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Jey

Last updated Feb 24, 2024

Asset Allocation


MA 44.22%V 33.48%SPGI 11.39%INTU 10.91%EquityEquity
PositionCategory/SectorWeight
MA
Mastercard Inc
Financial Services

44.22%

V
Visa Inc.
Financial Services

33.48%

SPGI
S&P Global Inc.
Financial Services

11.39%

INTU
Intuit Inc.
Technology

10.91%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Jey, 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 Quarterly


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
18.44%
15.50%
Jey
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 19, 2008, corresponding to the inception date of V

Returns

As of Feb 24, 2024, the Jey returned 8.56% Year-To-Date and 20.75% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Jey8.56%5.25%18.44%34.74%17.49%20.75%
SPGI
S&P Global Inc.
-0.51%-1.71%13.12%26.78%17.83%19.81%
INTU
Intuit Inc.
5.72%3.71%27.53%61.28%22.12%25.01%
MA
Mastercard Inc
11.17%7.91%17.86%33.97%16.87%20.74%
V
Visa Inc.
9.13%4.59%17.38%29.26%15.02%18.31%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.42%
20231.31%3.84%-5.29%-2.21%11.40%3.56%

Sharpe Ratio

The current Jey Sharpe ratio is 2.34. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.34

The Sharpe ratio of Jey lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.34
2.23
Jey
Benchmark (^GSPC)
Portfolio components

Dividend yield

Jey granted a 0.58% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Jey0.58%0.63%0.70%0.54%0.52%0.56%0.68%0.67%0.85%0.78%0.69%0.58%
SPGI
S&P Global Inc.
0.62%0.82%0.99%0.65%0.82%0.84%1.18%0.97%1.34%1.34%1.35%1.43%
INTU
Intuit Inc.
0.51%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%0.92%
MA
Mastercard Inc
0.50%0.53%0.56%0.49%0.45%0.44%0.53%0.58%0.74%0.66%0.51%0.25%
V
Visa Inc.
0.68%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%

Expense Ratio

The Jey has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Jey
2.34
SPGI
S&P Global Inc.
1.31
INTU
Intuit Inc.
2.36
MA
Mastercard Inc
2.05
V
Visa Inc.
1.98

Asset Correlations Table

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

INTUSPGIVMA
INTU1.000.560.510.54
SPGI0.561.000.530.54
V0.510.531.000.80
MA0.540.540.801.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
Jey
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Jey. 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 Jey was 53.34%, occurring on Jan 20, 2009. Recovery took 317 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-53.34%Jun 3, 2008160Jan 20, 2009317Apr 23, 2010477
-38.62%Feb 20, 202023Mar 23, 2020105Aug 20, 2020128
-27.13%Feb 3, 2022174Oct 12, 2022186Jul 12, 2023360
-22.39%Apr 26, 201029Jun 4, 2010215Apr 11, 2011244
-20.49%Oct 2, 201858Dec 24, 201840Feb 22, 201998

Volatility Chart

The current Jey volatility is 4.87%, 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%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
4.87%
3.90%
Jey
Benchmark (^GSPC)
Portfolio components
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