JVV Alternative IRA S1
Created 27 Oct 24 using three EFTs: VOO, QQQ and SCHD at ~50% total + best shares from R14. The purpose is to simplify the portfolio and avoid large drops such as in October 2024. MODEL PORTFOLIO at this time. Some adjustments were done here and there specifically added MCK at 2% at the expense of funds on 8 Nov and the addition of ADM at 1.75% (current level) at the expense of 3-3.5.-4% companies. Funds share is 50%.
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JVV Alternative IRA S1, 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
The earliest data available for this chart is Jul 31, 2014, corresponding to the inception date of SYF
Returns By Period
As of Nov 13, 2024, the JVV Alternative IRA S1 returned 35.00% Year-To-Date and 19.78% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| JVV Alternative IRA S1 | 35.00% | 2.52% | 16.58% | 42.49% | 24.69% | 19.78% |
| Portfolio components: | ||||||
AJG Arthur J. Gallagher & Co. | 32.21% | 1.92% | 17.79% | 22.05% | 28.04% | 22.48% |
BRO Brown & Brown, Inc. | 59.04% | 6.26% | 27.08% | 54.50% | 25.30% | 22.77% |
COST Costco Wholesale Corporation | 42.08% | 4.93% | 18.79% | 62.35% | 27.41% | 23.64% |
FANG Diamondback Energy, Inc. | 20.58% | -5.66% | -7.45% | 20.03% | 23.75% | 12.78% |
EME EMCOR Group, Inc. | 139.29% | 13.65% | 33.48% | 136.91% | 42.32% | 28.32% |
ITOCY Itochu Corp ADR | 26.08% | -1.87% | 11.15% | 27.92% | 18.94% | 19.09% |
LNG Cheniere Energy, Inc. | 26.71% | 13.69% | 37.80% | 25.60% | 29.36% | 11.93% |
LMT Lockheed Martin Corporation | 27.34% | -7.35% | 23.46% | 30.85% | 10.49% | 14.82% |
NVDA NVIDIA Corporation | 199.51% | 7.40% | 56.73% | 198.72% | 96.89% | 77.88% |
PHM PulteGroup, Inc. | 25.47% | -9.59% | 5.91% | 47.71% | 28.59% | 21.59% |
QQQ Invesco QQQ | 25.79% | 3.10% | 13.59% | 34.02% | 21.26% | 18.38% |
SCHD Schwab US Dividend Equity ETF | 17.07% | 0.77% | 10.34% | 27.17% | 12.67% | 11.62% |
TDG | 41.46% | -3.98% | 11.00% | 48.85% | 23.69% | 26.62% |
VOO | 26.88% | 2.17% | 13.46% | 35.00% | 15.77% | 13.40% |
CBOE Cboe Global Markets, Inc. | 12.72% | -2.90% | 12.90% | 13.81% | 12.50% | 14.20% |
GLD SPDR Gold Trust | 25.57% | -2.05% | 8.67% | 31.81% | 11.72% | 7.70% |
LLY Eli Lilly and Company | 41.16% | -11.90% | 4.19% | 34.71% | 50.68% | 30.90% |
DECK Deckers Outdoor Corporation | 59.45% | 10.51% | 17.94% | 69.13% | 45.02% | 27.85% |
SYF Synchrony Financial | 74.33% | 21.84% | 49.03% | 119.73% | 15.02% | 10.71% |
HLT Hilton Worldwide Holdings Inc. | 37.92% | 5.40% | 22.68% | 50.50% | 20.60% | 17.48% |
MCK McKesson Corporation | 33.88% | 21.28% | 12.25% | 36.77% | 34.18% | 12.55% |
ADM Archer-Daniels-Midland Company | -26.91% | -11.19% | -13.67% | -28.53% | 6.53% | 2.85% |
