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Mplx

Last updated Feb 21, 2024

Asset Allocation


MPLX 100%EquityEquity
PositionCategory/SectorWeight
MPLX
MPLX LP
Energy

100%

Performance

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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
18.10%
13.40%
Mplx
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 26, 2012, corresponding to the inception date of MPLX

Returns

As of Feb 21, 2024, the Mplx returned 9.48% Year-To-Date and 6.00% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Mplx9.48%8.38%18.10%23.31%14.71%6.00%
MPLX
MPLX LP
9.48%8.38%18.10%23.31%14.71%6.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.98%
20234.63%0.46%1.95%1.32%3.61%0.71%

Sharpe Ratio

The current Mplx Sharpe ratio is 2.57. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.57

The Sharpe ratio of Mplx is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
2.57
1.75
Mplx
Benchmark (^GSPC)
Portfolio components

Dividend yield

Mplx granted a 8.27% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mplx8.27%8.65%8.80%11.30%12.71%10.42%8.22%6.18%5.76%4.25%1.79%2.28%
MPLX
MPLX LP
8.27%8.65%8.80%11.30%12.71%10.42%8.22%6.18%5.76%4.25%1.79%2.28%

Expense Ratio

The 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
MPLX
MPLX LP
2.57

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February0
-1.08%
Mplx
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-85.75%Mar 3, 20151271Mar 18, 2020984Feb 14, 20242255
-24.13%Sep 10, 201425Oct 14, 201413Oct 31, 201438
-14.51%Nov 28, 201413Dec 16, 20149Dec 30, 201422
-14.02%Jul 3, 201420Jul 31, 201427Sep 9, 201447
-11.81%May 24, 20139Jun 6, 2013124Dec 2, 2013133

Volatility Chart

The current Mplx volatility is 3.34%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
3.34%
3.37%
Mplx
Benchmark (^GSPC)
Portfolio components
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