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Mutual Retirement Fund 2048
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


MSFT 25%V 25%BRK-B 25%UNH 25%EquityEquity
PositionCategory/SectorWeight
BRK-B
Berkshire Hathaway Inc.
Financial Services

25%

MSFT
Microsoft Corporation
Technology

25%

UNH
UnitedHealth Group Incorporated
Healthcare

25%

V
Visa Inc.
Financial Services

25%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Mutual Retirement Fund 2048, 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


500.00%1,000.00%1,500.00%FebruaryMarchAprilMayJuneJuly
1,695.84%
323.98%
Mutual Retirement Fund 2048
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V

Returns By Period

As of Jul 17, 2024, the Mutual Retirement Fund 2048 returned 13.28% Year-To-Date and 21.32% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
Mutual Retirement Fund 204812.77%4.74%10.40%20.55%18.91%21.21%
MSFT
Microsoft Corporation
16.67%-2.07%10.04%27.00%27.44%27.68%
V
Visa Inc.
2.34%-2.98%-1.64%11.64%8.94%17.84%
BRK-B
Berkshire Hathaway Inc.
21.82%6.50%18.39%25.35%16.13%12.99%
UNH
UnitedHealth Group Incorporated
8.26%17.52%13.19%13.86%18.90%22.62%

Monthly Returns

The table below presents the monthly returns of Mutual Retirement Fund 2048, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20243.86%2.89%0.98%-4.77%3.79%1.38%12.77%
20232.28%-2.51%4.90%5.09%-0.20%4.05%1.82%-0.59%-1.67%3.27%7.67%-1.16%24.85%
2022-1.08%-1.12%5.89%-5.68%-1.62%-5.49%8.18%-5.92%-7.22%9.20%5.33%-4.04%-5.34%
2021-3.49%3.72%4.90%8.02%1.27%1.18%3.39%0.72%-5.00%8.93%-3.67%8.50%30.92%
20201.40%-6.88%-6.76%11.06%3.87%0.86%2.90%9.10%-3.66%-5.03%11.29%3.44%21.13%
20193.57%1.15%3.39%4.50%-3.17%6.33%0.67%-0.92%-2.09%6.41%6.08%3.68%33.19%
20188.90%-2.36%-3.54%3.98%2.65%0.20%5.01%6.34%1.52%-5.16%5.44%-8.37%13.94%
20173.01%3.16%0.19%3.08%1.85%1.45%4.59%3.69%0.33%6.38%4.09%0.48%37.30%
2016-2.12%-0.70%7.16%-1.02%1.73%-0.06%4.25%1.30%0.41%1.15%4.18%2.18%19.68%
2015-3.72%6.28%-1.82%3.19%2.23%-2.83%5.59%-5.55%-0.70%9.05%0.26%0.84%12.43%
2014-3.00%4.40%4.23%-3.23%3.37%0.41%0.47%5.77%0.78%6.53%4.93%0.73%27.86%
20134.20%1.31%4.76%5.42%5.98%1.08%0.94%-0.46%2.76%1.51%5.62%2.60%41.85%

Expense Ratio

Mutual Retirement Fund 2048 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.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Mutual Retirement Fund 2048 is 69, 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.


The Risk-Adjusted Performance Rank of Mutual Retirement Fund 2048 is 6969
Mutual Retirement Fund 2048
The Sharpe Ratio Rank of Mutual Retirement Fund 2048 is 6161Sharpe Ratio Rank
The Sortino Ratio Rank of Mutual Retirement Fund 2048 is 5959Sortino Ratio Rank
The Omega Ratio Rank of Mutual Retirement Fund 2048 is 6060Omega Ratio Rank
The Calmar Ratio Rank of Mutual Retirement Fund 2048 is 8787Calmar Ratio Rank
The Martin Ratio Rank of Mutual Retirement Fund 2048 is 8080Martin 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.


Mutual Retirement Fund 2048
Sharpe ratio
The chart of Sharpe ratio for Mutual Retirement Fund 2048, currently valued at 1.86, compared to the broader market-1.000.001.002.003.004.005.001.86
Sortino ratio
The chart of Sortino ratio for Mutual Retirement Fund 2048, currently valued at 2.60, compared to the broader market-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for Mutual Retirement Fund 2048, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Mutual Retirement Fund 2048, currently valued at 3.49, compared to the broader market0.002.004.006.008.0010.003.49
Martin ratio
The chart of Martin ratio for Mutual Retirement Fund 2048, currently valued at 10.60, compared to the broader market0.0010.0020.0030.0040.0010.60
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.005.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MSFT
Microsoft Corporation
1.211.681.211.855.57
V
Visa Inc.
0.781.131.141.142.67
BRK-B
Berkshire Hathaway Inc.
2.143.081.372.577.69
UNH
UnitedHealth Group Incorporated
0.641.061.140.701.87

Sharpe Ratio

The current Mutual Retirement Fund 2048 Sharpe ratio is 2.14. 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 1.62 to 2.48, 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 Mutual Retirement Fund 2048 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.86
1.82
Mutual Retirement Fund 2048
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Mutual Retirement Fund 2048 granted a 0.70% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mutual Retirement Fund 20480.70%0.71%0.76%0.60%0.72%0.79%0.94%0.94%1.15%1.14%1.13%1.15%
MSFT
Microsoft Corporation
0.67%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
V
Visa Inc.
0.76%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
BRK-B
Berkshire Hathaway 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%
UNH
UnitedHealth Group Incorporated
1.37%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%

Drawdowns

Drawdowns Chart

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


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.99%
-2.86%
Mutual Retirement Fund 2048
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mutual Retirement Fund 2048. 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 Mutual Retirement Fund 2048 was 42.52%, occurring on Mar 9, 2009. Recovery took 197 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-42.52%Jun 2, 2008194Mar 9, 2009197Dec 16, 2009391
-32.17%Feb 20, 202023Mar 23, 202095Aug 6, 2020118
-19.44%Mar 31, 2022135Oct 12, 2022159Jun 1, 2023294
-16.47%Dec 4, 201814Dec 24, 201883Apr 25, 201997
-15.89%Mar 12, 201053May 26, 2010170Jan 27, 2011223

Volatility

Volatility Chart

The current Mutual Retirement Fund 2048 volatility is 3.61%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
3.61%
2.76%
Mutual Retirement Fund 2048
Benchmark (^GSPC)
Portfolio components

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.

UNHMSFTBRK-BV
UNH1.000.340.420.35
MSFT0.341.000.420.50
BRK-B0.420.421.000.50
V0.350.500.501.00
The correlation results are calculated based on daily price changes starting from Mar 20, 2008