Monthly Returns
The table below presents the monthly returns of JVV Alternative IRA S1, 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 | 2.58% | 6.61% | 4.07% | -3.02% | 5.65% | 2.74% | 2.98% | 2.78% | 1.27% | -0.35% | 35.00% | ||
| 2023 | 6.76% | -0.98% | 3.92% | 2.35% | 1.41% | 7.73% | 3.79% | -0.08% | -4.00% | -0.47% | 8.81% | 4.20% | 38.00% |
| 2022 | -4.52% | 0.27% | 2.90% | -7.32% | 0.40% | -7.61% | 9.79% | -2.66% | -7.93% | 9.65% | 6.13% | -5.70% | -8.56% |
| 2021 | -1.08% | 4.18% | 4.78% | 5.74% | 1.78% | 2.75% | 1.44% | 2.75% | -3.41% | 6.37% | 0.82% | 4.30% | 34.46% |
| 2020 | 2.20% | -7.53% | -14.22% | 13.60% | 6.40% | 2.29% | 5.61% | 7.61% | -3.38% | -2.61% | 12.54% | 4.87% | 26.49% |
| 2019 | 7.85% | 4.13% | 2.13% | 4.80% | -4.86% | 7.00% | 1.15% | 0.34% | 1.25% | 2.54% | 3.46% | 2.80% | 37.14% |
| 2018 | 6.34% | -3.67% | -1.78% | 0.79% | 2.63% | 0.16% | 2.60% | 3.33% | 0.64% | -6.23% | 1.07% | -8.09% | -3.13% |
| 2017 | 2.64% | 3.25% | 0.55% | 0.55% | 3.64% | -0.23% | 2.58% | 1.02% | 2.59% | 3.89% | 3.89% | 1.76% | 29.38% |
| 2016 | -5.05% | 0.91% | 6.06% | 0.52% | 2.49% | 1.14% | 5.33% | 0.55% | 0.43% | -2.36% | 5.20% | 1.78% | 17.75% |
| 2015 | -2.10% | 5.98% | -0.91% | 0.16% | 1.87% | -1.90% | 2.11% | -4.51% | -2.77% | 7.47% | 0.70% | -2.76% | 2.67% |
| 2014 | 5.41% | -1.35% | 2.57% | 2.97% | -0.49% | 9.28% |
Expense Ratio
JVV Alternative IRA S1 has an expense ratio of 0.07%, 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
The current risk-adjusted rank of JVV Alternative IRA S1 is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.08 | 1.44 | 1.20 | 1.57 | 4.09 |
BRO Brown & Brown, Inc. | 2.95 | 3.89 | 1.53 | 6.62 | 18.81 |
COST Costco Wholesale Corporation | 3.37 | 4.00 | 1.60 | 6.44 | 16.66 |
FANG Diamondback Energy, Inc. | 0.77 | 1.22 | 1.16 | 1.10 | 2.96 |
EME EMCOR Group, Inc. | 4.71 | 4.82 | 1.73 | 9.90 | 31.76 |
ITOCY Itochu Corp ADR | 1.16 | 1.76 | 1.22 | 1.98 | 6.30 |
LNG Cheniere Energy, Inc. | 1.32 | 1.99 | 1.24 | 1.64 | 2.95 |
LMT Lockheed Martin Corporation | 1.93 | 2.69 | 1.40 | 2.06 | 7.97 |
NVDA NVIDIA Corporation | 4.00 | 3.97 | 1.51 | 7.65 | 24.12 |
PHM PulteGroup, Inc. | 1.85 | 2.53 | 1.32 | 3.92 | 9.92 |
QQQ Invesco QQQ | 2.11 | 2.78 | 1.38 | 2.69 | 9.81 |
SCHD Schwab US Dividend Equity ETF | 2.64 | 3.81 | 1.47 | 2.92 | 14.57 |
TDG | 2.32 | 2.93 | 1.37 | 4.21 | 13.23 |
VOO | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
CBOE Cboe Global Markets, Inc. | 0.74 | 1.18 | 1.14 | 1.06 | 2.41 |
GLD SPDR Gold Trust | 2.29 | 3.03 | 1.40 | 4.89 | 14.85 |
LLY Eli Lilly and Company | 1.29 | 1.90 | 1.26 | 1.98 | 6.53 |
DECK Deckers Outdoor Corporation | 1.77 | 2.67 | 1.33 | 2.97 | 6.49 |
SYF Synchrony Financial | 3.50 | 4.59 | 1.56 | 3.02 | 26.17 |
HLT Hilton Worldwide Holdings Inc. | 2.97 | 3.86 | 1.49 | 4.79 | 14.38 |
MCK McKesson Corporation | 1.22 | 1.60 | 1.29 | 1.35 | 3.48 |
ADM Archer-Daniels-Midland Company | -0.79 | -0.83 | 0.85 | -0.58 | -1.34 |
Dividends
Dividend yield
JVV Alternative IRA S1 provided a 1.48% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.48% | 1.48% | 1.51% | 1.14% | 1.44% | 1.73% | 1.59% | 1.70% | 1.83% | 1.65% | 1.91% | 1.85% |
| Portfolio components: | ||||||||||||
AJG Arthur J. Gallagher & Co. | 0.80% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% | 3.06% | 2.98% |
BRO Brown & Brown, Inc. | 0.48% | 0.67% | 0.74% | 0.54% | 0.73% | 0.82% | 1.11% | 1.08% | 1.12% | 1.41% | 1.25% | 1.18% |
COST Costco Wholesale Corporation | 2.09% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% | 0.97% | 1.01% |
FANG Diamondback Energy, Inc. | 5.98% | 5.15% | 6.55% | 1.62% | 3.10% | 0.74% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EME EMCOR Group, Inc. | 0.18% | 0.32% | 0.36% | 0.41% | 0.35% | 0.37% | 0.54% | 0.39% | 0.45% | 0.67% | 0.72% | 0.42% |
ITOCY Itochu Corp ADR | 0.00% | 0.00% | 0.00% | 2.65% | 2.83% | 3.53% | 3.93% | 2.83% | 3.68% | 3.30% | 4.09% | 3.26% |
LNG Cheniere Energy, Inc. | 0.84% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LMT Lockheed Martin Corporation | 2.23% | 2.68% | 2.34% | 2.98% | 2.76% | 2.31% | 3.13% | 2.32% | 2.71% | 2.83% | 2.85% | 3.22% |
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% |
PHM PulteGroup, Inc. | 0.62% | 0.66% | 1.34% | 1.00% | 1.16% | 1.16% | 1.46% | 1.08% | 1.96% | 1.85% | 1.07% | 0.74% |
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
TDG | 8.12% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% | 12.73% | 13.66% |
VOO | 1.23% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
CBOE Cboe Global Markets, Inc. | 1.14% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% | 1.23% | 2.23% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SYF Synchrony Financial | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% | 0.00% |
HLT Hilton Worldwide Holdings Inc. | 0.24% | 0.33% | 0.36% | 0.00% | 0.13% | 0.54% | 0.84% | 0.75% | 1.51% | 0.96% | 0.00% | 0.00% |
MCK McKesson Corporation | 0.42% | 0.50% | 0.54% | 0.72% | 0.95% | 1.16% | 1.32% | 0.80% | 0.80% | 0.53% | 0.46% | 0.55% |
ADM Archer-Daniels-Midland Company | 2.92% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% | 1.75% |
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 JVV Alternative IRA S1. 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 JVV Alternative IRA S1 was 34.15%, occurring on Mar 23, 2020. Recovery took 94 trading sessions.
