JVV v. 1 Current IRA since 10 Jun 25

Asset Allocation

Position	Category/Sector	Target Weight
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	13.10%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	8.15%
VOO Vanguard S&P 500 ETF	S&P 500	7.89%
LMT Lockheed Martin Corporation	Industrials	3.40%
UHS Universal Health Services, Inc.	Healthcare	3.24%
GLD SPDR Gold Shares	Gold, Precious Metals	3.18%
LNG Cheniere Energy, Inc.	Energy	2.98%
COST Costco Wholesale Corporation	Consumer Defensive	2.94%
PHM PulteGroup, Inc.	Consumer Cyclical	2.93%
EME EMCOR Group, Inc.	Industrials	2.87%
CBOE Cboe Global Markets, Inc.	Financial Services	2.86%
SYF Synchrony Financial	Financial Services	2.76%
ITOCY Itochu Corp ADR	Industrials	2.67%
AJG Arthur J. Gallagher & Co.	Financial Services	2.65%
FANG Diamondback Energy, Inc.	Energy	2.64%
BRO Brown & Brown, Inc.	Financial Services	2.63%
GIS General Mills, Inc.	Consumer Defensive	2.51%
DECK Deckers Outdoor Corporation	Consumer Cyclical	2.35%
TDG TransDigm Group Incorporated	Industrials	2.32%
MCK McKesson Corporation	Healthcare	2.28%
VEA Vanguard FTSE Developed Markets ETF	Foreign Large Cap Equities	2.27%
LLY Eli Lilly and Company	Healthcare	2.09%
CALM Cal-Maine Foods, Inc.	Consumer Defensive	1.99%
MSI Motorola Solutions, Inc.	Technology	1.87%
NVDA NVIDIA Corporation	Technology	1.87%
HLT Hilton Worldwide Holdings Inc.	Consumer Cyclical	1.81%
ADM Archer-Daniels-Midland Company	Consumer Defensive	1.70%
NVO Novo Nordisk A/S	Healthcare	1.44%
RYCEY Rolls-Royce Holdings plc	Industrials	1.37%
REGN Regeneron Pharmaceuticals, Inc.	Healthcare	1.36%
BAESY BAE Systems PLC	Industrials	1.17%
GOOG Alphabet Inc	Communication Services	1.11%
NBIS Nebius Group N.V.	Communication Services	1.02%
GAP The Gap, Inc.	Consumer Cyclical	0.99%
MSFT Microsoft Corporation	Technology	0.92%
LULU Lululemon Athletica Inc.	Consumer Cyclical	0.67%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JVV v. 1 Current IRA since 10 Jun 25, 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.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio JVV v. 1 Current IRA since 10 Jun 25	0.38%	0.11%	9.73%	10.29%	22.28%	—	—	—
Portfolio components:
ADM Archer-Daniels-Midland Company	-2.94%	4.88%	42.75%	39.07%	76.02%	7.28%	6.26%	9.55%
AJG Arthur J. Gallagher & Co.	2.78%	9.05%	-15.95%	-9.26%	-33.52%	2.70%	9.47%	18.15%
BAESY BAE Systems PLC	-0.63%	-3.02%	11.99%	16.29%	-0.74%	32.12%	31.09%	18.01%
BRO Brown & Brown, Inc.	2.58%	4.57%	-25.76%	-24.50%	-46.29%	-1.96%	3.08%	13.47%
CALM Cal-Maine Foods, Inc.	1.60%	-0.58%	-3.66%	-9.50%	-18.87%	23.61%	22.30%	8.80%
CBOE Cboe Global Markets, Inc.	-1.44%	-18.95%	12.83%	12.04%	27.97%	30.38%	21.90%	17.82%
COST Costco Wholesale Corporation	0.30%	-3.37%	13.35%	10.14%	-3.42%	25.18%	22.05%	22.25%
DECK Deckers Outdoor Corporation	1.48%	9.27%	5.85%	8.42%	0.47%	10.47%	15.25%	28.25%
EME EMCOR Group, Inc.	0.78%	-10.62%	34.80%	31.07%	68.85%	68.15%	45.66%	33.38%
FANG Diamondback Energy, Inc.	2.89%	5.61%	33.36%	27.27%	44.64%	18.70%	22.65%	11.24%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Oct 21, 2024, JVV v. 1 Current IRA since 10 Jun 25's average daily return is +0.06%, while the average monthly return is +1.14%. At this rate, an investment would double in approximately 5.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2024 with a return of +5.6%, while the worst month was Mar 2026 at -4.8%. The longest winning streak lasted 6 consecutive months, and the longest losing streak was 2 months.

On a daily basis, JVV v. 1 Current IRA since 10 Jun 25 closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +8.0%, while the worst single day was Apr 4, 2025 at -5.5%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.74%	2.44%	-4.83%	5.49%	3.65%	-1.72%							9.73%
2025	1.75%	-0.27%	-3.19%	0.10%	5.11%	4.41%	0.19%	4.02%	2.88%	-0.15%	1.33%	0.05%	17.13%
2024										-3.49%	5.60%	-4.10%	-2.27%

Benchmark Metrics

JVV v. 1 Current IRA since 10 Jun 25 has an annualized alpha of 2.46%, beta of 0.80, and R2 of 0.87 versus S&P 500 Index. Calculated based on daily prices since October 21, 2024.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (81.30%) than losses (73.20%) - typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.46% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 2.46%

Beta: 0.80

R²: 0.87

Upside Capture: 81.30%

Downside Capture: 73.20%

Expense Ratio

JVV v. 1 Current IRA since 10 Jun 25 has an expense ratio of 0.03%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

GLD

SPDR Gold Shares

XLK

State Street Technology Select Sector SPDR ETF

SCHD

Schwab U.S. Dividend Equity ETF

VEA

Vanguard FTSE Developed Markets ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

JVV v. 1 Current IRA since 10 Jun 25 ranks 46 for risk / return — on par with similar Portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for JVV v. 1 Current IRA since 10 Jun 25 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.16	1.94	+0.23
Sortino ratioReturn per unit of downside risk	3.08	2.63	+0.46
Omega ratioGain probability vs. loss probability	1.39	1.35	+0.04
Calmar ratioReturn relative to maximum drawdown	2.98	2.59	+0.39
Martin ratioReturn relative to average drawdown	13.41	11.84	+1.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADM Archer-Daniels-Midland Company	94	2.88	3.73	1.45	6.11	17.02
AJG Arthur J. Gallagher & Co.	6	-1.20	-1.63	0.79	-0.81	-1.39
BAESY BAE Systems PLC	35	-0.12	0.05	1.01	-0.16	-0.38
BRO Brown & Brown, Inc.	3	-1.62	-2.40	0.69	-0.91	-1.57
CALM Cal-Maine Foods, Inc.	23	-0.51	-0.56	0.93	-0.46	-0.71
CBOE Cboe Global Markets, Inc.	70	1.04	1.48	1.20	1.13	5.82
COST Costco Wholesale Corporation	32	-0.18	-0.13	0.98	-0.22	-0.51
DECK Deckers Outdoor Corporation	41	0.01	0.36	1.04	0.01	0.03
EME EMCOR Group, Inc.	83	1.82	2.24	1.33	2.75	6.90
FANG Diamondback Energy, Inc.	80	1.43	1.97	1.24	3.58	7.07

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

JVV v. 1 Current IRA since 10 Jun 25 Sharpe ratios as of Jun 6, 2026 (values are recalculated daily):

1-Year: 2.16
All Time: 1.04

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 1.64 to 2.53, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of JVV v. 1 Current IRA since 10 Jun 25 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

JVV v. 1 Current IRA since 10 Jun 25 provided a 1.55% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.55%	1.67%	1.50%	1.59%	1.55%	1.13%	1.48%	1.70%	1.71%	2.26%	1.94%	1.93%
Portfolio components:
ADM Archer-Daniels-Midland Company	2.55%	3.55%	3.96%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%
AJG Arthur J. Gallagher & Co.	1.25%	1.00%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%
BAESY BAE Systems PLC	1.88%	1.90%	2.79%	2.40%	3.09%	4.46%	7.05%	3.66%	4.93%	5.71%	6.26%	4.38%
BRO Brown & Brown, Inc.	1.10%	0.77%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%
CALM Cal-Maine Foods, Inc.	6.35%	10.90%	2.82%	7.51%	3.17%	0.09%	0.00%	0.98%	1.03%	0.00%	2.70%	4.10%
CBOE Cboe Global Markets, Inc.	1.02%	1.08%	1.21%	1.18%	1.56%	1.38%	1.68%	1.12%	1.19%	0.83%	1.30%	1.36%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
DECK Deckers Outdoor Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
EME EMCOR Group, Inc.	0.16%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
FANG Diamondback Energy, Inc.	2.09%	2.66%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	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 JVV v. 1 Current IRA since 10 Jun 25. 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 JVV v. 1 Current IRA since 10 Jun 25 was 16.12%, occurring on Apr 8, 2025. Recovery took 45 trading sessions.

