Jimrec
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
ABNB Airbnb, Inc. | Communication Services | 12.50% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 12.50% |
BAYN.DE Bayer Aktiengesellschaft | Healthcare | 12.50% |
JGRE.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | Global Equities | 12.50% |
KO The Coca-Cola Company | Consumer Defensive | 12.50% |
MSFT Microsoft Corporation | Technology | 12.50% |
NFLX Netflix, Inc. | Communication Services | 12.50% |
NVDA NVIDIA Corporation | Technology | 12.50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Jimrec, 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 Dec 10, 2020, corresponding to the inception date of ABNB
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
Jimrec | 25.55% | 1.17% | 10.40% | 31.39% | N/A | N/A |
Portfolio components: | ||||||
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.80% | 26.41% |
KO The Coca-Cola Company | 22.11% | 5.65% | 19.26% | 20.72% | 8.50% | 8.87% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 26.23% | 26.77% |
NFLX Netflix, Inc. | 41.40% | 9.04% | 14.42% | 64.67% | 18.80% | 26.09% |
BAYN.DE Bayer Aktiengesellschaft | -16.78% | 3.15% | -2.24% | -43.32% | -13.32% | -9.43% |
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 99.84% | 75.44% |
ABNB Airbnb, Inc. | -15.01% | -17.41% | -23.91% | -8.28% | N/A | N/A |
JGRE.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 15.87% | 2.72% | 9.86% | 27.18% | 13.01% | N/A |
Monthly Returns
The table below presents the monthly returns of Jimrec, 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 | 5.07% | 8.80% | 4.47% | -4.25% | 6.38% | 4.94% | -2.29% | 25.55% | |||||
2023 | 16.52% | 0.99% | 8.78% | 1.16% | 6.22% | 7.40% | 5.22% | -2.56% | -6.86% | -1.52% | 6.88% | 4.00% | 54.43% |
2022 | -7.57% | -1.72% | 6.98% | -16.49% | -1.99% | -11.93% | 14.45% | -5.46% | -8.40% | 6.58% | 6.98% | -8.01% | -27.18% |
2021 | 1.86% | 2.82% | -0.08% | 4.30% | -2.05% | 6.64% | -0.40% | 4.62% | -2.07% | 9.35% | 1.56% | -0.78% | 28.20% |
2020 | 3.61% | 3.61% |
Expense Ratio
Jimrec has an expense ratio of 0.03%, 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 Jimrec is 30, 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.
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 | |
---|---|---|---|---|---|
AMZN Amazon.com, Inc. | 0.96 | 1.46 | 1.19 | 0.75 | 4.34 |
KO The Coca-Cola Company | 1.75 | 2.45 | 1.33 | 1.35 | 8.67 |
MSFT Microsoft Corporation | 1.35 | 1.83 | 1.24 | 1.73 | 5.91 |
NFLX Netflix, Inc. | 1.75 | 2.74 | 1.36 | 1.13 | 8.26 |
BAYN.DE Bayer Aktiengesellschaft | -1.23 | -1.78 | 0.76 | -0.73 | -1.11 |
NVDA NVIDIA Corporation | 3.25 | 3.61 | 1.46 | 5.94 | 19.34 |
ABNB Airbnb, Inc. | -0.36 | -0.29 | 0.96 | -0.27 | -1.01 |
JGRE.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 1.98 | 2.82 | 1.36 | 2.06 | 8.98 |
Dividends
Dividend yield
Jimrec granted a 0.48% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Jimrec | 0.48% | 1.38% | 1.01% | 0.98% | 1.23% | 1.03% | 1.15% | 1.00% | 1.04% | 1.02% | 1.07% | 1.10% |
Portfolio components: | ||||||||||||
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% |
KO The Coca-Cola Company | 2.67% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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% |
BAYN.DE Bayer Aktiengesellschaft | 0.40% | 7.14% | 4.14% | 4.26% | 5.81% | 3.85% | 3.75% | 2.61% | 2.08% | 1.60% | 1.53% | 1.54% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
ABNB Airbnb, 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% |
JGRE.L JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc) | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Jimrec. 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 Jimrec was 36.28%, occurring on Oct 11, 2022. Recovery took 174 trading sessions.
The current Jimrec drawdown is 3.86%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-36.28% | Nov 19, 2021 | 232 | Oct 11, 2022 | 174 | Jun 14, 2023 | 406 |
-13.95% | Jul 20, 2023 | 71 | Oct 26, 2023 | 52 | Jan 10, 2024 | 123 |
-11.54% | Jul 11, 2024 | 20 | Aug 7, 2024 | — | — | — |
-9.5% | Feb 12, 2021 | 17 | Mar 8, 2021 | 27 | Apr 15, 2021 | 44 |
-7.59% | Mar 25, 2024 | 19 | Apr 19, 2024 | 21 | May 20, 2024 | 40 |
Volatility
Volatility Chart
The current Jimrec volatility is 6.62%, 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
KO | BAYN.DE | ABNB | NFLX | JGRE.L | NVDA | AMZN | MSFT | |
---|---|---|---|---|---|---|---|---|
KO | 1.00 | 0.22 | 0.08 | 0.12 | 0.23 | 0.08 | 0.19 | 0.28 |
BAYN.DE | 0.22 | 1.00 | 0.17 | 0.14 | 0.45 | 0.18 | 0.16 | 0.15 |
ABNB | 0.08 | 0.17 | 1.00 | 0.41 | 0.43 | 0.49 | 0.49 | 0.42 |
NFLX | 0.12 | 0.14 | 0.41 | 1.00 | 0.35 | 0.52 | 0.56 | 0.53 |
JGRE.L | 0.23 | 0.45 | 0.43 | 0.35 | 1.00 | 0.48 | 0.42 | 0.45 |
NVDA | 0.08 | 0.18 | 0.49 | 0.52 | 0.48 | 1.00 | 0.59 | 0.64 |
AMZN | 0.19 | 0.16 | 0.49 | 0.56 | 0.42 | 0.59 | 1.00 | 0.68 |
MSFT | 0.28 | 0.15 | 0.42 | 0.53 | 0.45 | 0.64 | 0.68 | 1.00 |