MJ3

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

MJ3

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	8.33%
AMD Advanced Micro Devices, Inc.	Technology	8.33%
AMZN Amazon.com, Inc.	Consumer Cyclical	8.33%
AVGO Broadcom Inc.	Technology	8.33%
BRK-B Berkshire Hathaway Inc.	Financial Services	8.33%
COST Costco Wholesale Corporation	Consumer Defensive	8.33%
META Meta Platforms, Inc.	Communication Services	8.33%
NFLX Netflix, Inc.	Communication Services	8.33%
NVDA NVIDIA Corporation	Technology	8.33%
RY Royal Bank of Canada	Financial Services	8.33%
VFV.TO Vanguard S&P 500 Index ETF	Large Cap Growth Equities	8.33%
XUU.TO iShares Core S&P U.S. Total Market Index ETF	Large Cap Blend Equities	8.33%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of XUU.TO

Returns By Period

As of Jun 2, 2025, the MJ3 returned 4.87% Year-To-Date and 31.02% of annualized return in the last 10 years.

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	0.51%	3.96%	-2.00%	12.02%	14.19%	10.85%
MJ3	4.87%	6.54%	5.48%	26.27%	30.23%	31.02%
Portfolio components:
AAPL Apple Inc	-19.60%	-2.06%	-15.97%	4.96%	21.05%	21.31%
AMZN Amazon.com, Inc.	-6.55%	7.91%	-2.71%	16.19%	10.92%	25.27%
BRK-B Berkshire Hathaway Inc.	11.18%	-6.64%	5.58%	21.61%	22.12%	13.42%
COST Costco Wholesale Corporation	13.80%	3.16%	6.94%	29.10%	29.64%	24.24%
META Meta Platforms, Inc.	10.68%	8.45%	9.41%	39.21%	23.65%	23.25%
NFLX Netflix, Inc.	35.44%	4.39%	34.47%	88.15%	23.53%	29.77%
NVDA NVIDIA Corporation	0.63%	18.02%	-2.51%	23.29%	72.51%	74.01%
RY Royal Bank of Canada	6.95%	4.44%	3.01%	20.04%	18.87%	11.40%
VFV.TO Vanguard S&P 500 Index ETF	0.74%	3.94%	-1.94%	12.90%	15.50%	12.43%
XUU.TO iShares Core S&P U.S. Total Market Index ETF	0.46%	4.08%	-2.75%	12.73%	15.13%	11.87%
AVGO Broadcom Inc.	4.73%	18.87%	46.21%	84.43%	56.68%	36.05%
AMD Advanced Micro Devices, Inc.	-8.33%	12.07%	-22.05%	-33.65%	15.53%	47.32%

*Annualized

Monthly Returns

The table below presents the monthly returns of MJ3, 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	2.44%	-1.63%	-7.16%	2.52%	9.33%								4.87%
2024	6.73%	10.68%	1.90%	-5.11%	9.36%	6.03%	-1.10%	4.66%	3.10%	-0.77%	5.62%	1.53%	50.41%
2023	13.97%	1.57%	9.91%	1.49%	10.98%	7.13%	3.99%	-1.68%	-5.47%	-1.05%	11.47%	8.34%	77.28%
2022	-8.82%	-3.22%	4.18%	-16.62%	0.01%	-11.82%	14.10%	-5.48%	-10.20%	3.57%	10.24%	-7.70%	-31.01%
2021	-1.89%	0.75%	2.70%	5.95%	1.14%	6.19%	2.54%	5.15%	-4.26%	8.43%	6.51%	1.71%	40.09%
2020	1.83%	-4.32%	-6.49%	12.77%	5.45%	4.73%	11.84%	12.83%	-4.83%	-3.48%	10.79%	3.06%	50.19%
2019	12.98%	1.33%	5.48%	6.03%	-9.33%	9.78%	0.24%	-1.79%	0.05%	6.44%	5.94%	4.25%	47.57%
2018	12.99%	-1.57%	-4.60%	2.06%	8.02%	2.04%	1.78%	10.22%	3.98%	-12.83%	-1.45%	-8.00%	10.04%
2017	5.15%	6.35%	1.88%	0.26%	5.21%	-1.23%	6.32%	0.98%	0.82%	4.67%	2.31%	-0.58%	36.76%
2016	-8.14%	-0.16%	10.92%	1.14%	8.32%	0.64%	8.39%	3.49%	0.91%	2.16%	4.43%	7.17%	45.15%
2015		1.13%	-3.26%	2.79%	3.69%	-1.60%	2.97%	-2.59%	-1.29%	10.18%	4.53%	1.43%	18.70%

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

MJ3 has an expense ratio of 0.01%, 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.

