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

JVV Current IRA since 19 Aug 2024

Currency in USD · Last updated May 21, 2025

This is JVV's current IRA after 5 August selloff. Still a work in progress. First round of optimization done August 19-21, 2024. Updated 29 August 24- that day traded some XLK for NVDA and NTAP which went down. Then on August 30 sold SBSW and increase positions in NTAP and NVDA. Sold BAESY (unfortunately, on limit but w profit) ~mid Feb 25. Sold CNI during Feb-Mar 25. Current on 20 March 2025, bringing it close to S1. Set up and increased to ~1% position in MSFT- count towards XLK.

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%CommodityCommodityCurrencyCurrencyEquityEquity
PositionCategory/SectorTarget Weight
ADM
Archer-Daniels-Midland Company		Consumer Defensive
1.71%
AJG
Arthur J. Gallagher & Co.		Financial Services
3.19%
BRO
Brown & Brown, Inc.		Financial Services
3.19%
CBOE
Cboe Global Markets, Inc.		Financial Services
3.29%
COST
Costco Wholesale Corporation		Consumer Defensive
3.05%
DECK
Deckers Outdoor Corporation		Consumer Cyclical
1.97%
EME
EMCOR Group, Inc.		Industrials
3.41%
FANG
Diamondback Energy, Inc.		Energy
3.24%
GIS
General Mills, Inc.		Consumer Defensive
2.94%
GLD
SPDR Gold Trust		Precious Metals, Gold
2.49%
HLT
Hilton Worldwide Holdings Inc.		Consumer Cyclical
1.74%
ITOCY
Itochu Corp ADR		Industrials
2.90%
LLY
Eli Lilly and Company		Healthcare
2.01%
LMT
Lockheed Martin Corporation		Industrials
4.62%
LNG
Cheniere Energy, Inc.		Energy
2.98%
MCK
McKesson Corporation		Healthcare
2.27%
MSFT
Microsoft Corporation		Technology
1.06%
NVDA
NVIDIA Corporation		Technology
1.94%
NVO
Novo Nordisk A/S		Healthcare
1.02%
PHM
PulteGroup, Inc.		Consumer Cyclical
3.09%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
8.87%
SYF
Synchrony Financial		Financial Services
2.99%
TDG
TransDigm Group Incorporated		Industrials
3.25%
UHS
Universal Health Services, Inc.		Healthcare
3.17%
USD=X
USD Cash
0.01%
VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities
12.42%
XLK
Technology Select Sector SPDR Fund		Technology Equities
17.18%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jul 31, 2014, corresponding to the inception date of SYF

