Mplx
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Mplx, 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 Oct 26, 2012, corresponding to the inception date of MPLX
Returns By Period
As of Jul 25, 2024, the Mplx returned 21.14% Year-To-Date and 5.21% of annualized return in the last 10 years.
Monthly Returns
The table below presents the monthly returns of Mplx, 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 | 4.98% | 1.95% | 8.12% | 0.58% | -0.65% | 4.70% | 20.54% | ||||||
| 2023 | 6.33% | 1.42% | -0.52% | 1.57% | -2.56% | 1.80% | 4.63% | 0.46% | 1.95% | 1.32% | 3.61% | 0.71% | 22.46% |
| 2022 | 10.92% | 2.01% | 1.22% | -2.47% | 3.97% | -11.53% | 11.53% | 2.58% | -8.00% | 11.76% | 3.71% | -3.38% | 21.09% |
| 2021 | 6.74% | 6.06% | 7.64% | 5.31% | 8.69% | 3.42% | -4.15% | 1.56% | 1.25% | 5.80% | 1.37% | 0.96% | 53.93% |
| 2020 | -5.54% | -13.15% | -42.73% | 55.77% | 9.30% | -9.00% | 5.73% | 3.71% | -13.85% | 9.34% | 26.96% | 2.90% | -1.78% |
| 2019 | 15.91% | -3.83% | -0.81% | -1.92% | -3.23% | 5.27% | -8.82% | -2.70% | 0.36% | -5.86% | -7.95% | 7.65% | -8.24% |
| 2018 | 4.88% | -5.67% | -4.32% | 6.93% | 3.46% | -4.93% | 6.71% | -0.97% | -2.23% | -3.09% | 0.43% | -8.54% | -8.43% |
| 2017 | 9.33% | -0.34% | -3.04% | -2.36% | -4.75% | 1.06% | 8.83% | -4.10% | 2.01% | 0.71% | 3.45% | -1.09% | 8.94% |
| 2016 | -21.76% | -14.31% | 14.46% | 10.12% | -0.90% | 5.42% | -2.03% | 2.10% | 2.20% | 0.47% | -2.00% | 5.39% | -6.36% |
| 2015 | 8.74% | 3.34% | -10.88% | 6.13% | -5.62% | -2.22% | -21.37% | -10.90% | -22.99% | 2.80% | 10.70% | -8.41% | -44.84% |
| 2014 | 3.98% | 6.09% | 0.37% | 10.49% | 6.23% | 12.84% | -11.50% | 7.49% | -3.38% | 13.75% | -0.41% | 10.66% | 68.97% |
| 2013 | 10.92% | -5.03% | 14.56% | 2.19% | -2.29% | -0.86% | -2.12% | -0.14% | 2.07% | 1.90% | 3.31% | 17.03% | 46.83% |
Expense Ratio
Mplx has an expense ratio of 0.00%, indicating no management fees are charged. 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 Mplx is 91, placing it in the top 9% 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 | |
|---|---|---|---|---|---|
MPLX MPLX LP | 2.99 | 4.27 | 1.54 | 2.29 | 19.90 |
Dividends
Dividend yield
Mplx granted a 7.84% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mplx | 7.84% | 8.65% | 8.80% | 11.30% | 12.71% | 10.42% | 8.22% | 6.18% | 5.76% | 4.25% | 1.79% | 2.28% |
| Portfolio components: | ||||||||||||
MPLX MPLX LP | 7.84% | 8.65% | 8.80% | 11.30% | 12.71% | 10.42% | 8.22% | 6.18% | 5.76% | 4.25% | 1.79% | 2.28% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Mplx. 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 Mplx was 85.75%, occurring on Mar 18, 2020. Recovery took 984 trading sessions.
The current Mplx drawdown is 1.59%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -85.75% | Mar 3, 2015 | 1271 | Mar 18, 2020 | 984 | Feb 14, 2024 | 2255 |
| -24.13% | Sep 10, 2014 | 25 | Oct 14, 2014 | 13 | Oct 31, 2014 | 38 |
| -14.51% | Nov 28, 2014 | 13 | Dec 16, 2014 | 9 | Dec 30, 2014 | 22 |
| -14.02% | Jul 3, 2014 | 20 | Jul 31, 2014 | 27 | Sep 9, 2014 | 47 |
| -11.81% | May 24, 2013 | 9 | Jun 6, 2013 | 124 | Dec 2, 2013 | 133 |
Volatility
Volatility Chart
The current Mplx volatility is 2.83%, 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.