DJ Portfolio

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

DJ Portfolio

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target 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%

Benchmark

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
DJ Portfolio	-7.54%	13.60%	-2.27%	24.02%	31.48%	N/A
Portfolio components:
AAPL Apple Inc	-20.63%	4.26%	-12.43%	8.82%	20.98%	21.59%
ARKK ARK Innovation ETF	-9.55%	15.32%	-5.03%	19.64%	-2.33%	10.54%
BTC-USD Bitcoin	10.21%	29.32%	34.11%	69.38%	64.34%	83.65%
ETH-USD Ethereum	-29.62%	54.05%	-25.09%	-19.39%	66.08%	N/A
GOOG Alphabet Inc	-18.84%	-0.64%	-13.97%	-8.91%	17.20%	19.39%
META Meta Platforms, Inc.	1.28%	8.46%	0.71%	24.87%	22.81%	22.54%
SCHG Schwab U.S. Large-Cap Growth ETF	-6.76%	8.57%	-6.25%	12.24%	17.74%	15.33%
SMH VanEck Vectors Semiconductor ETF	-7.75%	13.86%	-13.48%	0.49%	27.61%	24.45%
TSLA Tesla, Inc.	-26.14%	18.17%	-7.15%	77.04%	40.73%	33.91%
VOO Vanguard S&P 500 ETF	-3.41%	7.59%	-5.06%	9.79%	15.81%	12.42%
VXUS Vanguard Total International Stock ETF	10.58%	11.19%	6.81%	9.90%	10.79%	5.13%

*Annualized

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
2025	3.95%	-9.05%	-8.46%	1.98%	4.76%								-7.54%
2024	-2.59%	12.41%	1.65%	-4.72%	5.72%	4.70%	2.05%	-1.30%	6.55%	-1.47%	14.28%	2.12%	44.86%
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	-9.62%	-5.51%	6.43%	-13.64%	-4.79%	-12.51%	15.98%	-5.57%	-9.75%	-0.22%	2.24%	-9.99%	-40.65%
2021	7.19%	0.91%	7.53%	7.97%	-3.43%	3.43%	2.84%	6.71%	-5.09%	15.30%	0.46%	-2.48%	47.59%
2020	12.31%	-2.34%	-17.75%	23.76%	7.36%	7.86%	15.06%	22.57%	-8.39%	-1.05%	21.20%	11.79%	123.90%
2019	5.82%	4.41%	0.72%	4.07%	-1.58%	12.11%	1.24%	-4.00%	1.71%	8.17%	2.56%	6.34%	49.03%
2018	8.82%	-4.59%	-10.89%	7.45%	1.05%	1.12%	-0.41%	0.68%	-3.35%	-3.09%	-2.90%	-6.94%	-13.80%
2017	8.35%	7.06%	25.54%	8.22%	23.38%	7.28%	0.11%	9.73%	-1.71%	4.61%	6.64%	8.74%	173.26%
2016	1.56%	26.31%	34.59%	-0.81%	4.12%	-1.10%	5.51%	-1.29%	1.82%	-2.36%	-1.03%	3.85%	87.68%
2015								-6.91%	-2.89%	7.09%	2.85%	0.38%	-0.05%

Expense Ratio

DJ Portfolio has an expense ratio of 0.09%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

ARKK

ARK Innovation ETF

SMH

VanEck Vectors Semiconductor ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

VXUS

Vanguard Total International Stock ETF

VOO

Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of DJ Portfolio is 44, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.25	-0.58	0.92	0.28	-1.63
ARKK ARK Innovation ETF	0.37	0.96	1.12	0.08	1.45
BTC-USD Bitcoin	1.24	2.99	1.31	2.31	10.99
ETH-USD Ethereum	-0.31	0.35	1.04	0.03	-0.32
GOOG Alphabet Inc	-0.31	-0.15	0.98	-0.35	-0.70
META Meta Platforms, Inc.	0.70	1.03	1.13	0.17	1.67
SCHG Schwab U.S. Large-Cap Growth ETF	0.50	0.39	1.05	0.02	0.47
SMH VanEck Vectors Semiconductor ETF	0.05	-0.08	0.99	0.05	-0.91
TSLA Tesla, Inc.	1.02	1.66	1.19	0.48	2.29
VOO Vanguard S&P 500 ETF	0.52	0.26	1.04	0.01	0.29
VXUS Vanguard Total International Stock ETF	0.60	0.71	1.10	0.10	1.48

