MikeJojo RET Portfolio V2

Asset Allocation

Position	Category/Sector	Target Weight
TSM Taiwan Semiconductor Manufacturing Company Limited	Technology	6%
AVGO Broadcom Inc.	Technology	6%
NVDA NVIDIA Corporation	Technology	6%
GOOGL Alphabet Inc. Class A	Communication Services	6%
META Meta Platforms, Inc.	Communication Services	6%
AAPL Apple Inc	Technology	6%
MSFT Microsoft Corporation	Technology	6%
MSTR Strategy Inc	Technology	5%
AMZN Amazon.com, Inc	Consumer Cyclical	5%
TSLA Tesla, Inc.	Consumer Cyclical	5%
ASML ASML Holding N.V.	Technology	4%
AMD Advanced Micro Devices, Inc.	Technology	4%
LLY Eli Lilly and Company	Healthcare	4%
AGYS Agilysys, Inc.	Technology	3.60%
AXON Axon Enterprise, Inc.	Industrials	3.60%
COKE Coca-Cola Consolidated, Inc.	Consumer Defensive	3.60%
SPY State Street SPDR S&P 500 ETF	S&P 500	3.60%
SMH VanEck Semiconductor ETF	Semiconductors, Technology Equities	3.60%
COST Costco Wholesale Corporation	Consumer Defensive	3%
AVAV AeroVironment, Inc.	Industrials	3%
NFLX Netflix, Inc.	Communication Services	3%
MA Mastercard Incorporated	Financial Services	2%
CMG Chipotle Mexican Grill, Inc.	Consumer Cyclical	2%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in MikeJojo RET Portfolio V2, 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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Returns By Period

As of Jun 9, 2026, the MikeJojo RET Portfolio V2 returned 11.32% Year-To-Date and 38.48% of annualized return in the last 10 years.

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio MikeJojo RET Portfolio V2	1.39%	-0.96%	11.32%	8.79%	35.19%	45.04%	32.83%	38.48%
Portfolio components:
AAPL Apple Inc	-1.89%	2.90%	11.12%	8.71%	48.46%	19.11%	19.46%	29.63%
AGYS Agilysys, Inc.	0.64%	24.44%	-25.03%	-29.69%	-21.13%	6.92%	10.11%	22.64%
AMD Advanced Micro Devices, Inc.	5.14%	7.72%	128.95%	121.76%	322.01%	57.74%	43.72%	60.51%
AMZN Amazon.com, Inc	-0.33%	-10.07%	6.24%	8.08%	14.82%	25.71%	8.37%	21.19%
ASML ASML Holding N.V.	6.54%	9.86%	64.06%	56.76%	134.10%	36.05%	21.93%	34.75%
AVAV AeroVironment, Inc.	-0.67%	9.74%	-23.65%	-34.62%	-3.25%	23.54%	10.87%	19.16%
AVGO Broadcom Inc.	2.82%	-7.77%	14.83%	-0.72%	61.91%	72.46%	56.70%	41.32%
AXON Axon Enterprise, Inc.	-3.10%	16.73%	-17.06%	-14.84%	-40.51%	34.22%	26.05%	35.39%
CMG Chipotle Mexican Grill, Inc.	-0.24%	-9.91%	-20.89%	-12.91%	-44.25%	-10.49%	1.95%	13.70%
COKE Coca-Cola Consolidated, Inc.	-0.61%	2.58%	16.99%	9.02%	65.74%	40.58%	33.34%	31.72%

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

Monthly Returns

Based on dividend-adjusted daily data since May 21, 2012, MikeJojo RET Portfolio V2's average daily return is +0.14%, while the average monthly return is +2.79%. At this rate, an investment would double in approximately 2.1 years.

Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +19.8%, while the worst month was Apr 2022 at -15.5%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, MikeJojo RET Portfolio V2 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +13.6%, while the worst single day was Mar 16, 2020 at -12.3%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.34%	-2.03%	-6.88%	15.64%	8.51%	-4.04%							11.32%
2025	2.77%	-7.26%	-7.94%	5.23%	11.36%	10.67%	1.92%	-0.25%	7.57%	6.99%	-2.13%	-1.87%	27.88%
2024	3.18%	14.06%	8.02%	-4.10%	9.62%	7.22%	-1.19%	2.62%	4.24%	0.72%	11.29%	0.60%	70.78%
2023	18.46%	1.81%	10.76%	1.03%	11.23%	6.30%	3.68%	-0.83%	-5.48%	1.73%	12.27%	8.53%	92.21%
2022	-10.85%	-2.42%	5.49%	-15.48%	0.51%	-10.54%	15.89%	-6.39%	-9.90%	4.12%	9.36%	-8.39%	-28.89%
2021	7.31%	3.84%	-1.44%	4.83%	-0.53%	8.95%	3.02%	5.09%	-6.01%	9.85%	5.14%	-0.53%	45.86%

Benchmark Metrics

MikeJojo RET Portfolio V2 has an annualized alpha of 18.70%, beta of 1.23, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since May 21, 2012.

This portfolio captured 184.07% of S&P 500 Index gains but only 82.83% of its losses - a favorable profile for investors.
This portfolio generated an annualized alpha of 18.70% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha: 18.70%

Beta: 1.23

R²: 0.78

Upside Capture: 184.07%

Downside Capture: 82.83%

Expense Ratio

MikeJojo RET Portfolio V2 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.

SMH

VanEck Semiconductor ETF

SPY

State Street SPDR S&P 500 ETF

Return for Risk

Risk / Return Rank

MikeJojo RET Portfolio V2 ranks 28 for risk / return — below 28% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

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 MikeJojo RET Portfolio V2 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.80	1.94	-0.14
Sortino ratioReturn per unit of downside risk	2.38	2.63	-0.25
Omega ratioGain probability vs. loss probability	1.31	1.35	-0.04
Calmar ratioReturn relative to maximum drawdown	2.17	2.59	-0.42
Martin ratioReturn relative to average drawdown	7.37	11.84	-4.47
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.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	88	2.18	3.09	1.39	3.53	8.89
AGYS Agilysys, Inc.	27	-0.41	-0.29	0.96	-0.38	-0.71
AMD Advanced Micro Devices, Inc.	97	4.91	4.51	1.60	11.69	24.15
AMZN Amazon.com, Inc	56	0.49	0.89	1.11	0.68	1.64
ASML ASML Holding N.V.	95	3.24	3.63	1.45	7.56	20.33
AVAV AeroVironment, Inc.	41	-0.04	0.48	1.06	-0.05	-0.10
AVGO Broadcom Inc.	77	1.38	1.95	1.26	2.17	5.16
AXON Axon Enterprise, Inc.	14	-0.73	-0.93	0.88	-0.67	-1.17
CMG Chipotle Mexican Grill, Inc.	7	-1.16	-1.61	0.78	-0.86	-1.27
COKE Coca-Cola Consolidated, Inc.	84	1.91	2.28	1.34	2.69	8.04

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.

MikeJojo RET Portfolio V2 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.80
5-Year: 1.24
10-Year: 1.52
All Time: 1.58

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 1.62 to 2.49, 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 MikeJojo RET Portfolio V2 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

MikeJojo RET Portfolio V2 provided a 0.34% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	0.34%	0.37%	0.44%	0.54%	0.68%	0.46%	0.67%	0.87%	0.96%	0.88%	0.84%	0.98%
Portfolio components:
AAPL Apple Inc	0.35%	0.38%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%
AGYS Agilysys, 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%
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%
AMZN Amazon.com, 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%
ASML ASML Holding N.V.	0.50%	0.97%	0.97%	0.86%	1.27%	0.50%	0.50%	1.40%	0.94%	0.64%	0.92%	0.73%
AVAV AeroVironment, 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%
AVGO Broadcom Inc.	0.63%	0.70%	0.94%	1.71%	3.02%	2.24%	3.05%	3.54%	3.11%	1.87%	1.43%	1.13%
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%
CMG Chipotle Mexican Grill, 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%
COKE Coca-Cola Consolidated, Inc.	0.56%	0.65%	1.59%	0.54%	0.20%	0.16%	0.38%	0.35%	0.56%	0.46%	0.56%	0.55%

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 MikeJojo RET Portfolio V2. 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 MikeJojo RET Portfolio V2 was 36.80%, occurring on Oct 14, 2022. Recovery took 153 trading sessions.

