Jsf
My significant other
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
EUNT.DE iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | European Corporate Bonds | 35% |
IWFQ.L iShares MSCI World Quality Factor UCITS | Global Equities | 65% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Oct 6, 2014, corresponding to the inception date of IWFQ.L
Returns By Period
As of May 14, 2025, the Jsf returned 4.45% Year-To-Date and 6.74% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.08% | 9.75% | -1.63% | 12.74% | 15.66% | 10.77% |
| Jsf | 4.45% | 5.74% | 2.14% | 9.18% | 10.24% | 6.74% |
| Portfolio components: | ||||||
IWFQ.L iShares MSCI World Quality Factor UCITS | 2.01% | 10.07% | -0.48% | 8.66% | 14.41% | 9.73% |
EUNT.DE iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | 8.96% | -1.02% | 7.11% | 9.37% | 2.00% | 0.68% |
Monthly Returns
The table below presents the monthly returns of Jsf, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.15% | -0.97% | -1.59% | 2.10% | 2.76% | 4.45% | |||||||
| 2024 | 0.41% | 3.01% | 2.30% | -2.91% | 3.54% | 2.34% | 0.64% | 2.72% | 1.24% | -1.84% | 1.91% | -3.12% | 10.42% |
| 2023 | 4.16% | -2.80% | 3.51% | 2.19% | -1.03% | 4.14% | 2.83% | -1.05% | -3.99% | -1.24% | 7.14% | 4.90% | 19.68% |
| 2022 | -5.74% | -1.74% | 1.80% | -6.84% | -1.38% | -6.90% | 4.55% | -4.31% | -6.49% | 3.36% | 7.40% | -0.82% | -16.93% |
| 2021 | -1.32% | 1.28% | 1.84% | 3.98% | 1.97% | 0.28% | 2.17% | 1.58% | -4.50% | 4.14% | -1.18% | 2.27% | 12.88% |
| 2020 | -0.48% | -6.49% | -7.55% | 6.31% | 2.97% | 1.95% | 4.09% | 5.59% | -2.14% | -2.44% | 8.67% | 3.10% | 12.87% |
| 2019 | 4.65% | 3.15% | 1.11% | 2.22% | -3.74% | 4.86% | 0.07% | -2.34% | 1.39% | 2.58% | 2.09% | 2.88% | 20.22% |
| 2018 | 3.67% | -2.46% | -1.18% | 0.08% | -0.26% | -0.18% | 1.85% | 0.67% | 0.35% | -5.06% | -0.52% | -3.82% | -6.94% |
| 2017 | 1.23% | 1.85% | 1.54% | 1.69% | 2.60% | 0.67% | 2.44% | 0.36% | 0.94% | 1.39% | 2.46% | 1.52% | 20.36% |
| 2016 | -3.63% | 0.96% | 5.78% | 0.29% | -0.39% | -0.29% | 2.36% | 0.26% | 0.02% | -2.20% | -0.42% | 0.69% | 3.20% |
| 2015 | -2.92% | 2.86% | -2.21% | 2.90% | -0.37% | -1.70% | 1.86% | -3.34% | -2.82% | 5.48% | -0.99% | -0.65% | -2.29% |
| 2014 | 0.77% | 0.94% | -1.50% | 0.19% |
Expense Ratio
Jsf has an expense ratio of 0.26%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Jsf is 47, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
IWFQ.L iShares MSCI World Quality Factor UCITS | 0.55 | 0.73 | 1.10 | 0.42 | 1.81 |
EUNT.DE iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | 1.15 | 1.73 | 1.21 | 0.55 | 2.56 |
Loading data...
Dividends
Dividend yield
Jsf provided a 0.97% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.97% | 0.88% | 0.49% | 0.18% | 0.20% | 0.21% | 0.22% | 0.22% | 0.24% | 0.31% | 0.20% | 0.55% |
| Portfolio components: | ||||||||||||
IWFQ.L iShares MSCI World Quality Factor UCITS | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EUNT.DE iShares EUR Corporate Bond 1-5yr UCITS ETF EUR (Dist) | 2.78% | 2.50% | 1.41% | 0.51% | 0.57% | 0.59% | 0.62% | 0.62% | 0.68% | 0.90% | 0.56% | 1.58% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Jsf. 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 Jsf was 26.43%, occurring on Oct 11, 2022. Recovery took 333 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -26.43% | Nov 8, 2021 | 240 | Oct 11, 2022 | 333 | Jan 30, 2024 | 573 |
| -24.21% | Jan 21, 2020 | 45 | Mar 23, 2020 | 95 | Aug 5, 2020 | 140 |
| -12.85% | Jan 29, 2018 | 234 | Dec 24, 2018 | 123 | Jun 20, 2019 | 357 |
| -10.95% | May 15, 2015 | 176 | Jan 20, 2016 | 128 | Jul 20, 2016 | 304 |
| -9.94% | Oct 15, 2024 | 122 | Apr 7, 2025 | 24 | May 13, 2025 | 146 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.83, 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
| ^GSPC | EUNT.DE | IWFQ.L | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.15 | 0.61 | 0.59 |
| EUNT.DE | 0.15 | 1.00 | 0.20 | 0.44 |
| IWFQ.L | 0.61 | 0.20 | 1.00 | 0.95 |
| Portfolio | 0.59 | 0.44 | 0.95 | 1.00 |