JK

Last updated Oct 3, 2023

Asset Allocation

Position	Category/Sector	Weight
BND Vanguard Total Bond Market ETF	Total Bond Market	10%
VOO Vanguard S&P 500 ETF	Large Cap Growth Equities	15%
QQQ Invesco QQQ	Large Cap Blend Equities	15%
AAPL Apple Inc.	Technology	5%
MSFT Microsoft Corporation	Technology	5%
BRK-A Berkshire Hathaway Inc	Financial Services	5%
JPM JPMorgan Chase & Co.	Financial Services	5%
KO The Coca-Cola Company	Consumer Defensive	5%
TSLA Tesla, Inc.	Consumer Cyclical	5%
AMZN Amazon.com, Inc.	Consumer Cyclical	5%
MCD McDonald's Corporation	Consumer Cyclical	5%
AXP American Express Company	Financial Services	5%
UBS UBS Group AG	Financial Services	5%
VZ Verizon Communications Inc.	Communication Services	5%
PFE Pfizer Inc.	Healthcare	5%

Benchmark

Rebalance portfolio

Performance

The chart shows the growth of an initial investment of $10,000 in JK, 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

Benchmark (^GSPC)

Portfolio components

Returns

As of Oct 3, 2023, the JK returned 17.32% Year-To-Date and 14.89% of annualized return in the last 10 years.

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	-5.04%	4.58%	11.69%	16.58%	8.16%	8.63%
JK	-4.73%	5.32%	17.32%	20.00%	14.98%	14.89%
Portfolio components:
VOO Vanguard S&P 500 ETF	-4.95%	5.40%	13.09%	18.48%	10.02%	10.65%
AAPL Apple Inc.	-8.29%	5.19%	34.30%	22.70%	26.17%	23.91%
MSFT Microsoft Corporation	-2.09%	12.54%	35.10%	34.96%	24.78%	26.04%
BRK-A Berkshire Hathaway Inc	-4.01%	12.89%	12.64%	27.74%	10.04%	10.41%
JPM JPMorgan Chase & Co.	-2.08%	13.61%	9.60%	37.65%	7.61%	13.40%
KO The Coca-Cola Company	-5.72%	-9.43%	-10.74%	0.94%	7.21%	5.91%
TSLA Tesla, Inc.	2.69%	30.65%	104.25%	3.80%	68.37%	36.39%
AMZN Amazon.com, Inc.	-6.27%	24.54%	54.12%	11.72%	6.31%	26.12%
MCD McDonald's Corporation	-8.25%	-7.71%	-0.57%	11.96%	11.83%	14.72%
AXP American Express Company	-6.35%	-7.39%	2.25%	8.30%	8.25%	7.43%
UBS UBS Group AG	-7.52%	19.06%	33.92%	69.05%	15.65%	9.19%
VZ Verizon Communications Inc.	-8.89%	-17.12%	-15.28%	-13.33%	-5.98%	-0.46%
PFE Pfizer Inc.	-5.14%	-15.18%	-31.68%	-20.01%	-0.72%	5.63%
QQQ Invesco QQQ	-4.19%	13.54%	36.26%	32.97%	15.51%	16.11%
BND Vanguard Total Bond Market ETF	-2.68%	-5.46%	-1.58%	-0.80%	0.09%	0.57%
Returns over 1 year are annualized

Monthly Returns Heatmap

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec
2023			3.73%	0.68%	1.79%	6.34%	1.96%	-0.68%	-5.01%

Sharpe Ratio

The current JK Sharpe ratio is 1.23. A Sharpe ratio greater than 1.0 is considered acceptable.

The Sharpe ratio of JK lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Benchmark (^GSPC)

Portfolio components

Dividend yield

JK granted a 1.97% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
JK	1.97%	1.84%	1.47%	2.17%	2.11%	2.32%	2.13%	2.57%	2.57%	2.34%	2.28%	2.60%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.59%	1.71%	1.28%	1.61%	2.00%	2.23%	1.97%	2.27%	2.42%	2.18%	2.20%	2.66%
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%
MSFT Microsoft Corporation	0.85%	1.07%	0.69%	0.96%	1.24%	1.78%	1.99%	2.59%	2.61%	2.86%	3.07%	3.79%
BRK-A Berkshire Hathaway 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%
JPM JPMorgan Chase & Co.	2.78%	3.05%	2.46%	3.06%	2.65%	2.93%	2.25%	2.58%	3.17%	3.19%	3.05%	3.53%
KO The Coca-Cola Company	3.28%	2.83%	2.99%	3.25%	3.25%	3.82%	3.87%	4.19%	3.93%	3.82%	3.69%	3.94%
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%
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%
MCD McDonald's Corporation	2.36%	2.18%	2.04%	2.50%	2.61%	2.63%	2.55%	3.48%	3.52%	4.38%	4.16%	4.35%
AXP American Express Company	1.50%	1.36%	1.08%	1.47%	1.35%	1.62%	1.43%	1.77%	1.78%	1.20%	1.09%	1.58%
UBS UBS Group AG	2.27%	2.75%	2.18%	11.14%	6.79%	6.86%	4.46%	7.88%	6.13%	0.00%	0.00%	0.00%
VZ Verizon Communications Inc.	8.22%	6.86%	5.38%	4.88%	4.77%	5.32%	5.79%	5.89%	6.93%	6.94%	6.69%	7.71%
PFE Pfizer Inc.	4.80%	3.22%	2.81%	4.33%	4.23%	3.72%	4.37%	4.75%	4.63%	4.60%	4.48%	5.18%
QQQ Invesco QQQ	0.60%	0.81%	0.43%	0.56%	0.76%	0.94%	0.87%	1.11%	1.05%	1.51%	1.10%	1.39%
BND Vanguard Total Bond Market ETF	3.12%	2.66%	2.06%	2.37%	2.97%	3.16%	2.94%	2.98%	3.13%	3.47%	3.57%	4.27%

