jim IRA 2021-08-04
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in jim IRA 2021-08-04, 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 Jun 29, 2015, corresponding to the inception date of ARTYX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
| jim IRA 2021-08-04 | 11.33% | 1.73% | 11.88% | 29.50% | 8.47% | N/A |
| Portfolio components: | ||||||
BNDX Vanguard Total International Bond ETF | 3.53% | 0.33% | 4.49% | 11.00% | -0.01% | 2.13% |
BIV Vanguard Intermediate-Term Bond ETF | 3.59% | -1.73% | 6.81% | 12.67% | 0.43% | 1.95% |
SCHD Schwab US Dividend Equity ETF | 16.66% | 3.22% | 14.10% | 29.49% | 13.36% | 12.17% |
PTRIX PIMCO Mortgage-Backed Securities Fund | 5.87% | 0.00% | 9.02% | 17.01% | 0.72% | 1.99% |
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | 10.36% | 1.64% | 9.49% | 31.69% | 6.70% | 10.35% |
MSEQX Morgan Stanley Growth Portfolio Class I | 19.47% | 5.40% | 24.49% | 54.03% | 11.19% | 12.66% |
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio | 25.90% | 3.90% | 16.23% | 52.61% | 13.95% | 14.98% |
VESIX Vanguard European Stock Index Fund Institutional Shares | 10.37% | -0.54% | 8.28% | 28.10% | 7.99% | 6.09% |
IWL iShares Russell Top 200 ETF | 25.42% | 2.88% | 18.41% | 41.58% | 17.26% | 14.46% |
GIBIX Guggenheim Total Return Bond Fund | 4.09% | -1.48% | 6.94% | 14.10% | 1.67% | 2.88% |
GILHX Guggenheim Limited Duration Fund | 5.18% | -0.22% | 4.50% | 9.19% | 3.01% | 2.85% |
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 9.32% | 2.93% | 9.75% | 30.06% | 9.65% | 12.42% |
ARTYX Artisan Developing World Fund | 29.05% | 5.31% | 21.99% | 50.04% | 12.30% | N/A |
ARKK ARK Innovation ETF | -8.29% | 2.41% | 12.75% | 33.31% | 3.60% | N/A |
Monthly Returns
The table below presents the monthly returns of jim IRA 2021-08-04, 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 | -1.15% | 4.12% | 1.61% | -4.64% | 2.05% | 1.38% | 1.45% | 2.78% | 2.94% | 11.33% | |||
| 2023 | 9.68% | -2.28% | 3.31% | -1.11% | 0.93% | 4.27% | 3.55% | -3.86% | -4.38% | -3.74% | 10.12% | 6.13% | 23.41% |
| 2022 | -7.96% | -3.09% | -1.72% | -9.92% | -2.29% | -5.96% | 7.13% | -3.81% | -8.17% | 2.55% | 6.12% | -4.62% | -28.71% |
| 2021 | 0.19% | 1.32% | -1.12% | 3.40% | -0.36% | 3.23% | -0.20% | 1.43% | -3.63% | 3.87% | -3.03% | -0.54% | 4.31% |
| 2020 | 1.39% | -2.38% | -7.92% | 9.56% | 6.73% | 4.51% | 5.24% | 5.63% | -0.84% | -1.17% | 9.21% | 4.07% | 37.88% |
| 2019 | 6.50% | 3.11% | 2.10% | 2.41% | -3.28% | 5.33% | 0.20% | -0.93% | -0.75% | 1.65% | 3.36% | 1.18% | 22.52% |
| 2018 | 4.40% | -2.03% | -0.53% | 0.06% | 2.56% | 0.19% | 0.83% | 2.06% | -0.58% | -5.65% | 1.52% | -4.05% | -1.64% |
| 2017 | 3.41% | 2.37% | 2.08% | 2.55% | 3.47% | 0.16% | 2.33% | 2.23% | 0.80% | 1.74% | 1.37% | 1.04% | 26.20% |
| 2016 | -4.27% | -0.69% | 4.96% | 0.58% | 1.11% | 0.33% | 3.76% | 0.23% | 1.50% | -2.06% | -1.21% | 0.46% | 4.48% |
| 2015 | 0.37% | 1.26% | -4.49% | -1.97% | 4.98% | 0.76% | -1.07% | -0.43% |
Expense Ratio
jim IRA 2021-08-04 features an expense ratio of 0.52%, falling within the medium range. 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 jim IRA 2021-08-04 is 28, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | 2.57 | 3.98 | 1.47 | 0.81 | 10.13 |
BIV Vanguard Intermediate-Term Bond ETF | 2.07 | 3.09 | 1.37 | 0.72 | 8.37 |
