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
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The earliest data available for this chart is Jul 12, 2007, corresponding to the inception date of IMIB.L
Returns By Period
As of May 20, 2025, the MIB returned 30.29% Year-To-Date and 9.16% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| MIB | 32.01% | 14.57% | 33.43% | 26.60% | 24.48% | 9.30% |
| Portfolio components: | ||||||
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | 32.01% | 14.57% | 33.43% | 26.60% | 24.48% | 9.30% |
IAU iShares Gold Trust | 25.47% | -0.81% | 24.89% | 35.37% | 13.51% | 10.30% |
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% | 2.56% | 4.27% | 9.28% | 32.01% | |||||||
| 2024 | -0.84% | 5.88% | 6.31% | -2.39% | 5.34% | -5.02% | 3.41% | 3.75% | 0.19% | -1.95% | -4.01% | 0.86% | 11.23% |
| 2023 | 13.27% | 0.13% | 1.78% | 2.83% | -5.75% | 11.05% | 6.25% | -4.02% | -4.61% | -1.80% | 11.27% | 4.02% | 37.37% |
| 2022 | -2.75% | -4.79% | -2.77% | -7.11% | 4.10% | -14.68% | 2.65% | -5.03% | -6.50% | 10.46% | 15.35% | -0.06% | -13.79% |
| 2021 | -3.78% | 5.38% | 5.04% | 0.33% | 6.66% | -2.67% | 1.22% | 1.88% | -2.95% | 5.38% | -5.22% | 5.56% | 17.06% |
| 2020 | -2.36% | -5.66% | -23.20% | 3.34% | 5.57% | 8.31% | 3.48% | 4.59% | -5.24% | -6.47% | 26.51% | 3.14% | 4.63% |
| 2019 | 7.00% | 4.34% | 1.53% | 3.10% | -8.14% | 9.58% | -1.73% | -1.43% | 3.52% | 5.28% | 1.12% | 3.32% | 29.76% |
| 2018 | 11.23% | -5.55% | 0.03% | 5.24% | -10.74% | -0.49% | 2.95% | -9.73% | 2.86% | -10.45% | 0.77% | -2.72% | -17.56% |
| 2017 | -1.23% | -0.10% | 9.63% | 3.04% | 4.89% | 0.74% | 8.28% | 1.76% | 3.74% | -0.65% | 0.60% | -1.54% | 32.48% |
| 2016 | -12.28% | -5.89% | 8.22% | 3.82% | -4.54% | -9.37% | 3.84% | 0.97% | -2.35% | 2.61% | -4.85% | 13.63% | -8.86% |
| 2015 | 0.31% | 7.59% | -0.84% | 3.98% | 1.49% | -2.79% | 3.91% | -4.70% | -3.80% | 4.08% | -3.02% | -3.83% | 1.50% |
| 2014 | -1.36% | 7.75% | 5.74% | 1.10% | -1.14% | -0.66% | -5.63% | -2.36% | -1.59% | -6.07% | 0.76% | -7.09% | -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 81, MIB is among the top 19% 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) | 1.23 | 1.72 | 1.24 | 1.57 | 5.86 |
IAU iShares Gold Trust | 1.96 | 3.01 | 1.39 | 4.84 | 13.26 |
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Dividends
Dividend yield
MIB provided a 3.66% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.66% | 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) | 3.66% | 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.
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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 69.44%, occurring on Jul 24, 2012. Recovery took 2980 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -69.44% | Jul 30, 2007 | 1267 | Jul 24, 2012 | 2980 | Feb 23, 2024 | 4247 |
| -17.41% | Mar 20, 2025 | 13 | Apr 7, 2025 | 15 | Apr 29, 2025 | 28 |
| -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 chart below shows the rolling one-month volatility.
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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
| ^GSPC | IAU | IMIB.L | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.05 | 0.39 | 0.39 |
| IAU | 0.05 | 1.00 | 0.09 | 0.09 |
| IMIB.L | 0.39 | 0.09 | 1.00 | 1.00 |
| Portfolio | 0.39 | 0.09 | 1.00 | 1.00 |