MJ2
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
AAPL Apple Inc. | Technology | 15% |
MSFT Microsoft Corporation | Technology | 15% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 15% |
NVDA NVIDIA Corporation | Technology | 15% |
GOOGL Alphabet Inc. | Communication Services | 15% |
TSLA Tesla, Inc. | Consumer Cyclical | 15% |
META Meta Platforms, Inc. | Communication Services | 10% |
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 6.09% | 1.14% | 9.10% | 9.96% |
MJ2 | 15.97% | 68.39% | 54.18% | 29.06% | 34.45% | 38.06% |
Portfolio components: | ||||||
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% |
Returns over 1 year are annualized |
Asset Correlations Table
TSLA | META | AAPL | NVDA | MSFT | AMZN | GOOGL | |
---|---|---|---|---|---|---|---|
TSLA | 1.00 | 0.34 | 0.37 | 0.40 | 0.36 | 0.40 | 0.37 |
META | 0.34 | 1.00 | 0.46 | 0.46 | 0.49 | 0.55 | 0.61 |
AAPL | 0.37 | 0.46 | 1.00 | 0.50 | 0.57 | 0.51 | 0.55 |
NVDA | 0.40 | 0.46 | 0.50 | 1.00 | 0.56 | 0.51 | 0.53 |
MSFT | 0.36 | 0.49 | 0.57 | 0.56 | 1.00 | 0.59 | 0.65 |
AMZN | 0.40 | 0.55 | 0.51 | 0.51 | 0.59 | 1.00 | 0.66 |
GOOGL | 0.37 | 0.61 | 0.55 | 0.53 | 0.65 | 0.66 | 1.00 |
Dividend yield
MJ2 granted a 0.30% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
MJ2 | 0.30% | 0.28% | 0.19% | 0.26% | 0.39% | 0.61% | 0.57% | 0.77% | 0.89% | 0.97% | 1.13% | 0.84% |
Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2021 | 282 | Jan 5, 2023 | — | — | — |
-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 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.