JVV v. 1 Current IRA since 10 Jun 25

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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The earliest data available for this chart is Oct 18, 2024, corresponding to the inception date of NBIS

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio JVV v. 1 Current IRA since 10 Jun 25	0.80%	-3.22%	2.93%	3.65%	21.25%	—	—	—
Portfolio components:
ADM Archer-Daniels-Midland Company	-0.44%	3.96%	26.83%	24.10%	55.41%	0.09%	7.62%	10.32%
AJG Arthur J. Gallagher & Co.	-0.11%	-5.35%	-16.15%	-28.86%	-36.46%	5.16%	12.48%	19.05%
BAESY BAE Systems PLC	5.30%	2.35%	32.07%	11.81%	50.59%	38.58%	37.75%	20.61%
BRO Brown & Brown, Inc.	-1.24%	-11.00%	-19.01%	-30.27%	-47.73%	4.59%	7.45%	14.72%
CALM Cal-Maine Foods, Inc.	5.32%	-4.73%	5.67%	-8.12%	-0.93%	18.53%	22.55%	7.82%
CBOE Cboe Global Markets, Inc.	-0.28%	-5.78%	11.95%	16.64%	25.94%	29.38%	24.37%	16.96%
COST Costco Wholesale Corporation	0.01%	-0.62%	15.72%	8.94%	4.99%	27.83%	24.29%	22.28%
DECK Deckers Outdoor Corporation	0.82%	-11.88%	-2.66%	-0.27%	-10.97%	10.43%	12.87%	26.18%
EME EMCOR Group, Inc.	2.88%	3.23%	24.23%	16.09%	102.70%	67.63%	46.72%	32.17%
FANG Diamondback Energy, Inc.	-3.63%	7.15%	27.56%	34.51%	21.73%	16.36%	23.73%	12.44%

*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 +0.05%, while the average monthly return is +0.91%. At this rate, your investment would double in approximately 6.4 years.

Historically, 68% of months were positive and 32% 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 54% 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%	0.80%									2.93%
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 5.07%, 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 (96.37%) than losses (72.74%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 5.07% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 5.07%

Beta: 0.80

R²: 0.87

Upside Capture: 96.37%

Downside Capture: 72.74%

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 69 for risk / return — better than 69% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.42	0.92	+0.51
Sortino ratio Return per unit of downside risk	2.11	1.41	+0.69
Omega ratio Gain probability vs. loss probability	1.32	1.21	+0.11
Calmar ratio Return relative to maximum drawdown	2.05	1.41	+0.63
Martin ratio Return relative to average drawdown	10.31	6.61	+3.70
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADM Archer-Daniels-Midland Company	89	1.97	2.63	1.34	4.21	12.06
AJG Arthur J. Gallagher & Co.	4	-1.28	-1.76	0.77	-0.90	-1.66
BAESY BAE Systems PLC	79	1.53	2.12	1.26	2.20	5.56
BRO Brown & Brown, Inc.	2	-1.70	-2.49	0.66	-0.98	-1.63
CALM Cal-Maine Foods, Inc.	37	-0.03	0.20	1.03	-0.01	-0.02
CBOE Cboe Global Markets, Inc.	75	1.18	1.65	1.21	2.45	6.21
COST Costco Wholesale Corporation	46	0.25	0.50	1.06	0.31	0.61
DECK Deckers Outdoor Corporation	32	-0.20	0.08	1.01	-0.25	-0.49
EME EMCOR Group, Inc.	91	2.56	2.84	1.43	4.21	10.89
FANG Diamondback Energy, Inc.	58	0.56	0.98	1.13	0.86	2.18

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 1.42
All Time: 0.81

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 1.00 to 1.70, 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 1.63% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.63%	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	2.83%	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.	1.22%	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	1.44%	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.	0.98%	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.	9.48%	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.	1.00%	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	0.52%	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.	0.15%	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.	2.12%	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 4.67%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-16.12%	Dec 5, 2024	84	Apr 8, 2025	45	Jun 12, 2025	129
-7.52%	Feb 23, 2026	26	Mar 30, 2026	—	—	—
-3.91%	Oct 28, 2025	18	Nov 20, 2025	13	Dec 10, 2025	31
-3.49%	Oct 21, 2024	9	Oct 31, 2024	5	Nov 7, 2024	14
-2.83%	Nov 12, 2024	4	Nov 15, 2024	7	Nov 26, 2024	11

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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	Benchmark	GLD	LNG	FANG	CBOE	ADM	MCK	CALM	LMT	BAESY	GIS	COST	AJG	UHS	LLY	REGN	BRO	NBIS	NVO	MSI	RYCEY	GOOG	MSFT	TDG	ITOCY	GAP	LULU	PHM	NVDA	DECK	HLT	EME	SYF	SCHD	XLK	VEA	VOO	Portfolio
Benchmark	1.00	0.06	0.11	0.15	-0.14	0.05	0.15	0.18	0.13	0.22	-0.02	0.27	0.13	0.26	0.31	0.30	0.14	0.44	0.34	0.36	0.44	0.60	0.61	0.37	0.39	0.47	0.49	0.38	0.66	0.45	0.53	0.60	0.62	0.47	0.89	0.70	1.00	0.87
GLD	0.06	1.00	0.04	0.04	0.12	0.09	0.05	-0.01	0.15	0.24	0.02	0.04	0.04	0.02	0.09	0.04	-0.02	0.06	0.14	0.09	0.18	0.04	-0.01	-0.03	0.13	-0.02	-0.05	0.02	0.01	-0.02	-0.06	0.07	-0.11	0.03	0.06	0.31	0.06	0.15
LNG	0.11	0.04	1.00	0.41	0.07	0.09	0.12	0.11	0.11	0.15	-0.04	0.07	0.13	0.06	0.06	0.00	0.15	0.12	0.03	0.17	0.09	-0.04	0.05	0.15	0.06	0.05	-0.00	0.06	0.13	0.04	0.12	0.26	0.15	0.25	0.10	0.06	0.10	0.26
FANG	0.15	0.04	0.41	1.00	-0.11	0.26	-0.02	0.12	0.09	0.03	0.08	-0.04	0.03	0.02	-0.01	0.08	0.03	0.05	0.03	0.15	0.02	0.06	0.07	0.09	0.07	0.11	0.11	0.18	0.10	0.18	0.16	0.11	0.20	0.43	0.13	0.07	0.15	0.26
CBOE	-0.14	0.12	0.07	-0.11	1.00	0.08	0.27	0.05	0.18	0.09	0.14	0.17	0.23	0.10	0.08	0.02	0.29	-0.20	0.06	0.09	-0.06	-0.21	-0.15	0.02	-0.04	-0.16	-0.10	-0.03	-0.23	-0.24	-0.03	-0.11	-0.15	0.06	-0.26	-0.04	-0.14	-0.03
ADM	0.05	0.09	0.09	0.26	0.08	1.00	0.13	0.19	0.25	0.00	0.32	0.08	0.09	0.18	0.07	0.20	0.12	-0.00	0.14	0.04	-0.09	0.00	-0.12	0.10	0.14	0.12	0.05	0.26	-0.15	0.09	0.12	-0.05	0.09	0.44	-0.08	0.15	0.05	0.21
MCK	0.15	0.05	0.12	-0.02	0.27	0.13	1.00	0.17	0.19	0.18	0.15	0.23	0.25	0.28	0.17	0.16	0.24	-0.08	0.03	0.21	0.06	0.02	-0.02	0.21	0.10	-0.01	0.01	0.08	-0.03	-0.06	0.17	0.10	-0.01	0.25	0.03	0.15	0.15	0.25
CALM	0.18	-0.01	0.11	0.12	0.05	0.19	0.17	1.00	0.13	-0.00	0.24	0.17	0.17	0.17	0.01	0.16	0.25	0.05	0.00	0.19	-0.03	0.09	0.07	0.18	0.24	0.11	0.05	0.15	0.06	0.16	0.19	0.13	0.19	0.30	0.10	0.15	0.19	0.30
