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DJ Portfolio
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DJ Portfolio

Last updated Aug 27, 2024

Asset Allocation

ETH-USD 6%BTC-USD 4%VOO 24%SCHG 16.2%TSLA 15%META 9%VXUS 7.8%ARKK 6%SMH 6%AAPL 3%GOOG 3%CryptocurrencyCryptocurrencyEquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
3%
ARKK
ARK Innovation ETF		Actively Managed, Innovation, Technology Equities
6%
BTC-USD
Bitcoin
4%
ETH-USD
Ethereum
6%
GOOG
Alphabet Inc.		Communication Services
3%
META
Meta Platforms, Inc.		Communication Services
9%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
16.20%
SMH
VanEck Vectors Semiconductor ETF		Technology Equities
6%
TSLA
Tesla, Inc.		Consumer Cyclical
15%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
24%
VXUS
Vanguard Total International Stock ETF		Foreign Large Cap Equities
7.80%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DJ Portfolio, 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%500.00%1,000.00%1,500.00%2,000.00%2,500.00%MarchAprilMayJuneJulyAugust
2,527.43%
170.36%
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.76%2.89%10.80%27.49%14.28%10.89%
DJ Portfolio18.75%0.76%9.38%36.28%36.79%N/A
Portfolio components:
AAPL
Apple Inc		18.44%4.35%24.71%26.72%35.05%25.95%
ARKK
ARK Innovation ETF		-12.68%-0.11%-11.27%12.25%1.42%N/A
BTC-USD
Bitcoin		48.65%-7.95%10.06%140.67%45.86%61.86%
ETH-USD
Ethereum		17.53%-18.04%-17.36%62.26%73.71%N/A
GOOG
Alphabet Inc.		19.29%-0.44%20.00%27.57%23.03%19.48%
META
Meta Platforms, Inc.		47.53%11.90%7.10%79.90%22.99%21.51%
SCHG
Schwab U.S. Large-Cap Growth ETF		22.70%3.37%12.18%36.59%19.98%16.07%
SMH
VanEck Vectors Semiconductor ETF		38.71%0.94%15.65%61.69%36.76%28.54%
TSLA
Tesla, Inc.		-14.19%-3.00%6.75%-10.72%70.54%28.14%
VOO
Vanguard S&P 500 ETF		18.79%3.01%11.37%28.55%15.77%12.93%
VXUS
Vanguard Total International Stock ETF		10.22%3.32%8.41%17.82%7.80%4.59%

Monthly Returns

The table below presents the monthly returns of DJ Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-2.59%12.41%1.65%-4.72%5.72%4.70%2.05%18.75%
202318.96%3.82%7.63%-1.83%6.92%9.68%4.09%-4.20%-3.74%-3.39%12.50%6.41%69.89%
2022-9.63%-5.51%6.43%-13.64%-4.79%-12.51%15.98%-5.57%-9.75%-0.22%2.24%-9.91%-40.60%
20217.19%0.91%7.53%7.99%-3.44%3.43%2.85%6.71%-5.10%15.30%0.45%-2.44%47.64%
202012.30%-2.35%-17.75%23.76%7.35%7.89%15.03%22.56%-8.39%-1.04%21.22%11.81%123.95%
20195.81%4.42%0.75%4.05%-1.59%12.12%1.23%-3.99%1.71%8.18%2.55%6.66%49.48%
20188.82%-4.59%-10.89%7.45%1.05%1.12%-0.41%0.67%-3.33%-3.02%-2.97%-6.84%-13.70%
20178.35%7.06%25.54%8.22%23.38%7.28%0.11%9.73%-1.71%4.61%6.64%8.83%173.47%
20161.56%26.31%34.63%-0.81%4.12%-1.10%5.51%-1.29%1.82%-2.36%-1.03%3.90%87.82%
2015-6.91%-2.89%7.09%2.85%0.52%0.08%

Expense Ratio

DJ Portfolio has an expense ratio of 0.09%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

ARKK
ARK Innovation ETF
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%
SMH
VanEck Vectors Semiconductor ETF
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: 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%
VXUS
Vanguard Total International Stock ETF
Expense ratio chart for VXUS: 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%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DJ Portfolio is 13, indicating that it is in the bottom 13% 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 DJ Portfolio is 1313
DJ Portfolio
The Sharpe Ratio Rank of DJ Portfolio is 1313Sharpe Ratio Rank
The Sortino Ratio Rank of DJ Portfolio is 1111Sortino Ratio Rank
The Omega Ratio Rank of DJ Portfolio is 1010Omega Ratio Rank
The Calmar Ratio Rank of DJ Portfolio is 88Calmar Ratio Rank
The Martin Ratio Rank of DJ Portfolio is 2525Martin 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.

