Jusan - 2040
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
GLD SPDR Gold Trust | Precious Metals, Gold | 30% |
IEMG iShares Core MSCI Emerging Markets ETF | Asia Pacific Equities | 30% |
VNQ Vanguard Real Estate ETF | REIT | 40% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Jusan - 2040, 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 year.
The earliest data available for this chart is Oct 22, 2012, corresponding to the inception date of IEMG
Returns By Period
As of Apr 13, 2025, the Jusan - 2040 returned 4.53% Year-To-Date and 6.03% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.81% | -2.86% | -7.77% | 4.68% | 14.23% | 9.82% |
| Jusan - 2040 | 4.53% | -0.28% | -0.33% | 15.09% | 9.06% | 6.03% |
| Portfolio components: | ||||||
GLD SPDR Gold Trust | 23.05% | 8.29% | 21.37% | 37.36% | 13.07% | 9.97% |
IEMG iShares Core MSCI Emerging Markets ETF | -1.07% | -4.42% | -8.72% | 4.47% | 7.09% | 2.65% |
VNQ Vanguard Real Estate ETF | -5.15% | -4.42% | -10.00% | 6.59% | 6.03% | 4.33% |
Monthly Returns
The table below presents the monthly returns of Jusan - 2040, 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 | 3.14% | 2.28% | 2.17% | -3.02% | 4.53% | ||||||||
| 2024 | -3.71% | 2.09% | 4.16% | -2.07% | 2.74% | 1.49% | 4.89% | 2.94% | 4.48% | -0.80% | -0.15% | -4.22% | 11.89% |
| 2023 | 8.56% | -6.03% | 2.38% | 0.26% | -2.57% | 2.82% | 3.30% | -3.58% | -5.20% | -0.17% | 7.71% | 5.19% | 12.01% |
| 2022 | -4.02% | -0.66% | 1.87% | -3.95% | -2.73% | -4.96% | 2.29% | -3.66% | -9.12% | 0.24% | 9.31% | -1.64% | -16.76% |
| 2021 | -0.09% | 0.00% | 1.66% | 4.85% | 2.90% | -0.45% | 0.95% | 1.36% | -4.48% | 3.97% | -2.18% | 5.94% | 14.86% |
| 2020 | 0.07% | -4.10% | -12.48% | 8.04% | 2.43% | 3.68% | 7.63% | 0.89% | -2.73% | -0.85% | 4.15% | 5.57% | 10.98% |
| 2019 | 8.49% | -0.21% | 1.65% | 0.40% | -1.60% | 4.57% | 0.01% | 2.82% | 0.21% | 2.42% | -1.51% | 3.45% | 22.26% |
| 2018 | 1.67% | -5.34% | 1.88% | -0.83% | 0.31% | -0.86% | 0.45% | -0.54% | -1.62% | -3.15% | 3.35% | -2.76% | -7.48% |
| 2017 | 3.49% | 2.96% | -0.01% | 1.21% | 0.43% | 0.55% | 2.94% | 1.90% | -1.04% | 0.49% | 1.12% | 1.79% | 16.91% |
| 2016 | -1.30% | 3.10% | 7.13% | 0.92% | -2.20% | 6.84% | 3.75% | -2.25% | 0.30% | -3.43% | -4.58% | 1.10% | 8.94% |
| 2015 | 5.32% | -2.09% | -0.37% | -0.21% | -1.14% | -3.19% | -1.90% | -4.35% | 0.10% | 4.81% | -2.93% | -0.31% | -6.53% |
| 2014 | 0.32% | 4.97% | 0.20% | 1.79% | 0.88% | 2.98% | -0.76% | 2.36% | -6.44% | 3.60% | 0.42% | 0.15% | 10.46% |
Expense Ratio
Jusan - 2040 has an expense ratio of 0.21%, 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 89, Jusan - 2040 is among the top 11% 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 | |
|---|---|---|---|---|---|
GLD SPDR Gold Trust | 2.34 | 3.07 | 1.40 | 4.70 | 12.58 |
IEMG iShares Core MSCI Emerging Markets ETF | 0.15 | 0.35 | 1.04 | 0.12 | 0.50 |
VNQ Vanguard Real Estate ETF | 0.32 | 0.55 | 1.07 | 0.22 | 1.14 |
Dividends
Dividend yield
Jusan - 2040 provided a 2.71% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.71% | 2.50% | 2.45% | 2.38% | 1.94% | 2.13% | 2.30% | 2.72% | 2.40% | 2.61% | 2.32% | 2.13% |
| Portfolio components: | ||||||||||||
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEMG iShares Core MSCI Emerging Markets ETF | 3.24% | 3.20% | 2.89% | 2.70% | 3.06% | 1.87% | 3.15% | 2.76% | 2.34% | 2.28% | 2.52% | 2.30% |
VNQ Vanguard Real Estate ETF | 4.34% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
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 Jusan - 2040. 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 Jusan - 2040 was 27.55%, occurring on Mar 23, 2020. Recovery took 89 trading sessions.
The current Jusan - 2040 drawdown is 3.41%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -27.55% | Feb 24, 2020 | 21 | Mar 23, 2020 | 89 | Jul 29, 2020 | 110 |
| -24.88% | Jan 3, 2022 | 198 | Oct 14, 2022 | 435 | Jul 11, 2024 | 633 |
| -18.01% | Jan 23, 2015 | 250 | Jan 20, 2016 | 114 | Jul 1, 2016 | 364 |
| -14.37% | May 9, 2013 | 30 | Jun 20, 2013 | 271 | Jul 18, 2014 | 301 |
| -12.05% | Jan 29, 2018 | 229 | Dec 24, 2018 | 68 | Apr 3, 2019 | 297 |
Volatility
Volatility Chart
The current Jusan - 2040 volatility is 8.44%, 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
| GLD | VNQ | IEMG | |
|---|---|---|---|
| GLD | 1.00 | 0.11 | 0.17 |
| VNQ | 0.11 | 1.00 | 0.43 |
| IEMG | 0.17 | 0.43 | 1.00 |