JVV Alternative IRA S1

Asset Allocation

Position	Category/Sector	Target Weight
QQQ Invesco QQQ ETF	Nasdaq-100	24%
VOO Vanguard S&P 500 ETF	S&P 500	14%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	12%
LMT Lockheed Martin Corporation	Industrials	4.15%
COST Costco Wholesale Corporation	Consumer Defensive	3.25%
EME EMCOR Group, Inc.	Industrials	3.25%
AJG Arthur J. Gallagher & Co.	Financial Services	3%
BRO Brown & Brown, Inc.	Financial Services	3%
PHM PulteGroup, Inc.	Consumer Cyclical	3%
TDG TransDigm Group Incorporated	Industrials	3%
CBOE Cboe Global Markets, Inc.	Financial Services	3%
SYF Synchrony Financial	Financial Services	3%
ITOCY Itochu Corp ADR	Industrials	2.75%
LNG Cheniere Energy, Inc.	Energy	2.75%
GLD SPDR Gold Shares	Gold, Precious Metals	2.20%
FANG Diamondback Energy, Inc.	Energy	2%
NVDA NVIDIA Corporation	Technology	2%
LLY Eli Lilly and Company	Healthcare	2%
DECK Deckers Outdoor Corporation	Consumer Cyclical	2%
MCK McKesson Corporation	Healthcare	2%
HLT Hilton Worldwide Holdings Inc.	Consumer Cyclical	1.90%
ADM Archer-Daniels-Midland Company	Consumer Defensive	1.75%

Benchmark Against

Benchmark

S&P 500 Index

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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 Every 3 months.

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Returns By Period

As of Jun 9, 2026, the JVV Alternative IRA S1 returned 11.50% Year-To-Date and 22.53% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio JVV Alternative IRA S1	0.40%	-0.02%	11.50%	11.90%	23.69%	25.24%	19.35%	22.53%
Portfolio components:
ADM Archer-Daniels-Midland Company	-0.87%	3.98%	41.52%	40.42%	74.50%	6.89%	6.28%	9.62%
AJG Arthur J. Gallagher & Co.	-1.67%	7.22%	-17.35%	-10.08%	-34.63%	1.87%	9.17%	17.92%
BRO Brown & Brown, Inc.	-1.46%	3.05%	-26.85%	-24.91%	-47.08%	-2.56%	3.04%	13.27%
CBOE Cboe Global Markets, Inc.	-0.56%	-19.41%	12.19%	11.21%	27.25%	27.99%	21.30%	17.38%
COST Costco Wholesale Corporation	0.30%	-3.37%	13.35%	10.14%	-3.42%	25.18%	22.05%	22.25%
DECK Deckers Outdoor Corporation	1.48%	9.27%	5.85%	8.42%	0.47%	10.47%	15.25%	28.25%
EME EMCOR Group, Inc.	0.78%	-10.62%	34.80%	31.07%	68.85%	68.15%	45.66%	33.38%
FANG Diamondback Energy, Inc.	2.89%	5.61%	33.36%	27.27%	44.64%	18.70%	22.65%	11.24%
GLD SPDR Gold Shares	0.26%	-8.41%	0.24%	3.07%	30.18%	29.71%	17.55%	12.56%
HLT Hilton Worldwide Holdings Inc.	-0.72%	7.58%	18.69%	26.36%	35.01%	34.37%	22.25%	48.67%

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

Monthly Returns

Based on dividend-adjusted daily data since Jul 31, 2014, JVV Alternative IRA S1's average daily return is +0.08%, while the average monthly return is +1.62%. At this rate, an investment would double in approximately 3.6 years.

Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +13.6%, while the worst month was Mar 2020 at -14.3%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, JVV Alternative IRA S1 closed higher 56% of trading days. The best single day was Jan 4, 2017 with a return of +11.6%, while the worst single day was Mar 16, 2020 at -11.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	4.94%	2.07%	-4.10%	6.64%	3.46%	-1.61%							11.50%
2025	1.95%	-0.34%	-3.66%	-0.28%	5.29%	4.24%	0.94%	3.05%	2.15%	0.06%	1.19%	0.10%	15.37%
2024	2.58%	6.61%	4.07%	-3.02%	5.65%	2.74%	2.98%	2.78%	1.30%	-0.35%	6.36%	-4.07%	30.61%
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%	4.20%	4.76%	5.74%	1.78%	2.75%	1.44%	2.75%	-3.41%	6.37%	0.82%	4.30%	34.46%

Benchmark Metrics

JVV Alternative IRA S1 has an annualized alpha of 8.26%, beta of 0.94, and R2 of 0.92 versus S&P 500 Index. Calculated based on daily prices since July 31, 2014.

This portfolio captured 116.92% of S&P 500 Index gains but only 80.02% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 8.26% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
With beta of 0.94 and R2 of 0.92, this portfolio moves broadly in line with S&P 500 Index - much of its variation is explained by market exposure rather than independent behavior.

Alpha: 8.26%

Beta: 0.94

R²: 0.92

Upside Capture: 116.92%

Downside Capture: 80.02%

Expense Ratio

JVV Alternative IRA S1 has an expense ratio of 0.06%, 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.

GLD

SPDR Gold Shares

QQQ

Invesco QQQ ETF

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

JVV Alternative IRA S1 ranks 73 for risk / return — better than 73% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for JVV Alternative IRA S1 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.39	1.94	+0.46
Sortino ratioReturn per unit of downside risk	3.37	2.63	+0.75
Omega ratioGain probability vs. loss probability	1.43	1.35	+0.08
Calmar ratioReturn relative to maximum drawdown	3.69	2.59	+1.11
Martin ratioReturn relative to average drawdown	16.26	11.84	+4.41
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADM Archer-Daniels-Midland Company	93	2.76	3.61	1.43	5.86	16.29
AJG Arthur J. Gallagher & Co.	5	-1.25	-1.72	0.78	-0.85	-1.47
BRO Brown & Brown, Inc.	2	-1.66	-2.48	0.69	-0.93	-1.59
CBOE Cboe Global Markets, Inc.	69	1.01	1.45	1.20	1.11	5.44
COST Costco Wholesale Corporation	32	-0.18	-0.13	0.98	-0.22	-0.51
DECK Deckers Outdoor Corporation	41	0.01	0.36	1.04	0.01	0.03
EME EMCOR Group, Inc.	83	1.82	2.24	1.33	2.75	6.90
FANG Diamondback Energy, Inc.	80	1.43	1.97	1.24	3.58	7.07
GLD SPDR Gold Shares	33	1.13	1.51	1.23	1.51	3.78
HLT Hilton Worldwide Holdings Inc.	82	1.52	2.25	1.27	3.42	7.93

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.

JVV Alternative IRA S1 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 2.39
5-Year: 1.24
10-Year: 1.28
All Time: 1.18

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 1.59 to 2.46, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of JVV Alternative IRA S1 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

JVV Alternative IRA S1 provided a 1.30% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.30%	1.41%	1.46%	1.48%	1.51%	1.06%	1.36%	1.69%	1.59%	2.28%	1.82%	1.64%
Portfolio components:
ADM Archer-Daniels-Midland Company	2.57%	3.55%	3.96%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%
AJG Arthur J. Gallagher & Co.	1.27%	1.00%	0.85%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%
BRO Brown & Brown, Inc.	1.11%	0.77%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%
CBOE Cboe Global Markets, Inc.	1.03%	1.08%	1.21%	1.18%	1.56%	1.38%	1.68%	1.12%	1.19%	0.83%	1.30%	1.36%
COST Costco Wholesale Corporation	0.55%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
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%
EME EMCOR Group, Inc.	0.16%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
FANG Diamondback Energy, Inc.	2.09%	2.66%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%
GLD SPDR Gold Shares	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
HLT Hilton Worldwide Holdings Inc.	0.18%	0.21%	0.24%	0.33%	0.36%	0.00%	0.13%	0.54%	0.84%	31.40%	1.03%	0.65%

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 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 2.14%.

Related event	Drawdown	Fall	Recovery	Underwater
COVID crash2020	-34.15%Mar 2020	1mo 2d	4mo 15d	5mo 17dFeb 2020 - Aug 2020
Bear market2022	-18.48%Jun 2022	5mo 12d	9mo 18d	1y 2moJan 2022 - Mar 2023
Rate-hike selloffLate 2018	-18.46%Dec 2018	2mo 23d	2mo 27d	5mo 20dOct 2018 - Mar 2019
2025 selloff2025	-16.34%Apr 2025	4mo 4d	2mo 17d	6mo 21dDec 2024 - Jun 2025
2016 correction2016	-13.90%Feb 2016	2mo 11d	2mo 9d	4mo 20dDec 2015 - Apr 2016

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 22 assets, with an effective number of assets of 9.48, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	2.21	1.71	1.53	1.57	1.56

The portfolio has a diversification ratio of 1.56, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

JVV Alternative IRA S1 correlation to the S&P 500 Index

JVV Alternative IRA S1 has a 0.88 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (5Y) Calculated over the trailing 5-year period	0.95
Correlation (10Y) Calculated over the trailing 10-year period	0.95
Correlation (All Time) Calculated using the full available price history since Jul 31, 2014	0.96

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while GLD has the lowest at 0.02.

0.02

0.23

0.35

0.36

0.37

0.38

0.39

0.42

0.43

0.48

0.50

0.51

0.52

0.53

0.56

0.57

0.58

0.59

0.63

0.80

0.91

1.00

Portfolio Correlations

Correlation vs. JVV Alternative IRA S1. VOO has the highest portfolio correlation at 0.96, while GLD has the lowest at 0.05.

0.05

0.27

0.39

0.42

0.42

0.43

0.43

0.46

0.47

0.53

0.53

0.55

0.56

0.58

0.61

0.61

0.62

0.63

0.65

0.82

0.86

0.96

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	GLD	CBOE	LLY	LNG	FANG	ITOCY	MCK	LMT	DECK	ADM	COST	NVDA	PHM	AJG	SYF	HLT	BRO	TDG	EME	QQQ	SCHD	VOO
GLD	1.00	-0.02	0.01	0.02	0.03	0.08	-0.02	0.02	-0.01	0.02	0.02	0.01	0.08	-0.01	-0.06	-0.03	-0.04	0.02	0.00	0.03	0.02	0.03
CBOE	-0.02	1.00	0.16	0.08	0.08	0.11	0.21	0.21	0.08	0.16	0.21	0.09	0.13	0.31	0.16	0.13	0.30	0.16	0.16	0.16	0.25	0.23
LLY	0.01	0.16	1.00	0.12	0.10	0.19	0.33	0.22	0.17	0.18	0.28	0.21	0.18	0.30	0.14	0.18	0.29	0.20	0.22	0.34	0.35	0.39
LNG	0.02	0.08	0.12	1.00	0.49	0.18	0.20	0.21	0.19	0.32	0.12	0.20	0.19	0.24	0.27	0.29	0.25	0.28	0.28	0.26	0.38	0.35
FANG	0.03	0.08	0.10	0.49	1.00	0.17	0.18	0.20	0.22	0.36	0.10	0.19	0.21	0.20	0.34	0.29	0.20	0.28	0.34	0.25	0.44	0.36
ITOCY	0.08	0.11	0.19	0.18	0.17	1.00	0.19	0.19	0.22	0.24	0.22	0.25	0.26	0.23	0.28	0.29	0.23	0.29	0.29	0.36	0.38	0.42
MCK	-0.02	0.21	0.33	0.20	0.18	0.19	1.00	0.29	0.18	0.30	0.29	0.14	0.22	0.33	0.23	0.25	0.33	0.29	0.28	0.28	0.41	0.38
LMT	0.02	0.21	0.22	0.21	0.20	0.19	0.29	1.00	0.14	0.33	0.27	0.13	0.22	0.36	0.24	0.24	0.36	0.39	0.30	0.24	0.47	0.37
DECK	-0.01	0.08	0.17	0.19	0.22	0.22	0.18	0.14	1.00	0.24	0.28	0.31	0.40	0.27	0.39	0.41	0.30	0.35	0.40	0.43	0.42	0.48
ADM	0.02	0.16	0.18	0.32	0.36	0.24	0.30	0.33	0.24	1.00	0.25	0.15	0.29	0.31	0.36	0.31	0.32	0.30	0.34	0.28	0.57	0.43
COST	0.02	0.21	0.28	0.12	0.10	0.22	0.29	0.27	0.28	0.25	1.00	0.32	0.29	0.36	0.24	0.28	0.39	0.29	0.29	0.50	0.46	0.52
NVDA	0.01	0.09	0.21	0.20	0.19	0.25	0.14	0.13	0.31	0.15	0.32	1.00	0.27	0.22	0.30	0.35	0.26	0.35	0.36	0.73	0.37	0.63
PHM	0.08	0.13	0.18	0.19	0.21	0.26	0.22	0.22	0.40	0.29	0.29	0.27	1.00	0.33	0.40	0.39	0.36	0.37	0.41	0.41	0.51	0.50
AJG	-0.01	0.31	0.30	0.24	0.20	0.23	0.33	0.36	0.27	0.31	0.36	0.22	0.33	1.00	0.34	0.36	0.75	0.40	0.34	0.38	0.52	0.51
SYF	-0.06	0.16	0.14	0.27	0.34	0.28	0.23	0.24	0.39	0.36	0.24	0.30	0.40	0.34	1.00	0.49	0.34	0.42	0.47	0.43	0.58	0.57
HLT	-0.03	0.13	0.18	0.29	0.29	0.29	0.25	0.24	0.41	0.31	0.28	0.35	0.39	0.36	0.49	1.00	0.36	0.50	0.44	0.49	0.52	0.57
BRO	-0.04	0.30	0.29	0.25	0.20	0.23	0.33	0.36	0.30	0.32	0.39	0.26	0.36	0.75	0.34	0.36	1.00	0.41	0.36	0.40	0.55	0.53
TDG	0.02	0.16	0.20	0.28	0.28	0.29	0.29	0.39	0.35	0.30	0.29	0.35	0.37	0.40	0.42	0.50	0.41	1.00	0.46	0.47	0.52	0.56
EME	0.00	0.16	0.22	0.28	0.34	0.29	0.28	0.30	0.40	0.34	0.29	0.36	0.41	0.34	0.47	0.44	0.36	0.46	1.00	0.47	0.54	0.59
QQQ	0.03	0.16	0.34	0.26	0.25	0.36	0.28	0.24	0.43	0.28	0.50	0.73	0.41	0.38	0.43	0.49	0.40	0.47	0.47	1.00	0.60	0.91
SCHD	0.02	0.25	0.35	0.38	0.44	0.38	0.41	0.47	0.42	0.57	0.46	0.37	0.51	0.52	0.58	0.52	0.55	0.52	0.54	0.60	1.00	0.80
VOO	0.03	0.23	0.39	0.35	0.36	0.42	0.38	0.37	0.48	0.43	0.52	0.63	0.50	0.51	0.57	0.57	0.53	0.56	0.59	0.91	0.80	1.00

The correlation results are calculated based on daily price changes starting from Jul 31, 2014

Diversification Analysis

Find what JVV Alternative IRA S1 is missing

See which holdings overlap, where JVV Alternative IRA S1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification