JK
Asset Allocation
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is Nov 21, 2014, corresponding to the inception date of UBS
Returns By Period
As of May 9, 2025, the JK returned -1.34% Year-To-Date and 16.12% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| JK | -1.34% | 12.49% | 0.64% | 16.18% | 18.33% | 16.12% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | -3.28% | 13.71% | -4.52% | 10.70% | 15.88% | 12.40% |
AAPL Apple Inc | -21.05% | 14.54% | -12.99% | 8.58% | 21.27% | 21.48% |
MSFT Microsoft Corporation | 4.16% | 23.58% | 3.41% | 7.55% | 19.96% | 26.83% |
BRK-A Berkshire Hathaway Inc | 12.94% | 4.05% | 11.73% | 25.63% | 23.78% | 13.38% |
JPM JPMorgan Chase & Co. | 6.94% | 16.88% | 8.45% | 32.56% | 25.80% | 17.72% |
KO The Coca-Cola Company | 15.15% | 4.02% | 13.48% | 16.62% | 12.50% | 9.11% |
TSLA Tesla, Inc. | -29.47% | 28.38% | -4.07% | 63.02% | 39.24% | 33.47% |
AMZN Amazon.com, Inc. | -12.45% | 12.55% | -8.56% | 2.17% | 10.08% | 24.45% |
MCD McDonald's Corporation | 8.77% | 4.56% | 7.65% | 19.61% | 14.22% | 15.28% |
AXP American Express Company | -3.88% | 22.59% | -0.54% | 21.43% | 27.68% | 15.24% |
UBS UBS Group AG | 4.13% | 20.87% | -4.56% | 9.51% | 29.66% | 9.34% |
VZ Verizon Communications Inc. | 12.82% | 5.07% | 11.21% | 17.96% | 0.42% | 3.89% |
PFE Pfizer Inc. | -11.99% | 5.17% | -13.65% | -13.66% | -4.28% | 0.57% |
QQQ Invesco QQQ | -4.34% | 17.36% | -4.62% | 11.64% | 17.56% | 17.20% |
BND Vanguard Total Bond Market ETF | 2.13% | 0.32% | 1.30% | 5.43% | -0.86% | 1.49% |
Monthly Returns
The table below presents the monthly returns of JK, 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 | 2.99% | -0.92% | -4.61% | 0.40% | 0.96% | -1.34% | |||||||
| 2024 | 0.64% | 3.19% | 1.75% | -3.38% | 4.99% | 2.77% | 3.07% | 1.87% | 2.82% | -2.03% | 6.66% | -0.31% | 23.91% |
| 2023 | 8.38% | -0.52% | 3.73% | 0.68% | 1.79% | 6.34% | 1.96% | -0.68% | -5.03% | -1.68% | 9.89% | 3.64% | 31.25% |
| 2022 | -3.50% | -2.30% | 3.50% | -9.17% | 0.64% | -7.60% | 8.96% | -4.79% | -8.35% | 5.16% | 4.67% | -5.47% | -18.47% |
| 2021 | -0.63% | 0.87% | 3.18% | 5.06% | -0.16% | 2.30% | 2.91% | 2.63% | -3.29% | 7.62% | 0.35% | 3.15% | 26.28% |
| 2020 | 4.80% | -6.81% | -10.17% | 13.69% | 3.63% | 4.18% | 7.86% | 11.67% | -4.89% | -2.98% | 12.69% | 4.11% | 40.41% |
| 2019 | 4.46% | 1.69% | 1.91% | 4.13% | -5.88% | 6.61% | 0.84% | -1.28% | 1.88% | 4.00% | 2.94% | 4.81% | 28.72% |
| 2018 | 6.26% | -2.56% | -3.88% | 1.64% | 1.38% | 1.77% | 3.43% | 4.23% | 0.03% | -3.03% | 2.25% | -7.41% | 3.33% |
| 2017 | 2.73% | 3.39% | 1.54% | 2.22% | 2.25% | 1.03% | 1.99% | 1.72% | 0.63% | 3.62% | 2.24% | 1.20% | 27.45% |
| 2016 | -5.71% | -1.29% | 6.82% | 0.60% | 1.76% | -1.44% | 4.24% | 0.19% | 0.04% | -0.94% | 2.75% | 2.77% | 9.65% |
