EJ General Investment

Asset Allocation

Position	Category/Sector	Target Weight
AITFX Invesco Limited Term Municipal Income Fund	Municipal Bonds	3.90%
AMHIX American High-Income Municipal Bond Fund	High Yield Muni	3.95%
BMNSX Baird Core Intermediate Municipal Bond Fund	Municipal Bonds	9.82%
DFEVX DFA Emerging Markets Value Portfolio	Emerging Markets Diversified	4.04%
DFISX DFA International Small Company Portfolio	Foreign Small & Mid Cap Equities, Small Cap Blend Equities	4.06%
EFA iShares MSCI EAFE ETF	Foreign Large Cap Equities	5.95%
FICMX Federated Hermes Government Income Fund	Government Bonds	1.51%
IVV iShares Core S&P 500 ETF	S&P 500	20.29%
JGRO JPMorgan Active Growth ETF	Large Cap Growth Equities, Actively Managed	11.68%
MIEIX MFS International Equity Fund Class R6	Foreign Large Cap Equities	10.65%
VB Vanguard Small-Cap ETF	Small Cap Growth Equities	3.91%
VO Vanguard Mid-Cap ETF	Mid Cap Growth Equities	8.90%
VTV Vanguard Value ETF	Large Cap Value Equities	11.34%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in EJ General Investment, 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 3 months.

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The earliest data available for this chart is Aug 9, 2022, corresponding to the inception date of JGRO

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.44%	-1.90%	-3.41%	-1.91%	30.31%	17.22%	10.14%	12.44%
Portfolio EJ General Investment	0.26%	-1.00%	-0.66%	0.61%	24.74%	14.00%	—	—
Portfolio components:
IVV iShares Core S&P 500 ETF	0.44%	-1.74%	-3.11%	-1.32%	32.00%	18.81%	11.72%	14.31%
EFA iShares MSCI EAFE ETF	0.50%	0.21%	2.56%	5.22%	35.98%	14.67%	8.27%	8.93%
JGRO JPMorgan Active Growth ETF	0.28%	-1.30%	-7.66%	-9.03%	28.64%	21.11%	—	—
VO Vanguard Mid-Cap ETF	0.49%	-1.42%	0.78%	-0.64%	26.26%	13.85%	6.86%	11.00%
VB Vanguard Small-Cap ETF	0.32%	0.49%	3.32%	3.59%	34.05%	14.52%	5.76%	10.83%
VTV Vanguard Value ETF	0.43%	-0.55%	4.16%	6.74%	28.76%	15.18%	10.89%	12.04%
AMHIX American High-Income Municipal Bond Fund	0.13%	-1.04%	0.21%	1.85%	3.40%	5.48%	1.78%	3.28%
BMNSX Baird Core Intermediate Municipal Bond Fund	0.10%	-0.86%	0.22%	1.55%	3.59%	3.40%	1.44%	2.27%
DFEVX DFA Emerging Markets Value Portfolio	-0.41%	-0.98%	4.84%	8.88%	38.61%	17.30%	9.09%	9.56%
DFISX DFA International Small Company Portfolio	-0.72%	-2.34%	1.90%	5.42%	42.74%	15.49%	7.08%	8.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 10, 2022, EJ General Investment's average daily return is +0.05%, while the average monthly return is +0.99%. At this rate, your investment would double in approximately 5.9 years.

Historically, 69% of months were positive and 31% were negative. The best month was Nov 2023 with a return of +8.1%, while the worst month was Sep 2022 at -7.9%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, EJ General Investment closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.9%, while the worst single day was Apr 4, 2025 at -4.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	2.09%	1.70%	-5.28%	1.01%									-0.66%
2025	3.10%	-0.26%	-3.05%	0.15%	4.39%	3.76%	0.66%	2.10%	2.76%	0.98%	0.41%	0.65%	16.58%
2024	0.35%	3.83%	2.78%	-3.26%	3.60%	1.33%	1.99%	2.18%	1.86%	-1.92%	3.91%	-3.00%	14.12%
2023	6.08%	-2.55%	2.07%	1.10%	-1.04%	5.16%	2.79%	-2.25%	-4.04%	-2.61%	8.12%	4.80%	18.11%
2022								-3.20%	-7.93%	5.72%	6.96%	-3.49%	-2.73%

Benchmark Metrics

EJ General Investment has an annualized alpha of 2.03%, beta of 0.71, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since August 10, 2022.