The current MikeJojo RET Portfolio V2 drawdown is 4.11%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-36.80%Oct 2022	10mo 26d	7mo 13d	1y 6moNov 2021 - May 2023
COVID crash2020	-32.92%Mar 2020	27d	2mo 22d	3mo 19dFeb 2020 - Jun 2020
2025 selloff2025	-27.39%Apr 2025	3mo 22d	2mo 17d	6mo 9dDec 2024 - Jun 2025
Rate-hike selloffLate 2018	-23.39%Dec 2018	2mo 23d	2mo 27d	5mo 20dOct 2018 - Mar 2019
2021 correction2021	-16.76%Mar 2021	26d	3mo 22d	4mo 18dFeb 2021 - Jun 2021

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 23 assets, with an effective number of assets of 21.06, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	10Y	All Time
Diversification Ratio	1.99	1.70	1.56	1.56	1.62

The portfolio has a diversification ratio of 1.62, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

MikeJojo RET Portfolio V2 correlation to the S&P 500 Index

MikeJojo RET Portfolio V2 has a 0.88 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	0.88
Correlation (3Y) Calculated over the trailing 3-year period	0.86
Correlation (5Y) Calculated over the trailing 5-year period	0.88
Correlation (10Y) Calculated over the trailing 10-year period	0.85
Correlation (All Time) Calculated using the full available price history since May 21, 2012	0.84

Benchmark Correlations

Correlation vs. S&P 500 Index. SPY has the highest benchmark correlation at 1.00, while COKE has the lowest at 0.34.

0.34

0.41

0.42

0.43

0.43

0.46

0.46

0.47

0.49

0.51

0.52

Portfolio Correlations

Correlation vs. MikeJojo RET Portfolio V2. SMH has the highest portfolio correlation at 0.84, while COKE has the lowest at 0.31.

