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brokerage -2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

brokerage -2

Currency in USD · Last updated Jun 3, 2025

Asset Allocation

NVDA 32%SMR 20%EVGO 13%VOO 10%QQQ 10%SCHD 10%JSPR 5%EquityEquity
PositionCategory/SectorTarget Weight
EVGO
Evgo Inc		Consumer Cyclical
13%
JSPR
Jasper Therapeutics, Inc.		Healthcare
5%
NVDA
NVIDIA Corporation		Technology
32%
QQQ
Invesco QQQ		Large Cap Blend Equities
10%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
10%
SMR
Nuscale Power Corp		Industrials
20%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
10%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Sep 24, 2021, corresponding to the inception date of JSPR

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.92%4.38%-1.84%12.48%13.71%10.99%
brokerage -212.63%29.95%-5.30%66.70%N/AN/A
Portfolio components:
NVDA
NVIDIA Corporation		2.31%19.98%-2.04%19.49%73.50%74.04%
EVGO
Evgo Inc		-6.67%32.63%-40.85%93.85%N/AN/A
SMR
Nuscale Power Corp		78.64%83.45%28.79%319.79%N/AN/A
VOO
Vanguard S&P 500 ETF		1.48%4.65%-1.19%13.82%15.43%12.96%
QQQ
Invesco QQQ		2.50%7.03%1.54%16.17%17.93%17.87%
SCHD
Schwab US Dividend Equity ETF		-3.05%0.73%-8.38%4.65%11.62%10.79%
JSPR
Jasper Therapeutics, Inc.		-74.51%0.74%-76.93%-78.32%N/AN/A
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025-1.66%-9.21%-10.42%4.55%34.64%0.04%12.63%
20243.81%22.06%20.26%-5.69%22.76%15.90%2.62%2.13%3.90%27.41%12.83%-20.19%155.46%
202334.10%4.58%10.02%-4.88%6.09%4.26%8.49%-4.81%-12.65%-14.28%9.81%9.32%50.69%
2022-11.19%1.40%9.06%-19.20%1.99%-14.25%24.01%-6.31%-16.60%4.12%7.86%-11.26%-32.98%
2021-7.97%13.57%13.73%-6.13%11.58%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

brokerage -2 has an expense ratio of 0.03%, 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.

QQQ
Invesco QQQ
SCHD
Schwab US Dividend Equity ETF
VOO
Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of brokerage -2 is 74, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of brokerage -2 is 7474
Overall Rank
The Sharpe Ratio Rank of brokerage -2 is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of brokerage -2 is 8282
Sortino Ratio Rank
The Omega Ratio Rank of brokerage -2 is 7676
Omega Ratio Rank
The Calmar Ratio Rank of brokerage -2 is 8181
Calmar Ratio Rank
The Martin Ratio Rank of brokerage -2 is 5151
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
NVDA
NVIDIA Corporation		0.430.861.110.531.30
EVGO
Evgo Inc		0.842.081.250.941.89
SMR
Nuscale Power Corp		2.272.841.324.488.16
VOO
Vanguard S&P 500 ETF		0.721.141.170.762.87
QQQ
Invesco QQQ		0.661.011.140.672.18
SCHD
Schwab US Dividend Equity ETF		0.250.711.100.431.30
JSPR
Jasper Therapeutics, Inc.		-0.81-1.070.83-0.79-1.46

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

brokerage -2 Sharpe ratios as of Jun 3, 2025 (values are recalculated daily):

  • 1-Year: 1.29
  • All Time: 0.91

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.14, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of brokerage -2 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

brokerage -2 provided a 0.59% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.59%0.55%0.57%0.62%0.46%0.57%0.65%0.75%0.62%0.74%0.99%1.13%
Portfolio components:
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
EVGO
Evgo 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%
SMR
Nuscale Power Corp		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF		1.28%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
QQQ
Invesco QQQ		0.57%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
SCHD
Schwab US Dividend Equity ETF		3.96%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
JSPR
Jasper Therapeutics, 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%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the brokerage -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 brokerage -2 was 43.49%, occurring on Oct 14, 2022. Recovery took 165 trading sessions.

The current brokerage -2 drawdown is 10.71%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-43.49%Nov 12, 2021232Oct 14, 2022165Jun 13, 2023397
-43.11%Nov 25, 202489Apr 4, 2025———
-30.09%Jul 19, 202372Oct 27, 202379Feb 22, 2024151
-25.17%Mar 19, 202423Apr 19, 202426May 28, 202449
-21.25%Jul 17, 202416Aug 7, 202441Oct 4, 202457
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 5.21, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCJSPRSMREVGOSCHDNVDAQQQVOOPortfolio
^GSPC1.000.210.320.410.760.730.951.000.73
JSPR0.211.000.080.120.130.160.200.210.30
SMR0.320.081.000.260.260.200.280.320.62
EVGO0.410.120.261.000.330.300.410.410.59
SCHD0.760.130.260.331.000.360.590.760.47
NVDA0.730.160.200.300.361.000.810.720.76
QQQ0.950.200.280.410.590.811.000.940.75
VOO1.000.210.320.410.760.720.941.000.73
Portfolio0.730.300.620.590.470.760.750.731.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2021
Go to the full Correlations tool for more customization options