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

DJ Portfolio Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.78
5-Year: 1.12
All Time: 1.46

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of DJ Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

DJ Portfolio provided a 0.71% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.71%	0.70%	0.73%	0.83%	0.70%	0.76%	0.97%	1.30%	1.01%	0.99%	1.25%	1.01%
Portfolio components:
AAPL Apple Inc	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
ARKK ARK Innovation ETF	0.00%	0.00%	0.00%	0.00%	0.83%	1.31%	0.38%	3.14%	1.32%	0.00%	2.27%	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	0.52%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
META Meta Platforms, Inc.	0.34%	0.34%	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	0.44%	0.40%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%	1.09%
SMH VanEck Vectors Semiconductor ETF	0.48%	0.44%	0.60%	1.18%	0.51%	0.69%	1.50%	1.88%	1.43%	0.80%	2.14%	1.16%
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	1.34%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%	1.85%
VXUS Vanguard Total International Stock ETF	3.00%	3.37%	3.25%	3.09%	3.10%	2.14%	3.06%	3.17%	2.73%	2.93%	2.83%	3.40%

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.

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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 45.73%, occurring on Dec 28, 2022. Recovery took 414 trading sessions.

The current DJ Portfolio drawdown is 14.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-45.73%	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
-30.06%	Dec 18, 2024	112	Apr 8, 2025	—	—	—
-27.74%	Jan 29, 2018	331	Dec 25, 2018	183	Jun 26, 2019	514
-15.47%	Sep 2, 2020	7	Sep 8, 2020	70	Nov 17, 2020	77

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 7.42, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	BTC-USD	ETH-USD	TSLA	META	AAPL	GOOG	VXUS	ARKK	SMH	VOO	SCHG	Portfolio
^GSPC	1.00	0.19	0.21	0.48	0.62	0.69	0.71	0.80	0.68	0.78	1.00	0.94	0.77
BTC-USD	0.19	1.00	0.64	0.12	0.12	0.12	0.13	0.15	0.21	0.15	0.16	0.16	0.46
ETH-USD	0.21	0.64	1.00	0.11	0.12	0.12	0.13	0.18	0.17	0.15	0.16	0.16	0.56
TSLA	0.48	0.12	0.11	1.00	0.32	0.37	0.34	0.35	0.55	0.42	0.42	0.48	0.63
META	0.62	0.12	0.12	0.32	1.00	0.45	0.61	0.44	0.49	0.50	0.56	0.63	0.55
AAPL	0.69	0.12	0.12	0.37	0.45	1.00	0.55	0.48	0.48	0.56	0.64	0.69	0.55
GOOG	0.71	0.13	0.13	0.34	0.61	0.55	1.00	0.51	0.50	0.54	0.65	0.71	0.56
VXUS	0.80	0.15	0.18	0.35	0.44	0.48	0.51	1.00	0.54	0.62	0.74	0.67	0.58
ARKK	0.68	0.21	0.17	0.55	0.49	0.48	0.50	0.54	1.00	0.60	0.62	0.70	0.68
SMH	0.78	0.15	0.15	0.42	0.50	0.56	0.54	0.62	0.60	1.00	0.72	0.75	0.62
VOO	1.00	0.16	0.16	0.42	0.56	0.64	0.65	0.74	0.62	0.72	1.00	0.89	0.69
SCHG	0.94	0.16	0.16	0.48	0.63	0.69	0.71	0.67	0.70	0.75	0.89	1.00	0.73
Portfolio	0.77	0.46	0.56	0.63	0.55	0.55	0.56	0.58	0.68	0.62	0.69	0.73	1.00

The correlation results are calculated based on daily price changes starting from Aug 8, 2015

Performance Analysis

Risk Analysis

Optimization

Factor Model

DJ Portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community