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JVV Current IRA since 19 Aug 2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLD 2.49%XLK 17.18%VOO 12.42%SCHD 8.87%LMT 4.62%EME 3.41%CBOE 3.29%TDG 3.25%FANG 3.24%AJG 3.19%BRO 3.19%UHS 3.17%PHM 3.09%COST 3.05%SYF 2.99%LNG 2.98%GIS 2.94%ITOCY 2.9%MCK 2.27%LLY 2.01%DECK 1.97%NVDA 1.94%HLT 1.74%ADM 1.71%MSFT 1.06%NVO 1.02%CommodityCommodityEquityEquity

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JVV Current IRA since 19 Aug 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.


200.00%300.00%400.00%500.00%600.00%NovemberDecember2025FebruaryMarchApril
516.70%
186.18%
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of HLT

Returns By Period

As of Apr 27, 2025, the JVV Current IRA since 19 Aug 2024 returned -3.34% Year-To-Date and 17.79% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-2.95%-4.87%8.34%13.98%10.15%
JVV Current IRA since 19 Aug 2024-3.34%-1.66%-4.23%11.08%24.35%17.79%
ADM
Archer-Daniels-Midland Company
-3.42%-0.06%-12.92%-16.68%8.36%2.69%
AJG
Arthur J. Gallagher & Co.
13.76%-5.48%14.34%38.82%33.26%22.29%
BRO
Brown & Brown, Inc.
12.33%-6.88%10.37%41.29%26.07%21.95%
COST
Costco Wholesale Corporation
6.76%4.09%9.91%34.53%26.97%22.33%
GIS
General Mills, Inc.
-10.12%-4.92%-16.08%-17.61%1.93%3.47%
LMT
Lockheed Martin Corporation
-0.98%7.99%-13.89%6.26%7.36%12.11%
LNG
Cheniere Energy, Inc.
8.77%2.82%26.69%47.99%39.73%11.90%
TDG
8.75%-0.44%1.72%15.56%35.88%24.53%
XLK
-10.19%-1.44%-9.17%5.05%18.74%17.81%
PHM
-6.25%-3.01%-22.78%-9.83%30.35%18.58%
FANG
Diamondback Energy, Inc.
-15.93%-14.65%-24.93%-31.91%34.88%7.37%
SYF
-20.60%-5.06%-6.00%17.35%26.12%7.27%
CBOE
Cboe Global Markets, Inc.
9.64%-3.03%0.96%21.19%18.13%15.15%
HLT
Hilton Worldwide Holdings Inc.
-11.09%-5.36%-6.88%8.94%23.27%13.76%
ITOCY
Itochu Corp ADR
1.68%4.54%1.93%12.68%19.43%17.28%
MCK
McKesson Corporation
22.08%4.41%37.28%28.51%36.59%12.35%
UHS
-4.20%-7.96%-15.14%3.80%10.45%3.96%
EME
EMCOR Group, Inc.
-9.51%8.22%-4.17%16.16%43.90%23.98%
NVO
Novo Nordisk A/S
-26.67%-10.09%-44.36%-50.09%15.09%10.19%
NVDA
NVIDIA Corporation
-17.33%-0.38%-21.56%26.56%68.77%67.50%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%
DECK
Deckers Outdoor Corporation
-46.24%-6.64%-35.05%-21.40%33.59%23.46%
GLD
SPDR Gold Trust
25.85%8.07%20.29%40.67%13.05%9.83%
LLY
Eli Lilly and Company
14.78%7.65%-0.58%21.37%40.59%29.68%
SCHD
-5.19%-7.50%-7.13%3.21%12.25%9.94%
VOO
-5.74%-2.90%-4.28%9.78%15.10%11.65%
MSFT
Microsoft Corporation
-6.85%0.33%-8.11%-2.82%17.97%23.99%
*Annualized

