PortfoliosLab logo
PortfoliosLab logo
Tools
Portfolios
Screeners
Discussions
JVV Alternative IRA S1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

JVV Alternative IRA S1

Currency in USD · Last updated May 21, 2025

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

GLD 2.2%QQQ 24%VOO 14%SCHD 12%LMT 4.15%COST 3.25%EME 3.25%AJG 3%BRO 3%PHM 3%TDG 3%CBOE 3%SYF 3%ITOCY 2.75%LNG 2.75%FANG 2%NVDA 2%LLY 2%DECK 2%MCK 2%HLT 1.9%ADM 1.75%CommodityCommodityEquityEquity
PositionCategory/SectorTarget Weight
ADM
Archer-Daniels-Midland Company		Consumer Defensive
1.75%
AJG
Arthur J. Gallagher & Co.		Financial Services
3%
BRO
Brown & Brown, Inc.		Financial Services
3%
CBOE
Cboe Global Markets, Inc.		Financial Services
3%
COST
Costco Wholesale Corporation		Consumer Defensive
3.25%
DECK
Deckers Outdoor Corporation		Consumer Cyclical
2%
EME
EMCOR Group, Inc.		Industrials
3.25%
FANG
Diamondback Energy, Inc.		Energy
2%
GLD
SPDR Gold Trust		Precious Metals, Gold
2.20%
HLT
Hilton Worldwide Holdings Inc.		Consumer Cyclical
1.90%
ITOCY
Itochu Corp ADR		Industrials
2.75%
LLY
Eli Lilly and Company		Healthcare
2%
LMT
Lockheed Martin Corporation		Industrials
4.15%
LNG
Cheniere Energy, Inc.		Energy
2.75%
MCK
McKesson Corporation		Healthcare
2%
NVDA
NVIDIA Corporation		Technology
2%
PHM
PulteGroup, Inc.		Consumer Cyclical
3%
QQQ
Invesco QQQ		Large Cap Blend Equities
24%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
12%
SYF
Synchrony Financial		Financial Services
3%
TDG
TransDigm Group Incorporated		Industrials
3%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
14%

S&P 500

Performance

Performance Chart

Loading data...

The earliest data available for this chart is Jul 31, 2014, corresponding to the inception date of SYF

Returns By Period

As of May 21, 2025, the JVV Alternative IRA S1 returned 3.39% Year-To-Date and 18.95% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
JVV Alternative IRA S13.39%10.35%1.43%15.99%24.88%18.95%
Portfolio components:
AJG
Arthur J. Gallagher & Co.		20.13%3.37%16.81%33.85%31.71%23.66%
BRO
Brown & Brown, Inc.		10.53%-3.94%3.12%25.83%24.80%22.55%
COST
Costco Wholesale Corporation		13.43%4.39%11.74%31.42%30.07%24.00%
FANG
Diamondback Energy, Inc.		-14.37%1.21%-22.11%-27.87%31.98%8.04%
EME
EMCOR Group, Inc.		4.22%24.74%-7.96%23.40%50.67%26.94%
ITOCY
Itochu Corp ADR		5.88%12.28%4.42%11.14%20.24%17.14%
LNG
Cheniere Energy, Inc.		8.89%0.86%6.33%47.14%39.46%12.40%
LMT
Lockheed Martin Corporation		-1.36%2.53%-9.55%4.54%8.09%12.43%
NVDA
NVIDIA Corporation		0.08%32.41%-8.58%41.82%71.74%74.79%
PHM
PulteGroup, Inc.		-6.77%6.70%-20.85%-14.40%26.23%19.28%
QQQ
Invesco QQQ		1.92%17.15%3.66%15.07%18.51%17.68%
SCHD
Schwab US Dividend Equity ETF		-2.20%4.17%-5.84%3.53%13.28%10.61%
TDG
TransDigm Group Incorporated		12.81%6.87%14.31%14.97%33.41%25.15%
VOO
Vanguard S&P 500 ETF		1.48%12.60%1.07%13.35%16.72%12.78%
CBOE
Cboe Global Markets, Inc.		16.04%4.14%10.94%25.24%19.65%16.48%
GLD
SPDR Gold Trust		25.38%-0.83%24.80%35.19%13.22%10.14%
LLY
Eli Lilly and Company		-2.87%-10.88%2.75%-3.97%39.27%28.25%
DECK
Deckers Outdoor Corporation		-36.56%21.93%-26.92%-14.38%33.95%26.47%
SYF
Synchrony Financial		-7.43%25.70%-5.46%36.23%27.51%6.35%
HLT
Hilton Worldwide Holdings Inc.		2.59%20.41%1.52%23.50%26.72%16.08%
MCK
McKesson Corporation		26.33%3.17%17.08%28.10%37.87%12.45%
ADM
Archer-Daniels-Midland Company		0.40%4.89%-3.38%-15.17%10.00%2.38%
*Annualized

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.95%-0.35%-3.69%-0.28%5.97%3.39%
20242.58%6.59%4.08%-3.02%5.63%2.74%2.98%2.76%1.27%-0.35%6.35%-4.07%30.48%
20236.76%-1.00%3.92%2.35%1.38%7.73%3.77%-0.08%-4.00%-0.49%8.81%4.19%37.88%
2022-4.52%0.26%2.91%-7.34%0.40%-7.61%9.76%-2.66%-7.93%9.62%6.13%-5.70%-8.62%
2021-1.08%4.16%4.78%5.72%1.78%2.75%1.42%2.75%-3.41%6.36%0.82%4.30%34.38%
20202.20%-7.54%-14.22%13.60%6.36%2.29%5.58%7.60%-3.38%-2.63%12.54%4.87%26.36%
20197.85%4.11%2.13%4.80%-4.87%7.00%1.15%0.32%1.25%2.54%3.44%2.80%37.03%
20186.34%-3.68%-1.77%0.79%2.62%0.16%2.60%3.32%0.64%-6.23%1.06%-8.09%-3.16%
20172.64%3.24%0.56%0.55%3.64%-0.23%2.58%1.02%2.60%3.89%3.89%1.76%29.36%
2016-5.05%0.91%6.07%0.52%2.49%1.15%5.33%0.55%0.43%-2.36%5.20%1.78%17.77%
2015-2.10%5.99%-0.91%0.16%1.88%-1.90%2.11%-4.51%-2.76%7.47%0.70%-2.75%2.71%
20145.42%-1.35%2.57%2.98%-0.49%9.31%

Expense Ratio

JVV Alternative IRA S1 has an expense ratio of 0.07%, 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
GLD
SPDR Gold Trust

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JVV Alternative IRA S1 is 68, 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 JVV Alternative IRA S1 is 6868
Overall Rank
The Sharpe Ratio Rank of JVV Alternative IRA S1 is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of JVV Alternative IRA S1 is 6767
Sortino Ratio Rank
The Omega Ratio Rank of JVV Alternative IRA S1 is 7171
Omega Ratio Rank
The Calmar Ratio Rank of JVV Alternative IRA S1 is 6767
Calmar Ratio Rank
The Martin Ratio Rank of JVV Alternative IRA S1 is 6969
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
AJG
Arthur J. Gallagher & Co.		1.511.981.272.707.43
BRO
Brown & Brown, Inc.		1.211.631.241.965.15
COST
Costco Wholesale Corporation		1.381.941.261.795.18
FANG
Diamondback Energy, Inc.		-0.70-0.810.89-0.66-1.43
EME
EMCOR Group, Inc.		0.520.981.150.701.71
ITOCY
Itochu Corp ADR		0.350.791.100.451.05
LNG
Cheniere Energy, Inc.		1.632.081.302.126.58
LMT
Lockheed Martin Corporation		0.180.421.060.150.29
NVDA
NVIDIA Corporation		0.691.351.171.233.02
PHM
PulteGroup, Inc.		-0.40-0.410.95-0.38-0.72
QQQ
Invesco QQQ		0.591.031.140.702.27
SCHD
Schwab US Dividend Equity ETF		0.230.371.050.190.58
TDG
TransDigm Group Incorporated		0.470.951.131.322.68
VOO
Vanguard S&P 500 ETF		0.681.091.160.722.75
CBOE
Cboe Global Markets, Inc.		1.061.541.191.714.78
GLD
SPDR Gold Trust		1.992.711.354.4011.17
LLY
Eli Lilly and Company		-0.170.181.02-0.09-0.18
DECK
Deckers Outdoor Corporation		-0.29-0.050.99-0.24-0.50
SYF
Synchrony Financial		0.781.461.200.972.79
HLT
Hilton Worldwide Holdings Inc.		0.921.461.180.922.86
MCK
McKesson Corporation		1.121.411.241.172.88
ADM
Archer-Daniels-Midland Company		-0.59-0.700.91-0.30-0.89

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 May 21, 2025 (values are recalculated daily):

  • 1-Year: 0.90
  • 5-Year: 1.47
  • 10-Year: 1.07
  • All Time: 1.10

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 0.54 to 1.04, 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. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

JVV Alternative IRA S1 provided a 1.42% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.42%1.42%1.48%1.51%1.14%1.44%1.73%1.59%1.70%1.82%1.65%1.91%
Portfolio components:
AJG
Arthur J. Gallagher & Co.		0.72%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%
BRO
Brown & Brown, Inc.		0.52%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
COST
Costco Wholesale Corporation		0.46%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
FANG
Diamondback Energy, Inc.		3.79%5.06%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%
EME
EMCOR Group, Inc.		0.21%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
ITOCY
Itochu Corp ADR		0.00%0.00%0.00%0.00%2.65%2.83%3.53%3.93%2.83%3.68%3.30%4.09%
LNG
Cheniere Energy, Inc.		0.83%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LMT
Lockheed Martin Corporation		2.71%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
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%
PHM
PulteGroup, Inc.		0.83%0.75%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%
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		3.93%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
TDG
TransDigm Group Incorporated		5.25%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%
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%
CBOE
Cboe Global Markets, Inc.		1.08%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.84%1.33%1.41%1.29%
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		0.75%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
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		1.75%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%
HLT
Hilton Worldwide Holdings Inc.		0.18%0.24%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%0.00%
MCK
McKesson Corporation		0.38%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
ADM
Archer-Daniels-Midland Company		4.03%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%

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.

Loading data...

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 1.34%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34.15%Feb 20, 202023Mar 23, 202094Aug 5, 2020117
-18.5%Jan 5, 2022113Jun 16, 2022199Apr 3, 2023312
-18.46%Oct 2, 201858Dec 24, 201859Mar 21, 2019117
-16.38%Dec 5, 202484Apr 8, 2025———
-13.9%Dec 2, 201549Feb 11, 201647Apr 20, 201696

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

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. 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.
^GSPCGLDCBOELLYITOCYLNGFANGMCKLMTDECKADMCOSTNVDAPHMSYFAJGHLTTDGBROEMEQQQSCHDVOOPortfolio
^GSPC1.000.000.260.410.420.390.400.410.400.490.470.560.630.510.570.560.590.580.590.600.910.831.000.96
GLD0.001.00-0.03-0.000.060.030.03-0.020.00-0.020.010.020.000.07-0.07-0.01-0.040.01-0.02-0.010.010.010.010.03
CBOE0.26-0.031.000.170.110.070.090.210.220.110.160.200.110.150.180.330.150.190.310.180.190.270.260.30
LLY0.41-0.000.171.000.180.140.110.340.230.180.190.300.230.190.150.330.180.210.330.230.360.360.410.40
ITOCY0.420.060.110.181.000.210.190.200.200.230.250.230.260.260.280.250.290.310.250.290.370.400.420.46
LNG0.390.030.070.140.211.000.490.210.220.230.340.120.230.220.300.250.320.300.250.310.300.400.400.45
FANG0.400.030.090.110.190.491.000.210.210.240.360.120.210.230.370.220.310.320.220.370.270.440.390.45
MCK0.41-0.020.210.340.200.210.211.000.310.200.320.300.160.240.250.340.260.290.340.300.310.440.410.44
LMT0.400.000.220.230.200.220.210.311.000.150.340.280.150.240.270.380.270.400.380.310.270.490.400.45
DECK0.49-0.020.110.180.230.230.240.200.151.000.270.320.330.400.380.280.410.360.320.420.440.420.490.54
ADM0.470.010.160.190.250.340.360.320.340.271.000.260.180.300.400.340.330.320.350.380.310.590.470.50
COST0.560.020.200.300.230.120.120.300.280.320.261.000.360.300.260.380.300.310.400.320.540.480.560.57
NVDA0.630.000.110.230.260.230.210.160.150.330.180.361.000.300.300.260.370.370.300.360.730.410.630.63
PHM0.510.070.150.190.260.220.230.240.240.400.300.300.301.000.400.340.380.380.380.440.420.500.510.57
SYF0.57-0.070.180.150.280.300.370.250.270.380.400.260.300.401.000.350.500.430.360.490.430.600.570.61
AJG0.56-0.010.330.330.250.250.220.340.380.280.340.380.260.340.351.000.370.420.750.400.430.550.560.58
HLT0.59-0.040.150.180.290.320.310.260.270.410.330.300.370.380.500.371.000.520.380.460.510.530.590.62
TDG0.580.010.190.210.310.300.320.290.400.360.320.310.370.380.430.420.521.000.430.480.490.540.580.65
BRO0.59-0.020.310.330.250.250.220.340.380.320.350.400.300.380.360.750.380.431.000.430.460.580.590.62
EME0.60-0.010.180.230.290.310.370.300.310.420.380.320.360.440.490.400.460.480.431.000.470.580.590.66
QQQ0.910.010.190.360.370.300.270.310.270.440.310.540.730.420.430.430.510.490.460.471.000.640.910.87
SCHD0.830.010.270.360.400.400.440.440.490.420.590.480.410.500.600.550.530.540.580.580.641.000.830.84
VOO1.000.010.260.410.420.400.390.410.400.490.470.560.630.510.570.560.590.580.590.590.910.831.000.96
Portfolio0.960.030.300.400.460.450.450.440.450.540.500.570.630.570.610.580.620.650.620.660.870.840.961.00
The correlation results are calculated based on daily price changes starting from Aug 1, 2014