MJW
LT - Growth
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 10% |
CRSP CRISPR Therapeutics AG | Healthcare | 10% |
EW Edwards Lifesciences Corporation | Healthcare | 10% |
FTNT Fortinet, Inc. | Technology | 10% |
GOOG Alphabet Inc. | Communication Services | 10% |
ISRG Intuitive Surgical, Inc. | Healthcare | 10% |
NVO Novo Nordisk A/S | Healthcare | 10% |
PYPL PayPal Holdings, Inc. | Financial Services | 10% |
TREX Trex Company, Inc. | Industrials | 10% |
TTD The Trade Desk, Inc. | Technology | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MJW, 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
The earliest data available for this chart is Sep 21, 2016, corresponding to the inception date of TTD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
MJW | 15.35% | 4.88% | 0.24% | 25.51% | 21.99% | N/A |
Portfolio components: | ||||||
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.52% | 26.41% |
CRSP CRISPR Therapeutics AG | -21.45% | -15.11% | -44.83% | -1.58% | 1.02% | N/A |
EW Edwards Lifesciences Corporation | -9.84% | 10.23% | -20.53% | -9.58% | -1.29% | 15.36% |
FTNT Fortinet, Inc. | 28.45% | 31.89% | 7.48% | 28.07% | 37.14% | 30.81% |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.13% | 19.48% |
ISRG Intuitive Surgical, Inc. | 42.04% | 8.59% | 23.99% | 58.95% | 23.22% | 24.89% |
NVO Novo Nordisk A/S | 31.96% | 7.17% | 11.68% | 45.62% | 39.17% | 19.56% |
TREX Trex Company, Inc. | -19.68% | -19.39% | -28.63% | -3.15% | 9.20% | 21.68% |
TTD The Trade Desk, Inc. | 44.48% | 12.49% | 21.46% | 36.43% | 33.13% | N/A |
PYPL PayPal Holdings, Inc. | 17.31% | 23.59% | 19.75% | 16.82% | -8.01% | N/A |
Monthly Returns
The table below presents the monthly returns of MJW, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 3.31% | 10.06% | 3.06% | -5.78% | 2.10% | 2.67% | -2.70% | 15.35% | |||||
2023 | 11.81% | -1.25% | 5.94% | 5.67% | 4.59% | 6.83% | 3.57% | -5.20% | -6.35% | -5.84% | 13.79% | 5.87% | 44.06% |
2022 | -16.26% | 0.55% | -1.56% | -15.58% | -0.45% | -7.85% | 13.64% | -5.59% | -6.40% | 0.95% | 1.91% | -7.59% | -38.72% |
2021 | -0.48% | 1.71% | -1.90% | 12.57% | -3.66% | 12.26% | 1.35% | 6.64% | -7.11% | 4.03% | 1.07% | 2.12% | 30.29% |
2020 | 2.19% | -3.96% | -10.68% | 18.75% | 14.14% | 7.69% | 10.09% | 6.07% | -4.64% | -1.32% | 18.45% | 7.47% | 78.98% |
2019 | 11.35% | 8.58% | 1.65% | 4.17% | -9.39% | 11.18% | 5.75% | -0.99% | -3.09% | 5.60% | 12.65% | -1.48% | 53.36% |
2018 | 17.31% | 4.33% | -2.92% | 0.29% | 17.22% | 1.65% | 2.01% | 15.55% | -0.01% | -14.18% | 5.10% | -8.67% | 37.85% |
2017 | 3.66% | 9.93% | -0.99% | 4.72% | 6.80% | -0.07% | 3.53% | 4.52% | 1.96% | 8.55% | 2.19% | 0.07% | 54.44% |
2016 | -1.15% | 1.16% | 0.62% | 0.62% |
Expense Ratio
MJW has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MJW is 14, indicating that it is in the bottom 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
---|---|---|---|---|---|
AMZN Amazon.com, Inc. | 1.17 | 1.70 | 1.22 | 0.92 | 5.32 |
CRSP CRISPR Therapeutics AG | -0.02 | 0.42 | 1.05 | -0.01 | -0.04 |
EW Edwards Lifesciences Corporation | -0.20 | 0.04 | 1.01 | -0.15 | -0.68 |
FTNT Fortinet, Inc. | 0.74 | 1.42 | 1.20 | 0.76 | 2.20 |
GOOG Alphabet Inc. | 1.05 | 1.47 | 1.21 | 1.60 | 4.72 |
ISRG Intuitive Surgical, Inc. | 2.40 | 3.28 | 1.44 | 2.32 | 11.81 |
NVO Novo Nordisk A/S | 1.56 | 2.28 | 1.28 | 2.51 | 8.59 |
TREX Trex Company, Inc. | -0.10 | 0.15 | 1.02 | -0.07 | -0.28 |
TTD The Trade Desk, Inc. | 0.83 | 1.38 | 1.19 | 0.92 | 3.28 |
PYPL PayPal Holdings, Inc. | 0.54 | 0.97 | 1.12 | 0.22 | 2.09 |
Dividends
Dividend yield
MJW granted a 0.10% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
MJW | 0.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Portfolio components: | ||||||||||||
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CRSP CRISPR Therapeutics AG | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EW Edwards Lifesciences 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% |
FTNT Fortinet, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ISRG Intuitive Surgical, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NVO Novo Nordisk A/S | 0.87% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TREX Trex Company, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TTD The Trade Desk, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PYPL PayPal Holdings, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the MJW. 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 MJW was 42.68%, occurring on Dec 28, 2022. Recovery took 365 trading sessions.
The current MJW drawdown is 3.58%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-42.68% | Nov 17, 2021 | 280 | Dec 28, 2022 | 365 | Jun 12, 2024 | 645 |
-32.28% | Feb 20, 2020 | 18 | Mar 16, 2020 | 37 | May 7, 2020 | 55 |
-25.58% | Sep 17, 2018 | 69 | Dec 24, 2018 | 41 | Feb 25, 2019 | 110 |
-13.76% | Feb 16, 2021 | 15 | Mar 8, 2021 | 33 | Apr 23, 2021 | 48 |
-13.05% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
Volatility
Volatility Chart
The current MJW volatility is 7.55%, 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.
Diversification
Asset Correlations Table
NVO | CRSP | TREX | EW | TTD | FTNT | GOOG | AMZN | PYPL | ISRG | |
---|---|---|---|---|---|---|---|---|---|---|
NVO | 1.00 | 0.19 | 0.23 | 0.31 | 0.21 | 0.30 | 0.30 | 0.25 | 0.27 | 0.35 |
CRSP | 0.19 | 1.00 | 0.38 | 0.30 | 0.43 | 0.33 | 0.32 | 0.37 | 0.39 | 0.36 |
TREX | 0.23 | 0.38 | 1.00 | 0.38 | 0.42 | 0.41 | 0.38 | 0.40 | 0.44 | 0.42 |
EW | 0.31 | 0.30 | 0.38 | 1.00 | 0.40 | 0.45 | 0.43 | 0.41 | 0.45 | 0.64 |
TTD | 0.21 | 0.43 | 0.42 | 0.40 | 1.00 | 0.50 | 0.48 | 0.52 | 0.55 | 0.46 |
FTNT | 0.30 | 0.33 | 0.41 | 0.45 | 0.50 | 1.00 | 0.49 | 0.49 | 0.52 | 0.52 |
GOOG | 0.30 | 0.32 | 0.38 | 0.43 | 0.48 | 0.49 | 1.00 | 0.68 | 0.55 | 0.56 |
AMZN | 0.25 | 0.37 | 0.40 | 0.41 | 0.52 | 0.49 | 0.68 | 1.00 | 0.57 | 0.52 |
PYPL | 0.27 | 0.39 | 0.44 | 0.45 | 0.55 | 0.52 | 0.55 | 0.57 | 1.00 | 0.53 |
ISRG | 0.35 | 0.36 | 0.42 | 0.64 | 0.46 | 0.52 | 0.56 | 0.52 | 0.53 | 1.00 |