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JVV Alternative IRA S1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
3%
TDG
3%
VOO
14%

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.


200.00%400.00%600.00%800.00%1,000.00%1,200.00%NovemberDecember2025FebruaryMarchApril
904.73%
179.52%
JVV Alternative IRA S1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of HLT

Returns By Period

As of Apr 4, 2025, the JVV Alternative IRA S1 returned -5.54% Year-To-Date and 18.24% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-8.25%-6.60%-5.32%3.55%16.80%10.02%
JVV Alternative IRA S1-15.81%-10.04%-12.66%13.48%39.22%24.54%
AJG
Arthur J. Gallagher & Co.
21.56%1.25%19.38%44.52%36.94%24.49%
BRO
Brown & Brown, Inc.
22.14%4.05%18.11%49.08%31.10%23.59%
COST
Costco Wholesale Corporation
5.66%-7.70%9.78%37.95%29.61%22.55%
FANG
Diamondback Energy, Inc.
-13.16%-0.30%-26.53%-27.31%41.14%8.41%
EME
EMCOR Group, Inc.
-21.85%-9.69%-18.41%-0.48%45.36%23.16%
ITOCY
Itochu Corp ADR
-10.70%-4.25%-18.94%-0.78%18.38%17.63%
LNG
Cheniere Energy, Inc.
2.42%1.15%17.08%43.05%48.04%11.26%
LMT
Lockheed Martin Corporation
-5.72%-1.22%-23.82%2.79%8.26%11.53%
NVDA
NVIDIA Corporation
-24.19%-13.21%-18.49%18.53%76.04%69.50%
PHM
PulteGroup, Inc.
-10.05%-7.56%-29.62%-13.52%40.49%17.54%
QQQ
Invesco QQQ
-11.72%-10.10%-7.24%4.15%20.53%16.54%
SCHD
Schwab US Dividend Equity ETF
-1.28%-3.85%-3.52%5.77%16.65%10.91%
TDG
7.59%-0.84%0.59%19.52%41.68%24.97%
VOO
-7.97%-7.56%-5.54%6.22%18.59%12.02%
CBOE
Cboe Global Markets, Inc.
15.91%6.32%7.95%25.88%22.18%16.44%
GLD
SPDR Gold Trust
18.29%6.23%16.91%35.41%13.46%9.47%
LLY
Eli Lilly and Company
2.39%-15.13%-10.75%3.40%43.29%29.56%
DECK
Deckers Outdoor Corporation
-50.33%-25.87%-39.52%-31.05%37.87%23.08%
SYF
-28.11%-16.62%-9.48%15.24%32.07%6.83%
HLT
Hilton Worldwide Holdings Inc.
-12.00%-16.23%-6.88%4.38%31.59%14.41%
MCK
McKesson Corporation
25.94%12.09%48.02%34.68%42.84%13.37%
ADM
Archer-Daniels-Midland Company
-4.79%3.86%-18.02%-21.93%9.55%2.81%
*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
2025-4.79%1.90%-9.10%-4.54%-15.81%
202410.96%16.00%8.36%-3.70%16.19%7.43%-1.97%2.98%1.52%4.21%5.06%-3.50%81.55%
202311.18%3.12%7.96%2.19%11.10%9.43%5.86%2.52%-6.99%-2.24%11.09%4.52%76.20%
2022-8.99%-0.56%5.59%-14.64%-0.13%-9.47%11.79%-5.83%-9.87%9.40%9.28%-7.20%-22.36%
2021-1.40%3.67%2.88%6.93%2.58%6.88%0.90%5.50%-4.92%10.60%7.90%-0.20%48.61%
20203.08%-5.48%-13.23%11.55%9.01%3.07%6.83%11.08%-2.32%-3.70%10.54%3.18%34.90%
20197.46%4.68%3.46%4.66%-6.68%7.90%1.40%1.05%1.16%3.66%4.04%3.26%41.58%
20188.65%-3.65%-2.03%-0.04%3.54%-0.59%2.92%4.75%0.54%-9.03%-1.61%-9.26%-7.11%
20172.19%2.53%0.79%0.37%5.78%-0.16%3.78%1.64%2.83%5.45%3.13%0.79%33.08%
2016-5.10%0.30%6.26%0.15%3.48%0.83%5.60%0.69%0.83%-1.64%6.10%2.58%21.31%
2015-2.13%5.92%-1.00%-0.09%1.94%-1.89%2.27%-4.41%-2.62%7.35%1.12%-2.55%3.26%
20145.41%-1.35%2.56%3.01%-0.48%9.34%

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.


