J&J PORTFOLIO #1

Asset Allocation

Position	Category/Sector	Target Weight
DGRO iShares Core Dividend Growth ETF	Large Cap Growth Equities, Dividend	10%
FDVV Fidelity High Dividend ETF	Large Cap Blend Equities, Dividend	10%
IBIT iShares Bitcoin Trust ETF	Cryptocurrency	20%
SCHB Schwab U.S. Broad Market ETF	Large Cap Growth Equities	5%
SCHG Schwab U.S. Large-Cap Growth ETF	Large Cap Growth Equities	15%
SCHX Schwab U.S. Large-Cap ETF	Large Cap Blend Equities	5%
SOXQ Invesco PHLX Semiconductor ETF	Semiconductors, Technology Equities	5%
TSLA Tesla, Inc.	Consumer Cyclical	15%
XLK State Street Technology Select Sector SPDR ETF	Technology Equities	15%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in J&J PORTFOLIO #1, 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 Jan 11, 2024, corresponding to the inception date of IBIT

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-2.33%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio J&J PORTFOLIO #1	-0.97%	-2.74%	-9.81%	-13.41%	28.31%	—	—	—
Portfolio components:
IBIT iShares Bitcoin Trust ETF	-1.73%	-1.63%	-23.52%	-45.61%	-20.42%	—	—	—
XLK State Street Technology Select Sector SPDR ETF	0.80%	-0.82%	-5.43%	-4.21%	49.99%	22.58%	15.84%	21.15%
SOXQ Invesco PHLX Semiconductor ETF	0.37%	4.24%	10.67%	19.22%	119.07%	35.71%	—	—
SCHG Schwab U.S. Large-Cap Growth ETF	0.03%	-3.52%	-9.70%	-8.12%	30.89%	22.25%	12.77%	17.00%
FDVV Fidelity High Dividend ETF	0.36%	-2.35%	-1.14%	0.78%	27.70%	16.87%	12.82%	—
DGRO iShares Core Dividend Growth ETF	0.16%	-1.41%	1.76%	3.66%	27.33%	14.42%	10.17%	12.88%
TSLA Tesla, Inc.	-5.42%	-9.11%	-19.82%	-16.11%	50.60%	22.79%	10.33%	36.16%
SCHX Schwab U.S. Large-Cap ETF	0.08%	-2.21%	-3.63%	-1.77%	31.14%	18.46%	11.31%	14.06%
SCHB Schwab U.S. Broad Market ETF	0.12%	-1.97%	-3.17%	-1.40%	31.64%	18.08%	10.72%	13.72%

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

Monthly Returns

Based on dividend-adjusted daily data since Jan 12, 2024, J&J PORTFOLIO #1's average daily return is +0.09%, while the average monthly return is +1.79%. At this rate, your investment would double in approximately 3.3 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2024 with a return of +17.1%, while the worst month was Feb 2025 at -8.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, J&J PORTFOLIO #1 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +11.8%, while the worst single day was Apr 3, 2025 at -5.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	-0.42%	-5.78%	-4.03%	0.15%									-9.81%
2025	2.78%	-8.61%	-6.20%	3.89%	10.62%	3.54%	3.03%	0.65%	9.26%	2.23%	-4.82%	0.20%	15.83%
2024	-3.03%	13.16%	3.28%	-5.61%	6.07%	2.37%	4.54%	-2.31%	6.42%	0.51%	17.13%	1.05%	50.21%

Benchmark Metrics

J&J PORTFOLIO #1 has an annualized alpha of 2.37%, beta of 1.35, and R² of 0.72 versus S&P 500 Index. Calculated based on daily prices since January 12, 2024.

This portfolio captured 138.37% of S&P 500 Index gains and 113.73% of its losses — amplifying both gains and losses, but participating more in upside than downside.
This portfolio generated an annualized alpha of 2.37% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 2.37%

Beta: 1.35

R²: 0.72

Upside Capture: 138.37%

Downside Capture: 113.73%

Expense Ratio

J&J PORTFOLIO #1 has an expense ratio of 0.12%, 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.

FDVV

Fidelity High Dividend ETF

IBIT

iShares Bitcoin Trust ETF

SOXQ

Invesco PHLX Semiconductor ETF

XLK

State Street Technology Select Sector SPDR ETF

DGRO

iShares Core Dividend Growth ETF

SCHG

Schwab U.S. Large-Cap Growth ETF

SCHX

Schwab U.S. Large-Cap ETF

SCHB

Schwab U.S. Broad Market ETF

Return for Risk

Risk / Return Rank

J&J PORTFOLIO #1 ranks 12 for risk / return — in the bottom 12% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.

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	0.59	0.88	-0.29
Sortino ratio Return per unit of downside risk	1.02	1.37	-0.34
Omega ratio Gain probability vs. loss probability	1.13	1.21	-0.08
Calmar ratio Return relative to maximum drawdown	0.95	1.39	-0.44
Martin ratio Return relative to average drawdown	2.78	6.43	-3.66
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
IBIT iShares Bitcoin Trust ETF	4	-0.51	-0.49	0.94	-0.43	-0.91
XLK State Street Technology Select Sector SPDR ETF	60	1.13	1.71	1.24	1.98	6.27
SOXQ Invesco PHLX Semiconductor ETF	92	2.06	2.67	1.38	4.80	17.46
SCHG Schwab U.S. Large-Cap Growth ETF	34	0.72	1.19	1.17	1.04	3.47
FDVV Fidelity High Dividend ETF	49	1.00	1.45	1.23	1.26	5.44
DGRO iShares Core Dividend Growth ETF	57	1.11	1.61	1.24	1.52	6.97
TSLA Tesla, Inc.	59	0.50	1.10	1.13	1.25	3.01
SCHX Schwab U.S. Large-Cap ETF	51	0.94	1.45	1.22	1.48	6.81
SCHB Schwab U.S. Broad Market ETF	53	0.97	1.49	1.22	1.52	7.08

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.

J&J PORTFOLIO #1 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 0.59
All Time: 0.90

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 J&J PORTFOLIO #1 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

J&J PORTFOLIO #1 provided a 0.79% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.79%	0.77%	0.83%	0.99%	1.05%	0.78%	0.93%	1.09%	1.28%	1.09%	0.94%	0.90%
Portfolio components:
IBIT iShares Bitcoin Trust ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLK State Street Technology Select Sector SPDR ETF	0.56%	0.54%	0.66%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%
SOXQ Invesco PHLX Semiconductor ETF	0.46%	0.50%	0.68%	0.87%	1.36%	0.72%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHG Schwab U.S. Large-Cap Growth ETF	0.43%	0.36%	0.39%	0.46%	0.55%	0.42%	0.52%	0.82%	1.27%	1.01%	1.04%	1.22%
FDVV Fidelity High Dividend ETF	2.98%	2.89%	2.94%	3.77%	3.44%	2.70%	3.19%	3.93%	4.05%	3.66%	1.04%	0.00%
DGRO iShares Core Dividend Growth ETF	2.09%	2.09%	2.26%	2.45%	2.34%	1.93%	2.30%	2.21%	2.44%	2.03%	2.27%	2.52%
TSLA Tesla, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHX Schwab U.S. Large-Cap ETF	1.16%	1.09%	1.22%	1.39%	1.64%	1.22%	1.64%	1.82%	2.02%	1.70%	1.92%	2.04%
SCHB Schwab U.S. Broad Market ETF	1.17%	1.11%	1.24%	1.40%	1.61%	1.21%	1.63%	1.80%	2.00%	1.65%	1.86%	2.00%

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 J&J PORTFOLIO #1. 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 J&J PORTFOLIO #1 was 28.11%, occurring on Apr 8, 2025. Recovery took 68 trading sessions.

The current J&J PORTFOLIO #1 drawdown is 14.98%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-28.11%	Dec 18, 2024	75	Apr 8, 2025	68	Jul 17, 2025	143
-17.81%	Oct 29, 2025	104	Mar 30, 2026	—	—	—
-14.28%	Jul 17, 2024	16	Aug 7, 2024	36	Sep 27, 2024	52
-8.52%	Mar 13, 2024	27	Apr 19, 2024	21	May 20, 2024	48
-4.71%	Oct 7, 2025	4	Oct 10, 2025	12	Oct 28, 2025	16

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 9 assets, with an effective number of assets of 7.41, 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	IBIT	TSLA	DGRO	SOXQ	FDVV	XLK	SCHG	SCHX	SCHB	Portfolio
Benchmark	1.00	0.40	0.56	0.75	0.78	0.85	0.89	0.94	1.00	0.99	0.79
IBIT	0.40	1.00	0.38	0.29	0.37	0.35	0.36	0.39	0.41	0.42	0.75
TSLA	0.56	0.38	1.00	0.34	0.47	0.42	0.50	0.59	0.55	0.56	0.78
DGRO	0.75	0.29	0.34	1.00	0.47	0.89	0.51	0.53	0.76	0.77	0.54
SOXQ	0.78	0.37	0.47	0.47	1.00	0.62	0.89	0.79	0.78	0.77	0.72
FDVV	0.85	0.35	0.42	0.89	0.62	1.00	0.68	0.69	0.85	0.86	0.65
XLK	0.89	0.36	0.50	0.51	0.89	0.68	1.00	0.93	0.89	0.88	0.75
SCHG	0.94	0.39	0.59	0.53	0.79	0.69	0.93	1.00	0.93	0.92	0.79
SCHX	1.00	0.41	0.55	0.76	0.78	0.85	0.89	0.93	1.00	0.99	0.80
SCHB	0.99	0.42	0.56	0.77	0.77	0.86	0.88	0.92	0.99	1.00	0.80
Portfolio	0.79	0.75	0.78	0.54	0.72	0.65	0.75	0.79	0.80	0.80	1.00

The correlation results are calculated based on daily price changes starting from Jan 12, 2024

J&J PORTFOLIO #1

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