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jim IRA 2021-08-04
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart


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The earliest data available for this chart is Jun 29, 2015, corresponding to the inception date of ARTYX

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.77%7.44%-5.60%8.37%14.12%10.46%
jim IRA 2021-08-042.08%7.69%1.94%13.25%6.06%N/A
BNDX
Vanguard Total International Bond ETF
1.10%0.72%1.65%5.47%0.11%2.09%
BIV
Vanguard Intermediate-Term Bond ETF
2.95%1.13%2.05%6.59%-0.36%1.91%
SCHD
Schwab US Dividend Equity ETF
-4.97%3.04%-9.89%1.08%12.64%10.39%
PTRIX
PIMCO Mortgage-Backed Securities Fund
0.00%0.00%0.00%6.98%0.21%N/A
MFAIX
Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio
9.95%11.96%10.47%14.44%8.03%9.35%
MSEQX
Morgan Stanley Growth Portfolio Class I
1.64%17.88%14.01%54.78%-1.12%3.17%
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
6.30%12.83%-2.19%13.53%4.46%9.04%
VESIX
Vanguard European Stock Index Fund Institutional Shares
15.80%10.63%11.96%10.04%13.31%5.78%
IWL
iShares Russell Top 200 ETF
-3.89%7.24%-5.03%10.51%16.19%13.14%
GIBIX
Guggenheim Total Return Bond Fund
1.67%0.77%1.05%6.45%0.33%2.33%
GILHX
Guggenheim Limited Duration Fund
1.42%0.20%2.13%6.03%3.00%2.78%
CMGIX
BlackRock Mid-Cap Growth Equity Portfolio
-4.64%15.56%-7.05%2.63%5.82%8.51%
ARTYX
Artisan Developing World Fund
8.90%12.28%6.98%22.71%7.35%N/A
ARKK
ARK Innovation ETF
-9.55%15.32%-5.03%19.64%-2.34%10.54%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20254.13%-1.17%-4.27%2.28%1.31%2.08%
2024-1.15%4.12%1.61%-4.64%2.05%1.38%1.45%2.78%2.94%-0.96%6.37%-3.07%13.09%
20239.68%-2.28%3.31%-1.11%0.93%4.27%3.55%-3.86%-4.38%-3.74%10.12%5.96%23.21%
2022-7.96%-3.08%-1.72%-9.92%-2.29%-5.96%7.13%-3.81%-8.17%2.55%6.12%-6.70%-30.27%
20210.19%1.32%-1.12%3.40%-0.36%3.23%-0.45%1.42%-3.63%3.87%-3.57%-2.33%1.61%
20201.39%-2.38%-7.92%9.56%6.73%4.51%5.24%5.63%-0.84%-1.17%8.86%3.12%36.18%
20196.50%3.11%2.10%2.41%-3.28%5.33%0.20%-0.93%-0.75%1.65%3.36%0.43%21.61%
20184.40%-2.03%-0.53%0.06%2.56%0.19%0.64%2.05%-0.58%-5.65%1.52%-4.66%-2.46%
20173.41%2.37%2.08%2.55%3.47%0.16%2.16%2.23%0.81%1.74%1.15%-0.42%23.90%
2016-4.27%-0.69%4.96%0.58%1.11%0.33%2.86%0.23%1.49%-2.06%-1.24%-0.01%3.04%
20150.38%1.16%-4.49%-1.97%4.98%0.76%-1.78%-1.23%

Expense Ratio

jim IRA 2021-08-04 has an expense ratio of 0.52%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of jim IRA 2021-08-04 is 66, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of jim IRA 2021-08-04 is 6666
Overall Rank
The Sharpe Ratio Rank of jim IRA 2021-08-04 is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of jim IRA 2021-08-04 is 7272
Sortino Ratio Rank
The Omega Ratio Rank of jim IRA 2021-08-04 is 7070
Omega Ratio Rank
The Calmar Ratio Rank of jim IRA 2021-08-04 is 5151
Calmar Ratio Rank
The Martin Ratio Rank of jim IRA 2021-08-04 is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BNDX
Vanguard Total International Bond ETF
1.401.971.240.576.11
BIV
Vanguard Intermediate-Term Bond ETF
1.161.701.200.512.86
SCHD
Schwab US Dividend Equity ETF
0.080.321.040.150.49
PTRIX
PIMCO Mortgage-Backed Securities Fund
1.963.371.660.6511.89
MFAIX
Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio
0.721.131.140.492.99
MSEQX
Morgan Stanley Growth Portfolio Class I
1.491.921.250.694.49
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
0.570.821.120.311.59
VESIX
Vanguard European Stock Index Fund Institutional Shares
0.631.071.140.862.35
IWL
iShares Russell Top 200 ETF
0.550.921.130.592.20
GIBIX
Guggenheim Total Return Bond Fund
1.171.741.200.453.56
GILHX
Guggenheim Limited Duration Fund
3.055.781.757.0219.98
CMGIX
BlackRock Mid-Cap Growth Equity Portfolio
0.090.341.050.080.30
ARTYX
Artisan Developing World Fund
1.051.581.210.534.54
ARKK
ARK Innovation ETF
0.370.711.090.170.94

