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Portfolios
Materials
Defensive
US, basic materials sector stocks • Selection: high market cap • Allocation: HRP
Stat:
Industry %
Industry %
Returns
Volatility
Sortino
Beta
MDD
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Tickers in portfolio
Best Performer:
CTVA
NEM
SCCO
FCX
VMC
MLM
+3
13
%
Portfolio
1Y Return
27
%
SPY
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Tech
Growth
US, tech sector stocks • Selection: high return, low dividend • Allocation: HRP
Stat:
Industry %
Industry %
Returns
Volatility
Sortino
Beta
MDD
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Tickers in portfolio
DTST
ASTS
DAKT
APP
AUR
+4
76
%
Portfolio
1Y Return
27
%
SPY
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Asia
Value
Asia stocks, traded on US exchanges • Selection: small positive Price/Earnings, high dividend • Allocation: maximize sortino
Stat:
Industry %
Industry %
Returns
Volatility
Sortino
Beta
MDD
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Tickers in portfolio
Best Performer:
PHI
UMC
RDY
ASX
SONY
TLK
+3
28
%
Portfolio
1Y Return
27
%
SPY
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Europe
Value
Europe stocks, traded on US exchanges • Selection: small positive Price/Earnings • Allocation: HRP
Stat:
Industry %
Industry %
Returns
Volatility
Sortino
Beta
MDD
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Tickers in portfolio
Best Performer:
STNG
AUTL
NVO
TKC
ERIC
ESEA
+3
23
%
Portfolio
1Y Return
27
%
SPY
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Energy
Value
US, energy (oil and gas) stocks • Selection: high dividend yield • Allocation: HRP
Stat:
Industry %
Industry %
Returns
Volatility
Sortino
Beta
MDD
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Tickers in portfolio
Best Performer:
PAA
LPG
DMLP
REPX
GLP
SBR
+5
21
%
Portfolio
1Y Return
27
%
SPY
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Latin America
Value
Latin America stocks, traded on US exchanges • Selection: small positive Price/Earnings, high dividend • Allocation: HRP
Stat:
Industry %
Industry %
Returns
Volatility
Sortino
Beta
MDD
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Tickers in portfolio
Best Performer:
ITUB
CEPU
BMA
GGAL
BBAR
CIG
+3
8
%
Portfolio
1Y Return
27
%
SPY
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