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Mr

Last updated Dec 9, 2023

Asset Allocation


MSFT 69.71%ABBV 27.81%VOD 1.63%EquityEquity
PositionCategory/SectorWeight
MSFT
Microsoft Corporation
Technology69.71%
ABBV
AbbVie Inc.
Healthcare27.81%
VOD
Vodafone Group Plc
Communication Services1.63%
ALLO
Allogene Therapeutics, Inc.
Healthcare0.46%
ARQT
Arcutis Biotherapeutics, Inc.
Healthcare0.4%

Transactions


DateTypeSymbolQuantityPrice
Dec 20, 2022BuyAbbVie Inc.1$90.00
Dec 20, 2022BuyAllogene Therapeutics, Inc.1$27.00
Dec 20, 2022BuyArcutis Biotherapeutics, Inc.1$17.00
Dec 20, 2022BuyMicrosoft Corporation1$90.00
Dec 20, 2022BuyVodafone Group Plc1$20.00

1–5 of 5

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


0.00%20.00%40.00%60.00%80.00%100.00%120.00%JulyAugustSeptemberOctoberNovemberDecember
120.03%
20.48%
Mr
Benchmark (^GSPC)
Portfolio components

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Mr24.09%4.71%9.58%N/AN/AN/A
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/AN/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


JanFebMarAprMayJunJulAugSepOctNovDec
2023-0.21%2.18%2.36%-2.84%-2.76%2.24%8.30%

Sharpe Ratio


Chart placeholderNot enough data

Expense Ratio

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
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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

MSFTABBVVODALLOARQT
MSFT1.00-0.000.090.100.04
ABBV-0.001.000.120.060.15
VOD0.090.121.000.190.27
ALLO0.100.060.191.000.40
ARQT0.040.150.270.401.00

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember00
Mr
Benchmark (^GSPC)
Portfolio components

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, 202354Oct 3, 202328Nov 10, 202382
-7.17%Feb 15, 202317Mar 10, 20235Mar 17, 202322
-5.32%Dec 22, 202218Jan 19, 202310Feb 2, 202328
-4.49%Jun 16, 20236Jun 26, 202315Jul 18, 202321
-2.73%Apr 14, 20238Apr 25, 20231Apr 26, 20239

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.


2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.88%
2.77%
Mr
Benchmark (^GSPC)
Portfolio components
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