March Earnings UK
March Earnings UK
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Aug 10, 2012, corresponding to the inception date of MANU
Returns By Period
As of Jul 25, 2024, the March Earnings UK returned 4.28% Year-To-Date and 7.23% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| March Earnings UK | 4.22% | -0.90% | 4.37% | 0.94% | 13.20% | 7.31% |
| Portfolio components: | ||||||
FERG.L Ferguson plc | 10.81% | 10.53% | 13.33% | 32.64% | 26.72% | 19.72% |
RTO Rentokil Initial PLC | 7.98% | 2.94% | 18.05% | -23.57% | 4.96% | 12.81% |
IGT International Game Technology PLC | -24.98% | 0.80% | -22.84% | -37.38% | 10.95% | 5.54% |
GSL Global Ship Lease, Inc. | 30.95% | -14.52% | 20.44% | 31.58% | 33.50% | 1.90% |
NVGS Navigator Holdings Ltd. | 12.51% | -6.98% | 1.05% | 21.59% | 9.03% | -5.29% |
MANU Manchester United plc | -16.14% | 5.69% | -12.36% | -22.35% | -0.36% | -0.51% |
PUK Prudential plc | -19.96% | -6.94% | -17.84% | -35.14% | -11.37% | -5.52% |
HSBC HSBC Holdings plc | 11.25% | -1.99% | 13.74% | 12.26% | 5.43% | 2.96% |
AV.L Aviva plc | 18.84% | 4.13% | 18.30% | 32.56% | 9.98% | 1.92% |
BP BP p.l.c. | 1.78% | -1.51% | 1.12% | 0.70% | 3.35% | 2.52% |
Monthly Returns
The table below presents the monthly returns of March Earnings UK, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.50% | -0.76% | 1.22% | 0.10% | 7.43% | -1.46% | 4.22% | ||||||
| 2023 | 9.04% | 1.15% | -1.26% | 4.39% | -6.18% | 9.61% | 3.05% | -3.99% | -1.44% | -9.10% | 6.65% | 4.49% | 15.47% |
| 2022 | 2.01% | -0.15% | 1.89% | -7.09% | 0.22% | -11.02% | 4.14% | -0.12% | -9.44% | 8.76% | 16.46% | 0.94% | 3.56% |
| 2021 | -3.93% | 13.28% | -2.03% | 5.72% | 7.07% | -0.27% | -4.30% | 4.98% | 5.20% | 2.65% | -4.35% | 3.62% | 29.41% |
| 2020 | -6.63% | -11.16% | -27.37% | 15.70% | -0.01% | 2.97% | 2.82% | 10.44% | -2.78% | -8.35% | 23.68% | 14.79% | 3.10% |
| 2019 | 8.27% | 4.99% | -5.09% | 6.82% | -5.99% | 3.96% | 0.72% | -7.88% | 8.84% | 3.54% | 5.01% | 4.83% | 29.63% |
| 2018 | 6.78% | -6.95% | 0.74% | 5.17% | 2.17% | -0.12% | -0.06% | -2.15% | -1.32% | -9.59% | -3.01% | -8.58% | -16.89% |
| 2017 | 4.90% | 0.07% | 4.20% | -1.39% | -3.91% | 1.84% | 6.07% | -0.57% | 9.51% | 0.41% | 1.94% | -0.25% | 24.50% |
| 2016 | -10.01% | -0.90% | 3.05% | 13.70% | -4.95% | -8.75% | 5.52% | 2.18% | 1.59% | -2.73% | 4.96% | 2.47% | 3.84% |
| 2015 | -0.27% | 6.03% | -1.55% | 6.03% | -0.09% | -0.08% | -0.36% | -6.38% | -7.61% | 5.47% | -1.32% | -3.85% | -4.95% |
| 2014 | -7.00% | 6.10% | -2.35% | 0.55% | 0.19% | 4.80% | -0.29% | 1.53% | -4.33% | -1.85% | -0.78% | -0.10% | -4.16% |
| 2013 | 7.62% | -2.46% | 5.72% | 3.02% | 0.60% | -3.75% | 7.74% | 0.27% | 6.83% | 3.13% | 3.69% | 7.40% | 46.72% |
Expense Ratio
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of March Earnings UK is 3, indicating that it is in the bottom 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
FERG.L Ferguson plc | 1.50 | 2.23 | 1.27 | 2.14 | 5.98 |
RTO Rentokil Initial PLC | -0.50 | -0.50 | 0.93 | -0.49 | -0.84 |
