jim2s

The chart shows the growth of an initial investment of $10,000 in jim2s, 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 never rebalanced.

Based on dividend-adjusted daily data since Jul 30, 2021, jim2s's average daily return is +0.09%, while the average monthly return is +1.85%. At this rate, your investment would double in approximately 3.2 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2024 with a return of +17.5%, while the worst month was Apr 2022 at -15.8%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 5 months.

On a daily basis, jim2s closed higher 53% of trading days. The best single day was Apr 9, 2025 with a return of +11.8%, while the worst single day was May 9, 2022 at -6.4%.

jim2s has an annualized alpha of 10.55%, beta of 1.31, and R² of 0.67 versus S&P 500 Index. Calculated based on daily prices since July 30, 2021.

• This portfolio captured 158.39% of S&P 500 Index gains and 103.82% of its losses — amplifying both gains and losses, but participating more in upside than downside.
• This portfolio generated an annualized alpha of 10.55% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

jim2s has an expense ratio of 0.02%, 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.

jim2s ranks 26 for risk / return — below 26% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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.

jim2s Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

• 1-Year: 0.95
• All Time: 0.77

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 0.99 to 1.69, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of jim2s compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

jim2s provided a 0.14% dividend yield over the last twelve months.

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.

The table below displays the maximum drawdowns of the jim2s. 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 jim2s was 42.20%, occurring on Jun 16, 2022. Recovery took 394 trading sessions.

The current jim2s drawdown is 18.65%.

The chart below shows the rolling one-month volatility.