capital j ucab 1

Asset Allocation

Position	Category/Sector	Target Weight
MU Micron Technology, Inc.	Technology	34.84%
VOO Vanguard S&P 500 ETF	S&P 500	16.48%
QQQ Invesco QQQ ETF	Nasdaq-100	8.81%
V Visa Inc.	Financial Services	8.50%
AXP American Express Company	Financial Services	7.89%
GLD SPDR Gold Shares	Gold, Precious Metals	6.77%
PM Philip Morris International Inc.	Consumer Defensive	4.54%
XOM Exxon Mobil Corporation	Energy	3.75%
CEG Constellation Energy Corp	Utilities	2.92%
TSLA Tesla, Inc.	Consumer Cyclical	1.91%
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds, Long-Term Bond	1.50%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	0.94%
NVDA NVIDIA Corporation	Technology	0.58%
BRK-B Berkshire Hathaway Inc.	Financial Services	0.57%
PG The Procter & Gamble Company	Consumer Defensive	0%

Benchmark

S&P 500 Index

Transactions

Date	Type	Symbol	Quantity	Price
May 19, 2025	Buy	SPDR Gold Shares	30	$297.77
May 16, 2025	Buy	Micron Technology, Inc.	70	$98.02
May 16, 2025	Sell	Exxon Mobil Corporation	100	$107.68
May 16, 2025	Buy	iShares 20+ Year Treasury Bond ETF	30	$86.87
May 16, 2025	Buy	Visa Inc.	10	$362.95
May 16, 2025	Sell	SPDR Gold Shares	1	$292.62
May 15, 2025	Buy	Visa Inc.	15	$362.19
May 15, 2025	Buy	Philip Morris International Inc.	10	$168.48
May 15, 2025	Buy	Schwab U.S. Dividend Equity ETF	40	$26.38
May 15, 2025	Sell	NVIDIA Corporation	15	$134.85

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in capital j ucab 1, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.

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Returns By Period

Position	1D	1M	6M	YTD	1Y	3Y*	5Y*	10Y*	ALL TIME*
Benchmark S&P 500 Index	-0.19%	-0.76%	7.25%	8.73%	18.21%	17.95%	11.30%	13.09%	8.08%
Portfolio capital j ucab 1	0.56%	-9.40%	28.15%	33.68%	61.84%	—	—	—	58.18%
Portfolio components:
AXP American Express Company	-0.96%	4.41%	-2.96%	-4.10%	15.50%	28.88%	16.74%	20.17%	10.18%
BRK-B Berkshire Hathaway Inc.	0.07%	0.37%	-0.41%	-2.27%	3.68%	12.42%	11.91%	13.01%	10.58%
CEG Constellation Energy Corp	0.44%	-7.50%	-17.38%	-28.03%	-20.72%	38.87%	—	—	45.07%
GLD SPDR Gold Shares	-0.22%	-5.04%	-12.74%	-7.24%	19.20%	26.36%	16.85%	11.27%	10.24%
MU Micron Technology, Inc.	1.94%	-23.67%	138.72%	203.41%	657.80%	137.11%	62.98%	52.40%	17.23%
NVDA NVIDIA Corporation	0.23%	-3.52%	9.29%	9.13%	18.06%	66.27%	60.07%	65.23%	36.39%
PG The Procter & Gamble Company	-0.57%	-0.83%	4.70%	5.59%	-1.76%	1.56%	4.00%	8.53%	10.13%
PM Philip Morris International Inc.	-0.13%	8.92%	12.92%	22.23%	11.73%	30.98%	20.32%	12.20%	12.78%
QQQ Invesco QQQ ETF	0.10%	-5.91%	12.30%	13.58%	24.61%	23.54%	14.68%	20.72%	10.70%
SCHD Schwab U.S. Dividend Equity ETF	-0.49%	3.61%	15.19%	21.36%	25.66%	13.54%	9.15%	12.32%	13.25%

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

Monthly Returns

Based on dividend-adjusted daily data since Apr 15, 2025, capital j ucab 1's average daily return is +0.19%, while the average monthly return is +3.95%. At this rate, an investment would double in approximately 1.5 years.

