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MNK_ABNA_02_24

Last updated Feb 27, 2024

MNK_ABNA_02_24

Asset Allocation


TPSA.AS 14.8%SHYG.L 3.4%IWQU.L 40.4%VOO 23.1%LWCR.DE 18.3%BondBondEquityEquity
PositionCategory/SectorWeight
TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
Inflation-Protected Bonds

14.80%

SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
European High Yield Bonds

3.40%

IWQU.L
iShares MSCI World Quality Factor UCITS
Global Equities

40.40%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

23.10%

LWCR.DE
Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc
Global Equities

18.30%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in MNK_ABNA_02_24, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
13.74%
14.35%
MNK_ABNA_02_24
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 5, 2015, corresponding to the inception date of LWCR.DE

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
MNK_ABNA_02_244.89%3.33%11.73%24.41%10.83%N/A
VOO
Vanguard S&P 500 ETF
6.47%3.76%13.60%29.29%14.25%12.64%
IWQU.L
iShares MSCI World Quality Factor UCITS
7.11%4.97%15.30%30.26%12.06%N/A
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
-1.91%-0.15%5.75%11.43%1.11%2.85%
TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
-1.37%-0.75%0.86%1.90%2.39%4.39%
LWCR.DE
Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc
4.43%3.09%11.69%27.61%11.60%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.28%
20232.73%-1.28%-4.14%-2.14%7.98%4.89%

Sharpe Ratio

The current MNK_ABNA_02_24 Sharpe ratio is 2.37. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.37

The Sharpe ratio of MNK_ABNA_02_24 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 Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
2.37
2.13
MNK_ABNA_02_24
Benchmark (^GSPC)
Portfolio components

Dividend yield

MNK_ABNA_02_24 granted a 0.50% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MNK_ABNA_02_240.50%0.52%0.51%0.39%0.48%0.57%0.60%0.54%0.60%0.64%0.61%0.66%
VOO
Vanguard S&P 500 ETF
1.37%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
IWQU.L
iShares MSCI World Quality Factor UCITS
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
5.47%5.39%3.58%3.13%3.66%3.86%3.65%3.74%3.83%4.55%5.41%6.83%
TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LWCR.DE
Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The MNK_ABNA_02_24 has a high expense ratio of 0.21%, 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%
0.00%2.15%
0.30%
0.00%2.15%
0.25%
0.00%2.15%
0.12%
0.00%2.15%
0.03%
0.00%2.15%

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
2.13
MNK_ABNA_02_24
2.37
VOO
Vanguard S&P 500 ETF
2.23
IWQU.L
iShares MSCI World Quality Factor UCITS
2.33
SHYG.L
iShares EUR High Yield Corporate Bond UCITS ETF EUR (Dist)
1.14
TPSA.AS
iShares $ TIPS UCITS ETF USD (Acc)
0.14
LWCR.DE
Amundi MSCI World ESG Climate Net Zero Ambition CTB UCITS ETF Acc
2.06

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

TPSA.ASSHYG.LVOOIWQU.LLWCR.DE
TPSA.AS1.000.200.08-0.020.10
SHYG.L0.201.000.340.410.44
VOO0.080.341.000.580.51
IWQU.L-0.020.410.581.000.74
LWCR.DE0.100.440.510.741.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.27%
-0.38%
MNK_ABNA_02_24
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MNK_ABNA_02_24. 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 MNK_ABNA_02_24 was 28.70%, occurring on Mar 23, 2020. Recovery took 96 trading sessions.

The current MNK_ABNA_02_24 drawdown is 0.27%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.7%Feb 18, 202025Mar 23, 202096Aug 5, 2020121
-25.15%Dec 31, 2021203Oct 12, 2022312Dec 27, 2023515
-14.3%Sep 24, 201866Dec 24, 201870Apr 3, 2019136
-10.65%Nov 4, 201554Jan 20, 201662Apr 18, 2016116
-7.4%Jan 29, 201810Feb 9, 2018141Aug 28, 2018151

Volatility Chart

The current MNK_ABNA_02_24 volatility is 2.65%, 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%SeptemberOctoberNovemberDecember2024February
2.65%
3.93%
MNK_ABNA_02_24
Benchmark (^GSPC)
Portfolio components
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