The current JVV Alternative IRA S1 drawdown is 0.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -34.15% | Feb 20, 2020 | 23 | Mar 23, 2020 | 94 | Aug 5, 2020 | 117 |
| -18.48% | Jan 5, 2022 | 113 | Jun 16, 2022 | 198 | Mar 31, 2023 | 311 |
| -18.46% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -13.9% | Dec 2, 2015 | 49 | Feb 11, 2016 | 47 | Apr 20, 2016 | 96 |
| -10.32% | Aug 18, 2015 | 6 | Aug 25, 2015 | 68 | Dec 1, 2015 | 74 |
Volatility
Volatility Chart
The current JVV Alternative IRA S1 volatility is 3.70%, 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
| GLD | CBOE | LLY | ITOCY | LNG | FANG | MCK | LMT | DECK | NVDA | COST | PHM | ADM | SYF | HLT | TDG | AJG | EME | BRO | QQQ | SCHD | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | -0.04 | -0.01 | 0.06 | 0.02 | 0.04 | -0.03 | -0.01 | -0.02 | 0.00 | 0.02 | 0.08 | 0.01 | -0.06 | -0.04 | 0.02 | -0.02 | -0.02 | -0.03 | 0.01 | 0.01 | 0.01 |
| CBOE | -0.04 | 1.00 | 0.17 | 0.13 | 0.08 | 0.10 | 0.20 | 0.21 | 0.13 | 0.13 | 0.21 | 0.16 | 0.16 | 0.21 | 0.16 | 0.19 | 0.33 | 0.20 | 0.31 | 0.22 | 0.28 | 0.28 |
| LLY | -0.01 | 0.17 | 1.00 | 0.18 | 0.14 | 0.12 | 0.35 | 0.24 | 0.17 | 0.23 | 0.29 | 0.18 | 0.20 | 0.14 | 0.16 | 0.20 | 0.33 | 0.22 | 0.32 | 0.36 | 0.36 | 0.41 |
| ITOCY | 0.06 | 0.13 | 0.18 | 1.00 | 0.20 | 0.19 | 0.21 | 0.21 | 0.22 | 0.26 | 0.23 | 0.26 | 0.26 | 0.28 | 0.30 | 0.31 | 0.26 | 0.29 | 0.26 | 0.37 | 0.40 | 0.42 |
| LNG | 0.02 | 0.08 | 0.14 | 0.20 | 1.00 | 0.49 | 0.21 | 0.22 | 0.23 | 0.22 | 0.13 | 0.22 | 0.35 | 0.29 | 0.32 | 0.31 | 0.26 | 0.29 | 0.26 | 0.30 | 0.40 | 0.40 |
| FANG | 0.04 | 0.10 | 0.12 | 0.19 | 0.49 | 1.00 | 0.21 | 0.22 | 0.24 | 0.21 | 0.12 | 0.22 | 0.37 | 0.37 | 0.31 | 0.33 | 0.23 | 0.38 | 0.23 | 0.27 | 0.44 | 0.40 |
| MCK | -0.03 | 0.20 | 0.35 | 0.21 | 0.21 | 0.21 | 1.00 | 0.31 | 0.22 | 0.17 | 0.30 | 0.24 | 0.33 | 0.27 | 0.26 | 0.30 | 0.34 | 0.31 | 0.33 | 0.32 | 0.44 | 0.43 |
| LMT | -0.01 | 0.21 | 0.24 | 0.21 | 0.22 | 0.22 | 0.31 | 1.00 | 0.16 | 0.16 | 0.28 | 0.24 | 0.35 | 0.28 | 0.27 | 0.41 | 0.39 | 0.33 | 0.38 | 0.28 | 0.50 | 0.41 |
| DECK | -0.02 | 0.13 | 0.17 | 0.22 | 0.23 | 0.24 | 0.22 | 0.16 | 1.00 | 0.33 | 0.32 | 0.40 | 0.28 | 0.37 | 0.41 | 0.36 | 0.30 | 0.41 | 0.33 | 0.44 | 0.43 | 0.49 |
