Mutual Retirement Fund 2048
Retirement
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
MSFT Microsoft Corporation | Technology | 25% |
V Visa Inc. | Financial Services | 25% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 25% |
UNH UnitedHealth Group Incorporated | Healthcare | 25% |
Performance
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
The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V
Returns
As of Dec 7, 2023, the Mutual Retirement Fund 2048 returned 24.49% Year-To-Date and 21.32% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Mutual Retirement Fund 2048 | 24.49% | 2.82% | 12.07% | 23.54% | 19.14% | 21.29% |
| Portfolio components: | ||||||
MSFT Microsoft Corporation | 55.15% | 3.65% | 14.52% | 51.79% | 30.03% | 27.62% |
V Visa Inc. | 23.37% | 4.66% | 13.34% | 22.59% | 13.96% | 18.41% |
BRK-B Berkshire Hathaway Inc. | 14.08% | 1.66% | 5.06% | 14.49% | 11.48% | 11.71% |
UNH UnitedHealth Group Incorporated | 5.20% | 3.36% | 15.28% | 3.42% | 17.12% | 24.21% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -0.20% | 4.05% | 1.82% | -0.59% | -1.67% | 3.27% | 7.71% |
Dividend yield
Mutual Retirement Fund 2048 granted a 0.70% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Mutual Retirement Fund 2048 | 0.70% | 0.76% | 0.60% | 0.72% | 0.79% | 0.94% | 0.94% | 1.15% | 1.14% | 1.13% | 1.15% | 1.31% |
| Portfolio components: | ||||||||||||
MSFT Microsoft Corporation | 0.76% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% | 3.11% |
V Visa Inc. | 0.74% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% | 0.65% |
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 | 1.33% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% | 1.47% |
Expense Ratio
The 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.
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 | |
|---|---|---|---|---|---|
MSFT Microsoft Corporation | 1.89 | ||||
V Visa Inc. | 1.24 | ||||
BRK-B Berkshire Hathaway Inc. | 0.95 | ||||
UNH UnitedHealth Group Incorporated | 0.20 |
Asset Correlations Table
| UNH | MSFT | V | BRK-B | |
|---|---|---|---|---|
| UNH | 1.00 | 0.36 | 0.35 | 0.42 |
| MSFT | 0.36 | 1.00 | 0.50 | 0.43 |
| V | 0.35 | 0.50 | 1.00 | 0.50 |
| BRK-B | 0.42 | 0.43 | 0.50 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2008 | 194 | Mar 9, 2009 | 197 | Dec 16, 2009 | 391 |
| -32.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -19.44% | Mar 31, 2022 | 135 | Oct 12, 2022 | 159 | Jun 1, 2023 | 294 |
| -16.47% | Dec 4, 2018 | 14 | Dec 24, 2018 | 83 | Apr 25, 2019 | 97 |
| -15.89% | Mar 12, 2010 | 53 | May 26, 2010 | 170 | Jan 27, 2011 | 223 |
Volatility Chart
The current Mutual Retirement Fund 2048 volatility is 2.72%, 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.