jim IRA 2021-08-04
Asset Allocation
Performance
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
Returns
As of Jun 2, 2023, the jim IRA 2021-08-04 returned 11.36% Year-To-Date and 7.76% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 2.46% | 9.94% | 3.54% | 2.92% | 9.08% | 9.50% |
| jim IRA 2021-08-04 | 2.49% | 11.36% | 5.43% | 3.98% | 5.57% | 7.76% |
| Portfolio components: | ||||||
BNDX Vanguard Total International Bond ETF | -0.29% | 3.72% | 0.30% | -1.11% | 0.43% | 1.50% |
BIV Vanguard Intermediate-Term Bond ETF | -0.94% | 3.52% | 1.65% | -0.56% | 1.68% | 1.58% |
SCHD Schwab US Dividend Equity ETF | -1.74% | -6.74% | -10.06% | -7.03% | 10.63% | 11.28% |
PTRIX PIMCO Mortgage-Backed Securities Fund | -1.13% | 2.15% | 0.83% | -3.59% | 0.39% | 1.21% |
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | -0.36% | 16.74% | 11.32% | 10.21% | 4.97% | 9.62% |
MSEQX Morgan Stanley Growth Portfolio Class I | 13.18% | 23.62% | 8.57% | 6.39% | 3.36% | 9.63% |
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio | 4.73% | 27.29% | 18.13% | 16.99% | 5.26% | 11.36% |
VESIX Vanguard European Stock Index Fund Institutional Shares | -2.87% | 10.06% | 7.22% | 6.88% | 4.08% | 4.49% |
IWL iShares Russell Top 200 ETF | 3.79% | 13.54% | 6.83% | 6.53% | 11.81% | 12.14% |
GIBIX Guggenheim Total Return Bond Fund | -1.05% | 3.27% | 1.70% | -1.89% | 1.24% | 2.40% |
GILHX Guggenheim Limited Duration Fund | -0.42% | 2.55% | 2.71% | 1.67% | 1.69% | 2.08% |
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 2.92% | 10.42% | 1.28% | 2.09% | 7.48% | 10.07% |
ARTYX Artisan Developing World Fund | 3.57% | 19.91% | 12.61% | 13.09% | 7.13% | 7.83% |
ARKK ARK Innovation ETF | 17.79% | 31.59% | 8.47% | -3.27% | -0.07% | 10.05% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BNDX | PTRIX | GILHX | BIV | GIBIX | SCHD | ARKK | VESIX | MSEQX | MFAIX | ARTYX | CMGIX | IWL | MGGIX | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| BNDX | 1.00 | 0.56 | 0.43 | 0.71 | 0.67 | -0.07 | 0.02 | -0.05 | 0.05 | 0.01 | -0.01 | 0.04 | -0.04 | -0.00 |
| PTRIX | 0.56 | 1.00 | 0.57 | 0.77 | 0.73 | -0.08 | -0.01 | -0.02 | 0.01 | 0.03 | 0.00 | -0.01 | -0.07 | -0.00 |
| GILHX | 0.43 | 0.57 | 1.00 | 0.58 | 0.74 | -0.03 | 0.05 | 0.06 | 0.08 | 0.10 | 0.08 | 0.06 | 0.01 | 0.07 |
| BIV | 0.71 | 0.77 | 0.58 | 1.00 | 0.83 | -0.11 | -0.01 | -0.04 | 0.02 | 0.02 | -0.02 | -0.00 | -0.08 | -0.01 |
| GIBIX | 0.67 | 0.73 | 0.74 | 0.83 | 1.00 | -0.14 | -0.01 | -0.07 | 0.02 | -0.01 | -0.03 | -0.01 | -0.10 | -0.03 |
| SCHD | -0.07 | -0.08 | -0.03 | -0.11 | -0.14 | 1.00 | 0.46 | 0.71 | 0.45 | 0.62 | 0.56 | 0.66 | 0.82 | 0.58 |
| ARKK | 0.02 | -0.01 | 0.05 | -0.01 | -0.01 | 0.46 | 1.00 | 0.52 | 0.84 | 0.60 | 0.72 | 0.78 | 0.67 | 0.76 |
| VESIX | -0.05 | -0.02 | 0.06 | -0.04 | -0.07 | 0.71 | 0.52 | 1.00 | 0.51 | 0.83 | 0.68 | 0.67 | 0.74 | 0.70 |
| MSEQX | 0.05 | 0.01 | 0.08 | 0.02 | 0.02 | 0.45 | 0.84 | 0.51 | 1.00 | 0.63 | 0.74 | 0.84 | 0.69 | 0.84 |
| MFAIX | 0.01 | 0.03 | 0.10 | 0.02 | -0.01 | 0.62 | 0.60 | 0.83 | 0.63 | 1.00 | 0.80 | 0.74 | 0.74 | 0.86 |
| ARTYX | -0.01 | 0.00 | 0.08 | -0.02 | -0.03 | 0.56 | 0.72 | 0.68 | 0.74 | 0.80 | 1.00 | 0.77 | 0.73 | 0.88 |
| CMGIX | 0.04 | -0.01 | 0.06 | -0.00 | -0.01 | 0.66 | 0.78 | 0.67 | 0.84 | 0.74 | 0.77 | 1.00 | 0.83 | 0.84 |
| IWL | -0.04 | -0.07 | 0.01 | -0.08 | -0.10 | 0.82 | 0.67 | 0.74 | 0.69 | 0.74 | 0.73 | 0.83 | 1.00 | 0.80 |
| MGGIX | -0.00 | -0.00 | 0.07 | -0.01 | -0.03 | 0.58 | 0.76 | 0.70 | 0.84 | 0.86 | 0.88 | 0.84 | 0.80 | 1.00 |
Dividend yield