| 2015 | -2.39% | 5.76% | -1.78% | 3.60% | 2.25% | -1.71% | 3.94% | -5.24% | -1.76% | 7.39% | 0.83% | -0.62% | 9.93% |
| 2014 | 1.22% | -2.54% | -1.36% |
Expense Ratio
JK has an expense ratio of 0.04%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, JK is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 0.53 | 0.90 | 1.13 | 0.57 | 2.21 |
AAPL Apple Inc | 0.23 | 0.61 | 1.09 | 0.26 | 0.90 |
MSFT Microsoft Corporation | 0.28 | 0.63 | 1.08 | 0.33 | 0.74 |
BRK-A Berkshire Hathaway Inc | 1.26 | 1.83 | 1.26 | 2.99 | 7.43 |
JPM JPMorgan Chase & Co. | 1.10 | 1.78 | 1.26 | 1.44 | 4.85 |
KO The Coca-Cola Company | 1.00 | 1.54 | 1.19 | 1.10 | 2.43 |
TSLA Tesla, Inc. | 0.92 | 1.63 | 1.19 | 1.02 | 2.51 |
AMZN Amazon.com, Inc. | 0.04 | 0.31 | 1.04 | 0.06 | 0.15 |
MCD McDonald's Corporation | 0.98 | 1.46 | 1.19 | 1.17 | 3.78 |
AXP American Express Company | 0.63 | 1.16 | 1.16 | 0.77 | 2.47 |
UBS UBS Group AG | 0.31 | 0.51 | 1.07 | 0.25 | 0.87 |
VZ Verizon Communications Inc. | 0.77 | 1.17 | 1.17 | 0.82 | 3.35 |
PFE Pfizer Inc. | -0.62 | -0.58 | 0.93 | -0.21 | -0.91 |
QQQ Invesco QQQ | 0.46 | 0.81 | 1.11 | 0.51 | 1.66 |
BND Vanguard Total Bond Market ETF | 0.98 | 1.42 | 1.17 | 0.41 | 2.50 |
Dividends
Dividend yield
JK provided a 1.97% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.97% | 1.93% | 1.85% | 1.80% | 1.39% | 2.02% | 1.88% | 2.02% | 1.81% | 2.30% | 2.06% | 1.87% |
| Portfolio components: | ||||||||||||
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% |
AAPL Apple Inc | 0.51% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
MSFT Microsoft Corporation | 0.72% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
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. | 1.99% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
KO The Coca-Cola Company | 2.76% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
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 | 2.19% | 2.34% | 2.10% | 2.15% | 1.96% | 2.35% | 2.39% | 2.36% | 2.23% | 2.97% | 2.91% | 3.50% |
AXP American Express Company | 1.03% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% |
UBS UBS Group AG | 1.45% | 3.46% | 1.78% | 2.68% | 2.07% | 10.34% | 5.48% | 5.24% | 3.30% | 9.41% | 4.11% | 0.00% |
VZ Verizon Communications Inc. | 6.19% | 6.68% | 6.96% | 6.53% | 4.86% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% |
PFE Pfizer Inc. | 9.23% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.54% | 3.70% | 3.48% | 3.34% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
BND Vanguard Total Bond Market ETF | 3.76% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
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 JK. 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 JK was 30.40%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.
The current JK drawdown is 5.34%.
