GJ PRT 14 DEC 2024

Asset Allocation

Position	Category/Sector	Target Weight
AMD Advanced Micro Devices, Inc.	Technology	10%
ASM.AS ASM International NV	Technology	10%
ASML.AS ASML Holding NV	Technology	10%
AXON Axon Enterprise, Inc.	Industrials	10%
BESI.AS BE Semiconductor Industries NV	Technology	10%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	Technology Equities, S&P 500	10%
MPWR Monolithic Power Systems, Inc.	Technology	10%
MSFT Microsoft Corporation	Technology	10%
NVDA NVIDIA Corporation	Technology	10%
TVK.TO TerraVest Industries Inc.	Energy	10%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in GJ PRT 14 DEC 2024, 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 Dec 4, 2015, corresponding to the inception date of IUIT.L

Returns By Period

As of Apr 4, 2026, the GJ PRT 14 DEC 2024 returned 2.66% Year-To-Date and 43.75% of annualized return in the last 10 years.

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.63%	-3.84%	-1.98%	29.73%	16.86%	10.37%	12.29%
Portfolio GJ PRT 14 DEC 2024	-0.24%	-5.44%	2.66%	4.99%	70.61%	41.40%	32.03%	43.75%
Portfolio components:
MSFT Microsoft Corporation	1.11%	-9.06%	-22.60%	-27.51%	4.58%	10.00%	9.94%	22.58%
NVDA NVIDIA Corporation	0.93%	-3.24%	-4.88%	-5.44%	88.14%	85.17%	66.71%	70.07%
AXON Axon Enterprise, Inc.	-2.54%	-27.64%	-27.31%	-42.31%	-16.96%	21.99%	23.61%	36.33%
TVK.TO TerraVest Industries Inc.	-3.04%	-13.47%	-21.81%	-7.13%	3.14%	68.01%	48.94%	38.37%
MPWR Monolithic Power Systems, Inc.	-0.09%	3.92%	23.65%	22.18%	136.07%	32.41%	25.85%	34.35%
ASM.AS ASM International NV	-0.56%	-6.64%	27.71%	20.74%	91.48%	25.56%	21.61%	35.61%
ASML.AS ASML Holding NV	-2.67%	-2.69%	23.96%	30.04%	118.59%	26.93%	17.63%	30.72%
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	-0.16%	-3.99%	-8.69%	-8.12%	44.34%	26.73%	17.80%	22.50%
BESI.AS BE Semiconductor Industries NV	0.94%	0.20%	39.68%	43.19%	130.56%	39.92%	24.39%	36.43%
AMD Advanced Micro Devices, Inc.	3.47%	9.05%	1.56%	32.08%	153.61%	31.09%	21.81%	54.37%

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

Monthly Returns

Based on dividend-adjusted daily data since Dec 7, 2015, GJ PRT 14 DEC 2024's average daily return is +0.15%, while the average monthly return is +3.29%. At this rate, your investment would double in approximately 1.8 years.

Historically, 70% of months were positive and 30% were negative. The best month was Nov 2023 with a return of +19.1%, while the worst month was Apr 2022 at -18.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, GJ PRT 14 DEC 2024 closed higher 57% of trading days. The best single day was Mar 24, 2020 with a return of +13.5%, while the worst single day was Mar 12, 2020 at -11.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	9.19%	0.06%	-8.47%	2.66%									2.66%
2025	1.95%	-8.85%	-3.25%	4.08%	15.89%	13.18%	-0.74%	-1.35%	7.90%	11.33%	-10.71%	5.08%	35.45%
2024	7.08%	14.75%	0.81%	-2.55%	7.40%	7.71%	-5.08%	5.82%	1.45%	-6.84%	7.40%	-0.61%	41.49%
2023	17.24%	4.62%	13.42%	-2.83%	13.91%	3.72%	5.22%	-0.69%	-7.16%	-1.83%	19.06%	9.93%	99.11%
2022	-13.71%	1.01%	3.28%	-18.44%	2.89%	-13.72%	15.96%	-6.85%	-13.05%	5.41%	18.55%	-7.11%	-28.94%
2021	6.59%	4.23%	0.06%	5.52%	0.46%	10.91%	6.90%	6.67%	-4.19%	12.39%	7.70%	-4.76%	64.60%

Benchmark Metrics

GJ PRT 14 DEC 2024 has an annualized alpha of 27.67%, beta of 1.18, and R² of 0.59 versus S&P 500 Index. Calculated based on daily prices since December 07, 2015.

This portfolio captured 217.34% of S&P 500 Index gains but only 86.22% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 27.67% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 27.67%

Beta: 1.18

R²: 0.59

Upside Capture: 217.34%

Downside Capture: 86.22%

Expense Ratio

GJ PRT 14 DEC 2024 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.

