MIB
Prove di ottimizzazione
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IMIB.L iShares FTSE MIB UCITS ETF EUR (Dist) | Europe Equities | 100% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 7.98% | 9.62% |
| MIB | 0.27% | 12.45% | 22.99% | 55.98% | 7.07% | 4.99% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| IAU | IMIB.L | |
|---|---|---|
| IAU | 1.00 | 0.08 |
| IMIB.L | 0.08 | 1.00 |
Dividend yield
MIB granted a 0.04% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MIB | 0.04% | 0.04% | 0.03% | 0.02% | 0.04% | 0.04% | 0.03% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2007 | 1267 | Jul 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.