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John
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

John

Last updated Jul 25, 2024

Asset Allocation

QQQ 18.9%IVV 14.9%VOO 13.6%UBER 12.85%AAPL 9.9%SPY 7.9%META 5.9%CMG 5.5%ET 5.3%MSFT 2.65%VOOV 2.6%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology

9.90%

CMG
Chipotle Mexican Grill, Inc.		Consumer Cyclical

5.50%

ET
Energy Transfer LP		Energy

5.30%

IVV
iShares Core S&P 500 ETF		Large Cap Growth Equities

14.90%

META
Meta Platforms, Inc.		Communication Services

5.90%

MSFT
Microsoft Corporation		Technology

2.65%

QQQ
Invesco QQQ		Large Cap Blend Equities

18.90%

SPY
SPDR S&P 500 ETF		Large Cap Growth Equities

7.90%

UBER
Uber Technologies, Inc.		Technology

12.85%

VOO
Vanguard S&P 500 ETF		Large Cap Growth Equities

13.60%

VOOV
Vanguard S&P 500 Value ETF		Large Cap Value Equities

2.60%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in John, 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 Quarterly

60.00%80.00%100.00%120.00%140.00%160.00%180.00%FebruaryMarchAprilMayJuneJuly
157.81%
88.08%
John
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 9, 2019, corresponding to the inception date of UBER

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
John14.56%-4.12%10.54%27.30%19.76%N/A
Portfolio components:
IVV
iShares Core S&P 500 ETF		14.04%-1.31%11.20%20.77%14.14%12.60%
VOO
Vanguard S&P 500 ETF		14.04%-1.30%11.13%20.75%14.14%12.62%
AAPL
Apple Inc		13.26%1.99%13.33%13.16%34.21%25.86%
MSFT
Microsoft Corporation		11.67%-7.47%3.96%27.50%25.49%27.36%
META
Meta Platforms, Inc.		28.36%-11.64%15.27%45.76%17.91%19.79%
SPY
SPDR S&P 500 ETF		13.99%-1.30%11.16%20.65%14.08%12.54%
VOOV
Vanguard S&P 500 Value ETF		8.64%2.71%8.12%15.53%11.82%9.97%
CMG
Chipotle Mexican Grill, Inc.		11.11%-22.84%9.23%34.95%26.72%14.15%
ET
Energy Transfer LP		21.90%1.32%16.34%34.22%11.80%1.90%
QQQ
Invesco QQQ		12.23%-4.60%8.45%22.52%19.44%17.83%
UBER
Uber Technologies, Inc.		6.77%-7.21%0.34%41.04%8.13%N/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.51%8.28%1.47%-4.63%4.81%5.88%14.56%
202311.93%0.78%6.15%3.05%5.55%7.42%4.41%-2.38%-4.00%-1.69%12.42%4.94%58.79%
2022-5.70%-4.25%4.11%-9.72%-4.01%-9.57%11.58%0.42%-9.60%4.07%5.95%-8.25%-24.51%
2021-0.20%1.73%3.73%5.66%-0.79%4.49%1.43%1.81%-3.24%4.48%-1.43%4.51%24.06%
20204.06%-7.86%-13.88%18.43%7.78%1.00%5.70%10.52%-4.54%-3.75%15.57%4.37%37.85%
2019-6.36%8.77%1.24%-3.95%0.72%3.15%2.76%3.83%9.79%

Expense Ratio

John has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

IVV
iShares Core S&P 500 ETF
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
VOO
Vanguard S&P 500 ETF
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
VOOV
Vanguard S&P 500 Value ETF
Expense ratio chart for VOOV: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
SPY
SPDR S&P 500 ETF
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of John is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of John is 7878
John
The Sharpe Ratio Rank of John is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of John is 7676Sortino Ratio Rank
The Omega Ratio Rank of John is 7979Omega Ratio Rank
The Calmar Ratio Rank of John is 8282Calmar Ratio Rank
The Martin Ratio Rank of John is 7575Martin 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.

