MIB
Prove di ottimizzazione
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
IAU iShares Gold Trust | Precious Metals, Gold | 0% |
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | Europe Equities | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MIB, 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 every 3 months.
The earliest data available for this chart is Jul 12, 2007, corresponding to the inception date of IMIB.L
Returns By Period
As of Apr 22, 2025, the MIB returned 15.20% Year-To-Date and 8.14% of annualized return in the last 10 years.
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.10% | -6.70% | -9.63% | 5.53% | 13.63% | 9.61% |
MIB | 16.49% | -2.03% | 11.09% | 19.22% | 21.59% | 8.26% |
Portfolio components: | ||||||
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | 16.49% | -2.03% | 11.09% | 19.22% | 21.59% | 8.26% |
IAU iShares Gold Trust | 28.58% | 11.74% | 22.61% | 44.55% | 13.68% | 10.61% |
Monthly Returns
The table below presents the monthly returns of MIB, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 6.29% | 6.28% | 2.55% | 0.56% | 16.49% | ||||||||
2024 | -0.84% | 5.88% | 6.31% | -2.40% | 5.36% | -5.03% | 3.40% | 3.77% | 0.19% | -1.98% | -4.00% | 0.87% | 11.24% |
2023 | 13.26% | 0.13% | 1.78% | 2.83% | -5.74% | 11.04% | 6.25% | -4.02% | -4.60% | -1.80% | 11.27% | 4.02% | 37.36% |
2022 | -2.73% | -4.81% | -2.75% | -7.13% | 4.12% | -14.69% | 2.65% | -5.03% | -6.50% | 10.78% | 15.01% | -0.06% | -13.78% |
2021 | -2.55% | 4.05% | 5.06% | 0.32% | 6.66% | -2.67% | 1.22% | 1.88% | -2.95% | 5.38% | -5.20% | 5.55% | 17.05% |
2020 | -2.36% | -5.67% | -23.20% | 3.34% | 5.57% | 8.31% | 3.48% | 4.59% | -5.06% | -6.66% | 26.51% | 3.14% | 4.63% |
2019 | 6.35% | 4.08% | 2.40% | 3.11% | -8.15% | 9.05% | -1.24% | -1.43% | 3.53% | 5.27% | 1.11% | 3.33% | 29.75% |
2018 | 11.22% | -5.56% | 0.04% | 5.25% | -10.74% | -0.50% | 2.96% | -9.73% | 2.86% | -10.23% | 0.52% | -2.72% | -17.56% |
2017 | -1.24% | -0.11% | 9.66% | 3.04% | 4.87% | 0.74% | 8.28% | 1.76% | 3.74% | -0.65% | 0.60% | -1.53% | 32.47% |
2016 | -12.26% | -5.90% | 8.24% | 3.81% | -4.55% | -9.34% | 3.84% | 0.94% | -2.34% | 2.61% | -4.86% | 13.65% | -8.84% |
2015 | 0.31% | 7.59% | -0.85% | 3.98% | 1.49% | -2.78% | 3.89% | -4.70% | -3.80% | 4.07% | -3.01% | -3.84% | 1.49% |
2014 | -1.35% | 7.74% | 5.73% | 1.10% | -1.14% | -0.66% | -5.64% | -2.36% | -1.59% | -6.07% | 0.76% | -7.10% | -11.03% |
Expense Ratio
MIB has an expense ratio of 0.35%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, MIB is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | 0.78 | 1.13 | 1.16 | 0.95 | 3.51 |
IAU iShares Gold Trust | 2.69 | 3.57 | 1.47 | 5.43 | 14.74 |
Dividends
Dividend yield
MIB provided a 4.15% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 4.15% | 4.54% | 3.77% | 3.91% | 3.15% | 1.44% | 3.41% | 3.25% | 2.29% | 2.82% | 2.15% | 2.36% |
Portfolio components: | ||||||||||||
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | 4.15% | 4.54% | 3.77% | 3.91% | 3.15% | 1.44% | 3.41% | 3.25% | 2.29% | 2.82% | 2.15% | 2.36% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the MIB. 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 MIB was 69.47%, occurring on Jul 24, 2012. Recovery took 2975 trading sessions.
The current MIB drawdown is 5.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-69.47% | Jul 30, 2007 | 1267 | Jul 24, 2012 | 2975 | Feb 23, 2024 | 4242 |
-17.43% | Mar 20, 2025 | 13 | Apr 7, 2025 | — | — | — |
-10.25% | May 16, 2024 | 58 | Aug 6, 2024 | 17 | Aug 29, 2024 | 75 |
-8.92% | Sep 30, 2024 | 42 | Nov 26, 2024 | 42 | Jan 27, 2025 | 84 |
-5.83% | Mar 28, 2024 | 13 | Apr 16, 2024 | 18 | May 10, 2024 | 31 |
Volatility
Volatility Chart
The current MIB volatility is 12.92%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
IAU | IMIB.L | |
---|---|---|
IAU | 1.00 | 0.09 |
IMIB.L | 0.09 | 1.00 |