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 |
| -15.85% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current JK volatility is 6.09%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 15 assets, with an effective number of assets of 11.76, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | BND | VZ | PFE | TSLA | KO | MCD | UBS | AMZN | AAPL | JPM | AXP | BRK-A | MSFT | QQQ | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.02 | 0.35 | 0.41 | 0.47 | 0.44 | 0.47 | 0.58 | 0.64 | 0.69 | 0.65 | 0.67 | 0.66 | 0.76 | 0.91 | 1.00 | 0.94 |
| BND | -0.02 | 1.00 | 0.06 | 0.04 | 0.01 | 0.08 | 0.04 | -0.10 | 0.03 | 0.02 | -0.23 | -0.12 | -0.12 | 0.01 | 0.02 | -0.02 | 0.01 |
| VZ | 0.35 | 0.06 | 1.00 | 0.34 | 0.06 | 0.44 | 0.32 | 0.23 | 0.10 | 0.17 | 0.30 | 0.28 | 0.39 | 0.19 | 0.20 | 0.34 | 0.35 |
| PFE | 0.41 | 0.04 | 0.34 | 1.00 | 0.14 | 0.34 | 0.28 | 0.27 | 0.19 | 0.26 | 0.32 | 0.28 | 0.37 | 0.28 | 0.32 | 0.41 | 0.43 |
| TSLA | 0.47 | 0.01 | 0.06 | 0.14 | 1.00 | 0.13 | 0.16 | 0.28 | 0.42 | 0.41 | 0.25 | 0.31 | 0.23 | 0.40 | 0.54 | 0.47 | 0.61 |
| KO | 0.44 | 0.08 | 0.44 | 0.34 | 0.13 | 1.00 | 0.49 | 0.25 | 0.18 | 0.27 | 0.32 | 0.33 | 0.46 | 0.31 | 0.31 | 0.45 | 0.45 |
| MCD | 0.47 | 0.04 | 0.32 | 0.28 | 0.16 | 0.49 | 1.00 | 0.27 | 0.27 | 0.32 | 0.34 | 0.34 | 0.41 | 0.36 | 0.39 | 0.47 | 0.49 |
| UBS | 0.58 | -0.10 | 0.23 | 0.27 | 0.28 | 0.25 | 0.27 | 1.00 | 0.32 | 0.34 | 0.59 | 0.53 | 0.51 | 0.35 | 0.46 | 0.58 | 0.60 |
| AMZN | 0.64 | 0.03 | 0.10 | 0.19 | 0.42 | 0.18 | 0.27 | 0.32 | 1.00 | 0.56 | 0.31 | 0.36 | 0.31 | 0.66 | 0.76 | 0.64 | 0.69 |
| AAPL | 0.69 | 0.02 | 0.17 | 0.26 | 0.41 | 0.27 | 0.32 | 0.34 | 0.56 | 1.00 | 0.36 | 0.38 | 0.39 | 0.63 | 0.77 | 0.69 | 0.72 |
| JPM | 0.65 | -0.23 | 0.30 | 0.32 | 0.25 | 0.32 | 0.34 | 0.59 | 0.31 | 0.36 | 1.00 | 0.70 | 0.69 | 0.37 | 0.46 | 0.65 | 0.63 |
| AXP | 0.67 | -0.12 | 0.28 | 0.28 | 0.31 | 0.33 | 0.34 | 0.53 | 0.36 | 0.38 | 0.70 | 1.00 | 0.62 | 0.42 | 0.53 | 0.67 | 0.67 |
| BRK-A | 0.66 | -0.12 | 0.39 | 0.37 | 0.23 | 0.46 | 0.41 | 0.51 | 0.31 | 0.39 | 0.69 | 0.62 | 1.00 | 0.40 | 0.48 | 0.66 | 0.64 |
| MSFT | 0.76 | 0.01 | 0.19 | 0.28 | 0.40 | 0.31 | 0.36 | 0.35 | 0.66 | 0.63 | 0.37 | 0.42 | 0.40 | 1.00 | 0.83 | 0.75 | 0.76 |
| QQQ | 0.91 | 0.02 | 0.20 | 0.32 | 0.54 | 0.31 | 0.39 | 0.46 | 0.76 | 0.77 | 0.46 | 0.53 | 0.48 | 0.83 | 1.00 | 0.91 | 0.91 |
| VOO | 1.00 | -0.02 | 0.34 | 0.41 | 0.47 | 0.45 | 0.47 | 0.58 | 0.64 | 0.69 | 0.65 | 0.67 | 0.66 | 0.75 | 0.91 | 1.00 | 0.94 |
| Portfolio | 0.94 | 0.01 | 0.35 | 0.43 | 0.61 | 0.45 | 0.49 | 0.60 | 0.69 | 0.72 | 0.63 | 0.67 | 0.64 | 0.76 | 0.91 | 0.94 | 1.00 |