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MJ4
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

MJ4

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

BRK-B 10%COST 10%META 10%NFLX 10%NVDA 10%RY 10%VFV.TO 10%XUU.TO 10%AVGO 10%AMD 10%EquityEquity
PositionCategory/SectorTarget Weight
AMD
Advanced Micro Devices, Inc.		Technology
10%
AVGO
Broadcom Inc.		Technology
10%
BRK-B
Berkshire Hathaway Inc.		Financial Services
10%
COST
Costco Wholesale Corporation		Consumer Defensive
10%
META
Meta Platforms, Inc.		Communication Services
10%
NFLX
Netflix, Inc.		Communication Services
10%
NVDA
NVIDIA Corporation		Technology
10%
RY
Royal Bank of Canada		Financial Services
10%
VFV.TO
Vanguard S&P 500 Index ETF		Large Cap Growth Equities
10%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		Large Cap Blend Equities
10%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Feb 20, 2015, corresponding to the inception date of XUU.TO

Returns By Period

As of Jun 2, 2025, the MJ4 returned 8.64% Year-To-Date and 32.02% of annualized return in the last 10 years.

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%3.96%-2.00%12.02%14.19%10.85%
MJ48.64%7.18%8.45%29.16%32.68%32.02%
Portfolio components:
BRK-B
Berkshire Hathaway Inc.		11.18%-6.64%5.58%21.61%22.12%13.42%
COST
Costco Wholesale Corporation		13.80%3.16%6.94%29.10%29.64%24.24%
META
Meta Platforms, Inc.		10.68%8.45%9.41%39.21%23.65%23.25%
NFLX
Netflix, Inc.		35.44%4.39%34.47%88.15%23.53%29.77%
NVDA
NVIDIA Corporation		0.63%18.02%-2.51%23.29%72.51%74.01%
RY
Royal Bank of Canada		6.95%4.44%3.01%20.04%18.87%11.40%
VFV.TO
Vanguard S&P 500 Index ETF		0.74%3.94%-1.94%12.90%15.50%12.43%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		0.46%4.08%-2.75%12.73%15.13%11.87%
AVGO
Broadcom Inc.		4.73%18.87%46.21%84.43%56.68%36.05%
AMD
Advanced Micro Devices, Inc.		-8.33%12.07%-22.05%-33.65%15.53%47.32%
*Annualized

Monthly Returns

The table below presents the monthly returns of MJ4, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.68%-1.06%-6.76%3.77%10.54%8.64%
20248.28%11.49%2.46%-5.76%9.86%5.31%-1.53%5.69%3.14%-0.62%5.08%0.71%52.24%
202313.39%2.59%9.75%1.29%11.29%6.81%4.40%-1.92%-4.91%-1.71%11.66%9.51%79.88%
2022-9.40%-3.57%3.80%-16.59%0.90%-12.20%12.35%-5.66%-9.93%4.13%13.05%-6.91%-29.90%
2021-2.05%2.05%3.12%5.17%2.65%5.78%2.73%5.33%-3.90%9.26%6.36%1.75%44.75%
20200.79%-3.37%-7.49%11.08%5.90%2.78%11.08%12.31%-3.81%-3.22%11.55%2.28%44.35%
201913.58%1.64%4.79%5.86%-9.17%9.79%-0.33%-1.51%-0.48%6.38%6.19%3.80%46.27%
201813.29%-2.93%-4.53%1.80%7.91%2.11%1.40%8.91%5.00%-13.08%-0.24%-7.36%9.71%
20174.72%6.03%1.25%-0.13%4.81%-0.62%7.06%0.19%1.81%3.14%1.87%-0.49%33.53%
2016-7.70%0.37%11.05%1.66%8.28%1.21%8.56%3.81%-0.41%3.11%5.93%7.99%51.72%
20151.53%-3.38%1.95%3.83%-1.68%1.54%-1.99%-1.32%9.14%4.84%2.56%17.67%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

MJ4 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.

VFV.TO
Vanguard S&P 500 Index ETF
XUU.TO
iShares Core S&P U.S. Total Market Index ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of MJ4 is 75, 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 MJ4 is 7575
Overall Rank
The Sharpe Ratio Rank of MJ4 is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of MJ4 is 7474
Sortino Ratio Rank
The Omega Ratio Rank of MJ4 is 7373
Omega Ratio Rank
The Calmar Ratio Rank of MJ4 is 7878
Calmar Ratio Rank
The Martin Ratio Rank of MJ4 is 7272
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
BRK-B
Berkshire Hathaway Inc.		1.171.671.242.616.10
COST
Costco Wholesale Corporation		1.271.641.221.464.17
META
Meta Platforms, Inc.		1.051.411.190.922.75
NFLX
Netflix, Inc.		2.633.421.464.4714.55
NVDA
NVIDIA Corporation		0.380.661.080.280.69
RY
Royal Bank of Canada		1.161.761.241.544.38
VFV.TO
Vanguard S&P 500 Index ETF		0.690.951.140.602.31
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		0.660.911.140.582.19
AVGO
Broadcom Inc.		1.251.921.261.784.91
AMD
Advanced Micro Devices, Inc.		-0.63-0.740.91-0.53-1.07

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.

MJ4 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 1.12
  • 5-Year: 1.33
  • 10-Year: 1.34
  • All Time: 1.33

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 0.59 to 1.13, 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 MJ4 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

MJ4 provided a 0.71% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio0.71%0.72%1.10%1.07%0.82%1.31%1.18%1.23%1.32%0.99%1.41%0.91%
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%
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%
META
Meta Platforms, Inc.		0.31%0.34%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NFLX
Netflix, 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%
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%
RY
Royal Bank of Canada		3.26%3.39%3.93%4.13%3.28%3.86%3.88%4.29%3.28%3.59%4.54%3.73%
VFV.TO
Vanguard S&P 500 Index ETF		1.06%0.99%1.20%1.31%1.06%1.33%1.55%1.68%1.50%1.66%1.63%1.48%
XUU.TO
iShares Core S&P U.S. Total Market Index ETF		1.08%1.02%1.22%1.38%1.01%1.33%1.68%1.73%1.49%1.65%1.52%0.00%
AVGO
Broadcom Inc.		0.92%0.94%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%
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%

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 MJ4. 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 MJ4 was 39.40%, occurring on Oct 12, 2022. Recovery took 159 trading sessions.

The current MJ4 drawdown is 0.11%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-39.4%Dec 28, 2021204Oct 12, 2022159May 29, 2023363
-29.08%Feb 20, 202018Mar 16, 202061Jun 10, 202079
-25.96%Oct 2, 201860Dec 24, 201871Apr 5, 2019131
-20.33%Feb 18, 202536Apr 8, 202525May 14, 202561
-17.14%Dec 30, 201531Feb 11, 201631Mar 29, 201662
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 10 assets, with an effective number of assets of 10.00, 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.
^GSPCCOSTRYNFLXBRK-BAMDMETAAVGONVDAXUU.TOVFV.TOPortfolio
^GSPC1.000.570.610.510.690.530.620.660.630.890.960.84
COST0.571.000.300.330.390.290.360.370.360.500.550.53
RY0.610.301.000.270.570.290.320.350.310.570.580.51
NFLX0.510.330.271.000.260.400.510.400.470.460.490.65
BRK-B0.690.390.570.261.000.270.310.360.310.590.650.51
AMD0.530.290.290.400.271.000.430.510.650.490.520.76
META0.620.360.320.510.310.431.000.480.520.540.590.68
AVGO0.660.370.350.400.360.510.481.000.620.590.640.75
NVDA0.630.360.310.470.310.650.520.621.000.560.600.81
XUU.TO0.890.500.570.460.590.490.540.590.561.000.910.77
VFV.TO0.960.550.580.490.650.520.590.640.600.911.000.82
Portfolio0.840.530.510.650.510.760.680.750.810.770.821.00
The correlation results are calculated based on daily price changes starting from Feb 23, 2015
Go to the full Correlations tool for more customization options