The current JVV v. 1 Current IRA since 10 Jun 25 drawdown is 2.51%.

Related event	Drawdown	Fall	Recovery	Underwater
2025 selloff2025	-16.12%Apr 2025	4mo 4d	2mo 5d	6mo 9dDec 2024 - Jun 2025
2026 pullback2026	-7.52%Mar 2026	1mo 5d	18d	1mo 23dFeb 2026 - Apr 2026
2025 pullback2025	-3.91%Nov 2025	23d	20d	1mo 13dOct 2025 - Dec 2025
2024 pullback2024	-3.49%Oct 2024	10d	7d	17dOct 2024 - Nov 2024
2024 pullback2024	-2.83%Nov 2024	3d	11d	14dNov 2024 - Nov 2024

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 36 assets, with an effective number of assets of 21.21, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.

Diversification Ratio

	1Y	All Time
Diversification Ratio	2.63	2.03

The portfolio has a diversification ratio of 2.03, placing it in the top 5% across portfolios — assets in this portfolio move largely independently, providing strong diversification benefit.

JVV v. 1 Current IRA since 10 Jun 25 correlation to the S&P 500 Index

JVV v. 1 Current IRA since 10 Jun 25 has a 0.84 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.84
Correlation (All Time) Calculated using the full available price history since Oct 21, 2024	0.87

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while CBOE has the lowest at -0.12.

-0.12

-0.03

0.02

0.04

0.08

0.09

0.09

0.10

0.11

0.12

0.16

0.21

0.23

0.24

0.29

0.29

0.33

0.35

0.37

0.39

0.39

0.42

0.44

0.45

0.46

0.46

0.48

0.52

0.57

0.58

0.61

0.61

0.65

0.71

0.88

1.00

Portfolio Correlations

Correlation vs. JVV v. 1 Current IRA since 10 Jun 25. VOO has the highest portfolio correlation at 0.87, while CBOE has the lowest at -0.02.