VFV.TO

Vanguard S&P 500 Index ETF

XUU.TO

iShares Core S&P U.S. Total Market Index ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MJ3 is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.16	0.37	1.05	0.09	0.27
AMZN Amazon.com, Inc.	0.41	0.77	1.10	0.42	1.08
BRK-B Berkshire Hathaway Inc.	1.17	1.67	1.24	2.61	6.10
COST Costco Wholesale Corporation	1.27	1.64	1.22	1.46	4.17
META Meta Platforms, Inc.	1.05	1.41	1.19	0.92	2.75
NFLX Netflix, Inc.	2.63	3.42	1.46	4.47	14.55
NVDA NVIDIA Corporation	0.38	0.66	1.08	0.28	0.69
RY Royal Bank of Canada	1.16	1.76	1.24	1.54	4.38
VFV.TO Vanguard S&P 500 Index ETF	0.69	0.95	1.14	0.60	2.31
XUU.TO iShares Core S&P U.S. Total Market Index ETF	0.66	0.91	1.14	0.58	2.19
AVGO Broadcom Inc.	1.25	1.92	1.26	1.78	4.91
AMD Advanced Micro Devices, Inc.	-0.63	-0.74	0.91	-0.53	-1.07

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

MJ3 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

1-Year: 1.01
5-Year: 1.23
10-Year: 1.30
All Time: 1.30

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.13, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of MJ3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

MJ3 provided a 0.64% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.64%	0.63%	0.95%	0.95%	0.72%	1.14%	1.07%	1.18%	1.22%	0.98%	1.33%	0.90%
Portfolio components:
AAPL Apple Inc	0.50%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
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%
BRK-B 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%
COST Costco Wholesale Corporation	0.46%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%
META Meta Platforms, Inc.	0.31%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NFLX Netflix, 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%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
RY Royal Bank of Canada	3.26%	3.39%	3.93%	4.13%	3.28%	3.86%	3.88%	4.29%	3.28%	3.59%	4.54%	3.73%
VFV.TO Vanguard S&P 500 Index ETF	1.06%	0.99%	1.20%	1.31%	1.06%	1.33%	1.55%	1.68%	1.50%	1.66%	1.63%	1.48%
XUU.TO iShares Core S&P U.S. Total Market Index ETF	1.08%	1.02%	1.22%	1.38%	1.01%	1.33%	1.68%	1.73%	1.49%	1.65%	1.52%	0.00%
AVGO Broadcom Inc.	0.92%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%	1.22%
AMD Advanced Micro Devices, 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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the MJ3. 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 MJ3 was 37.84%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.

The current MJ3 drawdown is 1.30%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.84%	Dec 28, 2021	206	Oct 14, 2022	167	Jun 12, 2023	373
-28.16%	Feb 20, 2020	18	Mar 16, 2020	58	Jun 5, 2020	76
-27.31%	Oct 2, 2018	60	Dec 24, 2018	82	Apr 23, 2019	142
-21.51%	Feb 18, 2025	36	Apr 8, 2025	—	—	—
-17.67%	Dec 30, 2015	31	Feb 11, 2016	34	Apr 1, 2016	65

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 12 assets, with an effective number of assets of 12.00, 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

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

	^GSPC	RY	COST	BRK-B	NFLX	AMD	META	AVGO	AMZN	AAPL	NVDA	XUU.TO	VFV.TO	Portfolio
^GSPC	1.00	0.61	0.57	0.69	0.51	0.53	0.62	0.66	0.65	0.69	0.63	0.89	0.96	0.86
RY	0.61	1.00	0.30	0.57	0.27	0.29	0.32	0.35	0.33	0.36	0.31	0.57	0.58	0.50
COST	0.57	0.30	1.00	0.39	0.33	0.29	0.36	0.37	0.41	0.43	0.36	0.50	0.55	0.53
BRK-B	0.69	0.57	0.39	1.00	0.26	0.27	0.31	0.36	0.32	0.41	0.31	0.59	0.65	0.51
NFLX	0.51	0.27	0.33	0.26	1.00	0.40	0.51	0.40	0.54	0.44	0.47	0.46	0.49	0.66
AMD	0.53	0.29	0.29	0.27	0.40	1.00	0.43	0.51	0.46	0.44	0.65	0.49	0.52	0.74
META	0.62	0.32	0.36	0.31	0.51	0.43	1.00	0.48	0.62	0.51	0.52	0.54	0.59	0.70
AVGO	0.66	0.35	0.37	0.36	0.40	0.51	0.48	1.00	0.49	0.55	0.62	0.59	0.64	0.74
AMZN	0.65	0.33	0.41	0.32	0.54	0.46	0.62	0.49	1.00	0.56	0.55	0.57	0.62	0.73
AAPL	0.69	0.36	0.43	0.41	0.44	0.44	0.51	0.55	0.56	1.00	0.51	0.60	0.66	0.71
NVDA	0.63	0.31	0.36	0.31	0.47	0.65	0.52	0.62	0.55	0.51	1.00	0.56	0.60	0.80
XUU.TO	0.89	0.57	0.50	0.59	0.46	0.49	0.54	0.59	0.57	0.60	0.56	1.00	0.91	0.77
VFV.TO	0.96	0.58	0.55	0.65	0.49	0.52	0.59	0.64	0.62	0.66	0.60	0.91	1.00	0.83
Portfolio	0.86	0.50	0.53	0.51	0.66	0.74	0.70	0.74	0.73	0.71	0.80	0.77	0.83	1.00

The correlation results are calculated based on daily price changes starting from Feb 23, 2015

Go to the full Correlations tool for more customization options

Performance Analysis

Risk Analysis

Optimization

Factor Model

MJ3

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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