LMT	0.13	0.15	0.11	0.09	0.18	0.25	0.19	0.13	1.00	0.32	0.19	0.16	0.19	0.19	0.14	0.11	0.21	-0.00	0.19	0.22	0.16	-0.01	-0.03	0.29	0.14	0.01	0.02	0.14	-0.03	0.04	0.02	0.16	-0.06	0.33	0.03	0.13	0.13	0.31
BAESY	0.22	0.24	0.15	0.03	0.09	0.00	0.18	-0.00	0.32	1.00	0.01	0.17	0.17	0.08	0.12	0.06	0.12	0.12	0.13	0.13	0.49	0.05	0.19	0.21	0.20	0.03	0.09	0.06	0.14	0.13	0.07	0.22	0.06	0.15	0.20	0.28	0.22	0.33
GIS	-0.02	0.02	-0.04	0.08	0.14	0.32	0.15	0.24	0.19	0.01	1.00	0.15	0.28	0.21	0.12	0.28	0.32	-0.26	0.14	0.12	-0.02	-0.13	-0.08	0.13	0.10	0.03	0.14	0.31	-0.28	0.11	0.12	-0.23	-0.01	0.48	-0.20	0.10	-0.02	0.14
COST	0.27	0.04	0.07	-0.04	0.17	0.08	0.23	0.17	0.16	0.17	0.15	1.00	0.29	0.26	0.22	0.11	0.33	0.06	0.10	0.33	0.08	0.05	0.16	0.18	0.17	0.11	0.05	0.19	-0.01	0.10	0.23	0.10	0.13	0.25	0.14	0.20	0.27	0.33
AJG	0.13	0.04	0.13	0.03	0.23	0.09	0.25	0.17	0.19	0.17	0.28	0.29	1.00	0.27	0.21	0.09	0.71	-0.05	0.18	0.25	0.11	-0.09	0.05	0.27	0.11	0.09	0.14	0.20	-0.13	0.11	0.22	0.04	0.17	0.34	-0.04	0.15	0.13	0.31
UHS	0.26	0.02	0.06	0.02	0.10	0.18	0.28	0.17	0.19	0.08	0.21	0.26	0.27	1.00	0.20	0.35	0.32	0.02	0.11	0.25	0.09	0.06	0.04	0.19	0.19	0.19	0.14	0.31	0.03	0.17	0.23	0.15	0.16	0.38	0.11	0.27	0.26	0.40
LLY	0.31	0.09	0.06	-0.01	0.08	0.07	0.17	0.01	0.14	0.12	0.12	0.22	0.21	0.20	1.00	0.43	0.18	0.10	0.39	0.11	0.13	0.17	0.10	0.21	0.17	0.13	0.24	0.23	0.14	0.15	0.28	0.18	0.14	0.27	0.19	0.32	0.31	0.38
REGN	0.30	0.04	0.00	0.08	0.02	0.20	0.16	0.16	0.11	0.06	0.28	0.11	0.09	0.35	0.43	1.00	0.15	0.05	0.34	0.07	0.06	0.16	0.11	0.12	0.18	0.26	0.24	0.31	0.07	0.13	0.20	0.07	0.22	0.46	0.17	0.36	0.30	0.39
BRO	0.14	-0.02	0.15	0.03	0.29	0.12	0.24	0.25	0.21	0.12	0.32	0.33	0.71	0.32	0.18	0.15	1.00	-0.08	0.18	0.29	0.04	-0.14	0.09	0.31	0.14	0.08	0.08	0.22	-0.09	0.10	0.25	-0.02	0.15	0.35	-0.03	0.12	0.15	0.31
NBIS	0.44	0.06	0.12	0.05	-0.20	-0.00	-0.08	0.05	-0.00	0.12	-0.26	0.06	-0.05	0.02	0.10	0.05	-0.08	1.00	0.16	0.06	0.27	0.33	0.27	0.15	0.20	0.25	0.23	0.10	0.44	0.24	0.16	0.41	0.29	0.08	0.51	0.31	0.43	0.43
NVO	0.34	0.14	0.03	0.03	0.06	0.14	0.03	0.00	0.19	0.13	0.14	0.10	0.18	0.11	0.39	0.34	0.18	0.16	1.00	0.11	0.18	0.20	0.22	0.18	0.23	0.19	0.26	0.20	0.13	0.21	0.18	0.17	0.21	0.32	0.24	0.40	0.34	0.42
