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

Asset Allocation


BNDX 7.14%BIV 7.14%PTRIX 7.14%GIBIX 7.14%GILHX 7.14%SCHD 7.14%MFAIX 7.14%MSEQX 7.14%MGGIX 7.14%VESIX 7.14%IWL 7.14%CMGIX 7.14%ARKK 7.14%ARTYX 7.14%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
ARKK
ARK Innovation ETF
Actively Managed, Innovation, Technology Equities

7.14%

ARTYX
Artisan Developing World Fund
Emerging Markets Diversified

7.14%

BIV
Vanguard Intermediate-Term Bond ETF
Total Bond Market

7.14%

BNDX
Vanguard Total International Bond ETF
Total Bond Market

7.14%

CMGIX
BlackRock Mid-Cap Growth Equity Portfolio
Mid Cap Growth Equities

7.14%

GIBIX
Guggenheim Total Return Bond Fund
Intermediate Core-Plus Bond

7.14%

GILHX
Guggenheim Limited Duration Fund
Short-Term Bond

7.14%

IWL
iShares Russell Top 200 ETF
Large Cap Growth Equities

7.14%

MFAIX
Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio
Foreign Large Cap Equities

7.14%

MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
Global Equities

7.14%

MSEQX
Morgan Stanley Growth Portfolio Class I
Large Cap Growth Equities

7.14%

PTRIX
PIMCO Mortgage-Backed Securities Fund
Intermediate Core-Plus Bond

7.14%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

7.14%

VESIX
Vanguard European Stock Index Fund Institutional Shares
Europe Equities

7.14%

S&P 500

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


100.00%120.00%140.00%160.00%180.00%FebruaryMarchAprilMayJuneJuly
110.13%
170.01%
jim IRA 2021-08-04
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
16.48%1.67%14.21%21.98%13.13%10.91%
jim IRA 2021-08-044.96%1.80%6.35%10.17%6.64%N/A
BNDX
Vanguard Total International Bond ETF
0.53%0.50%1.91%5.36%-0.38%1.98%
BIV
Vanguard Intermediate-Term Bond ETF
0.87%0.75%2.02%4.37%0.36%1.86%
SCHD
Schwab US Dividend Equity ETF
8.51%4.93%7.37%11.67%12.05%11.15%
PTRIX
PIMCO Mortgage-Backed Securities Fund
1.36%0.50%3.01%4.11%0.09%1.72%
MFAIX
Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio
3.83%0.91%5.47%1.49%5.41%9.08%
MSEQX
Morgan Stanley Growth Portfolio Class I
4.22%6.43%8.10%13.17%4.83%11.28%
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
9.83%-0.91%7.91%18.80%9.79%13.22%
VESIX
Vanguard European Stock Index Fund Institutional Shares
7.16%1.03%10.70%10.98%7.78%4.65%
IWL
iShares Russell Top 200 ETF
18.74%1.49%15.67%26.20%16.05%13.64%
GIBIX
Guggenheim Total Return Bond Fund
1.18%0.56%2.51%5.28%1.38%2.72%
GILHX
Guggenheim Limited Duration Fund
3.05%0.69%3.09%7.19%2.73%2.70%
CMGIX
BlackRock Mid-Cap Growth Equity Portfolio
3.66%1.17%3.50%10.83%6.41%11.62%
ARTYX
Artisan Developing World Fund
14.04%-2.57%15.16%14.88%8.84%N/A
ARKK
ARK Innovation ETF
-8.80%10.25%0.80%1.58%0.52%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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.15%4.12%1.61%-4.64%2.05%1.38%4.96%
20239.68%-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%-3.08%-1.72%-9.92%-2.29%-5.96%7.13%-3.81%-8.17%2.55%6.12%-4.62%-28.71%
20210.19%1.32%-1.12%3.40%-0.36%3.23%-0.20%1.43%-3.63%3.87%-3.03%-0.54%4.31%
20201.39%-2.38%-7.92%9.56%6.73%4.51%5.24%5.63%-0.84%-1.17%9.21%4.07%37.88%
20196.50%3.11%2.10%2.41%-3.28%5.33%0.20%-0.93%-0.75%1.65%3.36%1.18%22.52%
20184.40%-2.03%-0.53%0.06%2.56%0.19%0.83%2.06%-0.58%-5.65%1.52%-4.05%-1.64%
20173.41%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%
20150.37%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.


Expense ratio chart for ARTYX: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%
Expense ratio chart for MFAIX: current value at 1.01% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.01%
Expense ratio chart for MGGIX: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for CMGIX: current value at 0.80% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.80%
Expense ratio chart for ARKK: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for MSEQX: current value at 0.56% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.56%
Expense ratio chart for PTRIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for GIBIX: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for GILHX: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for IWL: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VESIX: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for BNDX: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for BIV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of jim IRA 2021-08-04 is 10, indicating that it is in the bottom 10% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of jim IRA 2021-08-04 is 1010
jim IRA 2021-08-04
The Sharpe Ratio Rank of jim IRA 2021-08-04 is 1111Sharpe Ratio Rank
The Sortino Ratio Rank of jim IRA 2021-08-04 is 1010Sortino Ratio Rank
The Omega Ratio Rank of jim IRA 2021-08-04 is 1111Omega Ratio Rank
The Calmar Ratio Rank of jim IRA 2021-08-04 is 88Calmar Ratio Rank
The Martin Ratio Rank of jim IRA 2021-08-04 is 1010Martin 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.