Monthly Returns

The table below presents the monthly returns of JVV Current IRA since 19 Aug 2024, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.24%-0.31%-3.12%-1.15%-3.34%
20242.93%6.53%4.56%-2.96%5.68%2.29%3.39%3.23%0.74%-1.05%5.83%-4.89%28.79%
20235.77%-0.99%3.88%3.18%0.41%7.64%2.83%0.00%-4.12%0.57%8.60%3.69%35.45%
2022-3.28%1.17%2.40%-6.27%0.80%-7.37%9.48%-2.73%-7.80%11.41%6.41%-4.57%-2.58%
2021-1.38%4.48%5.07%5.82%2.27%2.38%1.50%2.27%-3.06%5.98%1.01%5.04%35.75%
20202.06%-7.83%-14.57%13.74%6.15%1.61%5.25%6.95%-3.37%-3.11%12.91%5.04%23.23%
20197.80%4.96%2.19%4.50%-4.48%7.24%1.59%0.66%1.21%1.66%3.48%2.91%38.69%
20185.70%-4.00%-1.50%0.56%2.22%-0.16%2.75%3.11%0.55%-5.75%1.14%-8.23%-4.39%
20172.39%3.10%0.38%0.22%3.21%0.01%2.23%0.97%2.85%3.89%4.05%2.19%28.55%
2016-4.06%0.99%6.59%0.75%2.46%1.74%4.81%0.19%-0.06%-2.47%5.28%1.37%18.50%
2015-2.22%6.05%-0.39%0.37%1.96%-1.72%1.72%-3.97%-2.88%6.60%0.83%-2.96%2.80%
20145.28%-1.82%2.13%2.47%-0.08%8.09%

Expense Ratio

JVV Current IRA since 19 Aug 2024 has an expense ratio of 0.04%, 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.


Expense ratio chart for GLD: current value is 0.40%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
GLD: 0.40%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JVV Current IRA since 19 Aug 2024 is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of JVV Current IRA since 19 Aug 2024 is 3939
Overall Rank
The Sharpe Ratio Rank of JVV Current IRA since 19 Aug 2024 is 4141
Sharpe Ratio Rank
The Sortino Ratio Rank of JVV Current IRA since 19 Aug 2024 is 4040
Sortino Ratio Rank
The Omega Ratio Rank of JVV Current IRA since 19 Aug 2024 is 4242
Omega Ratio Rank
The Calmar Ratio Rank of JVV Current IRA since 19 Aug 2024 is 3838
Calmar Ratio Rank
The Martin Ratio Rank of JVV Current IRA since 19 Aug 2024 is 3737
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.52, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.52
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.85, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.85
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.12, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.12
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.52, compared to the broader market0.002.004.006.00
Portfolio: 0.52
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 1.99, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.99
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ADM
Archer-Daniels-Midland Company
-0.73-0.890.89-0.36-1.10
AJG
Arthur J. Gallagher & Co.
1.541.991.282.667.31
BRO
Brown & Brown, Inc.
1.762.291.343.138.35
COST
Costco Wholesale Corporation
1.311.821.251.654.91
GIS
General Mills, Inc.
-0.75-0.930.89-0.48-1.24
LMT
Lockheed Martin Corporation
0.230.441.070.170.33
LNG
Cheniere Energy, Inc.
1.742.201.332.267.18
TDG
0.400.701.090.841.67
XLK
0.080.331.040.100.31
PHM
-0.34-0.280.97-0.30-0.61
FANG
Diamondback Energy, Inc.
-0.80-0.960.86-0.72-1.71
SYF
0.330.801.110.381.17
CBOE
Cboe Global Markets, Inc.
0.761.171.141.143.13
HLT
Hilton Worldwide Holdings Inc.
0.400.731.090.381.22
ITOCY
Itochu Corp ADR
0.290.651.080.330.76
MCK
McKesson Corporation
1.051.451.251.192.91
UHS
0.050.301.040.050.10
EME
EMCOR Group, Inc.
0.200.531.080.230.59
NVO
Novo Nordisk A/S
-1.22-1.820.76-0.84-1.63
NVDA
NVIDIA Corporation
0.390.931.120.621.60
USD=X
DECK
Deckers Outdoor Corporation
-0.48-0.410.94-0.42-1.00
GLD
SPDR Gold Trust
2.583.421.455.2613.85
LLY
Eli Lilly and Company
0.420.851.110.601.20
SCHD
0.120.271.040.120.41
VOO
0.420.711.110.421.70
MSFT
Microsoft Corporation
-0.16-0.060.99-0.16-0.36

