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March Earnings UK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FERG.L 10%RTO 10%IGT 10%GSL 10%NVGS 10%MANU 10%PUK 10%HSBC 10%AV.L 10%BP 10%EquityEquity
PositionCategory/SectorWeight
AV.L
Aviva plc
Financial Services

10%

BP
BP p.l.c.
Energy

10%

FERG.L
Ferguson plc
Industrials

10%

GSL
Global Ship Lease, Inc.
Industrials

10%

HSBC
HSBC Holdings plc
Financial Services

10%

IGT
International Game Technology PLC
Consumer Cyclical

10%

MANU
Manchester United plc
Communication Services

10%

NVGS
Navigator Holdings Ltd.
Energy

10%

PUK
Prudential plc
Financial Services

10%

RTO
Rentokil Initial PLC
Industrials

10%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in March Earnings UK, 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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
6.37%
19.37%
March Earnings UK
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 10, 2012, corresponding to the inception date of MANU

Returns By Period

As of Apr 24, 2024, the March Earnings UK returned -0.84% Year-To-Date and 7.30% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
March Earnings UK-0.84%0.70%6.37%1.03%12.24%7.30%
FERG.L
Ferguson plc
9.69%-5.71%38.78%55.12%28.53%18.74%
RTO
Rentokil Initial PLC
-5.35%-10.24%-4.38%-28.70%1.98%11.58%
IGT
International Game Technology PLC
-24.47%-3.89%-31.47%-25.72%11.33%8.54%
GSL
Global Ship Lease, Inc.
14.74%12.90%28.89%23.05%38.33%0.13%
NVGS
Navigator Holdings Ltd.
3.50%-0.01%5.23%7.79%5.99%-5.36%
MANU
Manchester United plc
-23.70%12.60%-12.54%-27.78%-3.67%-0.49%
PUK
Prudential plc
-15.44%-4.41%-7.03%-33.36%-11.49%-4.60%
HSBC
HSBC Holdings plc
7.58%6.00%17.31%26.48%4.16%3.31%
AV.L
Aviva plc
10.07%-2.73%27.03%19.21%7.07%1.17%
BP
BP p.l.c.
12.36%3.94%3.84%2.74%3.21%3.49%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.50%-0.76%1.22%
2023-1.44%-9.10%6.65%4.49%

Expense Ratio

The March Earnings UK 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 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.


March Earnings UK
Sharpe ratio
The chart of Sharpe ratio for March Earnings UK, currently valued at 0.10, compared to the broader market-1.000.001.002.003.004.005.000.10
Sortino ratio
The chart of Sortino ratio for March Earnings UK, currently valued at 0.25, compared to the broader market0.002.004.006.000.25
Omega ratio
The chart of Omega ratio for March Earnings UK, currently valued at 1.03, compared to the broader market0.801.001.201.401.601.801.03
Calmar ratio
The chart of Calmar ratio for March Earnings UK, currently valued at 0.11, compared to the broader market0.002.004.006.008.000.11
Martin ratio
The chart of Martin ratio for March Earnings UK, currently valued at 0.26, compared to the broader market0.0010.0020.0030.0040.0050.000.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FERG.L
Ferguson plc
2.383.221.402.5814.99
RTO
Rentokil Initial PLC
-0.81-1.030.84-0.71-1.29
IGT
International Game Technology PLC
-0.67-0.820.89-0.65-1.41
GSL
Global Ship Lease, Inc.
1.191.731.220.553.44
NVGS
Navigator Holdings Ltd.
0.410.791.100.181.66
MANU
Manchester United plc
-0.36-0.190.97-0.38-0.77
PUK
Prudential plc
-1.26-1.880.79-0.64-1.49
HSBC
HSBC Holdings plc
1.301.671.251.604.77
AV.L
Aviva plc
0.901.401.170.884.24
BP
BP p.l.c.
0.140.331.040.180.38

Sharpe Ratio

The current March Earnings UK Sharpe ratio is 0.10. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.005.000.10

The Sharpe ratio of March Earnings UK is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
0.10
1.92
March Earnings UK
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

March Earnings UK granted a 2.76% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
March Earnings UK2.76%2.60%2.34%1.60%1.33%4.37%2.42%1.79%2.23%3.69%2.29%1.49%
FERG.L
Ferguson plc
0.02%0.02%0.03%0.03%0.03%0.03%0.12%0.02%0.02%0.02%0.02%0.08%
RTO
Rentokil Initial PLC
2.07%1.74%1.38%1.31%0.00%1.02%1.25%1.05%1.57%1.75%2.14%1.73%
IGT
International Game Technology PLC
3.90%2.92%3.53%0.69%1.18%5.34%5.47%3.02%3.13%7.74%6.90%2.09%
GSL
Global Ship Lease, Inc.
6.72%7.57%8.26%3.27%0.00%6.19%0.00%0.00%0.00%10.32%0.00%0.00%
NVGS
Navigator Holdings Ltd.
1.00%0.69%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MANU
Manchester United plc
0.00%0.00%0.39%1.26%1.08%0.90%0.95%0.91%1.26%0.51%0.00%0.00%
PUK
Prudential plc
2.19%1.72%1.28%0.91%1.70%17.09%3.71%2.21%3.50%2.54%2.53%2.08%
HSBC
HSBC Holdings plc
7.28%6.54%4.33%3.65%0.00%6.52%6.20%4.94%6.35%6.33%5.19%4.35%
AV.L
Aviva plc
0.07%0.07%0.29%0.04%0.08%0.05%0.06%0.04%0.04%0.05%0.03%0.06%
BP
BP p.l.c.
4.34%4.71%3.94%4.83%9.21%6.52%6.41%5.71%6.42%7.67%6.14%4.50%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.95%
-3.50%
March Earnings UK
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the March Earnings UK. 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 March Earnings UK was 53.16%, occurring on Mar 18, 2020. Recovery took 206 trading sessions.

The current March Earnings UK drawdown is 4.95%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.16%May 22, 2018470Mar 18, 2020206Jan 6, 2021676
-32.6%Jun 24, 2015165Feb 11, 2016413Sep 20, 2017578
-24.78%Feb 11, 2022164Sep 29, 202269Jan 6, 2023233
-14.23%Jul 25, 2014102Dec 15, 201483Apr 14, 2015185
-13.98%Aug 1, 202366Oct 31, 2023

Volatility

Volatility Chart

The current March Earnings UK volatility is 3.04%, 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.


2.00%3.00%4.00%5.00%6.00%NovemberDecember2024FebruaryMarchApril
3.04%
3.58%
March Earnings UK
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.

RTOMANUGSLNVGSFERG.LIGTBPAV.LHSBCPUK
RTO1.000.130.090.100.260.160.150.240.230.30
MANU0.131.000.150.160.140.230.190.200.210.26
GSL0.090.151.000.270.180.240.270.190.230.25
NVGS0.100.160.271.000.150.270.390.200.260.28
FERG.L0.260.140.180.151.000.220.250.490.340.41
IGT0.160.230.240.270.221.000.340.280.350.39
BP0.150.190.270.390.250.341.000.390.480.47
AV.L0.240.200.190.200.490.280.391.000.520.60
HSBC0.230.210.230.260.340.350.480.521.000.62
PUK0.300.260.250.280.410.390.470.600.621.00