 0.15 | 0.25 | 0.19 | 0.19 | 0.18 | 0.45 | 0.51 | 0.56 | 0.38 | 1.00 | 0.62 | 0.71 |
| MSFT | 0.76 | 0.33 | 0.20 | 0.14 | 0.22 | 0.24 | 0.28 | 0.20 | 0.45 | 0.52 | 0.69 | 0.39 | 0.62 | 1.00 | 0.72 |
| Portfolio | 0.87 | 0.49 | 0.49 | 0.40 | 0.41 | 0.39 | 0.40 | 0.46 | 0.63 | 0.65 | 0.64 | 0.60 | 0.71 | 0.72 | 1.00 |