IUIT.L

iShares S&P 500 Information Technology Sector UCITS ETF

Return for Risk

Risk / Return Rank

GJ PRT 14 DEC 2024 ranks 79 for risk / return — better than 79% of portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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	1.78	0.88	+0.89
Sortino ratio Return per unit of downside risk	2.39	1.37	+1.02
Omega ratio Gain probability vs. loss probability	1.30	1.21	+0.10
Calmar ratio Return relative to maximum drawdown	3.80	1.39	+2.41
Martin ratio Return relative to average drawdown	11.00	6.43	+4.57
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
MSFT Microsoft Corporation	34	-0.06	0.11	1.01	-0.05	-0.12
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54
AXON Axon Enterprise, Inc.	21	-0.49	-0.45	0.94	-0.44	-0.89
TVK.TO TerraVest Industries Inc.	31	-0.19	0.03	1.00	-0.20	-0.43
MPWR Monolithic Power Systems, Inc.	85	1.63	2.30	1.31	4.09	10.41
ASM.AS ASM International NV	84	1.71	2.39	1.29	3.70	8.97
ASML.AS ASML Holding NV	94	2.62	3.14	1.41	7.72	20.34
IUIT.L iShares S&P 500 Information Technology Sector UCITS ETF	61	1.18	1.74	1.23	2.12	6.48
BESI.AS BE Semiconductor Industries NV	91	2.14	2.61	1.35	6.43	18.24
AMD Advanced Micro Devices, Inc.	85	1.73	2.48	1.32	4.02	8.17

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.

GJ PRT 14 DEC 2024 Sharpe ratios as of Apr 4, 2026 (values are recalculated daily):

1-Year: 1.78
5-Year: 1.07
10-Year: 1.55
All Time: 1.54

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 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 GJ PRT 14 DEC 2024 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

GJ PRT 14 DEC 2024 provided a 0.43% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.43%	0.48%	0.52%	0.61%	1.18%	0.59%	0.76%	1.35%	3.40%	0.97%	1.15%	2.10%
Portfolio components:
MSFT Microsoft Corporation	0.93%	0.70%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%
AXON Axon Enterprise, 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%
TVK.TO TerraVest Industries Inc.	0.58%	0.44%	0.56%	1.19%	1.54%	1.46%	2.50%	3.08%	3.94%	4.28%	4.49%	5.63%
MPWR Monolithic Power Systems, Inc.	0.60%	0.69%	0.85%	0.63%	0.85%	0.49%	0.55%	0.90%	1.03%	0.71%	0.98%	1.26%
ASM.AS ASM International NV	0.45%	0.58%	0.49%	0.53%	1.06%	0.51%	0.83%	2.00%	13.26%	1.24%	1.64%	1.66%
ASML.AS ASML Holding NV	0.57%	0.71%	0.92%	0.87%	1.28%	0.47%	0.64%	1.19%	1.02%	0.83%	0.98%	0.85%
IUIT.L iShares S&P 500 Information Technology Sector UCITS 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%
BESI.AS BE Semiconductor Industries NV	1.15%	1.63%	1.63%	2.09%	5.89%	2.27%	2.04%	4.85%	12.56%	0.50%	0.63%	8.08%
AMD Advanced Micro Devices, 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%

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 GJ PRT 14 DEC 2024. 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 GJ PRT 14 DEC 2024 was 46.76%, occurring on Oct 14, 2022. Recovery took 157 trading sessions.

The current GJ PRT 14 DEC 2024 drawdown is 10.62%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-46.76%	Nov 22, 2021	234	Oct 14, 2022	157	May 25, 2023	391
-36.1%	Feb 20, 2020	20	Mar 18, 2020	53	Jun 2, 2020	73
-27.46%	Oct 2, 2018	60	Dec 24, 2018	61	Mar 21, 2019	121
-26.23%	Jan 23, 2025	54	Apr 8, 2025	24	May 13, 2025	78
-17.94%	Jul 11, 2024	18	Aug 5, 2024	87	Dec 4, 2024	105

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 10 assets, with an effective number of assets of 10.00, 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	TVK.TO	AXON	BESI.AS	AMD	MSFT	IUIT.L	ASM.AS	NVDA	ASML.AS	MPWR	Portfolio
Benchmark	1.00	0.31	0.46	0.39	0.54	0.74	0.51	0.43	0.64	0.48	0.67	0.72
TVK.TO	0.31	1.00	0.17	0.18	0.18	0.21	0.18	0.20	0.19	0.21	0.22	0.36
AXON	0.46	0.17	1.00	0.25	0.34	0.38	0.30	0.25	0.40	0.28	0.41	0.55
BESI.AS	0.39	0.18	0.25	1.00	0.32	0.30	0.55	0.75	0.36	0.72	0.41	0.68
AMD	0.54	0.18	0.34	0.32	1.00	0.49	0.37	0.35	0.66	0.39	0.59	0.72
MSFT	0.74	0.21	0.38	0.30	0.49	1.00	0.48	0.34	0.59	0.37	0.53	0.63
IUIT.L	0.51	0.18	0.30	0.55	0.37	0.48	1.00	0.59	0.47	0.66	0.42	0.67
ASM.AS	0.43	0.20	0.25	0.75	0.35	0.34	0.59	1.00	0.38	0.79	0.43	0.70
NVDA	0.64	0.19	0.40	0.36	0.66	0.59	0.47	0.38	1.00	0.43	0.65	0.75
ASML.AS	0.48	0.21	0.28	0.72	0.39	0.37	0.66	0.79	0.43	1.00	0.47	0.73
MPWR	0.67	0.22	0.41	0.41	0.59	0.53	0.42	0.43	0.65	0.47	1.00	0.75
Portfolio	0.72	0.36	0.55	0.68	0.72	0.63	0.67	0.70	0.75	0.73	0.75	1.00

The correlation results are calculated based on daily price changes starting from Dec 7, 2015

GJ PRT 14 DEC 2024

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