Claire Walker (Isaac)
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
MEIAX MFS Value Fund | Large Cap Value Equities | 92.78% |
MFBFX MFS Corporate Bond Fund | Corporate Bonds | 7.22% |
Performance
Performance Chart
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The earliest data available for this chart is Aug 6, 1998, corresponding to the inception date of MEIAX
Returns By Period
As of May 21, 2025, the Claire Walker (Isaac) returned 5.14% Year-To-Date and 5.43% 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% |
| Claire Walker (Isaac) | 5.14% | 7.15% | -4.99% | 1.26% | 7.49% | 5.43% |
| Portfolio components: | ||||||
MEIAX MFS Value Fund | 5.45% | 7.66% | -5.46% | 0.98% | 8.10% | 5.64% |
MFBFX MFS Corporate Bond Fund | 1.20% | 0.80% | 0.89% | 4.60% | -0.69% | 2.00% |
Monthly Returns
The table below presents the monthly returns of Claire Walker (Isaac), 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 | 3.88% | 1.87% | -1.97% | -2.53% | 3.99% | 5.14% | |||||||
| 2024 | 0.51% | 3.15% | 4.29% | -3.71% | 2.85% | -1.04% | 5.02% | 3.12% | -0.13% | -1.42% | 4.57% | -12.01% | 3.97% |
| 2023 | 3.04% | -3.90% | -0.13% | 1.66% | -3.83% | 5.61% | 2.43% | -2.11% | -3.53% | -1.89% | 6.46% | -1.45% | 1.65% |
| 2022 | -3.40% | -2.73% | 2.20% | -5.40% | 2.86% | -7.36% | 6.17% | -2.65% | -7.73% | 9.09% | 6.64% | -7.92% | -11.57% |
| 2021 | -1.86% | 3.48% | 6.00% | 4.18% | 2.35% | -1.14% | 2.27% | 2.31% | -3.90% | 5.15% | -2.79% | 3.40% | 20.59% |
| 2020 | -1.31% | -8.46% | -14.07% | 10.36% | 3.70% | -0.46% | 3.97% | 3.34% | -1.74% | -1.82% | 10.94% | 1.63% | 3.34% |
| 2019 | 7.51% | 3.46% | 0.88% | 3.95% | -4.88% | 6.16% | 1.80% | -1.59% | 2.27% | 0.79% | 3.05% | 1.44% | 27.11% |
| 2018 | 4.32% | -4.56% | -2.59% | -0.92% | -0.02% | 0.23% | 4.70% | 0.34% | 0.24% | -4.63% | 3.21% | -10.64% | -10.81% |
| 2017 | 1.11% | 3.79% | -0.45% | 0.40% | 1.36% | 2.16% | 0.56% | -0.55% | 2.62% | 1.14% | 2.28% | -1.58% | 13.48% |
| 2016 | -3.76% | 0.22% | 6.06% | 2.38% | 1.53% | 0.32% | 2.87% | 0.57% | -1.19% | -1.82% | 4.31% | -0.14% | 11.53% |
| 2015 | -3.38% | 5.56% | -1.14% | 0.35% | 1.42% | -1.51% | 1.79% | -5.96% | -2.35% | 7.58% | 0.19% | -1.87% | -0.09% |
| 2014 | -4.04% | 4.34% | 1.22% | 0.18% | 1.73% | 1.37% | -1.77% | 2.80% | -1.34% | 2.42% | 2.55% | 0.88% | 10.53% |
Expense Ratio
Claire Walker (Isaac) has an expense ratio of 0.80%, 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
The current rank of Claire Walker (Isaac) is 5, meaning it’s performing worse than 95% of other 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 | |
|---|---|---|---|---|---|
MEIAX MFS Value Fund | 0.06 | 0.18 | 1.03 | 0.05 | 0.12 |
MFBFX MFS Corporate Bond Fund | 0.84 | 1.18 | 1.14 | 0.29 | 2.17 |
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Dividends
Dividend yield
Claire Walker (Isaac) provided a 1.79% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.79% | 1.82% | 1.70% | 1.80% | 1.25% | 1.47% | 1.82% | 1.93% | 1.45% | 1.88% | 6.06% | 4.99% |
| Portfolio components: | ||||||||||||
MEIAX MFS Value Fund | 1.57% | 1.61% | 1.54% | 1.69% | 1.15% | 1.39% | 1.72% | 1.84% | 1.32% | 1.78% | 6.23% | 5.09% |
MFBFX MFS Corporate Bond Fund | 4.55% | 4.48% | 3.83% | 3.19% | 2.52% | 2.57% | 3.03% | 3.16% | 3.08% | 3.27% | 3.87% | 3.61% |
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 Claire Walker (Isaac). 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 Claire Walker (Isaac) was 49.79%, occurring on Mar 9, 2009. Recovery took 760 trading sessions.
The current Claire Walker (Isaac) drawdown is 7.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -49.79% | Oct 10, 2007 | 354 | Mar 9, 2009 | 760 | Mar 13, 2012 | 1114 |
| -34.95% | Feb 18, 2020 | 25 | Mar 23, 2020 | 172 | Nov 24, 2020 | 197 |
| -27.3% | Dec 29, 2000 | 445 | Oct 9, 2002 | 307 | Dec 26, 2003 | 752 |
| -20.05% | Jan 29, 2018 | 229 | Dec 24, 2018 | 131 | Jul 3, 2019 | 360 |
| -17.97% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
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 1.15, 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 | MFBFX | MEIAX | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | -0.09 | 0.89 | 0.89 |
| MFBFX | -0.09 | 1.00 | -0.10 | -0.07 |
| MEIAX | 0.89 | -0.10 | 1.00 | 1.00 |
| Portfolio | 0.89 | -0.07 | 1.00 | 1.00 |