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MJ2

Last updated May 27, 2023

Asset Allocation


AAPL 15%MSFT 15%AMZN 15%NVDA 15%GOOGL 15%TSLA 15%META 10%EquityEquity

Performance

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


0.00%1,000.00%2,000.00%3,000.00%4,000.00%December2023FebruaryMarchAprilMay
3,534.48%
224.69%
MJ2
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the MJ2 returned 68.39% Year-To-Date and 37.51% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%9.10%9.96%
MJ215.97%68.39%54.18%29.06%34.45%38.06%
AAPL
Apple Inc.
3.53%35.41%21.99%17.93%31.48%28.88%
MSFT
Microsoft Corporation
8.58%39.46%38.34%23.01%28.97%27.67%
AMZN
Amazon.com, Inc.
13.90%42.99%27.84%4.31%8.15%24.52%
NVDA
NVIDIA Corporation
40.35%166.54%146.18%107.23%44.23%60.91%
GOOGL
Alphabet Inc.
16.09%41.23%29.73%10.95%18.31%19.09%
TSLA
Tesla, Inc.
17.56%56.82%5.60%-23.71%58.45%40.44%
META
Meta Platforms, Inc.
9.04%117.75%140.89%34.29%6.92%26.88%

Asset Correlations Table

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

TSLAMETAAAPLNVDAMSFTAMZNGOOGL
TSLA1.000.340.370.400.360.400.37
META0.341.000.460.460.490.550.61
AAPL0.370.461.000.500.570.510.55
NVDA0.400.460.501.000.560.510.53
MSFT0.360.490.570.561.000.590.65
AMZN0.400.550.510.510.591.000.66
GOOGL0.370.610.550.530.650.661.00

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 MJ2 Sharpe ratio is 1.05. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.501.00December2023FebruaryMarchAprilMay
1.05
0.27
MJ2
Benchmark (^GSPC)
Portfolio components

Dividend yield

MJ2 granted a 0.30% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
MJ20.30%0.28%0.19%0.26%0.39%0.61%0.57%0.77%0.89%0.97%1.13%0.84%
AAPL
Apple Inc.
0.79%0.70%0.49%0.62%1.06%1.86%1.53%2.06%2.11%1.86%2.39%1.16%
MSFT
Microsoft Corporation
1.17%1.06%0.69%0.96%1.24%1.78%1.98%2.58%2.61%2.85%3.07%3.79%
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
0.05%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.23%1.77%2.06%0.66%
GOOGL
Alphabet 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%
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.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 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

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AAPL
Apple Inc.
0.81
MSFT
Microsoft Corporation
0.85
AMZN
Amazon.com, Inc.
0.28
NVDA
NVIDIA Corporation
2.15
GOOGL
Alphabet Inc.
0.47
TSLA
Tesla, Inc.
-0.19
META
Meta Platforms, Inc.
0.73

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%December2023FebruaryMarchAprilMay
-9.04%
-12.32%
MJ2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the MJ2. 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 MJ2 is 47.90%, recorded on Jan 5, 2023. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-47.9%Nov 22, 2021282Jan 5, 2023
-35.12%Feb 20, 202020Mar 18, 202051Jun 1, 202071
-27.56%Oct 2, 201858Dec 24, 2018203Oct 15, 2019261
-20.06%Dec 30, 201528Feb 9, 201639Apr 6, 201667
-16.11%Sep 2, 202015Sep 23, 202048Dec 1, 202063

Volatility Chart

The current MJ2 volatility is 7.07%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2023FebruaryMarchAprilMay
7.07%
3.82%
MJ2
Benchmark (^GSPC)
Portfolio components