Returns By Period

As of May 21, 2025, the JVV Current IRA since 19 Aug 2024 returned 3.05% Year-To-Date and 18.99% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		1.00%12.45%0.40%11.91%15.04%10.82%
JVV Current IRA since 19 Aug 20243.05%10.23%0.33%13.03%25.40%18.99%
Portfolio components:
ADM
Archer-Daniels-Midland Company		0.40%4.89%-3.38%-15.17%10.00%2.38%
AJG
Arthur J. Gallagher & Co.		20.13%3.37%16.81%33.85%31.71%23.66%
BRO
Brown & Brown, Inc.		10.53%-3.94%3.12%25.83%24.80%22.55%
COST
Costco Wholesale Corporation		13.43%4.39%11.74%31.42%30.07%24.00%
GIS
General Mills, Inc.		-12.29%-4.73%-10.90%-20.27%1.51%3.17%
LMT
Lockheed Martin Corporation		-1.36%2.53%-9.55%4.54%8.09%12.43%
LNG
Cheniere Energy, Inc.		8.89%0.86%6.33%47.14%39.46%12.40%
TDG
TransDigm Group Incorporated		12.81%6.87%14.31%14.97%33.41%25.15%
XLK
Technology Select Sector SPDR Fund		0.67%21.16%1.35%9.79%20.35%19.73%
PHM
PulteGroup, Inc.		-6.77%6.70%-20.85%-14.40%26.23%19.28%
FANG
Diamondback Energy, Inc.		-14.37%1.21%-22.11%-27.87%31.98%8.04%
SYF
Synchrony Financial		-7.43%25.70%-5.46%36.23%27.51%6.35%
CBOE
Cboe Global Markets, Inc.		16.04%4.14%10.94%25.24%19.65%16.48%
HLT
Hilton Worldwide Holdings Inc.		2.59%20.41%1.52%23.50%26.72%16.08%
ITOCY
Itochu Corp ADR		5.88%12.28%4.42%11.14%20.24%17.14%
MCK
McKesson Corporation		26.33%3.17%17.08%28.10%37.87%12.45%
UHS
Universal Health Services, Inc.		9.22%11.97%-0.33%8.33%13.98%4.87%
EME
EMCOR Group, Inc.		4.22%24.74%-7.96%23.40%50.67%26.94%
NVO
Novo Nordisk A/S		-19.44%17.42%-32.48%-47.67%17.96%11.22%
NVDA
NVIDIA Corporation		0.08%32.41%-8.58%41.82%71.74%74.79%
USD=X
USD Cash		0.00%0.00%0.00%0.00%0.00%0.00%
DECK
Deckers Outdoor Corporation		-36.56%21.93%-26.92%-14.38%33.95%26.47%
GLD
SPDR Gold Trust		25.38%-0.83%24.80%35.19%13.22%10.14%
LLY
Eli Lilly and Company		-2.87%-10.88%2.75%-3.97%39.27%28.25%
SCHD
Schwab US Dividend Equity ETF		-2.20%4.17%-5.84%3.53%13.28%10.61%
VOO
Vanguard S&P 500 ETF		1.48%12.60%1.07%13.35%16.72%12.78%
MSFT
Microsoft Corporation		9.12%24.81%10.31%8.54%21.11%27.40%
*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%-0.32%-3.11%-0.53%5.97%3.05%
20242.93%6.51%4.56%-2.96%5.66%2.29%3.39%3.21%0.74%-1.05%5.81%-4.89%28.70%
20235.77%-1.01%3.88%3.18%0.38%7.64%2.81%0.00%-4.12%0.54%8.60%3.68%35.33%
2022-3.28%1.16%2.40%-6.29%0.80%-7.36%9.45%-2.73%-7.79%11.39%6.41%-4.57%-2.65%
2021-1.38%4.46%5.07%5.81%2.27%2.38%1.49%2.27%-3.06%5.97%1.01%5.04%35.67%
20202.06%-7.85%-14.56%13.74%6.11%1.61%5.23%6.95%-3.37%-3.14%12.90%5.04%23.09%
20197.80%4.93%2.19%4.50%-4.50%7.25%1.59%0.65%1.21%1.66%3.46%2.91%38.58%
20185.70%-4.01%-1.49%0.56%2.22%-0.15%2.75%3.10%0.55%-5.75%1.13%-8.23%-4.42%
20172.39%3.09%0.39%0.22%3.21%0.00%2.23%0.96%2.85%3.89%4.04%2.19%28.54%
2016-4.06%0.99%6.60%0.75%2.46%1.75%4.81%0.19%-0.06%-2.47%5.27%1.38%18.52%
2015-2.22%6.06%-0.39%0.37%1.97%-1.72%1.72%-3.97%-2.86%6.60%0.83%-2.95%2.85%
20145.29%-1.82%2.13%2.49%-0.08%8.12%

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.

XLK
Technology Select Sector SPDR Fund
GLD
SPDR Gold Trust
SCHD
Schwab US Dividend Equity ETF
VOO
Vanguard S&P 500 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JVV Current IRA since 19 Aug 2024 is 49, 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 4949
Overall Rank
The Sharpe Ratio Rank of JVV Current IRA since 19 Aug 2024 is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of JVV Current IRA since 19 Aug 2024 is 5151
Sortino Ratio Rank
The Omega Ratio Rank of JVV Current IRA since 19 Aug 2024 is 5555
Omega Ratio Rank
The Calmar Ratio Rank of JVV Current IRA since 19 Aug 2024 is 4848
Calmar Ratio Rank
The Martin Ratio Rank of JVV Current IRA since 19 Aug 2024 is 4343
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ADM
Archer-Daniels-Midland Company		-0.58-0.740.90-0.31-0.90
AJG
Arthur J. Gallagher & Co.		1.472.141.302.907.79
BRO
Brown & Brown, Inc.		1.181.731.262.065.31
COST
Costco Wholesale Corporation		1.351.781.251.614.60
GIS
General Mills, Inc.		-0.88-0.930.89-0.43-1.12
LMT
Lockheed Martin Corporation		0.180.361.060.120.22
LNG
Cheniere Energy, Inc.		1.582.071.312.106.44
TDG
TransDigm Group Incorporated		0.460.781.101.001.97
XLK
Technology Select Sector SPDR Fund		0.310.741.100.461.41
PHM
PulteGroup, Inc.		-0.39-0.290.97-0.31-0.57
FANG
Diamondback Energy, Inc.		-0.69-0.710.90-0.60-1.27
SYF
Synchrony Financial		0.751.501.211.002.85
CBOE
Cboe Global Markets, Inc.		1.041.851.242.106.19
HLT
Hilton Worldwide Holdings Inc.		0.901.671.221.073.26
ITOCY
Itochu Corp ADR		0.340.671.080.340.78
MCK
McKesson Corporation		1.091.341.231.082.64
UHS
Universal Health Services, Inc.		0.260.441.060.150.29
EME
EMCOR Group, Inc.		0.501.021.160.741.83
NVO
Novo Nordisk A/S		-1.13-1.690.78-0.82-1.44
NVDA
NVIDIA Corporation		0.670.801.100.461.11
USD=X
USD Cash		—————
DECK
Deckers Outdoor Corporation		-0.28-0.640.91-0.53-1.10
GLD
SPDR Gold Trust		1.943.041.404.9013.11
LLY
Eli Lilly and Company		-0.16-0.100.99-0.38-0.71
SCHD
Schwab US Dividend Equity ETF		0.230.591.080.351.06
VOO
Vanguard S&P 500 ETF		0.661.121.170.742.78
MSFT
Microsoft Corporation		0.290.841.110.491.07

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.

JVV Current IRA since 19 Aug 2024 Sharpe ratios as of May 21, 2025 (values are recalculated daily):

  • 1-Year: 0.74
  • 5-Year: 1.50
  • 10-Year: 1.06
  • All Time: 1.08

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 0.54 to 1.04, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of JVV Current IRA since 19 Aug 2024 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

JVV Current IRA since 19 Aug 2024 provided a 1.51% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio1.51%1.51%1.55%1.59%1.21%1.54%1.85%1.76%1.81%1.97%1.75%1.97%
Portfolio components:
ADM
Archer-Daniels-Midland Company		4.03%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.		0.72%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.		0.52%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		0.46%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.		4.38%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		2.71%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.		0.83%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TDG
TransDigm Group Incorporated		5.25%5.92%3.46%2.94%0.00%0.00%11.16%0.00%8.01%9.64%0.00%12.73%
XLK
Technology Select Sector SPDR Fund		0.67%0.66%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%
PHM
PulteGroup, Inc.		0.83%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.		3.79%5.06%5.15%6.55%1.62%3.10%0.74%0.40%0.00%0.00%0.00%0.00%
SYF
Synchrony Financial		1.75%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.		1.08%1.21%1.18%1.56%1.38%1.68%1.12%1.19%0.84%1.33%1.41%1.29%
HLT
Hilton Worldwide Holdings Inc.		0.18%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		0.38%0.47%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%
UHS
Universal Health Services, Inc.		0.41%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.		0.21%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		2.37%1.68%0.99%1.18%1.34%1.86%2.12%2.46%2.13%3.94%1.31%1.96%
NVDA
NVIDIA Corporation		0.02%0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%
USD=X
USD Cash		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		0.75%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
SCHD
Schwab US Dividend Equity ETF		3.93%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
VOO
Vanguard S&P 500 ETF		1.28%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		0.71%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.

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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 2.34%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.2%Feb 20, 202023Mar 23, 202099Aug 7, 2020122
-17.93%Oct 2, 201860Dec 24, 201860Mar 18, 2019120
-16.96%Dec 5, 202489Apr 8, 2025———
-16.88%Mar 30, 202258Jun 17, 2022118Nov 30, 2022176
-13.28%Aug 18, 2015129Feb 11, 201644Apr 13, 2016173

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 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=XGLDGISCBOENVOLNGLLYFANGITOCYLMTMCKDECKNVDAADMUHSCOSTPHMSYFHLTAJGTDGEMEMSFTBROXLKSCHDVOOPortfolio
^GSPC1.000.000.000.240.260.380.390.410.400.420.400.410.490.630.470.470.560.510.570.590.560.580.600.750.590.900.831.000.94
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
GLD0.000.001.000.04-0.030.060.03-0.000.030.070.00-0.02-0.020.000.010.000.020.07-0.07-0.04-0.010.01-0.01-0.00-0.020.000.010.010.04
GIS0.240.000.041.000.160.140.080.200.060.110.310.270.060.010.320.190.290.180.120.090.270.130.110.140.270.130.380.240.27
CBOE0.260.00-0.030.161.000.130.070.170.090.110.220.210.110.110.160.170.200.150.180.150.330.180.180.200.310.190.270.260.30
NVO0.380.000.060.140.131.000.110.430.100.180.180.270.190.250.170.220.250.190.140.180.250.230.190.330.260.350.300.380.37
LNG0.390.000.030.080.070.111.000.140.490.200.210.210.230.230.340.250.120.220.300.320.250.300.300.210.250.300.400.390.47
LLY0.410.00-0.000.200.170.430.141.000.110.180.230.340.180.230.190.280.300.180.150.180.330.210.230.320.330.340.360.410.40
FANG0.400.000.030.060.090.100.490.111.000.190.210.210.240.210.360.250.120.230.370.310.220.320.370.190.220.270.440.390.48
ITOCY0.420.000.070.110.110.180.200.180.191.000.200.200.230.260.240.250.230.260.280.290.250.300.290.300.250.360.390.420.46
LMT0.400.000.000.310.220.180.210.230.210.201.000.310.140.150.340.290.280.240.260.270.380.400.310.240.380.270.490.390.47
MCK0.410.00-0.020.270.210.270.210.340.210.200.311.000.200.160.320.390.300.240.250.260.340.290.300.250.340.290.430.410.46
DECK0.490.00-0.020.060.110.190.230.180.240.230.140.201.000.330.260.310.320.400.370.410.280.350.420.340.320.430.420.490.53
NVDA0.630.000.000.010.110.250.230.230.210.260.150.160.331.000.180.200.360.300.300.370.260.370.360.590.300.740.410.620.60
ADM0.470.000.010.320.160.170.340.190.360.240.340.320.260.181.000.340.260.300.400.330.340.320.380.250.350.310.590.470.51
UHS0.470.000.000.190.170.220.250.280.250.250.290.390.310.200.341.000.270.370.380.350.350.380.410.260.380.340.510.470.54
COST0.560.000.020.290.200.250.120.300.120.230.280.300.320.360.260.271.000.300.250.300.380.310.320.470.400.510.480.560.55
PHM0.510.000.070.180.150.190.220.180.230.260.240.240.400.300.300.370.301.000.400.380.340.380.430.330.380.410.500.510.57
SYF0.570.00-0.070.120.180.140.300.150.370.280.260.250.370.300.400.380.250.401.000.490.350.430.480.320.360.430.600.560.61
HLT0.590.00-0.040.090.150.180.320.180.310.290.270.260.410.370.330.350.300.380.491.000.370.510.460.380.380.490.530.590.62
AJG0.560.00-0.010.270.330.250.250.330.220.250.380.340.280.260.340.350.380.340.350.371.000.420.390.410.750.450.550.550.60
TDG0.580.000.010.130.180.230.300.210.320.300.400.290.350.370.320.380.310.380.430.510.421.000.470.390.430.490.540.580.65
EME0.600.00-0.010.110.180.190.300.230.370.290.310.300.420.360.380.410.320.430.480.460.390.471.000.360.430.480.580.590.67
MSFT0.750.00-0.000.140.200.330.210.320.190.300.240.250.340.590.250.260.470.330.320.380.410.390.361.000.400.840.520.740.67
BRO0.590.00-0.020.270.310.260.250.330.220.250.380.340.320.300.350.380.400.380.360.380.750.430.430.401.000.470.580.580.63
XLK0.900.000.000.130.190.350.300.340.270.360.270.290.430.740.310.340.510.410.430.490.450.490.480.840.471.000.640.890.82
SCHD0.830.000.010.380.270.300.400.360.440.390.490.430.420.410.590.510.480.500.600.530.550.540.580.520.580.641.000.830.85
VOO1.000.000.010.240.260.380.390.410.390.420.390.410.490.620.470.470.560.510.560.590.550.580.590.740.580.890.831.000.94
Portfolio0.940.000.040.270.300.370.470.400.480.460.470.460.530.600.510.540.550.570.610.620.600.650.670.670.630.820.850.941.00
The correlation results are calculated based on daily price changes starting from Aug 1, 2014