mpp
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in mpp, 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 Nov 30, 2020, corresponding to the inception date of SOFI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.49% | 3.72% | 16.33% | 33.60% | 14.41% | 11.99% |
mpp | 15.68% | 1.79% | 13.76% | 28.75% | N/A | N/A |
Portfolio components: | ||||||
Global X MSCI Greece ETF | 11.59% | -1.89% | 7.41% | 28.26% | 10.02% | 0.27% |
Vanguard Total Bond Market ETF | 3.58% | -1.54% | 6.82% | 12.44% | 0.10% | 1.55% |
SPDR Portfolio S&P 500 ETF | 23.76% | 3.75% | 17.34% | 37.33% | 16.29% | 14.14% |
VICI Properties Inc. | 8.46% | -0.38% | 23.85% | 21.90% | 13.27% | N/A |
Invesco Solar ETF | -29.24% | -8.95% | -4.91% | -21.66% | 5.54% | 1.64% |
SoFi Technologies, Inc. | 0.90% | 23.65% | 40.81% | 29.21% | N/A | N/A |
Visa Inc. | 11.07% | -1.39% | 6.36% | 22.03% | 11.17% | 19.64% |
ChargePoint Holdings, Inc. | -42.74% | -11.26% | -2.90% | -58.64% | -32.79% | N/A |
USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Monthly Returns
The table below presents the monthly returns of mpp, 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 | 0.78% | 4.13% | 1.26% | -3.91% | 4.01% | 0.24% | 2.58% | 2.60% | 1.41% | 15.68% | |||
2023 | 9.02% | -2.55% | 1.93% | 1.80% | -0.56% | 6.74% | 2.94% | -1.80% | -5.69% | -1.71% | 8.58% | 4.81% | 24.77% |
2022 | -2.83% | -3.00% | 2.32% | -7.27% | 1.18% | -7.67% | 8.87% | -4.27% | -9.60% | 9.50% | 5.51% | -4.63% | -13.27% |
2021 | -0.80% | 2.66% | 2.09% | 5.90% | -0.03% | 2.15% | 1.87% | 0.03% | -4.00% | 4.64% | -3.80% | 4.81% | 16.05% |
2020 | 5.15% | 5.15% |
Expense Ratio
mpp has an expense ratio of 0.08%, 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 risk-adjusted rank of mpp is 78, placing it in the top 22% 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 | |
---|---|---|---|---|---|
Global X MSCI Greece ETF | 1.32 | 1.82 | 1.25 | 1.56 | 7.42 |
Vanguard Total Bond Market ETF | 2.09 | 3.11 | 1.39 | 0.72 | 8.35 |
SPDR Portfolio S&P 500 ETF | 3.54 | 4.69 | 1.68 | 4.23 | 23.03 |
VICI Properties Inc. | 1.54 | 2.22 | 1.29 | 1.75 | 3.87 |
Invesco Solar ETF | -0.22 | -0.05 | 0.99 | -0.12 | -0.44 |
SoFi Technologies, Inc. | 0.76 | 1.40 | 1.18 | 0.59 | 1.72 |
Visa Inc. | 1.56 | 2.02 | 1.30 | 1.95 | 4.93 |
ChargePoint Holdings, Inc. | -0.49 | -0.25 | 0.97 | -0.47 | -1.01 |
USD Cash | — | — | — | — | — |
Dividends
Dividend yield
mpp granted a 1.42% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
mpp | 1.42% | 1.52% | 1.63% | 1.28% | 1.48% | 1.61% | 1.93% | 1.42% | 1.67% | 1.51% | 1.40% | 1.28% |
Portfolio components: | ||||||||||||
Global X MSCI Greece ETF | 2.12% | 2.61% | 2.82% | 2.16% | 2.62% | 2.25% | 2.41% | 2.13% | 1.95% | 1.52% | 0.97% | 0.12% |
Vanguard Total Bond Market ETF | 3.46% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
SPDR Portfolio S&P 500 ETF | 1.26% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
VICI Properties Inc. | 5.06% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco Solar ETF | 0.13% | 0.09% | 0.00% | 0.00% | 0.09% | 0.29% | 0.69% | 1.77% | 5.04% | 1.60% | 1.88% | 1.28% |
SoFi Technologies, 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% |
Visa Inc. | 0.72% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
ChargePoint Holdings, 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 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 mpp. 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 mpp was 22.62%, occurring on Sep 30, 2022. Recovery took 196 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-22.62% | Nov 9, 2021 | 234 | Sep 30, 2022 | 196 | Jul 3, 2023 | 430 |
-10.83% | Aug 1, 2023 | 64 | Oct 27, 2023 | 32 | Dec 12, 2023 | 96 |
-6.72% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
-5.59% | Mar 22, 2024 | 21 | Apr 19, 2024 | 18 | May 15, 2024 | 39 |
-4.93% | Apr 30, 2021 | 9 | May 12, 2021 | 15 | Jun 2, 2021 | 24 |
Volatility
Volatility Chart
The current mpp volatility is 2.85%, 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 | BND | V | GREK | CHPT | VICI | SOFI | TAN | SPLG | |
---|---|---|---|---|---|---|---|---|---|
USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
BND | 0.00 | 1.00 | 0.11 | 0.09 | 0.14 | 0.16 | 0.15 | 0.20 | 0.16 |
V | 0.00 | 0.11 | 1.00 | 0.37 | 0.21 | 0.38 | 0.28 | 0.24 | 0.63 |
GREK | 0.00 | 0.09 | 0.37 | 1.00 | 0.26 | 0.36 | 0.31 | 0.36 | 0.54 |
CHPT | 0.00 | 0.14 | 0.21 | 0.26 | 1.00 | 0.30 | 0.54 | 0.60 | 0.45 |
VICI | 0.00 | 0.16 | 0.38 | 0.36 | 0.30 | 1.00 | 0.39 | 0.39 | 0.52 |
SOFI | 0.00 | 0.15 | 0.28 | 0.31 | 0.54 | 0.39 | 1.00 | 0.51 | 0.51 |
TAN | 0.00 | 0.20 | 0.24 | 0.36 | 0.60 | 0.39 | 0.51 | 1.00 | 0.53 |
SPLG | 0.00 | 0.16 | 0.63 | 0.54 | 0.45 | 0.52 | 0.51 | 0.53 | 1.00 |