-0.02

0.13

0.17

0.18

0.19

0.19

0.21

0.27

0.28

0.28

0.28

0.30

0.36

0.37

0.37

0.37

0.40

0.42

0.43

0.43

0.45

0.47

0.47

0.47

0.48

0.50

0.52

0.52

0.54

0.54

0.60

0.61

0.65

0.70

0.72

0.87

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	GLD	FANG	LNG	ADM	CBOE	MCK	CALM	LMT	COST	GIS	AJG	BAESY	UHS	BRO	LLY	NBIS	REGN	NVO	MSFT	MSI	ITOCY	GOOG	RYCEY	GAP	LULU	TDG	NVDA	PHM	DECK	EME	HLT	SYF	SCHD	XLK	VEA	VOO
GLD	1.00	-0.03	-0.00	0.03	0.07	0.02	-0.00	0.13	0.01	0.04	0.01	0.26	0.03	-0.06	0.10	0.05	0.07	0.16	0.01	0.07	0.17	0.10	0.24	0.01	-0.01	0.03	0.04	0.05	0.03	0.09	-0.01	-0.05	0.05	0.09	0.36	0.12
FANG	-0.03	1.00	0.43	0.29	-0.06	-0.04	0.11	0.07	-0.02	0.03	0.01	-0.03	0.01	0.01	-0.02	0.06	0.05	-0.01	0.04	0.14	0.02	0.00	-0.05	0.04	0.05	-0.00	0.08	0.10	0.08	0.10	0.07	0.12	0.38	0.09	-0.00	0.08
LNG	-0.00	0.43	1.00	0.13	0.08	0.12	0.10	0.13	0.10	-0.03	0.14	0.10	0.04	0.17	0.02	0.09	-0.02	0.01	0.03	0.19	0.04	-0.07	0.02	0.02	-0.04	0.08	0.09	0.02	-0.01	0.21	0.08	0.12	0.24	0.03	0.00	0.04
ADM	0.03	0.29	0.13	1.00	0.12	0.10	0.19	0.23	0.07	0.27	0.06	-0.02	0.15	0.10	0.07	0.00	0.15	0.11	-0.13	0.08	0.12	-0.03	-0.11	0.06	0.02	0.06	-0.16	0.22	0.02	-0.03	0.06	0.01	0.40	-0.07	0.10	0.02
CBOE	0.07	-0.06	0.08	0.12	1.00	0.23	0.03	0.17	0.17	0.10	0.18	0.07	0.08	0.23	0.07	-0.16	0.02	0.09	-0.13	0.09	-0.00	-0.17	-0.08	-0.18	-0.13	-0.01	-0.20	-0.06	-0.24	-0.10	-0.07	-0.16	0.07	-0.22	-0.04	-0.12
MCK	0.02	-0.04	0.12	0.10	0.23	1.00	0.15	0.21	0.25	0.16	0.29	0.17	0.26	0.29	0.17	-0.08	0.14	0.02	-0.00	0.22	0.10	0.01	0.04	0.00	0.00	0.19	-0.05	0.07	-0.05	0.07	0.17	0.01	0.24	-0.05	0.08	0.10
CALM	-0.00	0.11	0.10	0.19	0.03	0.15	1.00	0.14	0.18	0.25	0.14	0.03	0.18	0.23	0.03	0.00	0.16	0.00	0.04	0.17	0.23	0.09	-0.01	0.11	0.07	0.18	0.04	0.16	0.15	0.13	0.19	0.16	0.29	0.06	0.14	0.16
LMT	0.13	0.07	0.13	0.23	0.17	0.21	0.14	1.00	0.16	0.20	0.20	0.34	0.19	0.23	0.15	0.00	0.12	0.19	-0.05	0.24	0.15	-0.00	0.17	0.03	0.02	0.30	-0.04	0.13	0.06	0.13	0.03	-0.03	0.32	-0.01	0.11	0.11
COST	0.01	-0.02	0.10	0.07	0.17	0.25	0.18	0.16	1.00	0.17	0.27	0.14	0.26	0.33	0.21	0.03	0.11	0.08	0.11	0.30	0.16	0.04	0.05	0.10	0.03	0.15	-0.03	0.17	0.08	0.08	0.21	0.11	0.26	0.07	0.14	0.22
GIS	0.04	0.03	-0.03	0.27	0.10	0.16	0.25	0.20	0.17	1.00	0.25	0.03	0.20	0.31	0.14	-0.26	0.26	0.14	-0.07	0.12	0.09	-0.11	0.02	0.06	0.15	0.16	-0.27	0.31	0.13	-0.22	0.15	0.01	0.46	-0.22	0.07	-0.03
AJG	0.01	0.01	0.14	0.06	0.18	0.29	0.14	0.20	0.27	0.25	1.00	0.16	0.24	0.73	0.16	-0.04	0.06	0.14	0.09	0.27	0.06	-0.10	0.07	0.10	0.14	0.24	-0.12	0.18	0.11	0.02	0.22	0.17	0.30	-0.06	0.10	0.10