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.

jim IRA 2021-08-04 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

  • 1-Year: 0.90
  • 5-Year: 0.40
  • All Time: 0.55

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 0.41 to 0.94, 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 jim IRA 2021-08-04 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

jim IRA 2021-08-04 provided a 2.00% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.00%2.19%2.15%2.91%3.31%2.06%2.45%2.48%3.11%2.57%2.45%2.11%
BNDX
Vanguard Total International Bond ETF
4.29%4.18%4.42%1.52%3.74%1.11%3.40%3.01%2.23%1.89%1.63%1.54%
BIV
Vanguard Intermediate-Term Bond ETF
3.86%3.79%3.10%2.41%3.42%2.96%2.75%2.87%2.69%2.38%3.02%3.96%
SCHD
Schwab US Dividend Equity ETF
4.04%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
PTRIX
PIMCO Mortgage-Backed Securities Fund
2.58%4.59%5.72%4.92%2.54%2.89%3.73%3.55%3.04%3.19%2.44%2.88%
MFAIX
Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio
0.12%0.14%0.05%0.00%0.00%0.04%0.01%0.00%0.00%0.00%0.81%0.53%
MSEQX
Morgan Stanley Growth Portfolio Class I
0.54%0.55%0.05%16.79%24.24%9.36%10.70%7.94%21.18%12.71%7.55%4.95%
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VESIX
Vanguard European Stock Index Fund Institutional Shares
3.02%3.61%3.14%3.24%3.04%2.10%3.29%3.95%2.72%3.54%3.27%4.65%
IWL
iShares Russell Top 200 ETF
1.10%1.04%1.30%1.54%1.12%1.30%1.96%1.93%1.69%1.96%2.14%1.68%
GIBIX
Guggenheim Total Return Bond Fund
4.43%4.71%4.45%4.13%2.87%2.62%2.61%2.90%3.38%4.25%4.70%4.79%
GILHX
Guggenheim Limited Duration Fund
4.02%4.39%4.31%2.67%1.69%1.97%2.51%2.41%2.55%3.05%3.54%1.93%
CMGIX
BlackRock Mid-Cap Growth Equity Portfolio
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ARTYX
Artisan Developing World Fund
0.00%0.00%0.00%0.12%0.00%0.00%0.00%0.01%0.13%0.07%0.00%0.00%
ARKK
ARK Innovation ETF
0.00%0.00%0.00%0.00%0.83%1.31%0.38%3.14%1.32%0.00%2.27%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 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 38.10%, occurring on Oct 14, 2022. The portfolio has not yet recovered.

The current jim IRA 2021-08-04 drawdown is 8.21%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-38.1%Nov 17, 2021229Oct 14, 2022
-21.17%Feb 20, 202023Mar 23, 202047May 29, 202070
-12.72%Aug 30, 201880Dec 24, 201853Mar 13, 2019133
-11.95%Jul 21, 2015143Feb 11, 2016110Jul 20, 2016253
-8.53%Feb 16, 202115Mar 8, 202178Jun 28, 202193

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 14 assets, with an effective number of assets of 14.00, 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.

^GSPCBNDXPTRIXGILHXGIBIXBIVSCHDVESIXARKKMSEQXARTYXMFAIXIWLMGGIXCMGIXPortfolio
^GSPC1.000.01-0.020.04-0.04-0.030.820.730.680.700.740.740.980.800.850.86
BNDX0.011.000.600.500.710.74-0.020.010.070.080.020.060.010.030.070.12
PTRIX-0.020.601.000.610.750.77-0.020.040.040.050.030.07-0.020.030.040.11
GILHX0.040.500.611.000.780.650.010.100.080.100.080.120.040.080.090.16
GIBIX-0.040.710.750.781.000.86-0.060.000.050.060.010.05-0.030.020.040.11
BIV-0.030.740.770.650.861.00-0.050.040.050.070.020.07-0.020.030.050.12
SCHD0.82-0.02-0.020.01-0.06-0.051.000.680.460.450.530.600.770.560.630.66
VESIX0.730.010.040.100.000.040.681.000.520.520.670.840.710.680.660.75
ARKK0.680.070.040.080.050.050.460.521.000.850.720.620.680.760.780.86
MSEQX0.700.080.050.100.060.070.450.520.851.000.750.650.700.830.840.88
ARTYX0.740.020.030.080.010.020.530.670.720.751.000.800.740.870.780.88
MFAIX0.740.060.070.120.050.070.600.840.620.650.801.000.740.850.750.85
IWL0.980.01-0.020.04-0.03-0.020.770.710.680.700.740.741.000.800.830.86
MGGIX0.800.030.030.080.020.030.560.680.760.830.870.850.801.000.840.92
CMGIX0.850.070.040.090.040.050.630.660.780.840.780.750.830.841.000.92
Portfolio0.860.120.110.160.110.120.660.750.860.880.880.850.860.920.921.00
The correlation results are calculated based on daily price changes starting from Jun 30, 2015