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Longeva Capital Management
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Longeva Capital Management

Currency in USD · Last updated May 27, 2025

Asset Allocation

SPY 29.42%GOOGL 15.17%FXI 10.84%JNJ 8.72%NKE 8.02%AAPL 6.96%UNH 6.59%CB 6.38%QQQ 4.54%TM 1.62%JD 1.49%EquityEquity
PositionCategory/SectorTarget Weight
AAPL
Apple Inc		Technology
6.96%
CB
Chubb Limited		Financial Services
6.38%
CVS
CVS Health Corporation		Healthcare
0%
FXI
iShares China Large-Cap ETF		China Equities
10.84%
GOOGL
Alphabet Inc Class A		Communication Services
15.17%
JD
JD.com, Inc.		Consumer Cyclical
1.49%
JNJ
Johnson & Johnson		Healthcare
8.72%
NKE
NIKE, Inc.		Consumer Cyclical
8.02%
QQQ
Invesco QQQ		Large Cap Blend Equities
4.54%
SPY
SPDR S&P 500 ETF		Large Cap Growth Equities
29.42%
TM
Toyota Motor Corporation		Consumer Cyclical
1.62%
UNH
UnitedHealth Group Incorporated		Healthcare
6.59%
VTI
Vanguard Total Stock Market ETF		Large Cap Growth Equities
0.25%

S&P 500

Transactions

DateTypeSymbolQuantityPrice
Jun 28, 2024BuyNIKE, Inc.50$77.06
Jun 28, 2024SellCVS Health Corporation100$59.40
Jun 26, 2024BuyVanguard Total Stock Market ETF1$268.70
Jun 14, 2024BuyToyota Motor Corporation10$198.91
May 31, 2024BuyiShares China Large-Cap ETF38$26.51
May 21, 2024BuyChubb Limited25$266.70
May 17, 2024BuyNIKE, Inc.100$92.06
May 17, 2024BuyJohnson & Johnson64$154.30
May 2, 2024BuyCVS Health Corporation100$56.65
Apr 18, 2024BuyiShares China Large-Cap ETF100$23.72

1–10 of 36

Performance

Performance Chart

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Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-1.34%5.02%-3.08%9.39%14.45%10.68%
Longeva Capital Management -7.59%0.18%-8.16%-0.54%N/AN/A
Portfolio components:
SPY
SPDR S&P 500 ETF		-0.89%5.17%-2.46%10.77%16.09%12.57%
GOOGL
Alphabet Inc Class A		-10.90%4.02%0.72%-3.27%19.09%19.99%
FXI
iShares China Large-Cap ETF		18.17%5.86%22.92%32.79%1.42%-1.17%
JD
JD.com, Inc.		-1.03%2.52%-0.57%13.36%-5.97%0.70%
QQQ
Invesco QQQ		-0.24%7.76%0.84%11.88%18.00%17.56%
AAPL
Apple Inc		-21.83%-6.57%-15.94%3.27%20.30%21.00%
UNH
UnitedHealth Group Incorporated		-41.32%-29.40%-50.82%-40.91%1.87%11.28%
CVS
CVS Health Corporation		38.65%-6.87%3.59%14.59%2.41%-2.36%
JNJ
Johnson & Johnson		6.60%-1.06%-0.24%6.54%3.53%7.18%
NKE
NIKE, Inc.		-20.28%4.17%-23.50%-33.35%-7.43%2.70%
CB
Chubb Limited		3.87%2.50%0.54%9.48%21.63%12.53%
TM
Toyota Motor Corporation		-6.33%-3.14%3.68%-14.72%11.87%5.80%
VTI
Vanguard Total Stock Market ETF		-1.30%5.32%-3.69%10.31%15.52%11.97%
*Annualized

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.34%-2.11%-4.07%-4.96%0.20%-7.59%
20241.44%3.32%4.00%0.84%5.88%0.63%2.04%2.49%3.49%-2.14%2.59%-1.46%25.38%
20230.98%1.60%0.63%6.50%3.19%-1.63%-4.76%-2.17%9.09%4.54%18.60%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

