Michael Mittermüller
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MNST Monster Beverage Corporation | Consumer Defensive | 10% |
FAST Fastenal Company | Industrials | 10% |
FDX FedEx Corporation | Industrials | 10% |
ADP Automatic Data Processing, Inc. | Industrials | 10% |
XEL Xcel Energy Inc. | Utilities | 10% |
SBUX Starbucks Corporation | Consumer Cyclical | 10% |
GOOG Alphabet Inc. | Communication Services | 10% |
AXP American Express Company | Financial Services | 10% |
HD The Home Depot, Inc. | Consumer Cyclical | 10% |
AMGN Amgen Inc. | Healthcare | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in Michael Mittermüller, 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
As of May 27, 2023, the Michael Mittermüller returned 6.62% Year-To-Date and 15.09% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 9.53% | 6.26% | 1.14% | 9.26% | 9.15% |
| Michael Mittermüller | -1.90% | 6.62% | 3.74% | 5.89% | 14.44% | 15.09% |
| Portfolio components: | ||||||
MNST Monster Beverage Corporation | 2.87% | 13.48% | 15.46% | 28.49% | 17.69% | 19.47% |
FAST Fastenal Company | 2.45% | 18.15% | 11.22% | 4.66% | 18.87% | 11.73% |
FDX FedEx Corporation | -1.59% | 30.14% | 27.61% | 4.39% | -0.59% | 6.91% |
ADP Automatic Data Processing, Inc. | -3.42% | -10.54% | -16.47% | -3.56% | 12.66% | 15.75% |
XEL Xcel Energy Inc. | -8.00% | -7.52% | -5.18% | -13.31% | 10.25% | 11.96% |
SBUX Starbucks Corporation | -13.36% | 0.32% | 0.87% | 31.22% | 14.03% | 13.54% |
GOOG Alphabet Inc. | 15.90% | 41.36% | 31.42% | 11.20% | 18.31% | 17.64% |
AXP American Express Company | -2.54% | 7.19% | 2.56% | -5.91% | 11.46% | 7.73% |
HD The Home Depot, Inc. | -2.57% | -6.62% | -6.08% | -2.56% | 12.00% | 17.97% |
AMGN Amgen Inc. | -8.66% | -15.89% | -21.66% | -12.19% | 7.05% | 9.29% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| XEL | AMGN | MNST | FDX | AXP | GOOG | FAST | SBUX | HD | ADP | |
|---|---|---|---|---|---|---|---|---|---|---|
| XEL | 1.00 | 0.27 | 0.32 | 0.14 | 0.18 | 0.20 | 0.23 | 0.27 | 0.26 | 0.35 |
| AMGN | 0.27 | 1.00 | 0.34 | 0.33 | 0.33 | 0.37 | 0.35 | 0.34 | 0.36 | 0.43 |
| MNST | 0.32 | 0.34 | 1.00 | 0.35 | 0.32 | 0.41 | 0.37 | 0.45 | 0.42 | 0.46 |
| FDX | 0.14 | 0.33 | 0.35 | 1.00 | 0.50 | 0.43 | 0.49 | 0.40 | 0.46 | 0.46 |
| AXP | 0.18 | 0.33 | 0.32 | 0.50 | 1.00 | 0.45 | 0.45 | 0.47 | 0.45 | 0.51 |
| GOOG | 0.20 | 0.37 | 0.41 | 0.43 | 0.45 | 1.00 | 0.42 | 0.48 | 0.44 | 0.49 |
| FAST | 0.23 | 0.35 | 0.37 | 0.49 | 0.45 | 0.42 | 1.00 | 0.41 | 0.51 | 0.52 |
| SBUX | 0.27 | 0.34 | 0.45 | 0.40 | 0.47 | 0.48 | 0.41 | 1.00 | 0.48 | 0.50 |
| HD | 0.26 | 0.36 | 0.42 | 0.46 | 0.45 | 0.44 | 0.51 | 0.48 | 1.00 | 0.54 |
| ADP | 0.35 | 0.43 | 0.46 | 0.46 | 0.51 | 0.49 | 0.52 | 0.50 | 0.54 | 1.00 |
Dividend yield
Michael Mittermüller granted a 2.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Michael Mittermüller | 2.63% | 1.86% | 1.50% | 1.75% | 1.78% | 2.03% | 1.79% | 1.95% | 1.88% | 1.68% | 1.75% | 2.10% |
| Portfolio components: | ||||||||||||
MNST Monster Beverage Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FAST Fastenal Company | 3.52% | 2.66% | 1.82% | 3.02% | 2.56% | 3.29% | 2.69% | 3.01% | 3.33% | 2.62% | 2.15% | 3.42% |
FDX FedEx Corporation | 2.39% | 2.44% | 1.15% | 1.04% | 1.81% | 1.63% | 0.82% | 0.85% | 0.70% | 0.48% | 0.46% | 0.67% |
ADP Automatic Data Processing, Inc. | 2.64% | 1.84% | 1.59% | 2.17% | 2.06% | 2.33% | 2.23% | 2.39% | 2.76% | 2.53% | 2.72% | 3.60% |
XEL Xcel Energy Inc. | 3.84% | 2.80% | 2.80% | 2.75% | 2.79% | 3.46% | 3.48% | 4.00% | 4.41% | 4.29% | 5.30% | 5.56% |
SBUX Starbucks Corporation | 3.11% | 2.04% | 1.63% | 1.65% | 1.82% | 2.24% | 2.04% | 1.74% | 1.31% | 1.57% | 1.35% | 1.62% |
GOOG Alphabet Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AXP American Express Company | 1.98% | 1.36% | 1.07% | 1.47% | 1.35% | 1.61% | 1.43% | 1.77% | 1.77% | 1.20% | 1.09% | 1.58% |
HD The Home Depot, Inc. | 3.31% | 2.42% | 1.64% | 2.38% | 2.69% | 2.66% | 2.13% | 2.39% | 2.11% | 2.16% | 2.34% | 2.36% |
AMGN Amgen Inc. | 5.54% | 3.01% | 3.29% | 3.01% | 2.68% | 3.11% | 3.12% | 3.32% | 2.42% | 1.95% | 2.13% | 2.20% |
Expense Ratio
The Michael Mittermüller 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.
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 | |
|---|---|---|---|---|---|
MNST Monster Beverage Corporation | 1.35 | ||||
FAST Fastenal Company | 0.35 | ||||
FDX FedEx Corporation | 0.30 | ||||
ADP Automatic Data Processing, Inc. | 0.05 | ||||
XEL Xcel Energy Inc. | -0.53 | ||||
SBUX Starbucks Corporation | 1.31 | ||||
GOOG Alphabet Inc. | 0.48 | ||||
AXP American Express Company | -0.02 | ||||
HD The Home Depot, Inc. | 0.09 | ||||
AMGN Amgen Inc. | -0.55 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Michael Mittermüller. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Michael Mittermüller is 32.36%, recorded on Mar 23, 2020. It took 96 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.36% | Feb 21, 2020 | 22 | Mar 23, 2020 | 96 | Aug 7, 2020 | 118 |
| -19.14% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -16.15% | Dec 4, 2018 | 14 | Dec 24, 2018 | 44 | Feb 28, 2019 | 58 |
| -12.11% | Dec 2, 2015 | 49 | Feb 11, 2016 | 33 | Mar 31, 2016 | 82 |
| -10.95% | Jan 29, 2018 | 39 | Mar 23, 2018 | 86 | Jul 26, 2018 | 125 |
Volatility Chart
The current Michael Mittermüller volatility is 3.66%, 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.