Mr
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AbbVie Inc. | Healthcare | 28.68% |
Allogene Therapeutics, Inc. | Healthcare | 0.42% |
Arcutis Biotherapeutics, Inc. | Healthcare | 1.30% |
Microsoft Corporation | Technology | 65.38% |
Vodafone Group Plc | Communication Services | 1.40% |
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
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. The portfolio is rebalanced Quarterly
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
Mr | 18.86% | -0.24% | 12.93% | 31.58% | N/A | N/A |
Portfolio components: | ||||||
AbbVie Inc. | 26.73% | -1.96% | 18.50% | 38.41% | 24.25% | 16.31% |
Allogene Therapeutics, Inc. | -12.77% | -3.78% | 1.45% | 1.45% | -37.35% | N/A |
Arcutis Biotherapeutics, Inc. | 165.02% | -8.55% | 2.88% | 272.17% | N/A | N/A |
Microsoft Corporation | 15.50% | 0.92% | 11.35% | 29.02% | 25.92% | 26.89% |
Vodafone Group Plc | 12.14% | -8.03% | 16.01% | 9.76% | -7.99% | -5.82% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 6.36% | 5.85% | 1.96% | -8.32% | 4.47% | 6.97% | -1.74% | 1.78% | 2.01% | 18.86% | |||
2023 | 0.06% | 1.63% | 8.37% | 3.45% | -0.07% | 2.26% | 2.63% | -2.68% | -2.72% | 2.51% | 8.40% | 2.13% | 28.48% |
2022 | 77.31% | 77.31% |
Expense Ratio
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 rank of Mr is 35, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
AbbVie Inc. | 2.26 | 2.90 | 1.40 | 2.80 | 8.42 |
Allogene Therapeutics, Inc. | 0.13 | 0.82 | 1.09 | 0.14 | 0.26 |
Arcutis Biotherapeutics, Inc. | 2.99 | 3.42 | 1.39 | 2.99 | 12.62 |
Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
Vodafone Group Plc | 0.47 | 0.84 | 1.10 | 0.42 | 2.13 |
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.
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 8.93%, occurring on Apr 30, 2024. Recovery took 31 trading sessions.
The current Mr drawdown is 1.76%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-8.93% | Mar 15, 2024 | 32 | Apr 30, 2024 | 31 | Jun 13, 2024 | 63 |
-8.19% | Jul 8, 2024 | 21 | Aug 5, 2024 | 32 | Sep 19, 2024 | 53 |
-8.13% | Jul 19, 2023 | 54 | Oct 3, 2023 | 26 | Nov 8, 2023 | 80 |
-7% | Feb 15, 2023 | 17 | Mar 10, 2023 | 5 | Mar 17, 2023 | 22 |
-4.98% | Dec 22, 2022 | 18 | Jan 19, 2023 | 9 | Feb 1, 2023 | 27 |
Volatility
Volatility Chart
The current Mr volatility is 3.27%, 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.
Diversification
Asset Correlations Table
MSFT | ABBV | VOD | ARQT | ALLO | |
---|---|---|---|---|---|
MSFT | 1.00 | -0.00 | 0.04 | 0.07 | 0.14 |
ABBV | -0.00 | 1.00 | 0.16 | 0.09 | 0.09 |
VOD | 0.04 | 0.16 | 1.00 | 0.23 | 0.17 |
ARQT | 0.07 | 0.09 | 0.23 | 1.00 | 0.34 |
ALLO | 0.14 | 0.09 | 0.17 | 0.34 | 1.00 |