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Jimrec
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
27.17%
19.37%
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
6.30%-3.13%19.37%22.56%11.65%10.55%
Jimrec15.13%-4.57%27.17%39.53%N/AN/A
AMZN
Amazon.com, Inc.
18.17%0.37%39.65%69.04%13.58%28.08%
KO
The Coca-Cola Company
3.72%0.25%10.73%-2.15%8.19%7.36%
MSFT
Microsoft Corporation
8.59%-4.94%23.79%45.83%27.16%28.34%
NFLX
Netflix, Inc.
18.66%-8.00%39.64%75.60%9.44%28.86%
BAYN.DE
Bayer Aktiengesellschaft
-21.16%1.24%-33.06%-54.22%-11.18%-8.72%
NVDA
NVIDIA Corporation
66.44%-12.58%88.80%204.89%78.03%68.79%
ABNB
Airbnb, Inc.
18.22%-4.12%31.92%38.61%N/AN/A
JGRE.L
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)
5.20%-3.85%19.57%20.36%13.00%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20245.07%8.80%4.47%
2023-6.86%-1.52%6.88%4.00%

Expense Ratio

The Jimrec has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


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 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 2.22, compared to the broader market-1.000.001.002.003.004.005.002.22
Sortino ratio
The chart of Sortino ratio for Jimrec, currently valued at 3.13, compared to the broader market0.002.004.006.003.13
Omega ratio
The chart of Omega ratio for Jimrec, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for Jimrec, currently valued at 2.74, compared to the broader market0.002.004.006.008.002.74
Martin ratio
The chart of Martin ratio for Jimrec, currently valued at 7.70, compared to the broader market0.0010.0020.0030.0040.0050.007.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AMZN
Amazon.com, Inc.
2.613.491.441.6515.81
KO
The Coca-Cola Company
-0.17-0.150.98-0.13-0.33
MSFT
Microsoft Corporation
1.692.331.292.666.65
NFLX
Netflix, Inc.
2.263.191.431.529.21
BAYN.DE
Bayer Aktiengesellschaft
-1.70-2.570.63-0.90-1.48
NVDA
NVIDIA Corporation
3.964.751.609.7229.19
ABNB
Airbnb, Inc.
0.921.471.180.652.97
JGRE.L
JPMorgan Global Research Enhanced Index Equity UCITS ETF - USD (acc)
1.922.841.351.887.04

Sharpe Ratio

The current Jimrec Sharpe ratio is 2.22. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.22

The Sharpe ratio of Jimrec lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.22
1.92
Jimrec
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Jimrec granted a 1.57% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Jimrec1.57%1.38%1.01%0.98%1.23%1.03%1.25%1.00%1.09%1.07%1.12%1.14%
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
3.08%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
8.78%7.14%4.14%4.26%5.81%3.85%4.55%2.64%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%0.29%0.45%1.20%1.70%1.94%
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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.57%
-3.50%
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 4.57%.


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, 2024
-6.65%Apr 19, 202118May 12, 202123Jun 14, 202141

Volatility

Volatility Chart

The current Jimrec volatility is 5.09%, 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%NovemberDecember2024FebruaryMarchApril
5.09%
3.58%
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
KO1.000.220.100.140.250.120.210.31
BAYN.DE0.221.000.190.160.480.190.180.17
ABNB0.100.191.000.420.440.490.500.42
NFLX0.140.160.421.000.360.530.570.53
JGRE.L0.250.480.440.361.000.490.420.46
NVDA0.120.190.490.530.491.000.620.67
AMZN0.210.180.500.570.420.621.000.69
MSFT0.310.170.420.530.460.670.691.00