John
Sharpe ratio
The chart of Sharpe ratio for John, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.001.81
Sortino ratio
The chart of Sortino ratio for John, currently valued at 2.53, compared to the broader market-2.000.002.004.006.002.53
Omega ratio
The chart of Omega ratio for John, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for John, currently valued at 2.54, compared to the broader market0.002.004.006.008.002.54
Martin ratio
The chart of Martin ratio for John, currently valued at 8.11, compared to the broader market0.0010.0020.0030.0040.008.11
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF		1.732.431.311.726.86
VOO
Vanguard S&P 500 ETF		1.732.431.301.726.83
AAPL
Apple Inc		0.570.971.120.781.54
MSFT
Microsoft Corporation		1.001.411.181.556.20
META
Meta Platforms, Inc.		1.472.271.292.108.33
SPY
SPDR S&P 500 ETF		1.732.421.301.706.79
VOOV
Vanguard S&P 500 Value ETF		1.382.011.241.354.19
CMG
Chipotle Mexican Grill, Inc.		0.831.221.180.832.89
ET
Energy Transfer LP		2.223.091.385.5716.11
QQQ
Invesco QQQ		1.351.871.241.586.75
UBER
Uber Technologies, Inc.		1.111.761.211.103.92

Sharpe Ratio

The current John Sharpe ratio is 1.91. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.24 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of John with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.003.504.00FebruaryMarchAprilMayJuneJuly
1.81
1.58
John
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

John granted a 1.14% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
John1.14%1.23%1.30%1.03%1.73%1.52%1.72%1.40%1.56%1.68%1.36%1.35%
Portfolio components:
IVV
iShares Core S&P 500 ETF		1.33%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
VOO
Vanguard S&P 500 ETF		1.34%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
AAPL
Apple Inc		0.45%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation		0.70%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
META
Meta Platforms, Inc.		0.22%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPY
SPDR S&P 500 ETF		1.27%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
VOOV
Vanguard S&P 500 Value ETF		1.86%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%1.98%1.97%
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%
ET
Energy Transfer LP		7.78%8.95%7.33%7.41%17.27%9.51%9.24%6.66%5.90%7.42%2.61%3.19%
QQQ
Invesco QQQ		0.63%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
UBER
Uber Technologies, 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.

-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-6.74%
-4.73%
John
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the John. 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 John was 36.35%, occurring on Mar 18, 2020. Recovery took 85 trading sessions.

The current John drawdown is 6.00%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.35%Feb 20, 202020Mar 18, 202085Jul 20, 2020105
-29.4%Jan 4, 2022114Jun 16, 2022247Jun 12, 2023361
-10.95%Sep 3, 202014Sep 23, 202032Nov 6, 202046
-10.28%Aug 1, 202362Oct 26, 202313Nov 14, 202375
-7.85%Jul 29, 201920Aug 23, 201965Nov 25, 201985

Volatility

Volatility Chart

The current John volatility is 4.68%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.

2.00%3.00%4.00%5.00%FebruaryMarchAprilMayJuneJuly
4.68%
3.80%
John
Benchmark (^GSPC)
Portfolio components

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.
ETUBERCMGMETAAAPLVOOVMSFTQQQIVVVOOSPY
ET1.000.240.180.230.240.510.200.290.420.420.42
UBER0.241.000.400.420.360.430.390.500.510.510.51
CMG0.180.401.000.470.470.390.530.600.550.550.56
META0.230.420.471.000.570.470.650.740.660.660.66
AAPL0.240.360.470.571.000.540.700.810.740.740.74
VOOV0.510.430.390.470.541.000.530.660.880.880.88
MSFT0.200.390.530.650.700.531.000.870.780.780.78
QQQ0.290.500.600.740.810.660.871.000.910.910.91
IVV0.420.510.550.660.740.880.780.911.001.001.00
VOO0.420.510.550.660.740.880.780.911.001.001.00
SPY0.420.510.560.660.740.880.780.911.001.001.00
The correlation results are calculated based on daily price changes starting from May 10, 2019