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AMRMX

Last updated Mar 2, 2024

Asset Allocation


AMRMX 100%EquityEquity
PositionCategory/SectorWeight
AMRMX
American Funds American Mutual Fund Class A
Large Cap Blend Equities

100%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in AMRMX, 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


2,500.00%3,000.00%3,500.00%OctoberNovemberDecember2024FebruaryMarch
3,798.31%
2,947.27%
AMRMX
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 5, 1984, corresponding to the inception date of AMRMX

Returns

As of Mar 2, 2024, the AMRMX returned 4.18% Year-To-Date and 9.48% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
AMRMX4.18%2.65%9.65%13.14%10.19%9.48%
AMRMX
American Funds American Mutual Fund Class A
4.18%2.65%9.65%13.14%10.19%9.48%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.71%3.02%
2023-2.32%-3.48%-1.63%6.69%4.17%

Sharpe Ratio

The current AMRMX Sharpe ratio is 1.56. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.56

The Sharpe ratio of AMRMX lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.56
2.44
AMRMX
Benchmark (^GSPC)
Portfolio components

Dividend yield

AMRMX granted a 3.60% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
AMRMX3.60%3.75%4.88%4.67%1.74%4.76%6.61%6.09%4.82%6.51%5.44%4.49%
AMRMX
American Funds American Mutual Fund Class A
3.60%3.75%4.88%4.67%1.74%4.76%6.61%6.09%4.82%6.51%5.44%4.49%

Expense Ratio

The AMRMX has a high expense ratio of 0.58%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.58%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
AMRMX
1.56
AMRMX
American Funds American Mutual Fund Class A
1.56

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
AMRMX
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AMRMX. 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 AMRMX was 47.60%, occurring on Mar 9, 2009. Recovery took 539 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.6%Jul 20, 2007411Mar 9, 2009539Apr 27, 2011950
-29.81%Feb 13, 202027Mar 23, 2020166Nov 16, 2020193
-26.74%Mar 20, 2002143Oct 9, 2002292Dec 8, 2003435
-25.54%Jul 19, 1999104Dec 9, 1999250Dec 5, 2000354
-24.56%Aug 26, 198773Dec 4, 1987393Jun 7, 1989466

Volatility Chart

The current AMRMX volatility is 2.31%, 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%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.31%
3.47%
AMRMX
Benchmark (^GSPC)
Portfolio components
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