This portfolio participated in 80.30% of S&P 500 Index downside but only 79.07% of its upside — more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 2.03% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 2.03%

Beta: 0.71

R²: 0.94

Upside Capture: 79.07%

Downside Capture: 80.30%

Expense Ratio

EJ General Investment has an expense ratio of 0.29%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

Top 10 holdings

MIEIX

MFS International Equity Fund Class R6

AMHIX

American High-Income Municipal Bond Fund

FICMX

Federated Hermes Government Income Fund

BMNSX

Baird Core Intermediate Municipal Bond Fund

DFEVX

DFA Emerging Markets Value Portfolio

JGRO

JPMorgan Active Growth ETF

DFISX

DFA International Small Company Portfolio

AITFX

Invesco Limited Term Municipal Income Fund

EFA

iShares MSCI EAFE ETF

Vanguard Small-Cap ETF

Return for Risk

Risk / Return Rank

EJ General Investment ranks 47 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	2.15	1.84	+0.31
Sortino ratio Return per unit of downside risk	3.39	2.97	+0.42
Omega ratio Gain probability vs. loss probability	1.45	1.40	+0.04
Calmar ratio Return relative to maximum drawdown	2.53	1.82	+0.71
Martin ratio Return relative to average drawdown	11.28	7.76	+3.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
IVV iShares Core S&P 500 ETF	81	1.95	3.13	1.43	2.04	8.67
EFA iShares MSCI EAFE ETF	82	2.23	3.30	1.43	2.13	8.23
JGRO JPMorgan Active Growth ETF	54	1.46	2.31	1.30	0.87	2.76
VO Vanguard Mid-Cap ETF	69	1.68	2.66	1.33	1.56	5.71
VB Vanguard Small-Cap ETF	75	1.70	2.63	1.33	2.13	7.43
VTV Vanguard Value ETF	83	2.22	3.50	1.44	2.11	8.71
AMHIX American High-Income Municipal Bond Fund	22	0.69	0.93	1.20	0.78	2.50
BMNSX Baird Core Intermediate Municipal Bond Fund	62	1.43	1.88	1.43	1.38	5.51
DFEVX DFA Emerging Markets Value Portfolio	88	2.11	2.67	1.40	2.69	9.79
DFISX DFA International Small Company Portfolio	88	2.03	2.61	1.39	2.67	10.35

Sharpe Ratio

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.

EJ General Investment Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 2.15
All Time: 1.01

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 0.99 to 1.69, 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 EJ General Investment compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

EJ General Investment provided a 2.11% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	2.11%	2.21%	2.05%	1.97%	1.82%	2.01%	1.62%	2.13%	2.24%	1.73%	1.89%	1.93%
Portfolio components:
IVV iShares Core S&P 500 ETF	1.22%	1.17%	1.30%	1.44%	1.66%	1.20%	1.57%	1.85%	2.21%	1.75%	2.01%	2.27%
EFA iShares MSCI EAFE ETF	3.30%	3.38%	3.24%	2.98%	2.69%	3.33%	2.13%	3.10%	3.39%	2.57%	3.07%	2.76%
JGRO JPMorgan Active Growth ETF	0.17%	0.16%	0.10%	0.17%	0.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
VO Vanguard Mid-Cap ETF	1.49%	1.52%	1.49%	1.52%	1.60%	1.12%	1.45%	1.48%	1.82%	1.35%	1.45%	1.47%
VB Vanguard Small-Cap ETF	1.32%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%
VTV Vanguard Value ETF	2.01%	2.05%	2.31%	2.46%	2.52%	2.15%	2.56%	2.50%	2.73%	2.29%	2.44%	2.60%
AMHIX American High-Income Municipal Bond Fund	4.00%	5.26%	3.80%	3.10%	2.53%	3.23%	3.40%	3.46%	3.67%	4.01%	3.55%	4.03%
BMNSX Baird Core Intermediate Municipal Bond Fund	3.23%	3.22%	3.12%	2.74%	1.67%	1.34%	1.99%	2.15%	2.01%	1.71%	1.39%	0.59%
DFEVX DFA Emerging Markets Value Portfolio	3.58%	3.80%	4.68%	4.39%	4.44%	3.82%	2.47%	2.47%	2.49%	2.45%	1.99%	2.55%
DFISX DFA International Small Company Portfolio	3.09%	3.19%	3.39%	3.01%	3.51%	3.06%	1.71%	4.54%	7.74%	1.27%	4.44%	4.47%

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 EJ General Investment. 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 EJ General Investment was 13.57%, occurring on Sep 30, 2022. Recovery took 83 trading sessions.

The current EJ General Investment drawdown is 4.69%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-13.57%	Aug 17, 2022	32	Sep 30, 2022	83	Jan 31, 2023	115
-13.26%	Feb 19, 2025	35	Apr 8, 2025	28	May 19, 2025	63
-9.79%	Aug 1, 2023	63	Oct 27, 2023	31	Dec 12, 2023	94
-7.48%	Feb 26, 2026	23	Mar 30, 2026	—	—	—
-6.56%	Feb 3, 2023	28	Mar 15, 2023	55	Jun 2, 2023	83

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 13 assets, with an effective number of assets of 9.24, 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.

	Benchmark	BMNSX	AITFX	AMHIX	FICMX	DFEVX	JGRO	VTV	MIEIX	VB	DFISX	EFA	VO	IVV	Portfolio
Benchmark	1.00	0.10	0.11	0.11	0.18	0.58	0.94	0.79	0.71	0.83	0.70	0.75	0.87	1.00	0.96
BMNSX	0.10	1.00	0.78	0.82	0.48	0.14	0.08	0.08	0.19	0.09	0.19	0.18	0.10	0.10	0.16
AITFX	0.11	0.78	1.00	0.83	0.47	0.13	0.08	0.12	0.18	0.10	0.19	0.16	0.12	0.11	0.17
AMHIX	0.11	0.82	0.83	1.00	0.51	0.12	0.09	0.11	0.19	0.11	0.20	0.18	0.13	0.11	0.18
FICMX	0.18	0.48	0.47	0.51	1.00	0.13	0.16	0.17	0.26	0.19	0.28	0.27	0.21	0.18	0.24
DFEVX	0.58	0.14	0.13	0.12	0.13	1.00	0.55	0.51	0.66	0.55	0.69	0.68	0.56	0.58	0.67
JGRO	0.94	0.08	0.08	0.09	0.16	0.55	1.00	0.60	0.64	0.72	0.62	0.67	0.75	0.94	0.88
VTV	0.79	0.08	0.12	0.11	0.17	0.51	0.60	1.00	0.66	0.86	0.67	0.71	0.91	0.80	0.85
MIEIX	0.71	0.19	0.18	0.19	0.26	0.66	0.64	0.66	1.00	0.69	0.89	0.94	0.72	0.71	0.84
VB	0.83	0.09	0.10	0.11	0.19	0.55	0.72	0.86	0.69	1.00	0.72	0.74	0.96	0.83	0.90
DFISX	0.70	0.19	0.19	0.20	0.28	0.69	0.62	0.67	0.89	0.72	1.00	0.93	0.74	0.70	0.83
EFA	0.75	0.18	0.16	0.18	0.27	0.68	0.67	0.71	0.94	0.74	0.93	1.00	0.76	0.75	0.87
VO	0.87	0.10	0.12	0.13	0.21	0.56	0.75	0.91	0.72	0.96	0.74	0.76	1.00	0.87	0.93
IVV	1.00	0.10	0.11	0.11	0.18	0.58	0.94	0.80	0.71	0.83	0.70	0.75	0.87	1.00	0.96
Portfolio	0.96	0.16	0.17	0.18	0.24	0.67	0.88	0.85	0.84	0.90	0.83	0.87	0.93	0.96	1.00

The correlation results are calculated based on daily price changes starting from Aug 10, 2022

EJ General Investment

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table