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Mr
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 67.65%ABBV 28.65%ARQT 2.09%VOD 1.43%EquityEquity

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

Performance Chart

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.


50.00%100.00%150.00%200.00%December2025FebruaryMarchAprilMay
175.19%
48.36%
Mr
Benchmark (^GSPC)
Portfolio components

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Mr4.36%16.74%0.60%11.22%N/AN/A
ABBV
AbbVie Inc.
6.39%6.62%-5.71%19.87%22.17%15.79%
ALLO
Allogene Therapeutics, Inc.
-44.60%-13.24%-63.01%-57.25%-48.23%N/A
ARQT
Arcutis Biotherapeutics, Inc.
-2.98%1.69%29.95%69.15%-11.25%N/A
MSFT
Microsoft Corporation
4.16%23.58%3.41%7.55%19.98%26.84%
VOD
Vodafone Group Plc
8.95%12.94%2.04%18.18%-0.95%-6.61%
*Annualized

Monthly Returns

The table below presents the monthly returns of Mr, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20250.07%1.36%-2.93%1.10%4.84%4.36%
20246.36%5.85%1.96%-8.32%4.47%6.97%-1.74%1.78%2.01%-2.70%0.25%-1.10%15.76%
20230.06%1.63%8.37%3.45%-0.07%2.26%2.63%-2.68%-2.72%2.51%8.40%2.13%28.47%
202277.31%77.31%

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


The portfolio doesn't include any funds that charge management fees.

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Mr is 42, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Mr is 4242
Overall Rank
The Sharpe Ratio Rank of Mr is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of Mr is 3434
Sortino Ratio Rank
The Omega Ratio Rank of Mr is 3434
Omega Ratio Rank
The Calmar Ratio Rank of Mr is 5555
Calmar Ratio Rank
The Martin Ratio Rank of Mr is 4545
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ABBV
AbbVie Inc.
0.730.991.150.882.15
ALLO
Allogene Therapeutics, Inc.
-0.56-0.750.92-0.71-1.68
ARQT
Arcutis Biotherapeutics, Inc.
0.951.781.201.215.30
MSFT
Microsoft Corporation
0.300.571.070.290.63
VOD
Vodafone Group Plc
0.670.931.130.651.63

The current Mr Sharpe ratio is 0.58. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.96, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Mr with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2025FebruaryMarchAprilMay
0.58
0.48
Mr
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mr provided a 1.53% dividend yield over the last twelve months.


TTM20242023
Portfolio1.53%1.55%1.74%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$1.64$0.83$0.00$1.64$0.00$4.11
2024$1.55$0.75$0.00$1.55$0.75$0.47$1.55$0.75$0.00$1.55$1.07$0.00$9.99
2023$1.48$0.68$0.00$1.48$0.68$0.49$1.48$0.68$0.00$1.48$1.23$0.00$9.68
2022$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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-1.84%
-7.82%
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 14.79%, occurring on Apr 8, 2025. Recovery took 17 trading sessions.

The current Mr drawdown is 1.84%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.79%Dec 18, 202475Apr 8, 202517May 2, 202592
-8.93%Mar 15, 202432Apr 30, 202431Jun 13, 202463
-8.19%Jul 8, 202421Aug 5, 202432Sep 19, 202453
-8.13%Jul 19, 202354Oct 3, 202326Nov 8, 202380
-8.06%Oct 31, 202412Nov 15, 202421Dec 17, 202433

Volatility

Volatility Chart

The current Mr volatility is 10.66%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.66%
11.21%
Mr
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 5 assets, with an effective number of assets of 1.85, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

^GSPCVODABBVARQTALLOMSFTPortfolio
^GSPC1.000.210.210.260.330.720.74
VOD0.211.000.200.210.140.010.11
ABBV0.210.201.000.120.100.010.36
ARQT0.260.210.121.000.350.120.23
ALLO0.330.140.100.351.000.170.24
MSFT0.720.010.010.120.171.000.90
Portfolio0.740.110.360.230.240.901.00
The correlation results are calculated based on daily price changes starting from Dec 20, 2022