Expense ratio chart for QQQ: current value is 0.20%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQ: 0.20%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for GLD: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLD: 0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JVV Alternative IRA S1 is 60, 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 6060
Overall Rank
The Sharpe Ratio Rank of JVV Alternative IRA S1 is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of JVV Alternative IRA S1 is 5959
Sortino Ratio Rank
The Omega Ratio Rank of JVV Alternative IRA S1 is 6060
Omega Ratio Rank
The Calmar Ratio Rank of JVV Alternative IRA S1 is 5959
Calmar Ratio Rank
The Martin Ratio Rank of JVV Alternative IRA S1 is 6464
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.


Sharpe ratio
The chart of Sharpe ratio for Portfolio, currently valued at 0.32, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.32
^GSPC: 0.25
The chart of Sortino ratio for Portfolio, currently valued at 0.65, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.65
^GSPC: 0.41
The chart of Omega ratio for Portfolio, currently valued at 1.08, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.08
^GSPC: 1.06
The chart of Calmar ratio for Portfolio, currently valued at 0.51, compared to the broader market0.002.004.006.00
Portfolio: 0.51
^GSPC: 0.30
The chart of Martin ratio for Portfolio, currently valued at 1.51, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.51
^GSPC: 1.15

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AJG
Arthur J. Gallagher & Co.
2.232.841.373.389.84
BRO
Brown & Brown, Inc.
2.643.511.454.0811.83
COST
Costco Wholesale Corporation
1.832.411.322.127.24
FANG
Diamondback Energy, Inc.
-0.87-1.040.86-0.84-1.80
EME
EMCOR Group, Inc.
-0.020.241.04-0.02-0.07
ITOCY
Itochu Corp ADR
0.170.471.060.190.47
LNG
Cheniere Energy, Inc.
1.552.101.282.286.51
LMT
Lockheed Martin Corporation
0.140.321.050.100.21
NVDA
NVIDIA Corporation
0.240.711.090.431.14
PHM
PulteGroup, Inc.
-0.43-0.430.95-0.40-0.85
QQQ
Invesco QQQ
0.140.311.040.170.53
SCHD
Schwab US Dividend Equity ETF
0.350.561.070.561.36
TDG
0.791.191.151.603.29
VOO
0.340.531.070.421.60
CBOE
Cboe Global Markets, Inc.
1.151.701.201.745.01
GLD
SPDR Gold Trust
2.323.021.394.4111.94
LLY
Eli Lilly and Company
0.120.401.050.160.35
DECK
Deckers Outdoor Corporation
-0.71-0.810.89-0.60-1.71
SYF
0.400.841.110.471.74
HLT
Hilton Worldwide Holdings Inc.
0.160.371.050.180.60
MCK
McKesson Corporation
1.321.771.301.473.63
ADM
Archer-Daniels-Midland Company
-0.88-1.140.86-0.42-1.35

The current JVV Alternative IRA S1 Sharpe ratio is 0.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.19 to 0.83, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of JVV Alternative IRA S1 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.32
0.25
JVV Alternative IRA S1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

JVV Alternative IRA S1 provided a 1.49% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.49%1.42%1.48%1.51%1.14%1.44%1.73%1.59%1.70%1.82%1.64%1.91%
AJG
Arthur J. Gallagher & Co.
0.71%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.
0.45%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
0.48%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.
4.40%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.
0.28%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.
0.62%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
2.84%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
0.03%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.
0.86%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
0.66%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
3.89%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
TDG
5.50%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%
VOO
1.41%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%0.83%1.30%1.36%1.23%
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
0.68%0.67%0.78%1.07%1.23%1.75%1.96%1.95%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
2.15%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.
0.28%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
4.23%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-21.58%
-12.17%
JVV Alternative IRA S1
Benchmark (^GSPC)
Portfolio components

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 34.00%, occurring on Mar 23, 2020. Recovery took 82 trading sessions.