IGT International Game Technology PLC | -0.99 | -1.36 | 0.82 | -0.83 | -1.35 |
GSL Global Ship Lease, Inc. | 1.15 | 1.67 | 1.22 | 0.55 | 3.21 |
NVGS Navigator Holdings Ltd. | 0.90 | 1.40 | 1.17 | 0.37 | 4.46 |
MANU Manchester United plc | -0.37 | -0.23 | 0.96 | -0.34 | -0.60 |
PUK Prudential plc | -1.02 | -1.45 | 0.84 | -0.52 | -1.40 |
HSBC HSBC Holdings plc | 0.70 | 0.98 | 1.14 | 0.83 | 2.80 |
AV.L Aviva plc | 2.21 | 3.37 | 1.39 | 1.99 | 16.05 |
BP BP p.l.c. | 0.12 | 0.31 | 1.04 | 0.15 | 0.29 |
Dividends
Dividend yield
March Earnings UK granted a 2.75% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| March Earnings UK | 2.75% | 2.60% | 2.34% | 1.60% | 1.39% | 4.37% | 2.42% | 1.79% | 2.23% | 3.74% | 2.29% | 1.49% |
| Portfolio components: | ||||||||||||
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 | 1.80% | 1.74% | 1.38% | 1.31% | 0.61% | 1.02% | 1.25% | 1.05% | 1.57% | 1.75% | 2.14% | 1.73% |
IGT International Game Technology PLC | 3.97% | 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. | 5.97% | 7.57% | 8.26% | 3.27% | 0.00% | 6.19% | 0.00% | 0.00% | 0.00% | 10.80% | 0.00% | 0.00% |
NVGS Navigator Holdings Ltd. | 1.23% | 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 | 2.31% | 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 | 7.12% | 6.54% | 4.33% | 3.62% | 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. | 4.96% | 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.
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 2.39%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -53.16% | May 22, 2018 | 470 | Mar 18, 2020 | 206 | Jan 6, 2021 | 676 |
| -32.59% | Jun 24, 2015 | 165 | Feb 11, 2016 | 413 | Sep 20, 2017 | 578 |
| -24.78% | Feb 11, 2022 | 164 | Sep 29, 2022 | 69 | Jan 6, 2023 | 233 |
| -14.23% | Jul 25, 2014 | 102 | Dec 15, 2014 | 82 | Apr 13, 2015 | 184 |
| -13.98% | Aug 1, 2023 | 66 | Oct 31, 2023 | 138 | May 15, 2024 | 204 |
Volatility
Volatility Chart
The current March Earnings UK volatility is 4.17%, 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.
Diversification
Asset Correlations Table
| MANU | RTO | GSL | NVGS | FERG.L | IGT | BP | AV.L | HSBC | PUK | |
|---|---|---|---|---|---|---|---|---|---|---|
| MANU | 1.00 | 0.13 | 0.15 | 0.16 | 0.14 | 0.23 | 0.18 | 0.20 | 0.21 | 0.25 |
| RTO | 0.13 | 1.00 | 0.09 | 0.10 | 0.27 | 0.16 | 0.15 | 0.25 | 0.23 | 0.30 |
| GSL | 0.15 | 0.09 | 1.00 | 0.27 | 0.18 | 0.24 | 0.27 | 0.19 | 0.23 | 0.25 |
| NVGS | 0.16 | 0.10 | 0.27 | 1.00 | 0.15 | 0.26 | 0.39 | 0.20 | 0.27 | 0.28 |
| FERG.L | 0.14 | 0.27 | 0.18 | 0.15 | 1.00 | 0.22 | 0.24 | 0.49 | 0.34 | 0.41 |
| IGT | 0.23 | 0.16 | 0.24 | 0.26 | 0.22 | 1.00 | 0.33 | 0.28 | 0.34 | 0.39 |
| BP | 0.18 | 0.15 | 0.27 | 0.39 | 0.24 | 0.33 | 1.00 | 0.38 | 0.48 | 0.47 |
| AV.L | 0.20 | 0.25 | 0.19 | 0.20 | 0.49 | 0.28 | 0.38 | 1.00 | 0.52 | 0.60 |
| HSBC | 0.21 | 0.23 | 0.23 | 0.27 | 0.34 | 0.34 | 0.48 | 0.52 | 1.00 | 0.61 |
| PUK | 0.25 | 0.30 | 0.25 | 0.28 | 0.41 | 0.39 | 0.47 | 0.60 | 0.61 | 1.00 |