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JK

Last updated Oct 3, 2023

Asset Allocation


BND 10%VOO 15%QQQ 15%AAPL 5%MSFT 5%BRK-A 5%JPM 5%KO 5%TSLA 5%AMZN 5%MCD 5%AXP 5%UBS 5%VZ 5%PFE 5%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities15%
QQQ
Invesco QQQ
Large Cap Blend Equities15%
AAPL
Apple Inc.
Technology5%
MSFT
Microsoft Corporation
Technology5%
BRK-A
Berkshire Hathaway Inc
Financial Services5%
JPM
JPMorgan Chase & Co.
Financial Services5%
KO
The Coca-Cola Company
Consumer Defensive5%
TSLA
Tesla, Inc.
Consumer Cyclical5%
AMZN
Amazon.com, Inc.
Consumer Cyclical5%
MCD
McDonald's Corporation
Consumer Cyclical5%
AXP
American Express Company
Financial Services5%
UBS
UBS Group AG
Financial Services5%
VZ
Verizon Communications Inc.
Communication Services5%
PFE
Pfizer Inc.
Healthcare5%

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


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
5.78%
4.84%
JK
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 month6 monthsYear-To-Date1 year5 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%
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%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.73%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.

-1.000.001.002.003.004.001.23

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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
1.23
1.04
JK
Benchmark (^GSPC)
Portfolio components

Dividend yield

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


TTM20222021202020192018201720162015201420132012
JK1.97%1.84%1.47%2.17%2.11%2.32%2.13%2.57%2.57%2.34%2.28%2.60%
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.


0.03%
0.00%2.15%
0.20%
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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.

BNDVZTSLAPFEKOMCDAMZNUBSAAPLAXPJPMMSFTBRK-AQQQVOO
BND1.000.03-0.020.000.06-0.000.02-0.16-0.02-0.16-0.280.01-0.17-0.01-0.07
VZ0.031.000.090.340.450.340.150.250.200.310.330.250.410.260.40
TSLA-0.020.091.000.150.160.190.410.280.420.300.250.400.230.530.45
PFE0.000.340.151.000.350.290.230.280.280.300.330.320.390.360.46
KO0.060.450.160.351.000.490.230.290.290.380.350.360.480.370.50
MCD-0.000.340.190.290.491.000.300.300.350.370.370.400.430.430.51
AMZN0.020.150.410.230.230.301.000.330.580.350.310.650.340.770.64
UBS-0.160.250.280.280.290.300.331.000.350.550.620.370.540.470.59
AAPL-0.020.200.420.280.290.350.580.351.000.410.380.650.420.800.71
AXP-0.160.310.300.300.380.370.350.550.411.000.700.430.640.530.68
JPM-0.280.330.250.330.350.370.310.620.380.701.000.390.710.480.67
MSFT0.010.250.400.320.360.400.650.370.650.430.391.000.440.840.76
BRK-A-0.170.410.230.390.480.430.340.540.420.640.710.441.000.520.70
QQQ-0.010.260.530.360.370.430.770.470.800.530.480.840.521.000.90
VOO-0.070.400.450.460.500.510.640.590.710.680.670.760.700.901.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-6.11%
-10.59%
JK
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, 202023Mar 23, 202072Jul 6, 202095
-24.15%Jan 4, 2022195Oct 12, 2022190Jul 18, 2023385
-14.54%Oct 2, 201858Dec 24, 201870Apr 5, 2019128
-12.99%Dec 2, 201549Feb 11, 201645Apr 18, 201694
-10.58%Jul 21, 201526Aug 25, 201545Oct 28, 201571

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.


2.50%3.00%3.50%4.00%4.50%5.00%MayJuneJulyAugustSeptemberOctober
3.26%
3.15%
JK
Benchmark (^GSPC)
Portfolio components