SPY
SPDR S&P 500 ETF
FXI
iShares China Large-Cap ETF
QQQ
Invesco QQQ
VTI
Vanguard Total Stock Market ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Longeva Capital Management is 4, meaning it’s performing worse than 96% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of Longeva Capital Management is 44
Overall Rank
The Sharpe Ratio Rank of Longeva Capital Management is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of Longeva Capital Management is 44
Sortino Ratio Rank
The Omega Ratio Rank of Longeva Capital Management is 44
Omega Ratio Rank
The Calmar Ratio Rank of Longeva Capital Management is 44
Calmar Ratio Rank
The Martin Ratio Rank of Longeva Capital Management is 44
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
SPY
SPDR S&P 500 ETF		0.530.891.130.572.17
GOOGL
Alphabet Inc Class A		-0.100.031.00-0.14-0.28
FXI
iShares China Large-Cap ETF		0.951.421.191.292.87
JD
JD.com, Inc.		0.260.561.060.120.29
QQQ
Invesco QQQ		0.470.861.120.551.77
AAPL
Apple Inc		0.100.361.050.080.26
UNH
UnitedHealth Group Incorporated		-0.92-1.160.80-0.76-2.46
CVS
CVS Health Corporation		0.380.711.090.250.85
JNJ
Johnson & Johnson		0.350.271.040.140.31
NKE
NIKE, Inc.		-0.82-1.000.84-0.59-1.43
CB
Chubb Limited		0.470.691.090.581.45
TM
Toyota Motor Corporation		-0.49-0.540.94-0.40-0.94
VTI
Vanguard Total Stock Market ETF		0.510.851.120.531.97

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.

Longeva Capital Management Sharpe ratios as of May 27, 2025 (values are recalculated daily):

  • 1-Year: -0.03
  • All Time: 1.09

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 0.49 to 1.03, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Longeva Capital Management 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

Longeva Capital Management provided a 1.45% dividend yield over the last twelve months.

TTM20242023
Portfolio1.45%1.13%0.83%

Monthly Dividends

The table below shows the monthly dividends paid by this portfolio.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2025$0.00$89.36$260.26$49.00$93.60$492.22
2024$0.00$0.00$115.45$37.00$89.36$269.94$0.00$89.36$284.12$0.00$89.36$429.27$1,403.86
2023$0.00$0.00$0.00$42.59$0.00$0.00$71.24$0.00$0.00$104.83$218.65

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 Longeva Capital Management . 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 Longeva Capital Management was 16.14%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Longeva Capital Management drawdown is 11.05%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.14%Jan 31, 202547Apr 8, 2025———
-9.92%Aug 1, 202363Oct 27, 202324Dec 1, 202387
-5.74%Jul 17, 202416Aug 7, 20248Aug 19, 202424
-4.4%Dec 12, 202419Jan 10, 202513Jan 30, 202532
-3.35%Jan 30, 20242Jan 31, 20247Feb 9, 20249
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 13 assets, with an effective number of assets of 6.62, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCUNHJNJCBCVSNKETMJDFXIGOOGLAAPLQQQVTISPYPortfolio
^GSPC1.000.100.080.190.200.370.450.320.360.590.600.930.991.000.85
UNH0.101.000.250.190.420.040.040.060.040.000.04-0.000.100.100.25
JNJ0.080.251.000.380.270.190.040.080.09-0.070.03-0.090.080.080.18
CB0.190.190.381.000.240.190.130.080.09-0.040.100.030.200.190.24
CVS0.200.420.270.241.000.130.100.140.120.010.110.060.210.200.28
NKE0.370.040.190.190.131.000.190.230.270.160.260.260.390.370.46
TM0.450.040.040.130.100.191.000.190.250.270.250.420.460.450.43
JD0.320.060.080.080.140.230.191.000.810.240.210.300.330.320.45
FXI0.360.040.090.090.120.270.250.811.000.260.250.340.380.370.52
GOOGL0.590.00-0.07-0.040.010.160.270.240.261.000.460.660.570.600.66
AAPL0.600.040.030.100.110.260.250.210.250.461.000.620.570.600.60
QQQ0.93-0.00-0.090.030.060.260.420.300.340.660.621.000.910.930.78
VTI0.990.100.080.200.210.390.460.330.380.570.570.911.000.990.85
SPY1.000.100.080.190.200.370.450.320.370.600.600.930.991.000.85
Portfolio0.850.250.180.240.280.460.430.450.520.660.600.780.850.851.00
The correlation results are calculated based on daily price changes starting from Mar 31, 2023
Go to the full Correlations tool for more customization options