SCHD Schwab US Dividend Equity ETF | 2.34 | 3.35 | 1.41 | 2.05 | 13.15 |
PTRIX PIMCO Mortgage-Backed Securities Fund | 2.43 | 3.65 | 1.48 | 0.93 | 13.11 |
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | 1.76 | 2.53 | 1.31 | 0.73 | 8.29 |
MSEQX Morgan Stanley Growth Portfolio Class I | 1.88 | 2.48 | 1.31 | 0.78 | 8.80 |
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio | 2.93 | 3.86 | 1.50 | 1.37 | 20.04 |
VESIX Vanguard European Stock Index Fund Institutional Shares | 2.00 | 2.82 | 1.34 | 1.64 | 12.37 |
IWL iShares Russell Top 200 ETF | 3.00 | 3.95 | 1.55 | 3.53 | 19.48 |
GIBIX Guggenheim Total Return Bond Fund | 2.34 | 3.48 | 1.44 | 0.76 | 10.40 |
GILHX Guggenheim Limited Duration Fund | 4.12 | 7.74 | 2.08 | 5.66 | 35.65 |
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 1.47 | 2.05 | 1.25 | 0.66 | 5.94 |
ARTYX Artisan Developing World Fund | 2.68 | 3.59 | 1.45 | 0.93 | 16.59 |
ARKK ARK Innovation ETF | 0.79 | 1.29 | 1.15 | 0.36 | 2.01 |
Dividends
Dividend yield
jim IRA 2021-08-04 granted a 2.31% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| jim IRA 2021-08-04 | 2.31% | 2.30% | 4.88% | 4.85% | 2.65% | 2.48% | 3.03% | 3.75% | 3.25% | 3.78% | 3.56% | 4.13% |
| Portfolio components: | ||||||||||||
BNDX Vanguard Total International Bond ETF | 4.71% | 4.42% | 1.51% | 3.74% | 1.11% | 3.40% | 3.01% | 2.23% | 1.89% | 1.63% | 1.54% | 0.86% |
BIV Vanguard Intermediate-Term Bond ETF | 3.57% | 3.09% | 2.41% | 3.42% | 2.95% | 2.75% | 2.88% | 2.69% | 2.38% | 3.02% | 3.96% | 4.22% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
PTRIX PIMCO Mortgage-Backed Securities Fund | 5.81% | 5.74% | 4.91% | 2.54% | 2.88% | 3.70% | 3.50% | 3.03% | 3.18% | 2.44% | 2.88% | 2.85% |
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | 0.05% | 0.05% | 4.55% | 0.99% | 0.04% | 0.13% | 1.75% | 2.03% | 1.67% | 15.50% | 2.64% | 5.59% |
MSEQX Morgan Stanley Growth Portfolio Class I | 0.00% | 0.05% | 16.79% | 24.24% | 9.36% | 10.70% | 7.94% | 21.18% | 12.71% | 7.55% | 4.95% | 4.46% |
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio | 1.69% | 2.13% | 22.94% | 4.92% | 1.16% | 0.00% | 0.79% | 0.39% | 7.04% | 1.26% | 6.20% | 10.15% |
VESIX Vanguard European Stock Index Fund Institutional Shares | 2.92% | 3.15% | 3.25% | 3.04% | 2.10% | 3.28% | 3.95% | 2.72% | 3.54% | 3.27% | 4.65% | 2.80% |
IWL iShares Russell Top 200 ETF | 1.06% | 1.30% | 1.54% | 1.12% | 1.30% | 1.96% | 1.93% | 1.69% | 1.96% | 2.14% | 1.68% | 1.82% |
GIBIX Guggenheim Total Return Bond Fund | 4.63% | 4.45% | 4.14% | 3.82% | 5.07% | 2.61% | 3.29% | 3.38% | 4.68% | 4.70% | 4.92% | 5.45% |
GILHX Guggenheim Limited Duration Fund | 4.58% | 4.31% | 2.73% | 2.07% | 2.42% | 2.51% | 2.41% | 2.61% | 3.07% | 3.54% | 1.96% | 0.00% |
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 0.00% | 0.00% | 0.00% | 4.94% | 0.00% | 0.39% | 4.72% | 3.31% | 0.00% | 2.57% | 11.89% | 17.14% |
ARTYX Artisan Developing World Fund | 0.00% | 0.00% | 0.13% | 9.44% | 4.20% | 0.00% | 0.01% | 3.37% | 0.51% | 0.00% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.00% | 0.83% | 1.31% | 0.38% | 3.14% | 1.32% | 0.00% | 2.27% | 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 jim IRA 2021-08-04. 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 jim IRA 2021-08-04 was 36.61%, occurring on Oct 14, 2022. The portfolio has not yet recovered.
