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John
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
26.83%
19.37%
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
6.30%-3.13%19.37%22.56%11.65%10.55%
John8.96%-4.07%26.84%44.51%N/AN/A
IVV
iShares Core S&P 500 ETF
6.73%-3.01%20.28%24.46%13.51%12.59%
VOO
Vanguard S&P 500 ETF
6.76%-2.99%20.31%24.48%13.51%12.61%
AAPL
Apple Inc.
-13.20%-3.12%-3.52%1.49%27.64%25.01%
MSFT
Microsoft Corporation
8.59%-4.94%23.79%45.83%27.16%28.34%
META
Meta Platforms, Inc.
40.31%-2.65%58.90%133.39%20.83%24.07%
SPY
SPDR S&P 500 ETF
6.71%-2.99%20.22%24.32%13.45%12.53%
VOOV
Vanguard S&P 500 Value ETF
4.69%-1.39%20.80%20.58%11.78%10.14%
CMG
Chipotle Mexican Grill, Inc.
27.46%1.14%57.14%62.22%33.96%19.27%
ET
Energy Transfer LP
17.81%2.19%21.03%37.68%10.68%4.00%
QQQ
Invesco QQQ
3.93%-4.77%18.82%35.44%18.26%18.32%
UBER
Uber Technologies, Inc.
14.99%-11.75%60.22%130.77%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.51%8.28%1.47%
2023-4.00%-1.69%12.42%4.94%

Expense Ratio

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


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%
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%
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%
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%
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 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 3.05, compared to the broader market-1.000.001.002.003.004.005.003.05
Sortino ratio
The chart of Sortino ratio for John, currently valued at 4.21, compared to the broader market0.002.004.006.004.21
Omega ratio
The chart of Omega ratio for John, currently valued at 1.52, compared to the broader market0.801.001.201.401.601.801.52
Calmar ratio
The chart of Calmar ratio for John, currently valued at 3.54, compared to the broader market0.002.004.006.008.003.54
Martin ratio
The chart of Martin ratio for John, currently valued at 14.59, compared to the broader market0.0010.0020.0030.0040.0050.0014.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
IVV
iShares Core S&P 500 ETF
2.093.011.361.818.69
VOO
Vanguard S&P 500 ETF
2.083.011.361.808.64
AAPL
Apple Inc.
0.090.261.030.100.21
MSFT
Microsoft Corporation
1.992.791.342.338.49
META
Meta Platforms, Inc.
3.625.151.622.9229.93
SPY
SPDR S&P 500 ETF
2.083.001.361.798.59
VOOV
Vanguard S&P 500 Value ETF
1.802.631.311.876.00
CMG
Chipotle Mexican Grill, Inc.
2.493.551.523.598.89
ET
Energy Transfer LP
2.453.521.426.5520.61
QQQ
Invesco QQQ
2.152.981.361.5610.85
UBER
Uber Technologies, Inc.
3.564.411.542.4422.14

Sharpe Ratio

The current John Sharpe ratio is 3.05. A Sharpe ratio of 3.0 or higher is considered excellent.

-1.000.001.002.003.004.005.003.05

The Sharpe ratio of John is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
3.05
1.92
John
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

John granted a 1.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
John1.15%1.23%1.30%1.03%1.73%1.52%1.72%1.40%1.56%1.68%1.36%1.35%
IVV
iShares Core S&P 500 ETF
1.36%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
1.38%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.
0.58%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.
0.10%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
1.33%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
1.75%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
7.83%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
0.62%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.16%
-3.50%
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 4.16%.


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 4.10%, 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%6.00%NovemberDecember2024FebruaryMarchApril
4.10%
3.58%
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.

ETUBERCMGMETAAAPLMSFTVOOVQQQIVVVOOSPY
ET1.000.240.180.230.240.200.520.290.430.430.43
UBER0.241.000.400.430.370.390.440.520.520.520.52
CMG0.180.401.000.490.480.540.400.610.560.560.56
META0.230.430.491.000.580.650.490.750.670.670.67
AAPL0.240.370.480.581.000.710.550.820.750.750.75
MSFT0.200.390.540.650.711.000.550.870.780.780.78
VOOV0.520.440.400.490.550.551.000.680.890.890.89
QQQ0.290.520.610.750.820.870.681.000.910.910.91
IVV0.430.520.560.670.750.780.890.911.001.001.00
VOO0.430.520.560.670.750.780.890.911.001.001.00
SPY0.430.520.560.670.750.780.890.911.001.001.00