DJ Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
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% |
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
The earliest data available for this chart is Aug 7, 2015, corresponding to the inception date of ETH-USD
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
DJ Portfolio | 18.75% | 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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | -2.59% | 12.41% | 1.65% | -4.72% | 5.72% | 4.70% | 2.05% | 18.75% | |||||
2023 | 18.96% | 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% |
2021 | 7.19% | 0.91% | 7.53% | 7.99% | -3.44% | 3.43% | 2.85% | 6.71% | -5.10% | 15.30% | 0.45% | -2.44% | 47.64% |
2020 | 12.30% | -2.35% | -17.75% | 23.76% | 7.35% | 7.89% | 15.03% | 22.56% | -8.39% | -1.04% | 21.22% | 11.81% | 123.95% |
2019 | 5.81% | 4.42% | 0.75% | 4.05% | -1.59% | 12.12% | 1.23% | -3.99% | 1.71% | 8.18% | 2.55% | 6.66% | 49.48% |
2018 | 8.82% | -4.59% | -10.89% | 7.45% | 1.05% | 1.12% | -0.41% | 0.67% | -3.33% | -3.02% | -2.97% | -6.84% | -13.70% |
2017 | 8.35% | 7.06% | 25.54% | 8.22% | 23.38% | 7.28% | 0.11% | 9.73% | -1.71% | 4.61% | 6.64% | 8.83% | 173.47% |
2016 | 1.56% | 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.
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.
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 | 0.99 | 1.58 | 1.20 | 0.42 | 3.28 |
ARKK ARK Innovation ETF | -0.56 | -0.61 | 0.93 | 0.18 | -1.28 |
BTC-USD Bitcoin | 1.40 | 2.07 | 1.21 | 0.85 | 6.95 |
ETH-USD Ethereum | 0.54 | 1.23 | 1.13 | 0.22 | 1.94 |
GOOG Alphabet Inc. | 1.22 | 1.70 | 1.24 | 0.66 | 5.05 |
META Meta Platforms, Inc. | 1.94 | 2.87 | 1.40 | 1.93 | 11.57 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.96 | 2.63 | 1.36 | 0.93 | 10.76 |
SMH VanEck Vectors Semiconductor ETF | 1.73 | 2.29 | 1.29 | 1.05 | 8.14 |
TSLA Tesla, Inc. | -0.42 | -0.28 | 0.97 | -0.11 | -0.89 |
VOO Vanguard S&P 500 ETF | 2.28 | 3.09 | 1.42 | 1.06 | 13.97 |
VXUS Vanguard Total International Stock ETF | 1.45 | 2.00 | 1.26 | 0.50 | 8.87 |
Dividends
Dividend yield
DJ Portfolio granted a 0.66% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
DJ Portfolio | 0.66% | 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.
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, 2021 | 416 | Dec 28, 2022 | 414 | Feb 15, 2024 | 830 |
-41.4% | 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 |
-15.46% | Sep 2, 2020 | 7 | Sep 8, 2020 | 70 | Nov 17, 2020 | 77 |
-14.46% | Jul 17, 2024 | 22 | Aug 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.
Diversification
Asset Correlations Table
ETH-USD | BTC-USD | TSLA | META | AAPL | GOOG | VXUS | ARKK | SMH | VOO | SCHG | |
---|---|---|---|---|---|---|---|---|---|---|---|
ETH-USD | 1.00 | 0.63 | 0.09 | 0.11 | 0.12 | 0.12 | 0.17 | 0.15 | 0.14 | 0.15 | 0.15 |
BTC-USD | 0.63 | 1.00 | 0.10 | 0.11 | 0.12 | 0.11 | 0.15 | 0.20 | 0.14 | 0.14 | 0.15 |
TSLA | 0.09 | 0.10 | 1.00 | 0.31 | 0.37 | 0.33 | 0.35 | 0.54 | 0.42 | 0.41 | 0.47 |
META | 0.11 | 0.11 | 0.31 | 1.00 | 0.47 | 0.61 | 0.45 | 0.48 | 0.50 | 0.56 | 0.63 |
AAPL | 0.12 | 0.12 | 0.37 | 0.47 | 1.00 | 0.56 | 0.49 | 0.48 | 0.57 | 0.65 | 0.71 |
GOOG | 0.12 | 0.11 | 0.33 | 0.61 | 0.56 | 1.00 | 0.52 | 0.49 | 0.54 | 0.65 | 0.71 |
VXUS | 0.17 | 0.15 | 0.35 | 0.45 | 0.49 | 0.52 | 1.00 | 0.54 | 0.62 | 0.75 | 0.68 |
ARKK | 0.15 | 0.20 | 0.54 | 0.48 | 0.48 | 0.49 | 0.54 | 1.00 | 0.60 | 0.61 | 0.69 |
SMH | 0.14 | 0.14 | 0.42 | 0.50 | 0.57 | 0.54 | 0.62 | 0.60 | 1.00 | 0.71 | 0.74 |
VOO | 0.15 | 0.14 | 0.41 | 0.56 | 0.65 | 0.65 | 0.75 | 0.61 | 0.71 | 1.00 | 0.89 |
SCHG | 0.15 | 0.15 | 0.47 | 0.63 | 0.71 | 0.71 | 0.68 | 0.69 | 0.74 | 0.89 | 1.00 |