The current jim IRA 2021-08-04 drawdown is 7.88%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.61% | Nov 17, 2021 | 229 | Oct 14, 2022 | — | — | — |
| -21.17% | Feb 20, 2020 | 23 | Mar 23, 2020 | 47 | May 29, 2020 | 70 |
| -12.19% | Aug 30, 2018 | 80 | Dec 24, 2018 | 41 | Feb 25, 2019 | 121 |
| -11.32% | Jul 21, 2015 | 143 | Feb 11, 2016 | 81 | Jun 8, 2016 | 224 |
| -8.53% | Feb 16, 2021 | 15 | Mar 8, 2021 | 78 | Jun 28, 2021 | 93 |
Volatility
Volatility Chart
The current jim IRA 2021-08-04 volatility is 2.27%, 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
| BNDX | PTRIX | GILHX | BIV | GIBIX | SCHD | VESIX | ARKK | MSEQX | ARTYX | IWL | MFAIX | CMGIX | MGGIX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.62 | 0.50 | 0.74 | 0.71 | -0.03 | -0.00 | 0.06 | 0.08 | 0.02 | 0.00 | 0.05 | 0.07 | 0.03 |
| PTRIX | 0.62 | 1.00 | 0.64 | 0.80 | 0.78 | -0.02 | 0.04 | 0.04 | 0.06 | 0.03 | -0.02 | 0.07 | 0.04 | 0.04 |
| GILHX | 0.50 | 0.64 | 1.00 | 0.64 | 0.78 | 0.01 | 0.10 | 0.09 | 0.10 | 0.09 | 0.04 | 0.13 | 0.09 | 0.09 |
| BIV | 0.74 | 0.80 | 0.64 | 1.00 | 0.86 | -0.06 | 0.02 | 0.05 | 0.07 | 0.02 | -0.03 | 0.07 | 0.04 | 0.03 |
| GIBIX | 0.71 | 0.78 | 0.78 | 0.86 | 1.00 | -0.08 | -0.01 | 0.04 | 0.06 | 0.01 | -0.04 | 0.04 | 0.03 | 0.02 |
| SCHD | -0.03 | -0.02 | 0.01 | -0.06 | -0.08 | 1.00 | 0.70 | 0.47 | 0.47 | 0.55 | 0.79 | 0.61 | 0.65 | 0.57 |
| VESIX | -0.00 | 0.04 | 0.10 | 0.02 | -0.01 | 0.70 | 1.00 | 0.53 | 0.53 | 0.68 | 0.73 | 0.84 | 0.67 | 0.69 |
| ARKK | 0.06 | 0.04 | 0.09 | 0.05 | 0.04 | 0.47 | 0.53 | 1.00 | 0.86 | 0.72 | 0.67 | 0.62 | 0.78 | 0.76 |
| MSEQX | 0.08 | 0.06 | 0.10 | 0.07 | 0.06 | 0.47 | 0.53 | 0.86 | 1.00 | 0.75 | 0.70 | 0.65 | 0.84 | 0.84 |
| ARTYX | 0.02 | 0.03 | 0.09 | 0.02 | 0.01 | 0.55 | 0.68 | 0.72 | 0.75 | 1.00 | 0.74 | 0.80 | 0.78 | 0.87 |
| IWL | 0.00 | -0.02 | 0.04 | -0.03 | -0.04 | 0.79 | 0.73 | 0.67 | 0.70 | 0.74 | 1.00 | 0.74 | 0.83 | 0.80 |
| MFAIX | 0.05 | 0.07 | 0.13 | 0.07 | 0.04 | 0.61 | 0.84 | 0.62 | 0.65 | 0.80 | 0.74 | 1.00 | 0.75 | 0.85 |
| CMGIX | 0.07 | 0.04 | 0.09 | 0.04 | 0.03 | 0.65 | 0.67 | 0.78 | 0.84 | 0.78 | 0.83 | 0.75 | 1.00 | 0.84 |
| MGGIX | 0.03 | 0.04 | 0.09 | 0.03 | 0.02 | 0.57 | 0.69 | 0.76 | 0.84 | 0.87 | 0.80 | 0.85 | 0.84 | 1.00 |