Jayashree Brokerage Account

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Jayashree Brokerage Account

Currency in USD · Last updated May 21, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	46.71%
APO Apollo Global Management, Inc.	Financial Services	2.49%
DTD WisdomTree U.S. Total Dividend Fund	Large Cap Blend Equities, Dividend	6.24%
EWH iShares MSCI Hong Kong ETF	Asia Pacific Equities	0.24%
FSPHX Fidelity® Select Health Care Portfolio	Health & Biotech Equities	2.53%
INTC Intel Corporation	Technology	0.20%
IXUS iShares Core MSCI Total International Stock ETF	Foreign Large Cap Equities	3.74%
JHMM John Hancock Multifactor Mid Cap ETF	Mid Cap Growth Equities	2.26%
LBNDX Lord Abbett Bond Debenture Fund	Multisector Bonds	1.78%
LCGFX William Blair Large Cap Growth Fund	Large Cap Growth Equities	6.28%
MSFT Microsoft Corporation	Technology	14.69%
QQQ Invesco QQQ	Large Cap Blend Equities	0.29%
SWISX Schwab International Index Fund	Foreign Large Cap Equities	5.02%
TTWO Take-Two Interactive Software, Inc.	Communication Services	2.99%
USD=X USD Cash		4.54%

Benchmark

S&P 500

Rebalance

Performance

Performance Chart

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The earliest data available for this chart is Sep 29, 2015, corresponding to the inception date of JHMM

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.00%	12.45%	0.40%	11.91%	15.04%	10.82%
Jayashree Brokerage Account	-4.97%	9.65%	-1.58%	10.82%	18.58%	N/A
Portfolio components:
APO Apollo Global Management, Inc.	-15.12%	10.26%	-16.68%	24.98%	28.61%	26.11%
AAPL Apple Inc	-17.20%	5.15%	-9.16%	8.79%	21.85%	21.43%
INTC Intel Corporation	6.08%	12.36%	-12.11%	-33.32%	-17.38%	-2.00%
MSFT Microsoft Corporation	9.12%	24.81%	10.31%	8.54%	21.12%	27.40%
TTWO Take-Two Interactive Software, Inc.	29.02%	11.62%	27.68%	57.39%	11.44%	24.17%
QQQ Invesco QQQ	1.92%	17.15%	3.66%	15.07%	18.59%	17.68%
IXUS iShares Core MSCI Total International Stock ETF	14.02%	9.42%	12.47%	11.18%	11.17%	5.39%
EWH iShares MSCI Hong Kong ETF	14.17%	15.76%	12.93%	10.24%	1.58%	0.64%
JHMM John Hancock Multifactor Mid Cap ETF	0.85%	11.93%	-2.27%	7.37%	13.87%	N/A
DTD WisdomTree U.S. Total Dividend Fund	3.14%	7.52%	0.33%	12.34%	15.26%	10.27%
FSPHX Fidelity® Select Health Care Portfolio	-7.56%	0.76%	-16.35%	-12.70%	-2.71%	0.60%
LBNDX Lord Abbett Bond Debenture Fund	0.93%	2.26%	0.94%	5.42%	3.70%	3.29%
SWISX Schwab International Index Fund	17.03%	10.39%	15.73%	11.76%	12.33%	5.81%
LCGFX William Blair Large Cap Growth Fund	-0.89%	17.22%	-6.95%	1.60%	11.71%	9.61%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

*Annualized

Monthly Returns

The table below presents the monthly returns of Jayashree Brokerage Account, 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
2025	-1.82%	0.62%	-5.63%	-0.93%	2.89%								-4.97%
2024	-0.69%	1.05%	-1.01%	-2.81%	8.72%	6.08%	2.30%	2.21%	1.79%	-2.37%	5.27%	0.64%	22.58%
2023	8.07%	0.20%	8.75%	2.99%	3.24%	6.92%	1.47%	-3.00%	-5.76%	-0.31%	10.51%	2.08%	39.65%
2022	-3.79%	-3.91%	3.33%	-9.45%	-2.12%	-7.21%	12.92%	-3.94%	-10.49%	7.57%	2.51%	-7.89%	-22.53%
2021	-0.11%	-2.89%	1.20%	6.10%	-1.89%	6.31%	4.00%	3.41%	-5.44%	7.95%	3.60%	4.83%	29.53%
2020	3.50%	-8.77%	-7.42%	12.80%	6.72%	9.65%	9.42%	13.57%	-7.19%	-4.72%	9.56%	7.49%	49.32%
2019	5.75%	3.61%	5.81%	5.45%	-7.79%	9.58%	4.07%	-0.45%	3.78%	6.50%	5.65%	6.24%	58.78%
2018	3.32%	1.34%	-3.99%	-0.17%	8.17%	-0.30%	3.30%	11.18%	0.06%	-4.97%	-7.97%	-10.02%	-2.13%
2017	4.11%	7.51%	3.42%	1.60%	4.81%	-2.94%	3.32%	6.60%	-2.22%	7.27%	1.96%	-0.24%	40.57%
2016	-5.57%	-0.90%	9.35%	-7.92%	4.92%	-2.80%	7.57%	1.86%	3.36%	-0.01%	-0.03%	3.08%	12.14%
2015									1.53%	9.17%	0.38%	-6.01%	4.57%