The current JVV Alternative IRA S1 drawdown is 9.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-34%Feb 20, 202023Mar 23, 202082Jul 20, 2020105
-32.38%Nov 22, 2021226Oct 14, 2022148May 18, 2023374
-24.3%Oct 2, 201858Dec 24, 2018130Jul 2, 2019188
-21.58%Nov 13, 202496Apr 3, 2025
-17.29%Jul 11, 202420Aug 7, 202443Oct 8, 202463

Volatility

Volatility Chart

The current JVV Alternative IRA S1 volatility is 11.15%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.15%
7.38%
JVV Alternative IRA S1
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

GLDCBOELLYITOCYLNGFANGMCKLMTDECKNVDACOSTADMPHMSYFHLTAJGTDGEMEBROQQQSCHDVOO
GLD1.00-0.030.000.060.030.04-0.03-0.00-0.020.010.020.010.08-0.06-0.03-0.010.01-0.01-0.030.020.010.01
CBOE-0.031.000.170.120.070.090.210.220.120.110.200.160.160.190.150.330.190.190.310.200.280.26
LLY0.000.171.000.180.140.110.340.230.180.230.300.180.180.140.170.330.200.230.330.360.350.40
ITOCY0.060.120.181.000.200.190.200.200.220.260.230.240.260.280.290.250.310.290.250.370.390.42
LNG0.030.070.140.201.000.490.210.220.230.230.120.340.220.300.320.250.300.300.260.300.400.40
FANG0.040.090.110.190.491.000.210.220.230.210.120.360.220.370.310.220.320.370.220.270.440.39
MCK-0.030.210.340.200.210.211.000.310.210.160.290.320.240.260.260.340.290.300.340.310.430.41
LMT-0.000.220.230.200.220.220.311.000.150.150.280.350.240.270.270.380.410.310.380.270.500.40
DECK-0.020.120.180.220.230.230.210.151.000.330.320.270.400.370.410.290.360.420.320.440.420.49
NVDA0.010.110.230.260.230.210.160.150.331.000.370.180.300.300.370.260.370.350.310.730.410.63
COST0.020.200.300.230.120.120.290.280.320.371.000.260.300.250.300.380.310.320.400.550.480.57
ADM0.010.160.180.240.340.360.320.350.270.180.261.000.300.400.330.340.320.390.350.310.590.47
PHM0.080.160.180.260.220.220.240.240.400.300.300.301.000.400.380.340.380.440.380.420.500.51
SYF-0.060.190.140.280.300.370.260.270.370.300.250.400.401.000.490.350.430.480.370.430.600.57
HLT-0.030.150.170.290.320.310.260.270.410.370.300.330.380.491.000.370.510.460.380.500.530.58
AJG-0.010.330.330.250.250.220.340.380.290.260.380.340.340.350.371.000.420.400.750.440.550.56
TDG0.010.190.200.310.300.320.290.410.360.370.310.320.380.430.510.421.000.470.430.490.540.58
EME-0.010.190.230.290.300.370.300.310.420.350.320.390.440.480.460.400.471.000.440.460.580.59
BRO-0.030.310.330.250.260.220.340.380.320.310.400.350.380.370.380.750.430.441.000.460.580.59
QQQ0.020.200.360.370.300.270.310.270.440.730.550.310.420.430.500.440.490.460.461.000.640.91
SCHD0.010.280.350.390.400.440.430.500.420.410.480.590.500.600.530.550.540.580.580.641.000.83
VOO0.010.260.400.420.400.390.410.400.490.630.570.470.510.570.580.560.580.590.590.910.831.00
The correlation results are calculated based on daily price changes starting from Aug 1, 2014
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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