jim IRA 2021-08-04
Sharpe ratio
The chart of Sharpe ratio for jim IRA 2021-08-04, currently valued at 0.89, compared to the broader market-1.000.001.002.003.004.000.89
Sortino ratio
The chart of Sortino ratio for jim IRA 2021-08-04, currently valued at 1.33, compared to the broader market-2.000.002.004.006.001.33
Omega ratio
The chart of Omega ratio for jim IRA 2021-08-04, currently valued at 1.16, compared to the broader market0.801.001.201.401.601.801.16
Calmar ratio
The chart of Calmar ratio for jim IRA 2021-08-04, currently valued at 0.34, compared to the broader market0.002.004.006.008.000.34
Martin ratio
The chart of Martin ratio for jim IRA 2021-08-04, currently valued at 2.27, compared to the broader market0.0010.0020.0030.0040.002.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.99, compared to the broader market-1.000.001.002.003.004.001.99
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.81, compared to the broader market-2.000.002.004.006.002.81
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.59, compared to the broader market0.002.004.006.008.001.59
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.44, compared to the broader market0.0010.0020.0030.0040.007.44

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BNDX
Vanguard Total International Bond ETF
1.151.771.190.394.10
BIV
Vanguard Intermediate-Term Bond ETF
0.620.951.110.231.86
SCHD
Schwab US Dividend Equity ETF
1.111.661.190.933.43
PTRIX
PIMCO Mortgage-Backed Securities Fund
0.540.821.100.231.69
MFAIX
Morgan Stanley Institutional Fund, Inc. International Advantage Portfolio
0.060.211.020.030.13
MSEQX
Morgan Stanley Growth Portfolio Class I
0.460.821.100.191.32
MGGIX
Morgan Stanley Institutional Fund, Inc. Global Opportunity Portfolio
1.061.541.190.513.88
VESIX
Vanguard European Stock Index Fund Institutional Shares
0.831.271.150.672.39
IWL
iShares Russell Top 200 ETF
2.303.191.412.4410.43
GIBIX
Guggenheim Total Return Bond Fund
0.811.191.140.282.52
GILHX
Guggenheim Limited Duration Fund
3.095.691.723.8824.21
CMGIX
BlackRock Mid-Cap Growth Equity Portfolio
0.620.981.110.261.97
ARTYX
Artisan Developing World Fund
0.821.251.150.291.95
ARKK
ARK Innovation ETF
0.010.271.030.010.03

Sharpe Ratio

The current jim IRA 2021-08-04 Sharpe ratio is 0.70. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.06, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of jim IRA 2021-08-04 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
0.89
1.99
jim IRA 2021-08-04
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

jim IRA 2021-08-04 granted a 2.34% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
jim IRA 2021-08-042.34%2.30%4.88%4.85%2.65%2.48%3.03%3.75%3.25%3.78%3.56%4.13%
BNDX
Vanguard Total International Bond ETF
4.70%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
3.49%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
3.49%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
5.69%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
1.94%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
3.13%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
1.10%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
4.57%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.


-15.00%-10.00%-5.00%0.00%FebruaryMarchAprilMayJuneJuly
-12.50%
-1.97%
jim IRA 2021-08-04
Benchmark (^GSPC)
Portfolio components

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 13.01%.


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

Volatility Chart

The current jim IRA 2021-08-04 volatility is 2.29%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.29%
2.94%
jim IRA 2021-08-04
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDXPTRIXGILHXBIVGIBIXSCHDVESIXARKKMSEQXARTYXIWLMFAIXCMGIXMGGIX
BNDX1.000.620.490.740.71-0.03-0.000.060.080.020.000.050.070.03
PTRIX0.621.000.640.800.78-0.020.040.040.060.03-0.020.080.040.04
GILHX0.490.641.000.640.780.010.100.090.110.090.050.130.100.10
BIV0.740.800.641.000.85-0.060.020.040.070.02-0.030.070.050.03
GIBIX0.710.780.780.851.00-0.08-0.010.040.060.01-0.050.050.040.02
SCHD-0.03-0.020.01-0.06-0.081.000.700.470.460.550.790.610.650.57
VESIX-0.000.040.100.02-0.010.701.000.520.520.680.720.840.670.69
ARKK0.060.040.090.040.040.470.521.000.860.720.670.610.770.76
MSEQX0.080.060.110.070.060.460.520.861.000.750.700.650.840.84
ARTYX0.020.030.090.020.010.550.680.720.751.000.730.800.770.87
IWL0.00-0.020.05-0.03-0.050.790.720.670.700.731.000.740.830.80
MFAIX0.050.080.130.070.050.610.840.610.650.800.741.000.750.85
CMGIX0.070.040.100.050.040.650.670.770.840.770.830.751.000.84
MGGIX0.030.040.100.030.020.570.690.760.840.870.800.850.841.00
The correlation results are calculated based on daily price changes starting from Jun 30, 2015