MJ2
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% |
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
The earliest data available for this chart is May 18, 2012, corresponding to the inception date of META
Returns By Period
As of Sep 5, 2024, the MJ2 returned 28.86% Year-To-Date and 35.82% 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 | 15.73% | 6.43% | 8.14% | 22.75% | 13.18% | 10.67% |
MJ2 | 28.86% | 5.58% | 14.89% | 36.44% | 44.71% | 35.82% |
Portfolio components: | ||||||
AAPL Apple Inc | 15.14% | 5.66% | 30.92% | 17.02% | 33.88% | 26.02% |
MSFT Microsoft Corporation | 9.33% | 3.67% | 2.06% | 23.51% | 25.30% | 26.47% |
AMZN Amazon.com, Inc. | 14.08% | 7.65% | -0.10% | 26.27% | 13.63% | 25.96% |
NVDA NVIDIA Corporation | 114.50% | 5.73% | 19.75% | 118.84% | 89.03% | 71.87% |
GOOGL Alphabet Inc. | 12.13% | -1.76% | 19.20% | 15.36% | 21.10% | 18.05% |
TSLA Tesla, Inc. | -11.70% | 10.32% | 24.28% | -14.46% | 70.94% | 28.13% |
META Meta Platforms, Inc. | 45.16% | 7.78% | 3.46% | 71.18% | 22.42% | 20.91% |
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% | -0.24% | -1.02% | 28.86% | ||||
2023 | 20.95% | 6.11% | 12.67% | 0.32% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MJ2 is 44, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
AAPL Apple Inc | 0.76 | 1.23 | 1.15 | 1.03 | 2.26 |
MSFT Microsoft Corporation | 1.27 | 1.74 | 1.22 | 1.64 | 5.21 |
AMZN Amazon.com, Inc. | 0.89 | 1.38 | 1.18 | 0.71 | 3.90 |
NVDA NVIDIA Corporation | 2.33 | 2.84 | 1.36 | 4.40 | 13.83 |
GOOGL Alphabet Inc. | 0.55 | 0.90 | 1.12 | 0.84 | 2.32 |
TSLA Tesla, Inc. | -0.19 | 0.10 | 1.01 | -0.16 | -0.40 |
META Meta Platforms, Inc. | 2.00 | 2.87 | 1.38 | 2.99 | 12.11 |
Dividends
Dividend yield
MJ2 granted a 0.22% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
MJ2 | 0.22% | 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 | 0.44% | 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 | 0.73% | 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. | 0.13% | 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. | 0.20% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 13.53%.
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 |
-18.31% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
Volatility
Volatility Chart
The current MJ2 volatility is 7.75%, 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.
Diversification
Asset Correlations Table
TSLA | META | AAPL | NVDA | AMZN | MSFT | GOOGL | |
---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.33 | 0.37 | 0.39 | 0.39 | 0.36 | 0.36 |
META | 0.33 | 1.00 | 0.45 | 0.47 | 0.56 | 0.50 | 0.60 |
AAPL | 0.37 | 0.45 | 1.00 | 0.48 | 0.50 | 0.56 | 0.54 |
NVDA | 0.39 | 0.47 | 0.48 | 1.00 | 0.51 | 0.56 | 0.51 |
AMZN | 0.39 | 0.56 | 0.50 | 0.51 | 1.00 | 0.60 | 0.65 |
MSFT | 0.36 | 0.50 | 0.56 | 0.56 | 0.60 | 1.00 | 0.65 |
GOOGL | 0.36 | 0.60 | 0.54 | 0.51 | 0.65 | 0.65 | 1.00 |