0.31

0.33

0.44

0.44

0.45

0.48

0.51

0.55

0.57

TSLA

0.60

MSTR

0.61

AAPL

0.63

Asset Correlations Table

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

	COKE	LLY	AGYS	AVAV	CMG	AXON	COST	TSLA	MSTR	NFLX	AMD	META	MA	TSM	AAPL	ASML	AVGO	AMZN	GOOGL	NVDA	MSFT	SMH	SPY
COKE	1.00	0.16	0.20	0.18	0.19	0.16	0.28	0.18	0.19	0.14	0.13	0.18	0.27	0.16	0.22	0.21	0.20	0.21	0.21	0.16	0.21	0.22	0.34
LLY	0.16	1.00	0.15	0.17	0.19	0.16	0.28	0.13	0.17	0.18	0.17	0.24	0.29	0.18	0.23	0.23	0.23	0.24	0.27	0.21	0.29	0.25	0.41
AGYS	0.20	0.15	1.00	0.31	0.26	0.32	0.20	0.24	0.32	0.22	0.24	0.26	0.33	0.26	0.26	0.26	0.27	0.26	0.28	0.26	0.30	0.33	0.42
AVAV	0.18	0.17	0.31	1.00	0.24	0.34	0.24	0.23	0.34	0.23	0.27	0.26	0.31	0.29	0.27	0.31	0.33	0.28	0.29	0.30	0.32	0.38	0.47
CMG	0.19	0.19	0.26	0.24	1.00	0.28	0.31	0.28	0.29	0.30	0.28	0.32	0.35	0.23	0.29	0.31	0.28	0.38	0.31	0.31	0.36	0.34	0.43
AXON	0.16	0.16	0.32	0.34	0.28	1.00	0.23	0.29	0.31	0.29	0.29	0.31	0.32	0.30	0.29	0.34	0.36	0.35	0.30	0.37	0.35	0.40	0.43
COST	0.28	0.28	0.20	0.24	0.31	0.23	1.00	0.23	0.24	0.28	0.24	0.29	0.39	0.28	0.36	0.31	0.31	0.37	0.36	0.31	0.41	0.36	0.52
TSLA	0.18	0.13	0.24	0.23	0.28	0.29	0.23	1.00	0.36	0.35	0.35	0.34	0.29	0.34	0.37	0.35	0.38	0.40	0.37	0.39	0.36	0.43	0.46
MSTR	0.19	0.17	0.32	0.34	0.29	0.31	0.24	0.36	1.00	0.30	0.35	0.33	0.32	0.34	0.32	0.36	0.36	0.37	0.38	0.38	0.37	0.44	0.49
NFLX	0.14	0.18	0.22	0.23	0.30	0.29	0.28	0.35	0.30	1.00	0.34	0.45	0.37	0.31	0.37	0.34	0.36	0.50	0.42	0.41	0.43	0.42	0.46
AMD	0.13	0.17	0.24	0.27	0.28	0.29	0.24	0.35	0.35	0.34	1.00	0.37	0.33	0.47	0.39	0.50	0.48	0.43	0.41	0.60	0.44	0.65	0.51
META	0.18	0.24	0.26	0.26	0.32	0.31	0.29	0.34	0.33	0.45	0.37	1.00	0.42	0.37	0.43	0.41	0.43	0.57	0.58	0.47	0.50	0.48	0.56
MA	0.27	0.29	0.33	0.31	0.35	0.32	0.39	0.29	0.32	0.37	0.33	0.42	1.00	0.38	0.44	0.43	0.40	0.48	0.50	0.40	0.53	0.49	0.67
TSM	0.16	0.18	0.26	0.29	0.23	0.30	0.28	0.34	0.34	0.31	0.47	0.37	0.38	1.00	0.43	0.60	0.57	0.42	0.45	0.57	0.46	0.77	0.58
AAPL	0.22	0.23	0.26	0.27	0.29	0.29	0.36	0.37	0.32	0.37	0.39	0.43	0.44	0.43	1.00	0.47	0.49	0.49	0.52	0.46	0.53	0.54	0.63
ASML	0.21	0.23	0.26	0.31	0.31	0.34	0.31	0.35	0.36	0.34	0.50	0.41	0.43	0.60	0.47	1.00	0.59	0.46	0.47	0.58	0.50	0.78	0.64
AVGO	0.20	0.23	0.27	0.33	0.28	0.36	0.31	0.38	0.36	0.36	0.48	0.43	0.40	0.57	0.49	0.59	1.00	0.46	0.46	0.59	0.51	0.77	0.64
AMZN	0.21	0.24	0.26	0.28	0.38	0.35	0.37	0.40	0.37	0.50	0.43	0.57	0.48	0.42	0.49	0.46	0.46	1.00	0.64	0.51	0.59	0.54	0.64
GOOGL	0.21	0.27	0.28	0.29	0.31	0.30	0.36	0.37	0.38	0.42	0.41	0.58	0.50	0.45	0.52	0.47	0.46	0.64	1.00	0.49	0.61	0.55	0.67
NVDA	0.16	0.21	0.26	0.30	0.31	0.37	0.31	0.39	0.38	0.41	0.60	0.47	0.40	0.57	0.46	0.58	0.59	0.51	0.49	1.00	0.55	0.78	0.61
MSFT	0.21	0.29	0.30	0.32	0.36	0.35	0.41	0.36	0.37	0.43	0.44	0.50	0.53	0.46	0.53	0.50	0.51	0.59	0.61	0.55	1.00	0.60	0.70
SMH	0.22	0.25	0.33	0.38	0.34	0.40	0.36	0.43	0.44	0.42	0.65	0.48	0.49	0.77	0.54	0.78	0.77	0.54	0.55	0.78	0.60	1.00	0.76
SPY	0.34	0.41	0.42	0.47	0.43	0.43	0.52	0.46	0.49	0.46	0.51	0.56	0.67	0.58	0.63	0.64	0.64	0.64	0.67	0.61	0.70	0.76	1.00

The correlation results are calculated based on daily price changes starting from May 21, 2012

Diversification Analysis

Find what MikeJojo RET Portfolio V2 is missing

See which holdings overlap, where MikeJojo RET Portfolio V2 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification