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Jimrec
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Jimrec

Last updated Jul 25, 2024

Asset Allocation

AMZN 12.5%KO 12.5%MSFT 12.5%NFLX 12.5%BAYN.DE 12.5%NVDA 12.5%ABNB 12.5%JGRE.L 12.5%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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

30.00%40.00%50.00%60.00%70.00%80.00%90.00%FebruaryMarchAprilMayJuneJuly
84.15%
47.19%
Jimrec
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 10, 2020, corresponding to the inception date of ABNB

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Jimrec23.28%-3.64%14.77%25.15%N/AN/A
Portfolio components:
AMZN
Amazon.com, Inc.		18.37%-7.11%13.03%40.23%13.14%27.42%
KO
The Coca-Cola Company		13.89%3.15%13.05%9.20%7.35%8.38%
MSFT
Microsoft Corporation		11.67%-7.47%3.96%27.50%25.49%27.36%
NFLX
Netflix, Inc.		30.24%-6.43%11.16%53.47%13.59%26.51%
BAYN.DE
Bayer Aktiengesellschaft		-19.24%7.56%-14.53%-47.75%-11.47%-8.94%
NVDA
NVIDIA Corporation		126.76%-11.17%84.00%144.69%91.87%74.99%
ABNB
Airbnb, Inc.		2.86%-6.65%-6.41%-5.70%N/AN/A
JGRE.L
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)		12.22%-0.28%10.28%18.14%11.91%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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.07%8.80%4.47%-4.25%6.38%4.94%23.28%
202316.52%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%
20211.86%2.82%-0.08%4.30%-2.05%6.64%-0.40%4.62%-2.07%9.35%1.56%-0.78%28.20%
20203.61%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.

JGRE.L
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)
Expense ratio chart for JGRE.L: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Jimrec is 63, 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 Jimrec is 6363
Jimrec
The Sharpe Ratio Rank of Jimrec is 6262Sharpe Ratio Rank
The Sortino Ratio Rank of Jimrec is 6262Sortino Ratio Rank
The Omega Ratio Rank of Jimrec is 6363Omega Ratio Rank
The Calmar Ratio Rank of Jimrec is 6868Calmar Ratio Rank
The Martin Ratio Rank of Jimrec is 6262Martin 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.

Jimrec
Sharpe ratio
The chart of Sharpe ratio for Jimrec, currently valued at 1.67, compared to the broader market-1.000.001.002.003.004.001.67
Sortino ratio
The chart of Sortino ratio for Jimrec, currently valued at 2.39, compared to the broader market-2.000.002.004.006.002.39
Omega ratio
The chart of Omega ratio for Jimrec, currently valued at 1.30, compared to the broader market0.801.001.201.401.601.801.30
Calmar ratio
The chart of Calmar ratio for Jimrec, currently valued at 1.92, compared to the broader market0.002.004.006.008.001.92
Martin ratio
The chart of Martin ratio for Jimrec, currently valued at 6.77, compared to the broader market0.0010.0020.0030.0040.006.77
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMZN
Amazon.com, Inc.		1.442.191.271.107.91
KO
The Coca-Cola Company		0.831.231.160.612.59
MSFT
Microsoft Corporation		1.502.021.262.249.55
NFLX
Netflix, Inc.		1.442.301.300.947.14
BAYN.DE
Bayer Aktiengesellschaft		-1.43-2.090.72-0.78-1.19
NVDA
NVIDIA Corporation		3.293.731.477.7021.31
ABNB
Airbnb, Inc.		-0.020.211.02-0.01-0.06
JGRE.L
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)		1.782.681.321.758.02

Sharpe Ratio

The current Jimrec Sharpe ratio is 1.70. 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 1.24 to 1.94, 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 Jimrec 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.67
1.58
Jimrec
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Jimrec granted a 0.50% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Jimrec0.50%1.38%1.01%0.98%1.23%1.03%1.25%1.07%1.09%1.07%1.11%1.14%
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		2.86%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		0.70%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%4.55%3.19%2.52%1.94%1.86%1.86%
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.

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-5.55%
-4.73%
Jimrec
Benchmark (^GSPC)
Portfolio components

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 4.88%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.28%Nov 19, 2021232Oct 11, 2022174Jun 14, 2023406
-13.95%Jul 20, 202371Oct 26, 202352Jan 10, 2024123
-9.5%Feb 12, 202117Mar 8, 202127Apr 15, 202144
-7.59%Mar 25, 202419Apr 19, 202421May 20, 202440
-6.65%Apr 19, 202118May 12, 202123Jun 14, 202141

Volatility

Volatility Chart

The current Jimrec volatility is 4.17%, 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%3.00%4.00%5.00%6.00%7.00%FebruaryMarchAprilMayJuneJuly
4.17%
3.80%
Jimrec
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.
KOBAYN.DEABNBNFLXJGRE.LNVDAAMZNMSFT
KO1.000.220.090.120.240.090.190.29
BAYN.DE0.221.000.170.140.460.170.160.15
ABNB0.090.171.000.410.430.480.490.41
NFLX0.120.140.411.000.340.520.560.53
JGRE.L0.240.460.430.341.000.480.410.45
NVDA0.090.170.480.520.481.000.580.65
AMZN0.190.160.490.560.410.581.000.68
MSFT0.290.150.410.530.450.650.681.00
The correlation results are calculated based on daily price changes starting from Dec 11, 2020