AJM Taxed
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ISCG iShares Morningstar Small-Cap Growth ETF | Small Cap Growth Equities | 24.20% |
SPDW SPDR Portfolio World ex-US ETF | Foreign Large Cap Equities | 22.50% |
VEA Vanguard FTSE Developed Markets ETF | Foreign Large Cap Equities | 22.15% |
XBI SPDR S&P Biotech ETF | Health & Biotech Equities | 9% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | Government Bonds | 22.15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in AJM Taxed, 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
The earliest data available for this chart is Nov 4, 2009, corresponding to the inception date of ZROZ
Returns By Period
As of Jul 25, 2024, the AJM Taxed returned 2.62% Year-To-Date and 5.72% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| AJM Taxed | 2.98% | 1.96% | 6.34% | 6.93% | 4.39% | 5.72% |
| Portfolio components: | ||||||
ISCG iShares Morningstar Small-Cap Growth ETF | 7.84% | 5.37% | 10.35% | 13.20% | 6.83% | 8.85% |
SPDW SPDR Portfolio World ex-US ETF | 5.36% | 0.57% | 6.37% | 8.72% | 6.61% | 4.50% |
VEA Vanguard FTSE Developed Markets ETF | 5.14% | 0.71% | 6.18% | 8.74% | 6.76% | 4.64% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | -10.72% | -2.16% | -1.43% | -10.46% | -7.72% | -0.80% |
XBI SPDR S&P Biotech ETF | 13.23% | 9.53% | 14.58% | 23.67% | 3.44% | 7.63% |
Monthly Returns
The table below presents the monthly returns of AJM Taxed, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -2.67% | 3.42% | 2.17% | -6.28% | 4.47% | 0.20% | 2.98% | ||||||
| 2023 | 9.79% | -3.75% | 1.30% | 1.20% | -2.15% | 4.12% | 1.74% | -4.44% | -6.60% | -6.10% | 11.05% | 9.87% | 14.82% |
| 2022 | -7.22% | -2.15% | -0.73% | -10.41% | -1.17% | -5.86% | 6.31% | -3.95% | -9.46% | 2.76% | 8.46% | -3.27% | -25.12% |
| 2021 | 0.45% | -1.05% | -2.21% | 2.94% | 0.44% | 2.19% | -0.17% | 1.69% | -3.81% | 3.65% | -3.10% | 1.18% | 1.91% |
| 2020 | 0.53% | -2.43% | -8.93% | 9.27% | 5.49% | 3.51% | 3.69% | 1.78% | -1.19% | -1.82% | 12.00% | 5.31% | 28.71% |
| 2019 | 8.16% | 2.83% | 1.85% | 0.67% | -2.38% | 5.26% | -0.44% | 1.68% | -0.90% | 2.28% | 3.37% | 0.75% | 25.22% |
| 2018 | 2.72% | -4.06% | 1.01% | -0.38% | 2.36% | -0.01% | 0.70% | 1.96% | -1.36% | -9.82% | 1.43% | -4.16% | -9.88% |
| 2017 | 3.39% | 2.38% | 1.08% | 1.79% | 2.16% | 2.49% | 1.39% | 1.65% | 1.72% | 1.33% | 1.18% | 1.81% | 24.79% |
| 2016 | -6.06% | -0.26% | 5.55% | 1.42% | 1.55% | 0.64% | 5.60% | -0.10% | 1.11% | -5.42% | -0.47% | 0.63% | 3.57% |
| 2015 | 3.97% | 2.40% | 0.63% | -1.14% | 1.19% | -1.92% | 2.48% | -6.26% | -3.74% | 4.86% | 0.93% | -2.40% | 0.39% |
| 2014 | 0.61% | 4.73% | -1.74% | -0.40% | 2.25% | 3.39% | -2.59% | 3.99% | -4.19% | 2.83% | 1.55% | 0.63% | 11.18% |
| 2013 | 2.74% | 0.02% | 1.87% | 4.00% | -1.85% | -2.96% | 4.73% | -1.26% | 5.67% | 1.72% | 0.67% | 1.05% | 17.22% |
Expense Ratio
AJM Taxed has an expense ratio of 0.10%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AJM Taxed is 6, indicating that it is in the bottom 6% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
ISCG iShares Morningstar Small-Cap Growth ETF | 0.64 | 1.05 | 1.12 | 0.31 | 1.80 |
SPDW SPDR Portfolio World ex-US ETF | 0.70 | 1.07 | 1.13 | 0.49 | 2.04 |
VEA Vanguard FTSE Developed Markets ETF | 0.68 | 1.04 | 1.12 | 0.51 | 2.02 |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | -0.49 | -0.54 | 0.94 | -0.20 | -0.95 |
XBI SPDR S&P Biotech ETF | 0.77 | 1.26 | 1.14 | 0.34 | 1.99 |
Dividends
Dividend yield
AJM Taxed granted a 2.43% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AJM Taxed | 2.43% | 2.28% | 2.18% | 1.89% | 1.29% | 1.93% | 2.20% | 1.74% | 2.35% | 2.14% | 2.28% | 2.20% |
| Portfolio components: | ||||||||||||
ISCG iShares Morningstar Small-Cap Growth ETF | 0.64% | 0.77% | 0.92% | 0.62% | 0.10% | 0.27% | 0.40% | 0.52% | 1.19% | 0.64% | 0.56% | 0.53% |
SPDW SPDR Portfolio World ex-US ETF | 2.75% | 2.75% | 3.12% | 3.04% | 1.87% | 3.13% | 3.07% | 1.86% | 3.11% | 2.79% | 3.51% | 2.36% |
VEA Vanguard FTSE Developed Markets ETF | 3.36% | 3.15% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
ZROZ PIMCO 25+ Year Zero Coupon US Treasury Index Fund | 4.06% | 3.52% | 2.76% | 1.60% | 1.68% | 2.22% | 2.91% | 2.53% | 3.00% | 2.98% | 2.00% | 4.28% |
XBI SPDR S&P Biotech ETF | 0.13% | 0.02% | 0.00% | 0.04% | 0.20% | 0.00% | 0.28% | 0.24% | 0.26% | 0.61% | 1.07% | 0.17% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the AJM Taxed. 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 AJM Taxed was 35.01%, occurring on Oct 20, 2022. The portfolio has not yet recovered.
The current AJM Taxed drawdown is 15.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.01% | Nov 10, 2021 | 238 | Oct 20, 2022 | — | — | — |
| -25.84% | Feb 20, 2020 | 20 | Mar 18, 2020 | 51 | Jun 1, 2020 | 71 |
| -17.24% | Apr 27, 2015 | 202 | Feb 11, 2016 | 134 | Aug 23, 2016 | 336 |
| -16.98% | Aug 30, 2018 | 80 | Dec 24, 2018 | 121 | Jun 19, 2019 | 201 |
| -12.89% | May 2, 2011 | 69 | Aug 8, 2011 | 57 | Oct 27, 2011 | 126 |
Volatility
Volatility Chart
The current AJM Taxed volatility is 4.06%, 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
Asset Correlations Table
| ZROZ | XBI | ISCG | VEA | SPDW | |
|---|---|---|---|---|---|
| ZROZ | 1.00 | -0.16 | -0.23 | -0.25 | -0.26 |
| XBI | -0.16 | 1.00 | 0.73 | 0.51 | 0.50 |
| ISCG | -0.23 | 0.73 | 1.00 | 0.71 | 0.72 |
| VEA | -0.25 | 0.51 | 0.71 | 1.00 | 0.98 |
| SPDW | -0.26 | 0.50 | 0.72 | 0.98 | 1.00 |