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jim IRA 2021-08-04

Last updated Jun 2, 2023

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


-5.00%0.00%5.00%10.00%2023FebruaryMarchAprilMayJune
7.57%
5.56%
jim IRA 2021-08-04
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark2.46%9.94%3.54%2.92%9.08%9.50%
jim IRA 2021-08-042.49%11.36%5.43%3.98%5.57%7.76%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

BNDXPTRIXGILHXBIVGIBIXSCHDARKKVESIXMSEQXMFAIXARTYXCMGIXIWLMGGIX
BNDX1.000.560.430.710.67-0.070.02-0.050.050.01-0.010.04-0.04-0.00
PTRIX0.561.000.570.770.73-0.08-0.01-0.020.010.030.00-0.01-0.07-0.00
GILHX0.430.571.000.580.74-0.030.050.060.080.100.080.060.010.07
BIV0.710.770.581.000.83-0.11-0.01-0.040.020.02-0.02-0.00-0.08-0.01
GIBIX0.670.730.740.831.00-0.14-0.01-0.070.02-0.01-0.03-0.01-0.10-0.03
SCHD-0.07-0.08-0.03-0.11-0.141.000.460.710.450.620.560.660.820.58
ARKK0.02-0.010.05-0.01-0.010.461.000.520.840.600.720.780.670.76
VESIX-0.05-0.020.06-0.04-0.070.710.521.000.510.830.680.670.740.70
MSEQX0.050.010.080.020.020.450.840.511.000.630.740.840.690.84
MFAIX0.010.030.100.02-0.010.620.600.830.631.000.800.740.740.86
ARTYX-0.010.000.08-0.02-0.030.560.720.680.740.801.000.770.730.88
CMGIX0.04-0.010.06-0.00-0.010.660.780.670.840.740.771.000.830.84
IWL-0.04-0.070.01-0.08-0.100.820.670.740.690.740.730.831.000.80
MGGIX-0.00-0.000.07-0.01-0.030.580.760.700.840.860.880.840.801.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current jim IRA 2021-08-04 Sharpe ratio is 0.14. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.002023FebruaryMarchAprilMayJune
0.14
0.10
jim IRA 2021-08-04
Benchmark (^GSPC)
Portfolio components

Dividend yield

jim IRA 2021-08-04 granted a 4.85% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
jim IRA 2021-08-044.85%4.90%5.27%3.12%3.08%3.73%5.39%4.92%5.23%5.07%6.08%2.97%
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.


Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-30.00%-25.00%-20.00%-15.00%2023FebruaryMarchAprilMayJune
-24.78%
-12.00%
jim IRA 2021-08-04
Benchmark (^GSPC)
Portfolio components

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, 2021229Oct 14, 2022
-21.17%Feb 20, 202023Mar 23, 202047May 29, 202070
-12.19%Aug 30, 201880Dec 24, 201841Feb 25, 2019121
-11.32%Jul 21, 2015143Feb 11, 201681Jun 8, 2016224
-8.53%Feb 16, 202115Mar 8, 202178Jun 28, 202193

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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%2023FebruaryMarchAprilMayJune
3.07%
3.68%
jim IRA 2021-08-04
Benchmark (^GSPC)
Portfolio components