Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 20% |
EWJ iShares MSCI Japan ETF | Japan Equities | 20% |
IDMO Invesco S&P International Developed Momentum ETF | Global Equities | 20% |
SPMO Invesco S&P 500 Momentum ETF | S&P 500 | 20% |
VGT Vanguard Information Technology ETF | Technology Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My portfolio JP, 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 never rebalanced.
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The earliest data available for this chart is Oct 12, 2015, corresponding to the inception date of SPMO
Returns By Period
As of Apr 4, 2026, the My portfolio JP returned -3.02% Year-To-Date and 15.52% of annualized return in the last 10 years.
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -4.18% | -3.84% | -1.98% | 21.98% | 16.86% | 10.37% | 12.29% |
Portfolio My portfolio JP | 0.05% | -3.22% | -3.02% | -2.28% | 24.80% | 22.17% | 14.16% | 15.52% |
| Portfolio components: | ||||||||
BRK-B Berkshire Hathaway Inc. | -0.24% | -2.08% | -5.03% | -4.29% | -9.96% | 15.44% | 13.08% | 12.79% |
IDMO Invesco S&P International Developed Momentum ETF | -0.89% | -3.62% | 1.06% | 5.63% | 32.53% | 22.78% | 14.31% | 11.76% |
VGT Vanguard Information Technology ETF | 0.85% | -2.69% | -5.36% | -5.50% | 39.92% | 23.50% | 15.02% | 21.67% |
SPMO Invesco S&P 500 Momentum ETF | 0.21% | -4.32% | -3.57% | -3.95% | 30.58% | 28.37% | 17.71% | 17.43% |
EWJ iShares MSCI Japan ETF | -1.38% | -3.73% | 5.64% | 8.19% | 36.37% | 16.48% | 6.84% | 8.89% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 13, 2015, My portfolio JP's average daily return is +0.06%, while the average monthly return is +1.23%. At this rate, your investment would double in approximately 4.7 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +11.0%, while the worst month was Jun 2022 at -9.9%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, My portfolio JP closed higher 56% of trading days. The best single day was Apr 9, 2025 with a return of +9.9%, while the worst single day was Mar 16, 2020 at -11.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.16% | 1.00% | -5.64% | 1.61% | -3.02% | ||||||||
| 2025 | 2.33% | 1.12% | -3.98% | 2.11% | 5.94% | 4.81% | 1.37% | 2.70% | 4.10% | 1.86% | -0.94% | 0.21% | 23.45% |
| 2024 | 4.08% | 6.63% | 3.13% | -5.54% | 6.03% | 4.17% | 1.14% | 3.29% | 0.28% | -1.40% | 6.06% | -2.27% | 27.85% |
| 2023 | 4.47% | -2.06% | 4.58% | 2.14% | 0.71% | 5.89% | 2.73% | -0.26% | -3.54% | -2.08% | 9.67% | 3.84% | 28.45% |
| 2022 | -4.58% | -2.18% | 3.92% | -9.30% | -0.03% | -9.87% | 9.56% | -4.98% | -8.60% | 8.94% | 6.58% | -4.20% | -16.11% |
| 2021 | -0.64% | 1.16% | 1.69% | 4.45% | 0.61% | 3.18% | 1.85% | 3.52% | -3.72% | 5.67% | -0.95% | 3.70% | 22.10% |
Benchmark Metrics
My portfolio JP has an annualized alpha of 3.19%, beta of 0.95, and R² of 0.93 versus S&P 500 Index. Calculated based on daily prices since October 13, 2015.
- This portfolio captured 100.43% of S&P 500 Index gains but only 87.07% of its losses — a favorable profile for investors.
- This portfolio generated an annualized alpha of 3.19% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- With beta of 0.95 and R² of 0.93, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.
- Alpha
- 3.19%
- Beta
- 0.95
- R²
- 0.93
- Upside Capture
- 100.43%
- Downside Capture
- 87.07%
Expense Ratio
My portfolio JP has an expense ratio of 0.19%, 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.
Return for Risk
Risk / Return Rank
My portfolio JP ranks 33 for risk / return — below 33% 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.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.97 | 0.88 | +0.09 |
Sortino ratioReturn per unit of downside risk | 1.49 | 1.37 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.22 | 1.21 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.68 | 1.39 | +0.29 |
Martin ratioReturn relative to average drawdown | 7.75 | 6.43 | +1.31 |
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 | |
|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 15 | -0.62 | -0.73 | 0.90 | -0.70 | -1.19 |
IDMO Invesco S&P International Developed Momentum ETF | 77 | 1.54 | 2.14 | 1.32 | 2.48 | 9.91 |
VGT Vanguard Information Technology ETF | 57 | 1.10 | 1.67 | 1.23 | 1.88 | 5.72 |
SPMO Invesco S&P 500 Momentum ETF | 56 | 1.01 | 1.55 | 1.23 | 1.91 | 6.68 |
EWJ iShares MSCI Japan ETF | 71 | 1.40 | 2.01 | 1.28 | 2.27 | 8.26 |
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Dividends
Dividend yield
My portfolio JP provided a 1.87% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.87% | 1.87% | 1.13% | 1.44% | 1.49% | 1.01% | 0.95% | 1.46% | 1.46% | 1.22% | 1.48% | 1.08% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway 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% |
IDMO Invesco S&P International Developed Momentum ETF | 3.77% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
VGT Vanguard Information Technology ETF | 0.43% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
SPMO Invesco S&P 500 Momentum ETF | 0.88% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
EWJ iShares MSCI Japan ETF | 4.28% | 4.52% | 2.34% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% |
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 My portfolio JP. 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 My portfolio JP was 29.71%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.
The current My portfolio JP drawdown is 5.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.71% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -25.47% | Jan 5, 2022 | 194 | Oct 12, 2022 | 231 | Sep 14, 2023 | 425 |
| -19.66% | Oct 2, 2018 | 58 | Dec 24, 2018 | 129 | Jul 1, 2019 | 187 |
| -16.33% | Feb 19, 2025 | 35 | Apr 8, 2025 | 24 | May 13, 2025 | 59 |
| -14.99% | Nov 4, 2015 | 68 | Feb 11, 2016 | 106 | Jul 14, 2016 | 174 |
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 5 assets, with an effective number of assets of 5.00, 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
| Benchmark | BRK-B | IDMO | EWJ | SPMO | VGT | Portfolio | |
|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.64 | 0.59 | 0.67 | 0.78 | 0.90 | 0.94 |
| BRK-B | 0.64 | 1.00 | 0.36 | 0.47 | 0.44 | 0.43 | 0.63 |
| IDMO | 0.59 | 0.36 | 1.00 | 0.63 | 0.60 | 0.54 | 0.71 |
| EWJ | 0.67 | 0.47 | 0.63 | 1.00 | 0.52 | 0.59 | 0.74 |
| SPMO | 0.78 | 0.44 | 0.60 | 0.52 | 1.00 | 0.77 | 0.85 |
| VGT | 0.90 | 0.43 | 0.54 | 0.59 | 0.77 | 1.00 | 0.90 |
| Portfolio | 0.94 | 0.63 | 0.71 | 0.74 | 0.85 | 0.90 | 1.00 |