JVV Alternative IRA S1

Asset Allocation

Position	Category/Sector	Target 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 Shares	Gold, Precious Metals	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 ETF	Large Cap Growth Equities	24%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	12%
SYF Synchrony Financial	Financial Services	3%
TDG TransDigm Group Incorporated	Industrials	3%
VOO Vanguard S&P 500 ETF	S&P 500	14%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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

Returns By Period

As of Apr 2, 2026, the JVV Alternative IRA S1 returned 3.38% Year-To-Date and 21.98% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.72%	-4.45%	-3.95%	-2.02%	16.73%	16.96%	10.34%	12.24%
Portfolio JVV Alternative IRA S1	0.65%	-3.78%	3.38%	4.60%	21.40%	25.08%	19.28%	21.98%
Portfolio components:
AJG Arthur J. Gallagher & Co.	-0.11%	-5.35%	-16.15%	-28.86%	-36.46%	5.16%	12.48%	19.05%
BRO Brown & Brown, Inc.	-1.24%	-11.00%	-19.01%	-30.27%	-47.73%	4.59%	7.45%	14.72%
COST Costco Wholesale Corporation	0.01%	-0.62%	15.72%	8.94%	4.99%	27.83%	24.29%	22.28%
FANG Diamondback Energy, Inc.	-3.63%	7.15%	27.56%	34.51%	21.73%	16.36%	23.73%	12.44%
EME EMCOR Group, Inc.	2.88%	3.23%	24.23%	16.09%	102.70%	67.63%	46.72%	32.17%
ITOCY Itochu Corp ADR	2.98%	-5.93%	3.84%	15.59%	40.13%	27.55%	15.71%	20.24%
LNG Cheniere Energy, Inc.	-2.79%	10.81%	42.28%	19.47%	20.58%	21.72%	32.08%	23.93%
LMT Lockheed Martin Corporation	2.19%	-8.73%	28.37%	25.37%	41.43%	12.30%	13.76%	13.69%
NVDA NVIDIA Corporation	0.77%	-3.68%	-5.76%	-6.13%	59.59%	85.01%	66.40%	69.75%
PHM PulteGroup, Inc.	-0.39%	-12.20%	0.12%	-12.50%	14.60%	27.18%	18.11%	21.76%

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

Monthly Returns

Based on dividend-adjusted daily data since Aug 1, 2014, JVV Alternative IRA S1's average daily return is +0.08%, while the average monthly return is +1.61%. At this rate, your 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%	0.65%									3.38%
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 8.72%, beta of 0.94, and R² of 0.92 versus S&P 500 Index. Calculated based on daily prices since August 01, 2014.

This portfolio captured 119.77% of S&P 500 Index gains but only 79.99% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 8.72% 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: 8.72%

Beta: 0.94

R²: 0.92

Upside Capture: 119.77%

Downside Capture: 79.99%

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 63 for risk / return — better than 63% 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

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.34	0.92	+0.43
Sortino ratio Return per unit of downside risk	1.99	1.41	+0.57
Omega ratio Gain probability vs. loss probability	1.31	1.21	+0.10
Calmar ratio Return relative to maximum drawdown	1.91	1.41	+0.49
Martin ratio Return relative to average drawdown	10.16	6.61	+3.55
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.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AJG Arthur J. Gallagher & Co.	4	-1.28	-1.76	0.77	-0.90	-1.66
BRO Brown & Brown, Inc.	2	-1.70	-2.49	0.66	-0.98	-1.63
COST Costco Wholesale Corporation	46	0.25	0.50	1.06	0.31	0.61
FANG Diamondback Energy, Inc.	58	0.56	0.98	1.13	0.86	2.18
EME EMCOR Group, Inc.	91	2.56	2.84	1.43	4.21	10.89
ITOCY Itochu Corp ADR	80	1.38	2.04	1.25	2.54	8.46
LNG Cheniere Energy, Inc.	61	0.70	1.11	1.15	0.91	2.08
LMT Lockheed Martin Corporation	81	1.55	1.99	1.29	2.70	6.94
NVDA NVIDIA Corporation	82	1.45	2.14	1.27	3.08	7.73
PHM PulteGroup, Inc.	54	0.41	0.91	1.10	0.74	1.57

