justin
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AAPL Apple Inc | Technology | 13.64% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 8.24% |
IJH iShares Core S&P Mid-Cap ETF | Small Cap Growth Equities | 12.42% |
MSFT Microsoft Corporation | Technology | 11.76% |
NVDA NVIDIA Corporation | Technology | 8.90% |
QQQ Invesco QQQ | Large Cap Blend Equities | 7.33% |
TSLA Tesla, Inc. | Consumer Cyclical | 7.26% |
VNQ Vanguard Real Estate ETF | REIT | 9.92% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 9.91% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 10.62% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in justin, 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.
The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Jan 12, 2025, the justin returned -0.18% Year-To-Date and 41.23% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.93% | -3.71% | 3.77% | 21.81% | 12.17% | 11.26% |
| justin | -0.18% | -2.50% | 14.15% | 100.20% | 55.67% | 41.40% |
| Portfolio components: | ||||||
AAPL Apple Inc | -5.42% | -4.55% | 2.97% | 28.02% | 25.71% | 25.93% |
IJH iShares Core S&P Mid-Cap ETF | -0.67% | -5.31% | 3.25% | 15.27% | 10.07% | 9.89% |
MSFT Microsoft Corporation | -0.60% | -6.33% | -7.28% | 8.65% | 22.09% | 26.88% |
VTI Vanguard Total Stock Market ETF | -0.87% | -3.90% | 4.89% | 22.79% | 13.29% | 12.81% |
VNQ Vanguard Real Estate ETF | -3.96% | -7.96% | -0.41% | 2.15% | 2.12% | 3.95% |
VOO Vanguard S&P 500 ETF | -0.91% | -3.60% | 4.42% | 23.50% | 13.97% | 13.38% |
NVDA NVIDIA Corporation | 1.21% | 1.24% | 5.18% | 148.47% | 86.15% | 76.54% |
AMZN Amazon.com, Inc. | -0.21% | -3.75% | 12.57% | 41.60% | 18.64% | 31.44% |
QQQ Invesco QQQ | -0.79% | -4.25% | 2.81% | 24.57% | 19.02% | 18.67% |
TSLA Tesla, Inc. | -2.25% | -9.51% | 59.02% | 80.34% | 61.87% | 41.06% |
Monthly Returns
The table below presents the monthly returns of justin, 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 | 3.32% | 18.18% | 5.70% | -2.84% | 17.59% | 11.51% | -0.99% | 0.04% | 5.25% | 4.69% | 10.42% | 2.18% | 102.49% |
| 2023 | 27.62% | 12.58% | 9.38% | -6.89% | 23.20% | 15.84% | 5.40% | 0.76% | -7.81% | -9.08% | 15.19% | 4.33% | 123.39% |
| 2022 | -11.60% | -4.15% | 15.42% | -21.03% | -7.11% | -12.30% | 24.58% | -8.73% | -9.04% | -4.66% | -1.25% | -22.06% | -52.25% |
| 2021 | 6.15% | -7.43% | -0.62% | 8.05% | -4.83% | 11.64% | 0.59% | 8.25% | -1.55% | 28.18% | 9.28% | -6.03% | 58.19% |
| 2020 | 12.24% | -0.23% | -8.85% | 22.06% | 9.03% | 13.96% | 16.69% | 35.38% | -8.09% | -6.94% | 22.03% | 12.22% | 186.42% |
| 2019 | 5.28% | 3.61% | 4.92% | 1.95% | -13.74% | 12.29% | 2.88% | -2.13% | 2.88% | 10.20% | 5.21% | 8.86% | 47.77% |
| 2018 | 14.73% | -0.76% | -6.76% | 1.69% | 6.59% | 1.54% | 0.91% | 10.13% | -1.69% | -10.55% | -6.35% | -11.07% | -4.89% |
| 2017 | 6.21% | 0.90% | 5.12% | 2.84% | 11.84% | 0.48% | 2.07% | 4.58% | 0.11% | 7.81% | -0.50% | -0.91% | 47.89% |
| 2016 | -10.45% | -0.69% | 11.83% | -0.59% | 4.68% | -1.60% | 9.31% | -0.57% | 2.92% | -1.10% | 4.78% | 7.18% | 26.53% |
| 2015 | -2.13% | 5.29% | -3.50% | 7.42% | 3.89% | -0.40% | 2.40% | -5.02% | -0.18% | 3.73% | 4.77% | -0.33% | 16.24% |
| 2014 | 1.65% | 13.37% | -4.79% | 0.48% | 2.46% | 6.01% | -2.65% | 10.45% | -4.91% | 2.36% | 4.17% | -4.74% | 24.36% |
Expense Ratio
justin has an expense ratio of 0.04%, 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
With an overall rank of 84, justin is among the top 16% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.27 | 1.89 | 1.24 | 1.72 | 4.48 |
IJH iShares Core S&P Mid-Cap ETF | 0.96 | 1.43 | 1.17 | 1.81 | 4.64 |
MSFT Microsoft Corporation | 0.62 | 0.91 | 1.12 | 0.80 | 1.76 |
VTI Vanguard Total Stock Market ETF | 1.80 | 2.41 | 1.33 | 2.73 | 11.16 |
VNQ Vanguard Real Estate ETF | 0.12 | 0.27 | 1.03 | 0.07 | 0.46 |
VOO Vanguard S&P 500 ETF | 1.92 | 2.56 | 1.35 | 2.88 | 12.38 |
NVDA NVIDIA Corporation | 2.95 | 3.29 | 1.41 | 5.76 | 17.59 |
AMZN Amazon.com, Inc. | 1.59 | 2.21 | 1.28 | 2.29 | 7.41 |
QQQ Invesco QQQ | 1.43 | 1.94 | 1.26 | 1.90 | 6.73 |
TSLA Tesla, Inc. | 1.06 | 1.85 | 1.22 | 1.04 | 3.72 |
Dividends
Dividend yield
justin provided a 1.01% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.01% | 0.99% | 1.07% | 1.23% | 0.84% | 1.10% | 1.27% | 1.65% | 1.43% | 1.74% | 1.72% | 1.67% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.42% | 0.40% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% |
IJH iShares Core S&P Mid-Cap ETF | 1.34% | 1.33% | 1.46% | 1.68% | 1.18% | 1.28% | 1.63% | 1.72% | 1.19% | 1.60% | 1.56% | 1.34% |
MSFT Microsoft Corporation | 0.74% | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% |
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
VNQ Vanguard Real Estate ETF | 4.01% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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% |
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% |
QQQ Invesco QQQ | 0.56% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
TSLA Tesla, 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the justin. 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 justin was 57.94%, occurring on Jan 5, 2023. Recovery took 131 trading sessions.
The current justin drawdown is 6.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -57.94% | Jan 4, 2022 | 253 | Jan 5, 2023 | 131 | Jul 17, 2023 | 384 |
| -37.28% | Feb 20, 2020 | 20 | Mar 18, 2020 | 50 | May 29, 2020 | 70 |
| -33.35% | Oct 2, 2018 | 58 | Dec 24, 2018 | 244 | Dec 12, 2019 | 302 |
| -24.76% | Feb 9, 2021 | 19 | Mar 8, 2021 | 87 | Jul 12, 2021 | 106 |
| -24.4% | Jul 11, 2024 | 20 | Aug 7, 2024 | 52 | Oct 21, 2024 | 72 |
Volatility
Volatility Chart
The current justin volatility is 10.96%, 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
| TSLA | VNQ | NVDA | AAPL | AMZN | MSFT | IJH | VOO | VTI | QQQ | |
|---|---|---|---|---|---|---|---|---|---|---|
| TSLA | 1.00 | 0.28 | 0.39 | 0.37 | 0.39 | 0.35 | 0.42 | 0.45 | 0.46 | 0.51 |
| VNQ | 0.28 | 1.00 | 0.30 | 0.34 | 0.34 | 0.41 | 0.67 | 0.63 | 0.64 | 0.50 |
| NVDA | 0.39 | 0.30 | 1.00 | 0.47 | 0.50 | 0.54 | 0.51 | 0.60 | 0.60 | 0.69 |
| AAPL | 0.37 | 0.34 | 0.47 | 1.00 | 0.49 | 0.55 | 0.49 | 0.63 | 0.61 | 0.74 |
| AMZN | 0.39 | 0.34 | 0.50 | 0.49 | 1.00 | 0.58 | 0.49 | 0.62 | 0.62 | 0.73 |
| MSFT | 0.35 | 0.41 | 0.54 | 0.55 | 0.58 | 1.00 | 0.54 | 0.71 | 0.70 | 0.78 |
| IJH | 0.42 | 0.67 | 0.51 | 0.49 | 0.49 | 0.54 | 1.00 | 0.88 | 0.91 | 0.74 |
| VOO | 0.45 | 0.63 | 0.60 | 0.63 | 0.62 | 0.71 | 0.88 | 1.00 | 0.99 | 0.90 |
| VTI | 0.46 | 0.64 | 0.60 | 0.61 | 0.62 | 0.70 | 0.91 | 0.99 | 1.00 | 0.89 |
| QQQ | 0.51 | 0.50 | 0.69 | 0.74 | 0.73 | 0.78 | 0.74 | 0.90 | 0.89 | 1.00 |