DJ Portfolio
Sharpe ratio
The chart of Sharpe ratio for DJ Portfolio, currently valued at 1.33, compared to the broader market-1.000.001.002.003.004.001.33
Sortino ratio
The chart of Sortino ratio for DJ Portfolio, currently valued at 1.83, compared to the broader market-2.000.002.004.001.83
Omega ratio
The chart of Omega ratio for DJ Portfolio, currently valued at 1.21, compared to the broader market0.801.001.201.401.601.801.21
Calmar ratio
The chart of Calmar ratio for DJ Portfolio, currently valued at 0.61, compared to the broader market0.002.004.006.008.000.61
Martin ratio
The chart of Martin ratio for DJ Portfolio, currently valued at 7.13, compared to the broader market0.005.0010.0015.0020.0025.0030.007.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.002.004.006.008.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.005.0010.0015.0020.0025.0030.0010.55
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		0.991.581.200.423.28
ARKK
ARK Innovation ETF		-0.56-0.610.930.18-1.28
BTC-USD
Bitcoin		1.402.071.210.856.95
ETH-USD
Ethereum		0.541.231.130.221.94
GOOG
Alphabet Inc.		1.221.701.240.665.05
META
Meta Platforms, Inc.		1.942.871.401.9311.57
SCHG
Schwab U.S. Large-Cap Growth ETF		1.962.631.360.9310.76
SMH
VanEck Vectors Semiconductor ETF		1.732.291.291.058.14
TSLA
Tesla, Inc.		-0.42-0.280.97-0.11-0.89
VOO
Vanguard S&P 500 ETF		2.283.091.421.0613.97
VXUS
Vanguard Total International Stock ETF		1.452.001.260.508.87

Sharpe Ratio

The current DJ Portfolio Sharpe ratio is 1.33. 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 1.79 to 2.40, 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 DJ Portfolio 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 Ratio1.002.003.004.005.00MarchAprilMayJuneJulyAugust
1.33
2.28
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DJ Portfolio granted a 0.66% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
DJ Portfolio0.66%0.73%0.90%0.73%0.80%1.24%1.42%1.10%1.07%1.37%1.08%1.07%
Portfolio components:
AAPL
Apple Inc		0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
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%
BTC-USD
Bitcoin		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETH-USD
Ethereum		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOG
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%
META
Meta Platforms, Inc.		0.19%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.27%1.22%1.09%1.07%
SMH
VanEck Vectors Semiconductor ETF		0.43%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
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%
VOO
Vanguard S&P 500 ETF		1.28%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VXUS
Vanguard Total International Stock ETF		2.93%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

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.

-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-5.97%
-0.89%
DJ Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DJ Portfolio. 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 DJ Portfolio was 45.65%, occurring on Dec 28, 2022. Recovery took 414 trading sessions.

The current DJ Portfolio drawdown is 5.97%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-45.65%Nov 8, 2021416Dec 28, 2022414Feb 15, 2024830
-41.4%Feb 20, 202028Mar 18, 2020105Jul 1, 2020133
-27.65%Jan 29, 2018331Dec 25, 2018183Jun 26, 2019514
-15.46%Sep 2, 20207Sep 8, 202070Nov 17, 202077
-14.46%Jul 17, 202422Aug 7, 2024———

Volatility

Volatility Chart

The current DJ Portfolio volatility is 9.33%, 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%MarchAprilMayJuneJulyAugust
9.33%
5.88%
DJ Portfolio
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.
ETH-USDBTC-USDTSLAMETAAAPLGOOGVXUSARKKSMHVOOSCHG
ETH-USD1.000.630.090.110.120.120.170.150.140.150.15
BTC-USD0.631.000.100.110.120.110.150.200.140.140.15
TSLA0.090.101.000.310.370.330.350.540.420.410.47
META0.110.110.311.000.470.610.450.480.500.560.63
AAPL0.120.120.370.471.000.560.490.480.570.650.71
GOOG0.120.110.330.610.561.000.520.490.540.650.71
VXUS0.170.150.350.450.490.521.000.540.620.750.68
ARKK0.150.200.540.480.480.490.541.000.600.610.69
SMH0.140.140.420.500.570.540.620.601.000.710.74
VOO0.150.140.410.560.650.650.750.610.711.000.89
SCHG0.150.150.470.630.710.710.680.690.740.891.00
The correlation results are calculated based on daily price changes starting from Aug 8, 2015