Expense Ratio

Jayashree Brokerage Account has an expense ratio of 0.11%, 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.

LBNDX

Lord Abbett Bond Debenture Fund

FSPHX

Fidelity® Select Health Care Portfolio

LCGFX

William Blair Large Cap Growth Fund

EWH

iShares MSCI Hong Kong ETF

JHMM

John Hancock Multifactor Mid Cap ETF

DTD

WisdomTree U.S. Total Dividend Fund

QQQ

Invesco QQQ

IXUS

iShares Core MSCI Total International Stock ETF

SWISX

Schwab International Index Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Jayashree Brokerage Account is 17, meaning it’s performing worse than 83% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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 ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
APO Apollo Global Management, Inc.	0.55	0.96	1.14	0.55	1.57
AAPL Apple Inc	0.26	0.50	1.07	0.18	0.59
INTC Intel Corporation	-0.52	-0.37	0.95	-0.43	-0.88
MSFT Microsoft Corporation	0.33	0.69	1.09	0.37	0.81
TTWO Take-Two Interactive Software, Inc.	1.84	2.18	1.29	1.15	7.38
QQQ Invesco QQQ	0.58	0.89	1.13	0.57	1.82
IXUS iShares Core MSCI Total International Stock ETF	0.64	1.13	1.16	0.88	2.73
EWH iShares MSCI Hong Kong ETF	0.41	1.13	1.16	0.43	1.46
JHMM John Hancock Multifactor Mid Cap ETF	0.36	0.83	1.11	0.44	1.44
DTD WisdomTree U.S. Total Dividend Fund	0.78	1.27	1.19	0.90	3.42
FSPHX Fidelity® Select Health Care Portfolio	-0.66	-0.82	0.89	-0.41	-1.16
LBNDX Lord Abbett Bond Debenture Fund	1.24	1.65	1.24	0.80	3.86
SWISX Schwab International Index Fund	0.68	1.05	1.15	0.85	2.36
LCGFX William Blair Large Cap Growth Fund	0.06	0.24	1.03	0.04	0.12
USD=X USD Cash	—	—	—	—	—

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.

Jayashree Brokerage Account Sharpe ratios as of May 21, 2025 (values are recalculated daily):

1-Year: 0.47
5-Year: 0.85
All Time: 0.95

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 places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Jayashree Brokerage Account 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

Jayashree Brokerage Account provided a 0.89% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	0.89%	0.89%	0.95%	1.08%	0.91%	1.00%	1.32%	1.88%	1.58%	1.98%	2.20%	2.17%
Portfolio components:
APO Apollo Global Management, Inc.	1.36%	1.10%	1.81%	2.51%	2.90%	4.72%	4.23%	7.86%	5.53%	6.46%	12.91%	13.19%
AAPL Apple Inc	0.49%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
INTC Intel Corporation	0.59%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%	2.48%
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%
TTWO Take-Two Interactive Software, 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%
QQQ Invesco QQQ	0.57%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%	1.41%
IXUS iShares Core MSCI Total International Stock ETF	2.92%	3.33%	3.13%	2.48%	3.12%	1.85%	3.09%	3.00%	2.41%	2.58%	2.81%	2.95%
EWH iShares MSCI Hong Kong ETF	3.66%	4.17%	4.28%	2.91%	2.78%	2.56%	2.71%	2.93%	4.35%	3.08%	2.63%	3.52%
JHMM John Hancock Multifactor Mid Cap ETF	1.01%	1.01%	1.17%	1.16%	0.72%	1.04%	1.02%	1.36%	0.90%	1.15%	0.33%	0.00%
DTD WisdomTree U.S. Total Dividend Fund	2.09%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%	2.42%
FSPHX Fidelity® Select Health Care Portfolio	0.02%	0.02%	0.00%	0.00%	0.13%	0.58%	0.11%	0.15%	0.17%	0.13%	4.61%	4.79%
LBNDX Lord Abbett Bond Debenture Fund	6.06%	5.87%	5.12%	5.06%	3.81%	3.71%	4.01%	4.78%	4.24%	4.64%	4.72%	6.95%
SWISX Schwab International Index Fund	2.82%	3.29%	3.31%	2.73%	3.34%	1.88%	3.09%	3.15%	2.71%	3.19%	2.71%	3.37%
LCGFX William Blair Large Cap Growth Fund	0.07%	0.06%	0.00%	0.11%	0.00%	0.21%	0.28%	0.13%	0.00%	0.31%	0.00%	0.00%
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%

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 Jayashree Brokerage Account. 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 Jayashree Brokerage Account was 29.26%, occurring on Mar 23, 2020. Recovery took 54 trading sessions.