| NVDA | 0.00 | 0.13 | 0.23 | 0.26 | 0.22 | 0.21 | 0.17 | 0.16 | 0.33 | 1.00 | 0.38 | 0.31 | 0.20 | 0.29 | 0.37 | 0.38 | 0.28 | 0.34 | 0.32 | 0.73 | 0.42 | 0.62 |
| COST | 0.02 | 0.21 | 0.29 | 0.23 | 0.13 | 0.12 | 0.30 | 0.28 | 0.32 | 0.38 | 1.00 | 0.31 | 0.28 | 0.25 | 0.29 | 0.31 | 0.38 | 0.32 | 0.40 | 0.55 | 0.49 | 0.57 |
| PHM | 0.08 | 0.16 | 0.18 | 0.26 | 0.22 | 0.22 | 0.24 | 0.24 | 0.40 | 0.31 | 0.31 | 1.00 | 0.30 | 0.40 | 0.38 | 0.39 | 0.35 | 0.45 | 0.38 | 0.43 | 0.49 | 0.51 |
| ADM | 0.01 | 0.16 | 0.20 | 0.26 | 0.35 | 0.37 | 0.33 | 0.35 | 0.28 | 0.20 | 0.28 | 0.30 | 1.00 | 0.42 | 0.35 | 0.33 | 0.36 | 0.42 | 0.36 | 0.33 | 0.60 | 0.50 |
| SYF | -0.06 | 0.21 | 0.14 | 0.28 | 0.29 | 0.37 | 0.27 | 0.28 | 0.37 | 0.29 | 0.25 | 0.40 | 0.42 | 1.00 | 0.49 | 0.43 | 0.37 | 0.48 | 0.38 | 0.42 | 0.61 | 0.56 |
| HLT | -0.04 | 0.16 | 0.16 | 0.30 | 0.32 | 0.31 | 0.26 | 0.27 | 0.41 | 0.37 | 0.29 | 0.38 | 0.35 | 0.49 | 1.00 | 0.51 | 0.38 | 0.46 | 0.38 | 0.50 | 0.53 | 0.58 |
| TDG | 0.02 | 0.19 | 0.20 | 0.31 | 0.31 | 0.33 | 0.30 | 0.41 | 0.36 | 0.38 | 0.31 | 0.39 | 0.33 | 0.43 | 0.51 | 1.00 | 0.42 | 0.48 | 0.43 | 0.50 | 0.55 | 0.59 |
| AJG | -0.02 | 0.33 | 0.33 | 0.26 | 0.26 | 0.23 | 0.34 | 0.39 | 0.30 | 0.28 | 0.38 | 0.35 | 0.36 | 0.37 | 0.38 | 0.42 | 1.00 | 0.41 | 0.76 | 0.45 | 0.56 | 0.58 |
| EME | -0.02 | 0.20 | 0.22 | 0.29 | 0.29 | 0.38 | 0.31 | 0.33 | 0.41 | 0.34 | 0.32 | 0.45 | 0.42 | 0.48 | 0.46 | 0.48 | 0.41 | 1.00 | 0.45 | 0.45 | 0.60 | 0.59 |
| BRO | -0.03 | 0.31 | 0.32 | 0.26 | 0.26 | 0.23 | 0.33 | 0.38 | 0.33 | 0.32 | 0.40 | 0.38 | 0.36 | 0.38 | 0.38 | 0.43 | 0.76 | 0.45 | 1.00 | 0.47 | 0.59 | 0.60 |
| QQQ | 0.01 | 0.22 | 0.36 | 0.37 | 0.30 | 0.27 | 0.32 | 0.28 | 0.44 | 0.73 | 0.55 | 0.43 | 0.33 | 0.42 | 0.50 | 0.50 | 0.45 | 0.45 | 0.47 | 1.00 | 0.65 | 0.90 |
| SCHD | 0.01 | 0.28 | 0.36 | 0.40 | 0.40 | 0.44 | 0.44 | 0.50 | 0.43 | 0.42 | 0.49 | 0.49 | 0.60 | 0.61 | 0.53 | 0.55 | 0.56 | 0.60 | 0.59 | 0.65 | 1.00 | 0.84 |
| VOO | 0.01 | 0.28 | 0.41 | 0.42 | 0.40 | 0.40 | 0.43 | 0.41 | 0.49 | 0.62 | 0.57 | 0.51 | 0.50 | 0.56 | 0.58 | 0.59 | 0.58 | 0.59 | 0.60 | 0.90 | 0.84 | 1.00 |