Expense Ratio

The JK has an expense ratio of 0.04% 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.

VOO

Vanguard S&P 500 ETF

0.03%

0.00%2.15%

QQQ

Invesco QQQ

0.20%

0.00%2.15%

BND

Vanguard Total Bond Market ETF

0.03%

0.00%2.15%

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
VOO Vanguard S&P 500 ETF	1.17
AAPL Apple Inc.	0.82
MSFT Microsoft Corporation	1.20
BRK-A Berkshire Hathaway Inc	1.66
JPM JPMorgan Chase & Co.	1.64
KO The Coca-Cola Company	0.08
TSLA Tesla, Inc.	-0.10
AMZN Amazon.com, Inc.	0.33
MCD McDonald's Corporation	0.81
AXP American Express Company	0.36
UBS UBS Group AG	2.09
VZ Verizon Communications Inc.	-0.54
PFE Pfizer Inc.	-0.91
QQQ Invesco QQQ	1.49
BND Vanguard Total Bond Market ETF	-0.03

Asset Correlations Table

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

	BND	VZ	TSLA	PFE	KO	MCD	AMZN	UBS	AAPL	AXP	JPM	MSFT	BRK-A	QQQ	VOO
BND	1.00	0.03	-0.02	0.00	0.06	-0.00	0.02	-0.16	-0.02	-0.16	-0.28	0.01	-0.17	-0.01	-0.07
VZ	0.03	1.00	0.09	0.34	0.45	0.34	0.15	0.25	0.20	0.31	0.33	0.25	0.41	0.26	0.40
TSLA	-0.02	0.09	1.00	0.15	0.16	0.19	0.41	0.28	0.42	0.30	0.25	0.40	0.23	0.53	0.45
PFE	0.00	0.34	0.15	1.00	0.35	0.29	0.23	0.28	0.28	0.30	0.33	0.32	0.39	0.36	0.46
KO	0.06	0.45	0.16	0.35	1.00	0.49	0.23	0.29	0.29	0.38	0.35	0.36	0.48	0.37	0.50
MCD	-0.00	0.34	0.19	0.29	0.49	1.00	0.30	0.30	0.35	0.37	0.37	0.40	0.43	0.43	0.51
AMZN	0.02	0.15	0.41	0.23	0.23	0.30	1.00	0.33	0.58	0.35	0.31	0.65	0.34	0.77	0.64
UBS	-0.16	0.25	0.28	0.28	0.29	0.30	0.33	1.00	0.35	0.55	0.62	0.37	0.54	0.47	0.59
AAPL	-0.02	0.20	0.42	0.28	0.29	0.35	0.58	0.35	1.00	0.41	0.38	0.65	0.42	0.80	0.71
AXP	-0.16	0.31	0.30	0.30	0.38	0.37	0.35	0.55	0.41	1.00	0.70	0.43	0.64	0.53	0.68
JPM	-0.28	0.33	0.25	0.33	0.35	0.37	0.31	0.62	0.38	0.70	1.00	0.39	0.71	0.48	0.67
MSFT	0.01	0.25	0.40	0.32	0.36	0.40	0.65	0.37	0.65	0.43	0.39	1.00	0.44	0.84	0.76
BRK-A	-0.17	0.41	0.23	0.39	0.48	0.43	0.34	0.54	0.42	0.64	0.71	0.44	1.00	0.52	0.70
QQQ	-0.01	0.26	0.53	0.36	0.37	0.43	0.77	0.47	0.80	0.53	0.48	0.84	0.52	1.00	0.90
VOO	-0.07	0.40	0.45	0.46	0.50	0.51	0.64	0.59	0.71	0.68	0.67	0.76	0.70	0.90	1.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the JK. 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 JK is 30.40%, recorded on Mar 23, 2020. It took 72 trading sessions for the portfolio to recover.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-30.4%	Feb 20, 2020	23	Mar 23, 2020	72	Jul 6, 2020	95
-24.15%	Jan 4, 2022	195	Oct 12, 2022	190	Jul 18, 2023	385
-14.54%	Oct 2, 2018	58	Dec 24, 2018	70	Apr 5, 2019	128
-12.99%	Dec 2, 2015	49	Feb 11, 2016	45	Apr 18, 2016	94
-10.58%	Jul 21, 2015	26	Aug 25, 2015	45	Oct 28, 2015	71

Volatility Chart

The current JK volatility is 3.26%, 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.

Benchmark (^GSPC)

Portfolio components