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Javier 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SPY 50%SOXX 25%VGT 25%EquityEquity
PositionCategory/SectorWeight
SOXX
iShares PHLX Semiconductor ETF
Technology Equities
25%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities
50%
VGT
Vanguard Information Technology ETF
Technology Equities
25%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Javier 2, 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%15.00%MayJuneJulyAugustSeptemberOctober
16.86%
15.83%
Javier 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VGT

Returns By Period

As of Oct 30, 2024, the Javier 2 returned 24.43% Year-To-Date and 18.16% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
22.29%1.65%15.83%39.98%13.99%11.23%
Javier 224.43%2.27%16.86%49.52%20.69%18.16%
SPY
SPDR S&P 500 ETF
23.55%1.80%16.63%41.88%15.74%13.19%
SOXX
iShares PHLX Semiconductor ETF
23.15%1.16%10.40%62.16%27.08%24.76%
VGT
Vanguard Information Technology ETF
26.76%4.34%23.72%51.83%23.35%21.01%

Monthly Returns

The table below presents the monthly returns of Javier 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.74%6.63%3.03%-4.75%6.87%5.15%-0.92%1.01%1.65%24.43%
20239.57%-0.69%6.62%-1.09%6.02%6.43%3.73%-2.52%-5.73%-3.17%11.88%6.63%42.60%
2022-7.49%-2.86%2.72%-11.17%1.20%-10.92%12.07%-5.81%-10.91%6.53%8.71%-7.43%-25.48%
20210.12%3.42%2.91%3.80%0.63%4.21%2.21%2.99%-4.90%7.17%3.27%3.57%33.08%
20200.13%-6.96%-11.44%13.53%6.14%4.62%6.23%7.72%-3.22%-2.26%13.21%4.55%33.27%
20198.51%5.06%2.79%6.55%-9.68%8.85%3.04%-1.97%2.24%3.58%4.23%4.46%42.98%
20186.86%-1.72%-2.83%-1.33%5.67%-1.02%3.53%4.47%-0.23%-8.56%1.36%-8.13%-3.25%
20173.01%3.91%1.73%0.94%3.98%-1.63%3.27%1.66%2.51%5.26%1.74%0.26%29.89%
2016-5.85%0.14%7.78%-2.13%4.29%-0.67%6.49%1.88%1.73%-1.36%3.78%2.13%18.86%
2015-3.58%7.28%-2.07%0.49%3.46%-4.21%0.46%-5.80%-1.93%9.35%1.07%-1.98%1.43%
2014-2.62%5.18%1.41%-0.34%3.12%3.33%-1.64%4.63%-1.26%1.74%4.41%-0.40%18.59%
20135.02%1.70%3.14%1.53%3.66%-1.47%4.51%-2.59%4.35%4.06%2.59%3.66%34.32%

Expense Ratio

Javier 2 has an expense ratio of 0.18%, 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.


Expense ratio chart for SOXX: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Javier 2 is 37, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Javier 2 is 3737
Combined Rank
The Sharpe Ratio Rank of Javier 2 is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of Javier 2 is 2727Sortino Ratio Rank
The Omega Ratio Rank of Javier 2 is 3333Omega Ratio Rank
The Calmar Ratio Rank of Javier 2 is 6464Calmar Ratio Rank
The Martin Ratio Rank of Javier 2 is 2727Martin 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.


Javier 2
Sharpe ratio
The chart of Sharpe ratio for Javier 2, currently valued at 2.69, compared to the broader market0.002.004.006.002.69
Sortino ratio
The chart of Sortino ratio for Javier 2, currently valued at 3.39, compared to the broader market-2.000.002.004.006.003.39
Omega ratio
The chart of Omega ratio for Javier 2, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.802.001.47
Calmar ratio
The chart of Calmar ratio for Javier 2, currently valued at 3.59, compared to the broader market0.005.0010.003.59
Martin ratio
The chart of Martin ratio for Javier 2, currently valued at 13.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0013.23
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 3.43, compared to the broader market0.002.004.006.003.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 4.52, compared to the broader market-2.000.002.004.006.004.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.64, compared to the broader market0.801.001.201.401.601.802.001.64
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.17, compared to the broader market0.005.0010.003.17
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 22.22, compared to the broader market0.0010.0020.0030.0040.0050.0060.0022.22

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF
3.624.771.684.1123.79
SOXX
iShares PHLX Semiconductor ETF
1.772.261.302.416.49
VGT
Vanguard Information Technology ETF
2.583.181.443.4912.68

Sharpe Ratio

The current Javier 2 Sharpe ratio is 2.69. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.49 to 3.44, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Javier 2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50MayJuneJulyAugustSeptemberOctober
2.69
3.43
Javier 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Javier 2 provided a 0.91% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Javier 20.91%1.05%1.37%0.92%1.17%1.46%1.69%1.37%1.61%1.67%1.60%1.47%
SPY
SPDR S&P 500 ETF
1.20%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
SOXX
iShares PHLX Semiconductor ETF
0.62%0.78%1.25%0.64%0.81%1.23%1.37%0.90%1.08%1.29%1.56%1.18%
VGT
Vanguard Information Technology ETF
0.61%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.77%
-0.54%
Javier 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Javier 2. 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 Javier 2 was 55.77%, occurring on Mar 9, 2009. Recovery took 743 trading sessions.

The current Javier 2 drawdown is 0.77%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-55.77%Oct 10, 2007355Mar 9, 2009743Feb 16, 20121098
-32.79%Dec 28, 2021202Oct 14, 2022290Dec 11, 2023492
-32.78%Feb 20, 202023Mar 23, 202076Jul 10, 202099
-21.02%Sep 21, 201865Dec 24, 201859Mar 21, 2019124
-17.66%Feb 12, 2004126Aug 12, 2004232Jul 14, 2005358

Volatility

Volatility Chart

The current Javier 2 volatility is 4.13%, 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.


2.00%4.00%6.00%8.00%10.00%MayJuneJulyAugustSeptemberOctober
4.13%
2.71%
Javier 2
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SOXXSPYVGT
SOXX1.000.760.86
SPY0.761.000.87
VGT0.860.871.00
The correlation results are calculated based on daily price changes starting from Feb 2, 2004