Historically, 81% of months were positive and 19% were negative. The best month was May 2026 with a return of +23.1%, while the worst month was Jul 2026 at -10.0%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 1 months.

On a daily basis, capital j ucab 1 closed higher 55% of trading days. The best single day was Jun 25, 2026 with a return of +6.4%, while the worst single day was Jun 5, 2026 at -6.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	7.23%	0.40%	-8.09%	14.76%	23.08%	6.21%	-9.95%						33.68%
2025				1.56%	4.03%	4.93%	-1.32%	2.94%	6.34%	6.13%	1.18%	3.76%	33.44%

Benchmark Metrics

capital j ucab 1 has an annualized alpha of 19.25%, beta of 1.18, and R2 of 0.46 versus S&P 500 Index. Calculated based on daily prices since April 15, 2025.

This portfolio captured 195.78% of S&P 500 Index gains and 109.25% of its losses - amplifying both gains and losses, but participating more in upside than downside.
R2 of 0.46 means the benchmark explains less than half of this portfolio's behavior - treat beta with caution or consider switching to a more representative benchmark.

Alpha: 19.25%

Beta: 1.18

R²: 0.46

Upside Capture: 195.78%

Downside Capture: 109.25%

See how alpha, beta & R² have trended over time →

Expense Ratio

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

TLT

iShares 20+ Year Treasury Bond ETF

SCHD

Schwab U.S. Dividend Equity ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

capital j ucab 1 ranks 91 for risk / return — in the top 91% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

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

The table below presents risk-adjusted performance metrics for capital j ucab 1 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.48	1.45	+1.03
Sortino ratioReturn per unit of downside risk	3.21	2.03	+1.18
Omega ratioGain probability vs. loss probability	1.45	1.26	+0.18
Calmar ratioReturn relative to maximum drawdown	5.10	2.01	+3.09
Martin ratioReturn relative to average drawdown	17.22	8.68	+8.54

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AXP American Express Company	61	0.59	0.95	1.13	0.65	1.37
BRK-B Berkshire Hathaway Inc.	52	0.25	0.45	1.05	0.39	0.82
CEG Constellation Energy Corp	26	-0.45	-0.37	0.96	-0.50	-0.93
GLD SPDR Gold Shares	24	0.69	1.03	1.15	0.73	1.71
MU Micron Technology, Inc.	99	8.69	5.21	1.66	21.93	74.09
NVDA NVIDIA Corporation	62	0.51	0.95	1.11	0.90	1.90
PG The Procter & Gamble Company	39	-0.09	0.01	1.00	-0.11	-0.20
PM Philip Morris International Inc.	57	0.41	0.74	1.09	0.61	1.17
QQQ Invesco QQQ ETF	52	1.32	1.83	1.23	2.07	7.22
SCHD Schwab U.S. Dividend Equity ETF	91	2.34	3.63	1.42	5.59	13.64

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. Learn how to interpret the Sharpe ratio.

The current capital j ucab 1 Sharpe ratio is 2.48 as of Jul 21, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 1.98, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of capital j ucab 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

capital j ucab 1 provided a 0.73% dividend yield over the last twelve months.

Position	TTM	2025
Portfolio	0.73%	0.83%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	$31.98	$83.08	$196.28	$47.74	$91.10	$184.87	$57.41						$692.45
2025				$62.35	$226.99	$164.60	$50.21	$85.76	$111.59	$109.92	$90.62	$194.69	$1,096.73

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 capital j ucab 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 capital j ucab 1 was 12.19%, occurring on Jul 17, 2026. The portfolio has not yet recovered.

The current capital j ucab 1 drawdown is 11.70%.

Drawdown	Fall	Recovery	Underwater	Related event
-12.19%Jul 2026	24d	—	28dJun 2026 - now	—
-12.15%Mar 2026	1mo 29d	23d	2mo 22dJan 2026 - Apr 2026	—
-8.81%Jun 2026	1d	10d	11dJun 2026 - Jun 2026	—
-6.18%Nov 2025	9d	20d	29dNov 2025 - Dec 2025	—
-5.07%May 2026	4d	8d	12dMay 2026 - May 2026	—

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 15 assets, with an effective number of assets of 5.57, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.