BAESY	0.26	-0.03	0.10	-0.02	0.07	0.17	0.03	0.34	0.14	0.03	0.16	1.00	0.09	0.12	0.16	0.09	0.09	0.15	0.17	0.15	0.22	0.09	0.52	0.09	0.13	0.28	0.11	0.11	0.19	0.22	0.10	0.11	0.18	0.18	0.32	0.25
UHS	0.03	0.01	0.04	0.15	0.08	0.26	0.18	0.19	0.26	0.20	0.24	0.09	1.00	0.29	0.18	0.01	0.34	0.08	0.01	0.21	0.18	0.09	0.09	0.17	0.14	0.20	0.04	0.30	0.15	0.16	0.22	0.16	0.35	0.08	0.25	0.24
BRO	-0.06	0.01	0.17	0.10	0.23	0.29	0.23	0.23	0.33	0.31	0.73	0.12	0.29	1.00	0.13	-0.06	0.11	0.13	0.12	0.30	0.09	-0.14	-0.01	0.08	0.10	0.27	-0.08	0.21	0.10	-0.04	0.24	0.16	0.30	-0.06	0.06	0.10
LLY	0.10	-0.02	0.02	0.07	0.07	0.17	0.03	0.15	0.21	0.14	0.16	0.16	0.18	0.13	1.00	0.10	0.42	0.37	0.05	0.12	0.19	0.17	0.16	0.14	0.21	0.22	0.10	0.20	0.16	0.19	0.25	0.13	0.27	0.15	0.29	0.28
NBIS	0.05	0.06	0.09	0.00	-0.16	-0.08	0.00	0.00	0.03	-0.26	-0.04	0.09	0.01	-0.06	0.10	1.00	0.03	0.17	0.27	0.07	0.17	0.31	0.24	0.23	0.19	0.13	0.43	0.08	0.21	0.39	0.14	0.27	0.06	0.49	0.28	0.42
REGN	0.07	0.05	-0.02	0.15	0.02	0.14	0.16	0.12	0.11	0.26	0.06	0.09	0.34	0.11	0.42	0.03	1.00	0.33	0.06	0.06	0.21	0.17	0.10	0.25	0.21	0.13	0.07	0.32	0.13	0.10	0.21	0.23	0.44	0.14	0.34	0.29
NVO	0.16	-0.01	0.01	0.11	0.09	0.02	0.00	0.19	0.08	0.14	0.14	0.15	0.08	0.13	0.37	0.17	0.33	1.00	0.23	0.10	0.24	0.23	0.20	0.19	0.24	0.19	0.14	0.18	0.21	0.16	0.16	0.21	0.29	0.24	0.38	0.35
MSFT	0.01	0.04	0.03	-0.13	-0.13	-0.00	0.04	-0.05	0.11	-0.07	0.09	0.17	0.01	0.12	0.05	0.27	0.06	0.23	1.00	0.17	0.14	0.37	0.25	0.17	0.27	0.17	0.51	0.02	0.20	0.27	0.25	0.32	0.06	0.62	0.31	0.57
MSI	0.07	0.14	0.19	0.08	0.09	0.22	0.17	0.24	0.30	0.12	0.27	0.15	0.21	0.30	0.12	0.07	0.06	0.10	0.17	1.00	0.22	0.12	0.21	0.19	0.14	0.27	0.17	0.21	0.22	0.24	0.24	0.19	0.35	0.24	0.24	0.33
ITOCY	0.17	0.02	0.04	0.12	-0.00	0.10	0.23	0.15	0.16	0.09	0.06	0.22	0.18	0.09	0.19	0.17	0.21	0.24	0.14	0.22	1.00	0.24	0.34	0.25	0.26	0.20	0.17	0.26	0.27	0.29	0.26	0.30	0.31	0.29	0.52	0.39
GOOG	0.10	0.00	-0.07	-0.03	-0.17	0.01	0.09	-0.00	0.04	-0.11	-0.10	0.09	0.09	-0.14	0.17	0.31	0.17	0.23	0.37	0.12	0.24	1.00	0.29	0.25	0.24	0.16	0.42	0.17	0.27	0.33	0.28	0.36	0.13	0.53	0.41	0.61
RYCEY	0.24	-0.05	0.02	-0.11	-0.08	0.04	-0.01	0.17	0.05	0.02	0.07	0.52	0.09	-0.01	0.16	0.24	0.10	0.20	0.25	0.21	0.34	0.29	1.00	0.24	0.23	0.35	0.28	0.21	0.27	0.34	0.22	0.32	0.21	0.39	0.53	0.45
GAP	0.01	0.04	0.02	0.06	-0.18	0.00	0.11	0.03	0.10	0.06	0.10	0.09	0.17	0.08	0.14	0.23	0.25	0.19	0.17	0.19	0.25	0.25	0.24	1.00	0.46	0.24	0.20	0.35	0.51	0.22	0.39	0.45	0.37	0.34	0.35	0.46
LULU	-0.01	0.05	-0.04	0.02	-0.13	0.00	0.07	0.02	0.03	0.15	0.14	0.13	0.14	0.10	0.21	0.19	0.21	0.24	0.27	0.14	0.26	0.24	0.23	0.46	1.00	0.22	0.21	0.35	0.50	0.22	0.42	0.43	0.31	0.37	0.39	0.48
TDG	0.03	-0.00	0.08	0.06	-0.01	0.19	0.18	0.30	0.15	0.16	0.24	0.28	0.20	0.27	0.22	0.13	0.13	0.19	0.17	0.27	0.20	0.16	0.35	0.24	0.22	1.00	0.16	0.22	0.29	0.32	0.40	0.35	0.35	0.23	0.30	0.37
NVDA	0.04	0.08	0.09	-0.16	-0.20	-0.05	0.04	-0.04	-0.03	-0.27	-0.12	0.11	0.04	-0.08	0.10	0.43	0.07	0.14	0.51	0.17	0.17	0.42	0.28	0.20	0.21	0.16	1.00	0.03	0.21	0.49	0.23	0.32	0.00	0.76	0.38	0.64
PHM	0.05	0.10	0.02	0.22	-0.06	0.07	0.16	0.13	0.17	0.31	0.18	0.11	0.30	0.21	0.20	0.08	0.32	0.18	0.02	0.21	0.26	0.17	0.21	0.35	0.35	0.22	0.03	1.00	0.43	0.22	0.40	0.39	0.61	0.20	0.47	0.39
DECK	0.03	0.08	-0.01	0.02	-0.24	-0.05	0.15	0.06	0.08	0.13	0.11	0.19	0.15	0.10	0.16	0.21	0.13	0.21	0.20	0.22	0.27	0.27	0.27	0.51	0.50	0.29	0.21	0.43	1.00	0.31	0.43	0.49	0.38	0.33	0.38	0.46
EME	0.09	0.10	0.21	-0.03	-0.10	0.07	0.13	0.13	0.08	-0.22	0.02	0.22	0.16	-0.04	0.19	0.39	0.10	0.16	0.27	0.24	0.29	0.33	0.34	0.22	0.22	0.32	0.49	0.22	0.31	1.00	0.33	0.42	0.21	0.57	0.42	0.58
HLT	-0.01	0.07	0.08	0.06	-0.07	0.17	0.19	0.03	0.21	0.15	0.22	0.10	0.22	0.24	0.25	0.14	0.21	0.16	0.25	0.24	0.26	0.28	0.22	0.39	0.42	0.40	0.23	0.40	0.43	0.33	1.00	0.51	0.41	0.34	0.38	0.52
SYF	-0.05	0.12	0.12	0.01	-0.16	0.01	0.16	-0.03	0.11	0.01	0.17	0.11	0.16	0.16	0.13	0.27	0.23	0.21	0.32	0.19	0.30	0.36	0.32	0.45	0.43	0.35	0.32	0.39	0.49	0.42	0.51	1.00	0.42	0.46	0.42	0.61
SCHD	0.05	0.38	0.24	0.40	0.07	0.24	0.29	0.32	0.26	0.46	0.30	0.18	0.35	0.30	0.27	0.06	0.44	0.29	0.06	0.35	0.31	0.13	0.21	0.37	0.31	0.35	0.00	0.61	0.38	0.21	0.41	0.42	1.00	0.21	0.46	0.46
XLK	0.09	0.09	0.03	-0.07	-0.22	-0.05	0.06	-0.01	0.07	-0.22	-0.06	0.18	0.08	-0.06	0.15	0.49	0.14	0.24	0.62	0.24	0.29	0.53	0.39	0.34	0.37	0.23	0.76	0.20	0.33	0.57	0.34	0.46	0.21	1.00	0.59	0.88
VEA	0.36	-0.00	0.00	0.10	-0.04	0.08	0.14	0.11	0.14	0.07	0.10	0.32	0.25	0.06	0.29	0.28	0.34	0.38	0.31	0.24	0.52	0.41	0.53	0.35	0.39	0.30	0.38	0.47	0.38	0.42	0.38	0.42	0.46	0.59	1.00	0.72
VOO	0.12	0.08	0.04	0.02	-0.12	0.10	0.16	0.11	0.22	-0.03	0.10	0.25	0.24	0.10	0.28	0.42	0.29	0.35	0.57	0.33	0.39	0.61	0.45	0.46	0.48	0.37	0.64	0.39	0.46	0.58	0.52	0.61	0.46	0.88	0.72	1.00

The correlation results are calculated based on daily price changes starting from Oct 21, 2024

Diversification Analysis

Find what JVV v. 1 Current IRA since 10 Jun 25 is missing

See which holdings overlap, where JVV v. 1 Current IRA since 10 Jun 25 is concentrated, and which low-correlation assets could fill the gaps.

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