The current JVV Current IRA since 19 Aug 2024 Sharpe ratio is 0.52. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.39 to 0.88, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of JVV Current IRA since 19 Aug 2024 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.52
0.46
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

JVV Current IRA since 19 Aug 2024 provided a 1.59% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.59%1.51%1.55%1.59%1.22%1.54%1.85%1.76%1.81%1.96%1.75%1.97%
ADM
Archer-Daniels-Midland Company
4.17%3.96%2.49%1.72%2.19%2.86%3.02%3.27%3.19%2.63%3.05%1.85%
AJG
Arthur J. Gallagher & Co.
0.76%0.85%0.98%1.08%1.13%1.46%1.81%2.23%2.47%2.93%3.62%3.06%
BRO
Brown & Brown, Inc.
0.49%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%
COST
Costco Wholesale Corporation
0.36%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%
GIS
General Mills, Inc.
4.28%3.73%3.47%2.50%3.03%3.37%3.66%5.03%3.27%3.01%3.00%3.02%
LMT
Lockheed Martin Corporation
2.70%2.62%2.68%2.34%2.98%2.76%2.31%3.13%2.32%2.71%2.83%2.85%
LNG
Cheniere Energy, Inc.
0.80%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDG
5.44%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%
XLK
0.75%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%
PHM
0.82%0.75%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%
FANG
Diamondback Energy, Inc.
4.54%5.06%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%
SYF
1.94%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%
CBOE
Cboe Global Markets, Inc.
1.14%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.83%1.30%1.36%1.23%
HLT
Hilton Worldwide Holdings Inc.
0.27%0.24%0.33%0.36%0.00%0.13%0.54%0.84%0.75%1.03%0.65%0.00%
ITOCY
Itochu Corp ADR
0.00%0.00%0.00%0.00%2.65%2.83%3.53%3.93%2.83%3.68%3.30%4.09%
MCK
McKesson Corporation
0.40%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
UHS
0.47%0.45%0.52%0.57%0.62%0.15%0.42%0.34%0.35%0.38%0.33%0.27%
EME
EMCOR Group, Inc.
0.24%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%0.72%
NVO
Novo Nordisk A/S
2.60%1.68%1.00%1.20%1.34%1.86%2.14%2.47%2.12%3.93%1.31%1.96%
NVDA
NVIDIA Corporation
0.03%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
USD=X
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DECK
Deckers Outdoor Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.61%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
SCHD
4.05%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
VOO
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
MSFT
Microsoft Corporation
0.81%0.73%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.40%
-10.07%
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the JVV Current IRA since 19 Aug 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 JVV Current IRA since 19 Aug 2024 was 35.20%, occurring on Mar 23, 2020. Recovery took 99 trading sessions.

The current JVV Current IRA since 19 Aug 2024 drawdown is 8.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.2%Feb 20, 202023Mar 23, 202099Aug 7, 2020122
-17.92%Oct 2, 201860Dec 24, 201860Mar 18, 2019120
-16.95%Dec 5, 202489Apr 8, 2025
-16.87%Mar 30, 202258Jun 17, 2022118Nov 30, 2022176
-13.31%Aug 18, 2015129Feb 11, 201644Apr 13, 2016173

Volatility

Volatility Chart

The current JVV Current IRA since 19 Aug 2024 volatility is 12.52%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.52%
14.23%
JVV Current IRA since 19 Aug 2024
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
5.0010.0015.0020.0025.00
Effective Assets: 14.12

The portfolio contains 27 assets, with an effective number of assets of 14.12, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

^GSPCUSD=XGLDGISCBOENVOLLYLNGFANGITOCYLMTMCKDECKNVDAADMUHSCOSTPHMSYFHLTAJGTDGEMEMSFTBROXLKSCHDVOOPortfolio
^GSPC1.000.000.010.240.260.380.410.400.390.420.400.420.490.630.470.470.570.510.570.590.560.580.600.750.590.900.831.000.94
USD=X0.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.000.00
GLD0.010.001.000.05-0.030.06-0.000.030.040.060.00-0.03-0.020.010.010.000.020.08-0.06-0.03-0.010.01-0.01-0.00-0.020.010.010.010.04
GIS0.240.000.051.000.160.140.200.080.060.110.310.270.060.010.320.190.290.170.120.090.270.130.120.140.270.130.380.240.27
CBOE0.260.00-0.030.161.000.130.170.070.090.110.220.210.110.110.160.170.200.150.190.150.330.180.180.200.310.200.270.260.30
NVO0.380.000.060.140.131.000.430.110.100.180.180.270.190.260.170.220.250.190.150.180.250.230.200.330.260.360.300.380.37
LLY0.410.00-0.000.200.170.431.000.140.110.180.230.340.180.230.190.280.300.180.150.180.330.210.230.320.330.350.360.410.40
LNG0.400.000.030.080.070.110.141.000.490.200.220.210.230.230.340.250.120.220.300.320.250.300.300.210.250.300.400.390.47
FANG0.390.000.040.060.090.100.110.491.000.190.210.210.230.210.360.250.120.230.370.310.220.320.370.190.220.270.440.390.48
ITOCY0.420.000.060.110.110.180.180.200.191.000.200.200.220.260.250.250.230.260.280.290.250.310.290.310.250.370.390.420.46
LMT0.400.000.000.310.220.180.230.220.210.201.000.310.150.150.350.290.270.240.270.270.380.400.310.240.380.280.490.400.47
MCK0.420.00-0.030.270.210.270.340.210.210.200.311.000.200.160.330.390.300.240.250.260.340.290.300.250.340.290.430.410.46
DECK0.490.00-0.020.060.110.190.180.230.230.220.150.201.000.330.270.310.320.400.370.410.280.350.410.340.320.430.420.490.53
NVDA0.630.000.010.010.110.260.230.230.210.260.150.160.331.000.180.200.360.300.300.370.260.370.360.590.310.740.410.620.60
ADM0.470.000.010.320.160.170.190.340.360.250.350.330.270.181.000.340.260.300.400.330.340.320.380.250.350.320.590.470.52
UHS0.470.000.000.190.170.220.280.250.250.250.290.390.310.200.341.000.270.360.380.350.350.380.420.270.380.340.510.470.54
COST0.570.000.020.290.200.250.300.120.120.230.270.300.320.360.260.271.000.300.260.300.380.310.320.470.400.510.480.560.55
PHM0.510.000.080.170.150.190.180.220.230.260.240.240.400.300.300.360.301.000.400.380.340.380.430.330.380.410.500.510.57
SYF0.570.00-0.060.120.190.150.150.300.370.280.270.250.370.300.400.380.260.401.000.490.350.430.480.320.370.430.600.560.61
HLT0.590.00-0.030.090.150.180.180.320.310.290.270.260.410.370.330.350.300.380.491.000.370.510.460.380.380.490.530.580.61
AJG0.560.00-0.010.270.330.250.330.250.220.250.380.340.280.260.340.350.380.340.350.371.000.420.400.410.750.450.550.560.60
TDG0.580.000.010.130.180.230.210.300.320.310.400.290.350.370.320.380.310.380.430.510.421.000.470.390.430.490.540.580.65
EME0.600.00-0.010.120.180.200.230.300.370.290.310.300.410.360.380.420.320.430.480.460.400.471.000.360.430.480.580.590.67
MSFT0.750.00-0.000.140.200.330.320.210.190.310.240.250.340.590.250.270.470.330.320.380.410.390.361.000.410.840.520.740.67
BRO0.590.00-0.020.270.310.260.330.250.220.250.380.340.320.310.350.380.400.380.370.380.750.430.430.411.000.470.580.590.63
XLK0.900.000.010.130.200.360.350.300.270.370.280.290.430.740.320.340.510.410.430.490.450.490.480.840.471.000.640.890.83
SCHD0.830.000.010.380.270.300.360.400.440.390.490.430.420.410.590.510.480.500.600.530.550.540.580.520.580.641.000.830.85
VOO1.000.000.010.240.260.380.410.390.390.420.400.410.490.620.470.470.560.510.560.580.560.580.590.740.590.890.831.000.94
Portfolio0.940.000.040.270.300.370.400.470.480.460.470.460.530.600.520.540.550.570.610.610.600.650.670.670.630.830.850.941.00
The correlation results are calculated based on daily price changes starting from Aug 1, 2014