Diversification Ratio

	1Y	All Time
Diversification Ratio	1.35	1.37

The portfolio has a diversification ratio of 1.37, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

capital j ucab 1 correlation to the S&P 500 Index

capital j ucab 1 has a 0.75 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.75
Correlation (All Time) Calculated using the full available price history since Apr 15, 2025	0.76

Benchmark Correlations

Correlation vs. S&P 500 Index. VOO has the highest benchmark correlation at 1.00, while XOM has the lowest at -0.13.

XOM

-0.13

-0.09

0.01

GLD

0.14

BRK-B

0.19

TLT

0.21

0.35

SCHD

0.37

CEG

0.42

0.52

Portfolio Correlations

Correlation vs. capital j ucab 1. MU has the highest portfolio correlation at 0.83, while PG has the lowest at -0.11.

-0.11

-0.09

XOM

-0.03

BRK-B

0.04

TLT

0.08

0.18

0.21

0.21

0.36

0.41

Asset Correlations Table

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

	GLD	XOM	TLT	PM	PG	BRK-B	V	CEG	SCHD	AXP	TSLA	MU	NVDA	QQQ	VOO
GLD	1.00	-0.04	0.14	0.03	0.05	-0.05	-0.10	0.07	0.06	-0.03	0.09	0.12	0.02	0.13	0.14
XOM	-0.04	1.00	-0.18	0.16	0.02	0.04	-0.03	-0.11	0.39	0.00	-0.07	-0.07	-0.13	-0.18	-0.13
TLT	0.14	-0.18	1.00	0.09	0.22	0.10	0.12	0.09	0.13	0.13	0.06	0.01	0.01	0.15	0.20
PM	0.03	0.16	0.09	1.00	0.33	0.18	0.11	-0.04	0.19	-0.02	-0.12	-0.18	-0.18	-0.17	-0.09
PG	0.05	0.02	0.22	0.33	1.00	0.37	0.25	-0.10	0.41	0.15	-0.05	-0.22	-0.23	-0.16	0.00
BRK-B	-0.05	0.04	0.10	0.18	0.37	1.00	0.45	-0.01	0.43	0.35	0.08	-0.11	-0.13	0.01	0.18
V	-0.10	-0.03	0.12	0.11	0.25	0.45	1.00	0.04	0.33	0.51	0.07	-0.08	0.03	0.19	0.34
CEG	0.07	-0.11	0.09	-0.04	-0.10	-0.01	0.04	1.00	0.02	0.19	0.29	0.28	0.35	0.43	0.42
SCHD	0.06	0.39	0.13	0.19	0.41	0.43	0.33	0.02	1.00	0.41	0.18	0.03	-0.07	0.17	0.36
AXP	-0.03	0.00	0.13	-0.02	0.15	0.35	0.51	0.19	0.41	1.00	0.26	0.12	0.20	0.39	0.55
TSLA	0.09	-0.07	0.06	-0.12	-0.05	0.08	0.07	0.29	0.18	0.26	1.00	0.38	0.42	0.62	0.59
MU	0.12	-0.07	0.01	-0.18	-0.22	-0.11	-0.08	0.28	0.03	0.12	0.38	1.00	0.46	0.63	0.52
NVDA	0.02	-0.13	0.01	-0.18	-0.23	-0.13	0.03	0.35	-0.07	0.20	0.42	0.46	1.00	0.68	0.63
QQQ	0.13	-0.18	0.15	-0.17	-0.16	0.01	0.19	0.43	0.17	0.39	0.62	0.63	0.68	1.00	0.94
VOO	0.14	-0.13	0.20	-0.09	0.00	0.18	0.34	0.42	0.36	0.55	0.59	0.52	0.63	0.94	1.00

The correlation results are calculated based on daily price changes starting from Apr 15, 2025

Diversification Analysis

Find what capital j ucab 1 is missing

See which holdings overlap, where capital j ucab 1 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification