Jean's Roth IRA?
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 20.33% |
BA The Boeing Company | Industrials | 17.07% |
DIS The Walt Disney Company | Communication Services | 8.47% |
MSFT Microsoft Corporation | Technology | 32.43% |
XOM Exxon Mobil Corporation | Energy | 21.70% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Jean's Roth IRA?, 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
The earliest data available for this chart is Mar 13, 1986, corresponding to the inception date of MSFT
Returns By Period
As of Sep 21, 2024, the Jean's Roth IRA? returned 6.09% Year-To-Date and 18.52% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Jean's Roth IRA? | 6.09% | -0.40% | 2.63% | 18.86% | 18.59% | 18.52% |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.98% | 0.80% | 32.79% | 31.87% | 34.14% | 25.97% |
BA The Boeing Company | -41.19% | -11.61% | -18.83% | -23.34% | -16.40% | 3.31% |
DIS The Walt Disney Company | 4.31% | 3.34% | -18.72% | 14.21% | -6.40% | 1.52% |
XOM Exxon Mobil Corporation | 18.25% | 1.25% | 3.22% | 3.97% | 15.42% | 6.38% |
MSFT Microsoft Corporation | 16.38% | 2.62% | 1.89% | 37.24% | 26.77% | 27.08% |
Monthly Returns
The table below presents the monthly returns of Jean's Roth IRA?, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.09% | 2.68% | 2.42% | -5.18% | 5.26% | 4.29% | 0.07% | -1.16% | 6.09% | ||||
| 2023 | 8.58% | -1.94% | 8.37% | 4.18% | -0.85% | 4.76% | 1.99% | -2.25% | -4.39% | -0.25% | 11.42% | 1.67% | 34.49% |
| 2022 | 1.80% | -0.26% | 1.67% | -9.88% | -0.07% | -6.88% | 13.58% | -2.27% | -13.58% | 12.08% | 6.47% | -3.79% | -4.65% |
| 2021 | 1.00% | 6.34% | 4.44% | 3.08% | -0.11% | 6.09% | 0.16% | 1.99% | -2.92% | 8.03% | -1.01% | 3.48% | 34.47% |
| 2020 | 0.53% | -10.49% | -15.83% | 12.61% | 3.73% | 9.62% | 0.53% | 10.22% | -8.55% | -5.87% | 17.43% | 7.51% | 16.80% |
| 2019 | 7.15% | 8.16% | 1.16% | 6.29% | -8.17% | 8.70% | 0.64% | -0.47% | 2.75% | 0.57% | 6.83% | 2.05% | 40.38% |
| 2018 | 7.87% | -1.50% | -4.43% | 1.70% | 6.86% | -0.26% | 4.53% | 5.26% | 3.30% | -5.05% | -2.51% | -9.66% | 4.63% |
| 2017 | 2.11% | 4.15% | 2.04% | 2.13% | 1.95% | -0.75% | 6.47% | 1.68% | 0.98% | 6.32% | 3.03% | 1.71% | 36.57% |
| 2016 | -5.41% | -1.63% | 7.80% | -3.39% | 2.40% | -0.29% | 4.61% | 0.43% | 1.70% | 1.77% | 2.90% | 3.79% | 14.91% |
| 2015 | -2.45% | 7.42% | -3.63% | 6.66% | -0.67% | -3.19% | 1.30% | -7.10% | -0.04% | 13.48% | 0.92% | -2.98% | 8.26% |
| 2014 | -5.59% | 4.43% | 2.51% | 2.98% | 3.49% | 0.32% | 0.46% | 5.20% | -0.82% | 2.40% | 3.26% | -2.42% | 16.85% |
| 2013 | -0.90% | 1.21% | 3.49% | 6.90% | 4.63% | -1.88% | 1.82% | 1.54% | 1.79% | 7.36% | 6.06% | 2.34% | 39.70% |
Expense Ratio
Jean's Roth IRA? 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Jean's Roth IRA? is 19, indicating that it is in the bottom 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
BA The Boeing Company | -0.74 | -0.88 | 0.89 | -0.38 | -0.93 |
DIS The Walt Disney Company | 0.55 | 0.97 | 1.13 | 0.24 | 1.03 |
XOM Exxon Mobil Corporation | 0.12 | 0.32 | 1.04 | 0.13 | 0.26 |
MSFT Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
Dividends
Dividend yield
Jean's Roth IRA? granted a 1.09% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Jean's Roth IRA? | 1.09% | 1.17% | 1.18% | 1.56% | 2.42% | 2.20% | 2.44% | 2.15% | 2.47% | 2.49% | 2.26% | 2.13% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
BA The Boeing Company | 0.00% | 0.00% | 0.00% | 0.00% | 0.96% | 2.52% | 2.12% | 1.93% | 2.80% | 2.52% | 2.25% | 1.42% |
DIS The Walt Disney Company | 0.80% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% | 1.22% | 1.13% |
XOM Exxon Mobil Corporation | 3.30% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Jean's Roth IRA?. 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 Jean's Roth IRA? was 52.24%, occurring on Mar 9, 2009. Recovery took 282 trading sessions.
The current Jean's Roth IRA? drawdown is 4.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.24% | Dec 27, 2007 | 301 | Mar 9, 2009 | 282 | Apr 21, 2010 | 583 |
| -44.46% | Mar 27, 2000 | 637 | Oct 9, 2002 | 501 | Oct 6, 2004 | 1138 |
| -40.69% | Oct 6, 1987 | 42 | Dec 3, 1987 | 450 | Sep 14, 1989 | 492 |
| -39.79% | Feb 13, 2020 | 27 | Mar 23, 2020 | 110 | Aug 27, 2020 | 137 |
| -26.94% | Jul 13, 1990 | 67 | Oct 16, 1990 | 64 | Jan 17, 1991 | 131 |
Volatility
Volatility Chart
The current Jean's Roth IRA? volatility is 4.77%, 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.
Diversification
Asset Correlations Table
| XOM | AAPL | BA | DIS | MSFT | |
|---|---|---|---|---|---|
| XOM | 1.00 | 0.22 | 0.32 | 0.33 | 0.27 |
| AAPL | 0.22 | 1.00 | 0.25 | 0.31 | 0.45 |
| BA | 0.32 | 0.25 | 1.00 | 0.37 | 0.29 |
| DIS | 0.33 | 0.31 | 0.37 | 1.00 | 0.36 |
| MSFT | 0.27 | 0.45 | 0.29 | 0.36 | 1.00 |