Mr
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 69.71% |
ABBV AbbVie Inc. | Healthcare | 27.81% |
VOD Vodafone Group Plc | Communication Services | 1.63% |
ALLO Allogene Therapeutics, Inc. | Healthcare | 0.46% |
ARQT Arcutis Biotherapeutics, Inc. | Healthcare | 0.4% |
Transactions
| Date | Type | Symbol | Quantity | Price |
|---|---|---|---|---|
| Dec 20, 2022 | Buy | AbbVie Inc. | 1 | $90.00 |
| Dec 20, 2022 | Buy | Allogene Therapeutics, Inc. | 1 | $27.00 |
| Dec 20, 2022 | Buy | Arcutis Biotherapeutics, Inc. | 1 | $17.00 |
| Dec 20, 2022 | Buy | Microsoft Corporation | 1 | $90.00 |
| Dec 20, 2022 | Buy | Vodafone Group Plc | 1 | $20.00 |
Performance
The chart shows the growth of an initial investment of $10,000 in Mr, 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
Returns
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Mr | 24.09% | 4.71% | 9.58% | N/A | N/A | N/A |
| Portfolio components: | ||||||
ABBV AbbVie Inc. | -3.90% | 5.10% | 10.32% | -6.43% | 16.75% | 15.76% |
ALLO Allogene Therapeutics, Inc. | -60.73% | -13.64% | -56.21% | -72.49% | -37.71% | N/A |
ARQT Arcutis Biotherapeutics, Inc. | -85.41% | -1.82% | -78.27% | -87.26% | N/A | N/A |
MSFT Microsoft Corporation | 57.43% | 3.25% | 14.99% | 52.61% | 30.35% | 27.89% |
VOD Vodafone Group Plc | -4.17% | -3.11% | -1.76% | -7.46% | -9.56% | -6.70% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.21% | 2.18% | 2.36% | -2.84% | -2.76% | 2.24% | 8.30% |
Not enough dataExpense Ratio
Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
ABBV AbbVie Inc. | -0.31 | ||||
ALLO Allogene Therapeutics, Inc. | -1.01 | ||||
ARQT Arcutis Biotherapeutics, Inc. | -1.12 | ||||
MSFT Microsoft Corporation | 2.12 | ||||
VOD Vodafone Group Plc | -0.35 |
Asset Correlations Table
| MSFT | ABBV | VOD | ALLO | ARQT | |
|---|---|---|---|---|---|
| MSFT | 1.00 | -0.00 | 0.09 | 0.10 | 0.04 |
| ABBV | -0.00 | 1.00 | 0.12 | 0.06 | 0.15 |
| VOD | 0.09 | 0.12 | 1.00 | 0.19 | 0.27 |
| ALLO | 0.10 | 0.06 | 0.19 | 1.00 | 0.40 |
| ARQT | 0.04 | 0.15 | 0.27 | 0.40 | 1.00 |
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 Mr. 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 Mr was 8.36%, occurring on Oct 3, 2023. Recovery took 28 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -8.36% | Jul 19, 2023 | 54 | Oct 3, 2023 | 28 | Nov 10, 2023 | 82 |
| -7.17% | Feb 15, 2023 | 17 | Mar 10, 2023 | 5 | Mar 17, 2023 | 22 |
| -5.32% | Dec 22, 2022 | 18 | Jan 19, 2023 | 10 | Feb 2, 2023 | 28 |
| -4.49% | Jun 16, 2023 | 6 | Jun 26, 2023 | 15 | Jul 18, 2023 | 21 |
| -2.73% | Apr 14, 2023 | 8 | Apr 25, 2023 | 1 | Apr 26, 2023 | 9 |
Volatility Chart
The current Mr volatility is 3.88%, 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.