DJ Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ETH-USD Ethereum | 6% | |
BTC-USD Bitcoin | 4% | |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 24% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 16.2% |
TSLA Tesla, Inc. | Consumer Cyclical | 15% |
META Meta Platforms, Inc. | Communication Services | 9% |
VXUS Vanguard Total International Stock ETF | Foreign Large Cap Equities | 7.8% |
ARKK ARK Innovation ETF | Actively Managed, Innovation, Technology Equities | 6% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 6% |
AAPL Apple Inc. | Technology | 3% |
GOOG Alphabet Inc. | Communication Services | 3% |
Performance
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
Returns
As of Sep 21, 2023, the DJ Portfolio returned 49.81% Year-To-Date and 28.72% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 5.78% | 6.59% |
| DJ Portfolio | 2.23% | 18.41% | 49.81% | 26.90% | 20.22% | 28.72% |
| Portfolio components: | ||||||
AAPL Apple Inc. | -0.20% | 11.49% | 35.64% | 12.51% | 18.25% | 17.53% |
ARKK ARK Innovation ETF | 0.05% | 7.11% | 31.63% | -0.77% | -1.07% | 6.82% |
BTC-USD Bitcoin | 3.86% | -0.64% | 63.96% | 43.63% | 21.23% | 47.51% |
ETH-USD Ethereum | -2.66% | -6.61% | 35.61% | 22.54% | 29.75% | 71.84% |
GOOG Alphabet Inc. | 4.39% | 29.14% | 51.68% | 32.17% | 12.24% | 13.05% |
META Meta Platforms, Inc. | 3.37% | 49.98% | 149.02% | 105.13% | 8.78% | 10.32% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.35% | 19.07% | 33.91% | 23.91% | 9.12% | 9.53% |
SMH VanEck Vectors Semiconductor ETF | -4.91% | 13.99% | 41.55% | 45.18% | 16.94% | 18.06% |
TSLA Tesla, Inc. | 13.54% | 37.37% | 113.18% | -14.95% | 42.75% | 26.72% |
VOO Vanguard S&P 500 ETF | 0.20% | 12.72% | 16.07% | 16.08% | 7.04% | 7.94% |
VXUS Vanguard Total International Stock ETF | 1.23% | 4.76% | 8.29% | 15.70% | 2.19% | 2.89% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| BTC-USD | ETH-USD | TSLA | META | AAPL | GOOG | VXUS | ARKK | SMH | VOO | SCHG | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BTC-USD | 1.00 | 0.62 | 0.09 | 0.11 | 0.12 | 0.12 | 0.14 | 0.18 | 0.14 | 0.14 | 0.15 |
| ETH-USD | 0.62 | 1.00 | 0.09 | 0.11 | 0.13 | 0.13 | 0.17 | 0.14 | 0.14 | 0.15 | 0.15 |
| TSLA | 0.09 | 0.09 | 1.00 | 0.32 | 0.37 | 0.33 | 0.35 | 0.53 | 0.42 | 0.41 | 0.47 |
| META | 0.11 | 0.11 | 0.32 | 1.00 | 0.48 | 0.63 | 0.45 | 0.49 | 0.50 | 0.56 | 0.63 |
| AAPL | 0.12 | 0.13 | 0.37 | 0.48 | 1.00 | 0.57 | 0.50 | 0.50 | 0.60 | 0.66 | 0.72 |
| GOOG | 0.12 | 0.13 | 0.33 | 0.63 | 0.57 | 1.00 | 0.54 | 0.50 | 0.57 | 0.67 | 0.72 |
| VXUS | 0.14 | 0.17 | 0.35 | 0.45 | 0.50 | 0.54 | 1.00 | 0.54 | 0.63 | 0.76 | 0.69 |
| ARKK | 0.18 | 0.14 | 0.53 | 0.49 | 0.50 | 0.50 | 0.54 | 1.00 | 0.61 | 0.61 | 0.70 |
| SMH | 0.14 | 0.14 | 0.42 | 0.50 | 0.60 | 0.57 | 0.63 | 0.61 | 1.00 | 0.71 | 0.74 |
| VOO | 0.14 | 0.15 | 0.41 | 0.56 | 0.66 | 0.67 | 0.76 | 0.61 | 0.71 | 1.00 | 0.89 |
| SCHG | 0.15 | 0.15 | 0.47 | 0.63 | 0.72 | 0.72 | 0.69 | 0.70 | 0.74 | 0.89 | 1.00 |
Dividend yield
DJ Portfolio granted a 0.81% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DJ Portfolio | 0.81% | 0.91% | 0.76% | 0.84% | 1.31% | 1.53% | 1.22% | 1.21% | 1.59% | 1.28% | 1.31% | 1.83% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc. | 0.54% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
ARKK ARK Innovation ETF | 0.00% | 0.00% | 0.83% | 1.33% | 0.39% | 3.26% | 1.41% | 0.00% | 2.46% | 0.00% | 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. | 0.00% | 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% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.57% | 0.55% | 0.43% | 0.53% | 0.84% | 1.31% | 1.05% | 1.34% | 1.30% | 1.18% | 1.17% | 1.52% |
SMH VanEck Vectors Semiconductor ETF | 1.67% | 2.37% | 1.04% | 1.42% | 6.29% | 4.18% | 3.31% | 1.92% | 5.19% | 2.93% | 4.02% | 9.94% |
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 | 1.53% | 1.71% | 1.28% | 1.60% | 1.99% | 2.23% | 1.96% | 2.26% | 2.41% | 2.17% | 2.19% | 2.65% |
VXUS Vanguard Total International Stock ETF | 3.02% | 3.15% | 3.25% | 2.32% | 3.40% | 3.64% | 3.23% | 3.56% | 3.54% | 4.37% | 3.58% | 4.04% |
Expense Ratio
The DJ Portfolio has an expense ratio of 0.09% which is considered to be low. 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. | 0.51 | ||||
ARKK ARK Innovation ETF | -0.07 | ||||
BTC-USD Bitcoin | 1.37 | ||||
ETH-USD Ethereum | 0.44 | ||||
GOOG Alphabet Inc. | 0.87 | ||||
META Meta Platforms, Inc. | 2.00 | ||||
SCHG Schwab U.S. Large-Cap Growth ETF | 1.03 | ||||
SMH VanEck Vectors Semiconductor ETF | 1.29 | ||||
TSLA Tesla, Inc. | -0.25 | ||||
VOO Vanguard S&P 500 ETF | 0.85 | ||||
VXUS Vanguard Total International Stock ETF | 0.85 |
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 DJ Portfolio. 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 DJ Portfolio is 45.65%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -45.65% | Nov 8, 2021 | 416 | Dec 28, 2022 | — | — | — |
| -41.42% | Feb 20, 2020 | 28 | Mar 18, 2020 | 105 | Jul 1, 2020 | 133 |
| -27.65% | Jan 29, 2018 | 331 | Dec 25, 2018 | 183 | Jun 26, 2019 | 514 |
| -15.44% | Sep 2, 2020 | 7 | Sep 8, 2020 | 70 | Nov 17, 2020 | 77 |
| -13.25% | Mar 14, 2016 | 7 | Mar 20, 2016 | 130 | Jul 28, 2016 | 137 |
Volatility Chart
The current DJ Portfolio volatility is 3.58%, 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.