MJ2

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

MJ2

Last updated Jul 25, 2024

Asset Allocation

Position	Category/Sector	Weight
AAPL Apple Inc	Technology	15%
AMZN Amazon.com, Inc.	Consumer Cyclical	15%
GOOGL Alphabet Inc.	Communication Services	15%
META Meta Platforms, Inc.	Communication Services	10%
MSFT Microsoft Corporation	Technology	15%
NVDA NVIDIA Corporation	Technology	15%
TSLA Tesla, Inc.	Consumer Cyclical	15%

Benchmark

S&P 500

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MJ2, 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

MJ2

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META

Returns By Period

As of Jul 25, 2024, the MJ2 returned 31.67% Year-To-Date and 37.08% of annualized return in the last 10 years.

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	13.20%	-1.28%	10.32%	18.23%	12.31%	10.58%
MJ2	30.32%	-4.35%	25.41%	41.11%	44.59%	37.03%
Portfolio components:
AAPL Apple Inc	13.26%	1.99%	13.33%	13.16%	34.21%	25.96%
MSFT Microsoft Corporation	11.67%	-7.47%	3.96%	27.50%	25.49%	27.40%
AMZN Amazon.com, Inc.	18.37%	-7.11%	13.03%	40.23%	13.14%	27.45%
NVDA NVIDIA Corporation	126.76%	-11.17%	84.00%	144.69%	91.87%	74.97%
GOOGL Alphabet Inc.	19.89%	-9.03%	10.05%	29.42%	21.94%	18.93%
TSLA Tesla, Inc.	-11.36%	12.16%	20.19%	-13.87%	70.90%	30.91%
META Meta Platforms, Inc.	28.36%	-11.64%	15.27%	45.76%	17.91%	20.00%

Monthly Returns

The table below presents the monthly returns of MJ2, 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	1.62%	11.23%	2.51%	-1.65%	8.31%	9.26%							30.32%
2023	20.95%	6.11%	12.67%	0.33%	15.72%	9.29%	5.00%	-0.41%	-5.83%	-2.93%	11.83%	3.61%	103.18%
2022	-8.80%	-5.46%	8.39%	-17.89%	-3.90%	-10.35%	16.98%	-6.96%	-11.67%	-3.63%	5.69%	-13.05%	-43.71%
2021	2.25%	-1.66%	1.52%	9.93%	-2.27%	9.95%	2.85%	7.20%	-5.36%	15.13%	6.43%	-2.15%	50.87%
2020	12.61%	-2.01%	-8.84%	22.27%	7.45%	11.61%	13.47%	26.17%	-9.04%	-2.99%	12.46%	6.41%	123.00%
2019	7.26%	2.34%	5.51%	3.49%	-12.44%	10.19%	4.76%	-2.63%	2.57%	10.62%	5.29%	9.02%	53.64%
2018	13.63%	-0.68%	-7.66%	3.00%	7.07%	3.12%	1.02%	8.76%	-2.65%	-7.18%	-4.15%	-9.04%	2.57%
2017	7.71%	2.07%	5.28%	4.47%	10.30%	-1.25%	3.34%	4.37%	-0.80%	8.84%	0.10%	-0.34%	53.01%
2016	-7.57%	-2.30%	10.82%	-1.99%	8.13%	-2.93%	11.41%	0.78%	4.24%	0.25%	1.61%	6.36%	30.54%
2015	-0.86%	7.38%	-3.39%	8.35%	2.21%	-0.81%	7.86%	-2.38%	1.13%	10.95%	5.54%	0.67%	41.80%
2014	2.04%	11.31%	-5.66%	-0.42%	4.08%	4.06%	-0.83%	8.34%	-2.29%	0.27%	4.89%	-5.26%	20.89%
2013	3.35%	-1.11%	1.34%	10.55%	18.13%	2.04%	11.31%	6.68%	8.10%	4.50%	1.62%	4.46%	96.52%

Expense Ratio

MJ2 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of MJ2 is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

MJ2

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

MJ2

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.57	0.97	1.12	0.78	1.54
MSFT Microsoft Corporation	1.00	1.41	1.18	1.55	6.20
AMZN Amazon.com, Inc.	1.41	2.15	1.26	1.09	7.87
NVDA NVIDIA Corporation	3.13	3.59	1.45	7.37	20.15
GOOGL Alphabet Inc.	1.32	1.82	1.26	2.01	7.91
TSLA Tesla, Inc.	-0.32	-0.13	0.99	-0.26	-0.67
META Meta Platforms, Inc.	1.47	2.27	1.29	2.10	8.33

Sharpe Ratio

The current MJ2 Sharpe ratio is 1.90. 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 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of MJ2 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.

MJ2

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

MJ2 granted a 0.21% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
MJ2	0.21%	0.19%	0.28%	0.18%	0.25%	0.38%	0.59%	0.54%	0.71%	0.82%	0.87%	1.00%
Portfolio components:
AAPL Apple Inc	0.45%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%	2.10%
MSFT Microsoft Corporation	0.70%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%	2.59%
AMZN Amazon.com, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDA NVIDIA Corporation	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.30%	0.46%	1.19%	1.68%	1.95%
GOOGL Alphabet Inc.	0.12%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.22%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdowns Chart

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

MJ2

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the MJ2. 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 MJ2 was 47.90%, occurring on Jan 5, 2023. Recovery took 123 trading sessions.

The current MJ2 drawdown is 11.64%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-47.9%	Nov 22, 2021	282	Jan 5, 2023	123	Jul 5, 2023	405
-35.12%	Feb 20, 2020	20	Mar 18, 2020	51	Jun 1, 2020	71
-27.56%	Oct 2, 2018	58	Dec 24, 2018	203	Oct 15, 2019	261
-20.06%	Dec 30, 2015	28	Feb 9, 2016	39	Apr 6, 2016	67
-16.11%	Sep 2, 2020	15	Sep 23, 2020	48	Dec 1, 2020	63

Volatility

Volatility Chart

The current MJ2 volatility is 10.05%, 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.

MJ2

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.

	TSLA	META	NVDA	AAPL	AMZN	MSFT	GOOGL
TSLA	1.00	0.33	0.38	0.37	0.39	0.36	0.36
META	0.33	1.00	0.47	0.45	0.56	0.50	0.60
NVDA	0.38	0.47	1.00	0.48	0.51	0.56	0.51
AAPL	0.37	0.45	0.48	1.00	0.50	0.56	0.54
AMZN	0.39	0.56	0.51	0.50	1.00	0.59	0.65
MSFT	0.36	0.50	0.56	0.56	0.59	1.00	0.65
GOOGL	0.36	0.60	0.51	0.54	0.65	0.65	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012