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 Apr 2, 2026 (values are recalculated daily):

1-Year: 1.34
5-Year: 1.23
10-Year: 1.25
All Time: 1.16

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 1.01 to 1.70, 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 1.35% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.35%	1.41%	1.46%	1.48%	1.51%	1.06%	1.36%	1.69%	1.59%	2.28%	1.82%	1.64%
Portfolio components:
AJG Arthur J. Gallagher & Co.	1.22%	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.	0.98%	0.77%	0.53%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%
COST Costco Wholesale Corporation	0.52%	0.59%	0.49%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%
FANG Diamondback Energy, Inc.	2.12%	2.66%	5.06%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%
EME EMCOR Group, Inc.	0.15%	0.16%	0.20%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%
ITOCY Itochu Corp ADR	0.00%	1.07%	1.35%	0.00%	0.00%	0.00%	0.00%	1.85%	3.93%	2.83%	3.68%	3.30%
LNG Cheniere Energy, Inc.	0.76%	1.06%	0.84%	0.95%	0.92%	0.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LMT Lockheed Martin Corporation	2.19%	2.76%	2.62%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
PHM PulteGroup, Inc.	0.82%	0.78%	0.75%	0.66%	1.34%	1.00%	1.16%	1.16%	1.46%	1.08%	1.96%	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.

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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 3.78%.

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
-16.34%	Dec 5, 2024	84	Apr 8, 2025	52	Jun 24, 2025	136
-13.9%	Dec 2, 2015	49	Feb 11, 2016	47	Apr 20, 2016	96

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. 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.

	Benchmark	GLD	CBOE	LLY	LNG	FANG	ITOCY	MCK	LMT	DECK	ADM	COST	NVDA	PHM	AJG	SYF	HLT	TDG	BRO	EME	QQQ	SCHD	VOO	Portfolio
Benchmark	1.00	0.01	0.23	0.39	0.36	0.37	0.42	0.39	0.37	0.48	0.44	0.53	0.63	0.50	0.52	0.57	0.58	0.57	0.55	0.59	0.91	0.80	1.00	0.96
GLD	0.01	1.00	-0.02	0.01	0.03	0.04	0.07	-0.02	0.02	-0.02	0.02	0.02	0.00	0.07	-0.01	-0.07	-0.04	0.01	-0.03	-0.00	0.02	0.01	0.01	0.04
CBOE	0.23	-0.02	1.00	0.16	0.08	0.08	0.11	0.21	0.21	0.09	0.15	0.21	0.09	0.14	0.32	0.16	0.14	0.17	0.31	0.16	0.17	0.25	0.23	0.28
LLY	0.39	0.01	0.16	1.00	0.13	0.10	0.18	0.33	0.22	0.17	0.18	0.28	0.22	0.18	0.31	0.14	0.18	0.20	0.31	0.22	0.34	0.35	0.39	0.39
LNG	0.36	0.03	0.08	0.13	1.00	0.49	0.19	0.20	0.21	0.20	0.32	0.12	0.21	0.20	0.24	0.28	0.30	0.29	0.24	0.29	0.27	0.38	0.36	0.43
FANG	0.37	0.04	0.08	0.10	0.49	1.00	0.18	0.19	0.21	0.23	0.36	0.10	0.20	0.22	0.20	0.36	0.30	0.30	0.21	0.35	0.25	0.44	0.37	0.44
ITOCY	0.42	0.07	0.11	0.18	0.19	0.18	1.00	0.20	0.19	0.22	0.24	0.22	0.25	0.27	0.24	0.28	0.29	0.29	0.24	0.29	0.37	0.38	0.42	0.46
MCK	0.39	-0.02	0.21	0.33	0.20	0.19	0.20	1.00	0.29	0.18	0.31	0.29	0.15	0.22	0.33	0.23	0.25	0.29	0.33	0.29	0.29	0.41	0.39	0.43
LMT	0.37	0.02	0.21	0.22	0.21	0.21	0.19	0.29	1.00	0.14	0.33	0.27	0.13	0.22	0.36	0.24	0.24	0.39	0.35	0.30	0.25	0.47	0.37	0.44
DECK	0.48	-0.02	0.09	0.17	0.20	0.23	0.22	0.18	0.14	1.00	0.26	0.29	0.32	0.40	0.27	0.38	0.41	0.34	0.30	0.40	0.43	0.42	0.48	0.53
ADM	0.44	0.02	0.15	0.18	0.32	0.36	0.24	0.31	0.33	0.26	1.00	0.25	0.16	0.30	0.32	0.37	0.32	0.30	0.33	0.35	0.29	0.58	0.44	0.48
COST	0.53	0.02	0.21	0.28	0.12	0.10	0.22	0.29	0.27	0.29	0.25	1.00	0.33	0.29	0.37	0.24	0.28	0.29	0.40	0.29	0.51	0.46	0.53	0.54
NVDA	0.63	0.00	0.09	0.22	0.21	0.20	0.25	0.15	0.13	0.32	0.16	0.33	1.00	0.28	0.22	0.30	0.35	0.36	0.27	0.36	0.73	0.38	0.63	0.62
PHM	0.50	0.07	0.14	0.18	0.20	0.22	0.27	0.22	0.22	0.40	0.30	0.29	0.28	1.00	0.33	0.40	0.38	0.36	0.37	0.41	0.41	0.51	0.50	0.56
AJG	0.52	-0.01	0.32	0.31	0.24	0.20	0.24	0.33	0.36	0.27	0.32	0.37	0.22	0.33	1.00	0.34	0.36	0.40	0.75	0.35	0.39	0.53	0.52	0.56
SYF	0.57	-0.07	0.16	0.14	0.28	0.36	0.28	0.23	0.24	0.38	0.37	0.24	0.30	0.40	0.34	1.00	0.49	0.42	0.35	0.47	0.44	0.59	0.57	0.61
HLT	0.58	-0.04	0.14	0.18	0.30	0.30	0.29	0.25	0.24	0.41	0.32	0.28	0.35	0.38	0.36	0.49	1.00	0.50	0.37	0.44	0.49	0.53	0.58	0.62
TDG	0.57	0.01	0.17	0.20	0.29	0.30	0.29	0.29	0.39	0.34	0.30	0.29	0.36	0.36	0.40	0.42	0.50	1.00	0.41	0.46	0.48	0.52	0.57	0.63
BRO	0.55	-0.03	0.31	0.31	0.24	0.21	0.24	0.33	0.35	0.30	0.33	0.40	0.27	0.37	0.75	0.35	0.37	0.41	1.00	0.38	0.42	0.56	0.55	0.59
EME	0.59	-0.00	0.16	0.22	0.29	0.35	0.29	0.29	0.30	0.40	0.35	0.29	0.36	0.41	0.35	0.47	0.44	0.46	0.38	1.00	0.47	0.55	0.59	0.65
QQQ	0.91	0.02	0.17	0.34	0.27	0.25	0.37	0.29	0.25	0.43	0.29	0.51	0.73	0.41	0.39	0.44	0.49	0.48	0.42	0.47	1.00	0.61	0.91	0.86
SCHD	0.80	0.01	0.25	0.35	0.38	0.44	0.38	0.41	0.47	0.42	0.58	0.46	0.38	0.51	0.53	0.59	0.53	0.52	0.56	0.55	0.61	1.00	0.80	0.83
VOO	1.00	0.01	0.23	0.39	0.36	0.37	0.42	0.39	0.37	0.48	0.44	0.53	0.63	0.50	0.52	0.57	0.58	0.57	0.55	0.59	0.91	0.80	1.00	0.96
Portfolio	0.96	0.04	0.28	0.39	0.43	0.44	0.46	0.43	0.44	0.53	0.48	0.54	0.62	0.56	0.56	0.61	0.62	0.63	0.59	0.65	0.86	0.83	0.96	1.00

The correlation results are calculated based on daily price changes starting from Aug 1, 2014

JVV Alternative IRA S1

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table