jim IRA 2021-08-04 granted a 4.85% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| jim IRA 2021-08-04 | 4.85% | 4.90% | 5.27% | 3.12% | 3.08% | 3.73% | 5.39% | 4.92% | 5.23% | 5.07% | 6.08% | 2.97% |
| Portfolio components: | ||||||||||||
BNDX Vanguard Total International Bond ETF | 2.15% | 1.52% | 3.81% | 1.17% | 3.64% | 3.33% | 2.54% | 2.21% | 1.93% | 1.86% | 1.06% | 0.00% |
BIV Vanguard Intermediate-Term Bond ETF | 3.54% | 2.44% | 3.54% | 3.16% | 3.03% | 3.26% | 3.14% | 2.86% | 3.71% | 5.01% | 5.54% | 6.88% |
SCHD Schwab US Dividend Equity ETF | 4.52% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
PTRIX PIMCO Mortgage-Backed Securities Fund | 7.28% | 5.02% | 2.72% | 3.16% | 4.20% | 4.16% | 3.70% | 3.98% | 3.15% | 3.82% | 3.89% | 6.58% |
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | 3.90% | 4.55% | 1.03% | 0.04% | 0.14% | 1.85% | 2.18% | 1.83% | 17.31% | 3.41% | 7.39% | 1.23% |
MSEQX Morgan Stanley Growth Portfolio Class I | 13.58% | 16.79% | 28.04% | 13.32% | 16.63% | 13.71% | 39.25% | 28.64% | 19.16% | 13.52% | 12.81% | 0.92% |
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio | 18.02% | 22.94% | 6.04% | 1.49% | 0.00% | 1.03% | 0.51% | 9.27% | 1.79% | 8.87% | 15.44% | 6.86% |
VESIX Vanguard European Stock Index Fund Institutional Shares | 3.31% | 3.26% | 3.15% | 2.25% | 3.60% | 4.49% | 3.20% | 4.28% | 4.11% | 6.01% | 3.77% | 4.23% |
IWL iShares Russell Top 200 ETF | 1.71% | 1.54% | 1.14% | 1.34% | 2.05% | 2.06% | 1.84% | 2.18% | 2.42% | 1.95% | 2.15% | 4.38% |
GIBIX Guggenheim Total Return Bond Fund | 5.74% | 4.19% | 4.02% | 5.55% | 3.01% | 3.90% | 4.13% | 5.92% | 6.23% | 6.83% | 7.36% | 6.58% |
GILHX Guggenheim Limited Duration Fund | 4.09% | 2.76% | 2.15% | 2.57% | 2.73% | 2.69% | 2.98% | 3.60% | 4.28% | 2.46% | 0.00% | 0.00% |
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 0.00% | 0.00% | 4.93% | 0.00% | 0.41% | 4.98% | 3.66% | 0.00% | 2.93% | 13.90% | 22.47% | 0.00% |
ARTYX Artisan Developing World Fund | 0.11% | 0.13% | 9.46% | 4.57% | 0.00% | 0.01% | 3.83% | 0.60% | 0.00% | 0.00% | 0.00% | 0.00% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.83% | 1.66% | 0.39% | 3.23% | 1.40% | 0.00% | 2.44% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The jim IRA 2021-08-04 has a high expense ratio of 0.52%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
BNDX Vanguard Total International Bond ETF | -0.19 | ||||
BIV Vanguard Intermediate-Term Bond ETF | -0.12 | ||||
SCHD Schwab US Dividend Equity ETF | -0.44 | ||||
PTRIX PIMCO Mortgage-Backed Securities Fund | -0.45 | ||||
MFAIX Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio | 0.30 | ||||
MSEQX Morgan Stanley Growth Portfolio Class I | 0.07 | ||||
MGGIX Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio | 0.36 | ||||
VESIX Vanguard European Stock Index Fund Institutional Shares | 0.24 | ||||
IWL iShares Russell Top 200 ETF | 0.27 | ||||
GIBIX Guggenheim Total Return Bond Fund | -0.27 | ||||
GILHX Guggenheim Limited Duration Fund | 0.50 | ||||
CMGIX BlackRock Mid-Cap Growth Equity Portfolio | 0.04 | ||||
ARTYX Artisan Developing World Fund | 0.31 | ||||
ARKK ARK Innovation ETF | -0.12 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the jim IRA 2021-08-04. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the jim IRA 2021-08-04 is 36.61%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
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 Chart
The current jim IRA 2021-08-04 volatility is 3.07%, 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.