The current Jayashree Brokerage Account drawdown is 7.82%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-29.26%	Feb 13, 2020	28	Mar 23, 2020	54	Jun 5, 2020	82
-27.01%	Oct 4, 2018	66	Jan 3, 2019	147	Jul 29, 2019	213
-25.61%	Dec 28, 2021	271	Jan 5, 2023	116	Jun 15, 2023	387
-23.04%	Dec 18, 2024	80	Apr 8, 2025	—	—	—
-17.05%	Nov 4, 2015	73	Feb 11, 2016	155	Sep 15, 2016	228

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 3.90, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

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

	^GSPC	USD=X	TTWO	EWH	LBNDX	APO	INTC	AAPL	FSPHX	MSFT	SWISX	DTD	IXUS	JHMM	LCGFX	QQQ	Portfolio
^GSPC	1.00	0.00	0.48	0.52	0.54	0.60	0.63	0.69	0.73	0.76	0.78	0.90	0.80	0.88	0.91	0.91	0.84
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	0.00	0.00	0.00	0.00	0.00
TTWO	0.48	0.00	1.00	0.26	0.31	0.32	0.34	0.40	0.42	0.47	0.36	0.37	0.38	0.42	0.52	0.54	0.51
EWH	0.52	0.00	0.26	1.00	0.38	0.33	0.39	0.37	0.41	0.38	0.62	0.50	0.69	0.50	0.47	0.48	0.46
LBNDX	0.54	0.00	0.31	0.38	1.00	0.38	0.34	0.38	0.46	0.39	0.55	0.50	0.56	0.55	0.52	0.51	0.47
APO	0.60	0.00	0.32	0.33	0.38	1.00	0.37	0.40	0.46	0.43	0.52	0.56	0.54	0.62	0.56	0.54	0.52
INTC	0.63	0.00	0.34	0.39	0.34	0.37	1.00	0.48	0.45	0.51	0.52	0.56	0.54	0.57	0.59	0.64	0.56
AAPL	0.69	0.00	0.40	0.37	0.38	0.40	0.48	1.00	0.48	0.63	0.51	0.55	0.53	0.52	0.66	0.76	0.94
FSPHX	0.73	0.00	0.42	0.41	0.46	0.46	0.45	0.48	1.00	0.54	0.61	0.66	0.61	0.71	0.69	0.67	0.60
MSFT	0.76	0.00	0.47	0.38	0.39	0.43	0.51	0.63	0.54	1.00	0.54	0.57	0.56	0.57	0.83	0.83	0.79
SWISX	0.78	0.00	0.36	0.62	0.55	0.52	0.52	0.51	0.61	0.54	1.00	0.75	0.96	0.75	0.69	0.67	0.64
DTD	0.90	0.00	0.37	0.50	0.50	0.56	0.56	0.55	0.66	0.57	0.75	1.00	0.76	0.89	0.72	0.70	0.68
IXUS	0.80	0.00	0.38	0.69	0.56	0.54	0.54	0.53	0.61	0.56	0.96	0.76	1.00	0.77	0.71	0.70	0.67
JHMM	0.88	0.00	0.42	0.50	0.55	0.62	0.57	0.52	0.71	0.57	0.75	0.89	0.77	1.00	0.76	0.73	0.67
LCGFX	0.91	0.00	0.52	0.47	0.52	0.56	0.59	0.66	0.69	0.83	0.69	0.72	0.71	0.76	1.00	0.93	0.83
QQQ	0.91	0.00	0.54	0.48	0.51	0.54	0.64	0.76	0.67	0.83	0.67	0.70	0.70	0.73	0.93	1.00	0.89
Portfolio	0.84	0.00	0.51	0.46	0.47	0.52	0.56	0.94	0.60	0.79	0.64	0.68	0.67	0.67	0.83	0.89	1.00

The correlation results are calculated based on daily price changes starting from Sep 30, 2015

Performance Analysis

Risk Analysis

Optimization

Factor Model

Jayashree Brokerage Account

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

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