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MIB

Last updated Sep 23, 2023

Prove di ottimizzazione

Asset Allocation


IMIB.L 100%EquityEquity
PositionCategory/SectorWeight
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)
Europe Equities100%

Performance

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 Quarterly


0.00%5.00%10.00%15.00%20.00%AprilMayJuneJulyAugustSeptember
10.80%
8.61%
MIB
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the MIB returned 22.99% Year-To-Date and 5.05% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%7.98%9.62%
MIB0.27%12.45%22.99%55.98%7.07%4.99%
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)
0.27%12.45%22.99%55.98%7.07%4.99%
IAU
iShares Gold Trust
0.44%-2.67%5.41%16.93%9.55%3.45%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

IAUIMIB.L
IAU1.000.08
IMIB.L0.081.00

Sharpe Ratio

The current MIB Sharpe ratio is 2.75. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.75

The Sharpe ratio of MIB is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00AprilMayJuneJulyAugustSeptember
2.75
1.10
MIB
Benchmark (^GSPC)
Portfolio components

Dividend yield

MIB granted a 0.04% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
MIB0.04%0.04%0.03%0.02%0.04%0.04%0.03%0.03%0.03%0.03%0.03%0.04%
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)
0.04%0.04%0.03%0.02%0.04%0.04%0.03%0.03%0.03%0.03%0.03%0.04%
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%

Expense Ratio

The MIB has a high expense ratio of 0.35%, 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.


0.35%
0.00%2.15%
0.25%
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
IMIB.L
iShares FTSE MIB UCITS ETF EUR (Dist)
2.01
IAU
iShares Gold Trust
1.04

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-15.03%
-9.93%
MIB
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the MIB. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the MIB is 69.45%, recorded on Jul 24, 2012. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-69.45%Jul 30, 20071267Jul 24, 2012

Volatility Chart

The current MIB volatility is 5.39%, 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%4.00%6.00%8.00%10.00%AprilMayJuneJulyAugustSeptember
5.39%
3.32%
MIB
Benchmark (^GSPC)
Portfolio components