MSI	0.36	0.09	0.17	0.15	0.09	0.04	0.21	0.19	0.22	0.13	0.12	0.33	0.25	0.25	0.11	0.07	0.29	0.06	0.11	1.00	0.23	0.13	0.20	0.26	0.25	0.22	0.18	0.21	0.20	0.22	0.24	0.26	0.22	0.34	0.27	0.24	0.36	0.46
RYCEY	0.44	0.18	0.09	0.02	-0.06	-0.09	0.06	-0.03	0.16	0.49	-0.02	0.08	0.11	0.09	0.13	0.06	0.04	0.27	0.18	0.23	1.00	0.27	0.29	0.27	0.33	0.21	0.20	0.15	0.32	0.21	0.17	0.34	0.30	0.19	0.42	0.51	0.44	0.45
GOOG	0.60	0.04	-0.04	0.06	-0.21	0.00	0.02	0.09	-0.01	0.05	-0.13	0.05	-0.09	0.06	0.17	0.16	-0.14	0.33	0.20	0.13	0.27	1.00	0.40	0.12	0.20	0.25	0.24	0.16	0.43	0.26	0.28	0.33	0.34	0.13	0.57	0.39	0.60	0.42
MSFT	0.61	-0.01	0.05	0.07	-0.15	-0.12	-0.02	0.07	-0.03	0.19	-0.08	0.16	0.05	0.04	0.10	0.11	0.09	0.27	0.22	0.20	0.29	0.40	1.00	0.21	0.17	0.20	0.28	0.04	0.54	0.22	0.29	0.32	0.33	0.09	0.67	0.35	0.61	0.43
TDG	0.37	-0.03	0.15	0.09	0.02	0.10	0.21	0.18	0.29	0.21	0.13	0.18	0.27	0.19	0.21	0.12	0.31	0.15	0.18	0.26	0.27	0.12	0.21	1.00	0.21	0.21	0.19	0.16	0.17	0.24	0.37	0.34	0.33	0.35	0.25	0.26	0.37	0.48
ITOCY	0.39	0.13	0.06	0.07	-0.04	0.14	0.10	0.24	0.14	0.20	0.10	0.17	0.11	0.19	0.17	0.18	0.14	0.20	0.23	0.25	0.33	0.20	0.17	0.21	1.00	0.26	0.29	0.29	0.18	0.27	0.28	0.30	0.31	0.32	0.32	0.54	0.39	0.48
GAP	0.47	-0.02	0.05	0.11	-0.16	0.12	-0.01	0.11	0.01	0.03	0.03	0.11	0.09	0.19	0.13	0.26	0.08	0.25	0.19	0.22	0.21	0.25	0.20	0.21	0.26	1.00	0.45	0.34	0.21	0.49	0.37	0.23	0.45	0.39	0.38	0.36	0.47	0.52
LULU	0.49	-0.05	-0.00	0.11	-0.10	0.05	0.01	0.05	0.02	0.09	0.14	0.05	0.14	0.14	0.24	0.24	0.08	0.23	0.26	0.18	0.20	0.24	0.28	0.19	0.29	0.45	1.00	0.34	0.20	0.48	0.41	0.23	0.43	0.34	0.40	0.39	0.49	0.48
PHM	0.38	0.02	0.06	0.18	-0.03	0.26	0.08	0.15	0.14	0.06	0.31	0.19	0.20	0.31	0.23	0.31	0.22	0.10	0.20	0.21	0.15	0.16	0.04	0.16	0.29	0.34	0.34	1.00	0.03	0.40	0.36	0.20	0.37	0.63	0.20	0.47	0.38	0.52
NVDA	0.66	0.01	0.13	0.10	-0.23	-0.15	-0.03	0.06	-0.03	0.14	-0.28	-0.01	-0.13	0.03	0.14	0.07	-0.09	0.44	0.13	0.20	0.32	0.43	0.54	0.17	0.18	0.21	0.20	0.03	1.00	0.23	0.23	0.53	0.32	0.03	0.80	0.38	0.66	0.49
