JK
Asset Allocation
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
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% |
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.
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
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.
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.