DECK	0.45	-0.02	0.04	0.18	-0.24	0.09	-0.06	0.16	0.04	0.13	0.11	0.10	0.11	0.17	0.15	0.13	0.10	0.24	0.21	0.22	0.21	0.26	0.22	0.24	0.27	0.49	0.48	0.40	0.23	1.00	0.41	0.33	0.48	0.38	0.34	0.36	0.45	0.53
HLT	0.53	-0.06	0.12	0.16	-0.03	0.12	0.17	0.19	0.02	0.07	0.12	0.23	0.22	0.23	0.28	0.20	0.25	0.16	0.18	0.24	0.17	0.28	0.29	0.37	0.28	0.37	0.41	0.36	0.23	0.41	1.00	0.33	0.49	0.44	0.38	0.37	0.53	0.54
EME	0.60	0.07	0.26	0.11	-0.11	-0.05	0.10	0.13	0.16	0.22	-0.23	0.10	0.04	0.15	0.18	0.07	-0.02	0.41	0.17	0.26	0.34	0.33	0.32	0.34	0.30	0.23	0.23	0.20	0.53	0.33	0.33	1.00	0.43	0.22	0.61	0.42	0.60	0.62
SYF	0.62	-0.11	0.15	0.20	-0.15	0.09	-0.01	0.19	-0.06	0.06	-0.01	0.13	0.17	0.16	0.14	0.22	0.15	0.29	0.21	0.22	0.30	0.34	0.33	0.33	0.31	0.45	0.43	0.37	0.32	0.48	0.49	0.43	1.00	0.44	0.49	0.41	0.61	0.60
SCHD	0.47	0.03	0.25	0.43	0.06	0.44	0.25	0.30	0.33	0.15	0.48	0.25	0.34	0.38	0.27	0.46	0.35	0.08	0.32	0.34	0.19	0.13	0.09	0.35	0.32	0.39	0.34	0.63	0.03	0.38	0.44	0.22	0.44	1.00	0.23	0.48	0.48	0.67
XLK	0.89	0.06	0.10	0.13	-0.26	-0.08	0.03	0.10	0.03	0.20	-0.20	0.14	-0.04	0.11	0.19	0.17	-0.03	0.51	0.24	0.27	0.42	0.57	0.67	0.25	0.32	0.38	0.40	0.20	0.80	0.34	0.38	0.61	0.49	0.23	1.00	0.59	0.89	0.71
VEA	0.70	0.31	0.06	0.07	-0.04	0.15	0.15	0.15	0.13	0.28	0.10	0.20	0.15	0.27	0.32	0.36	0.12	0.31	0.40	0.24	0.51	0.39	0.35	0.26	0.54	0.36	0.39	0.47	0.38	0.36	0.37	0.42	0.41	0.48	0.59	1.00	0.71	0.72
VOO	1.00	0.06	0.10	0.15	-0.14	0.05	0.15	0.19	0.13	0.22	-0.02	0.27	0.13	0.26	0.31	0.30	0.15	0.43	0.34	0.36	0.44	0.60	0.61	0.37	0.39	0.47	0.49	0.38	0.66	0.45	0.53	0.60	0.61	0.48	0.89	0.71	1.00	0.87
Portfolio	0.87	0.15	0.26	0.26	-0.03	0.21	0.25	0.30	0.31	0.33	0.14	0.33	0.31	0.40	0.38	0.39	0.31	0.43	0.42	0.46	0.45	0.42	0.43	0.48	0.48	0.52	0.48	0.52	0.49	0.53	0.54	0.62	0.60	0.67	0.71	0.72	0.87	1.00

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

JVV v. 1 Current IRA since 10 Jun 25

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table