JVV Current IRA Proposed Optimisation 19 Aug 2024

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

JVV Current IRA Proposed Optimisation 19 Aug 2024

Last updated Sep 19, 2024

This is JVV's current IRA after 5 August selloff. THIS IS DRAFT OF THE PORTFOLIO NOT THE REAL ONE. Optimized 19 Aug 24 to max Sharpe ratio with keeping Max at 4.5%. In the portfolio below, kept all the negative positions as-is close to whole number ( I.e. ADM keep at 2.17% while optimizer recommends 2.0%) except removed ANSS and CNI since they have small negative balance. The optimizer recommends selling ANSS, CNI, DRI, SBSW, and Cash. Some positions were kept at 2-3%. At the end to balance to 100%, decreased UHS form 4.5 to 4.0, PHM from 4.5 to 4.0 and TYL from 4.5 to 4.05.

Asset Allocation

Position	Category/Sector	Weight
ADM Archer-Daniels-Midland Company	Consumer Defensive	2.17%
AJG Arthur J. Gallagher & Co.	Financial Services	3.12%
ARMK Aramark	Consumer Cyclical	3.69%
BAESY BAE Systems PLC	Industrials	3.69%
BRO Brown & Brown, Inc.	Financial Services	4.50%
CBOE Cboe Global Markets, Inc.	Financial Services	3%
COST Costco Wholesale Corporation	Consumer Defensive	4.36%
CTRA Coterra Energy Inc.	Energy	1.66%
CTSH Cognizant Technology Solutions Corporation	Technology	0.80%
EME EMCOR Group, Inc.	Industrials	2.63%
ENB Enbridge Inc.	Energy	2.20%
EW Edwards Lifesciences Corporation	Healthcare	1%
FANG Diamondback Energy, Inc.	Energy	3.50%
GD General Dynamics Corporation		2.74%
GIS General Mills, Inc.	Consumer Defensive	3%
HLT Hilton Worldwide Holdings Inc.	Consumer Cyclical	3.30%
ITOCY Itochu Corp ADR	Industrials	2.48%
LMT Lockheed Martin Corporation	Industrials	4.38%
LNG Cheniere Energy, Inc.	Energy	2.03%
MCK McKesson Corporation	Healthcare	2.88%
MKC		0.48%
NEE		3.68%
NTR		2.03%
NVO		3%
O		1.97%
PHM		4%
SBSW		0.48%
SBUX		2.70%
SPTL		0.95%
STLD		2%
SYF		3%
TDG		4.09%
TJX		2.67%
TMO		1.17%
TYL		4.05%
UHS		4%
XLK		2.60%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JVV Current IRA Proposed Optimisation 19 Aug 2024, 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

JVV Current IRA Proposed Optimisation 19 Aug 2024

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of ARMK

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	17.79%	0.18%	7.53%	26.42%	13.48%	10.85%
JVV Current IRA Proposed Optimisation 19 Aug 2024	25.79%	2.44%	13.22%	36.39%	21.24%	N/A
Portfolio components:
ADM Archer-Daniels-Midland Company	-13.97%	3.45%	-1.48%	-21.25%	11.11%	4.48%
AJG Arthur J. Gallagher & Co.	30.37%	1.22%	16.85%	24.94%	28.55%	22.98%
BAESY BAE Systems PLC	18.03%	-1.74%	-1.84%	31.42%	23.79%	12.69%
BRO Brown & Brown, Inc.	44.82%	-0.37%	19.49%	39.73%	24.10%	21.35%
COST Costco Wholesale Corporation	35.82%	1.86%	20.56%	62.92%	27.79%	24.23%
CTRA Coterra Energy Inc.	-6.74%	-3.45%	-13.83%	-10.93%	10.49%	-0.73%
ENB Enbridge Inc.	18.85%	3.76%	17.24%	24.89%	10.09%	3.44%
EW Edwards Lifesciences Corporation	-11.44%	-2.67%	-28.68%	-6.14%	-1.61%	14.60%
GD General Dynamics Corporation	18.23%	2.22%	8.55%	36.94%	12.79%	11.35%
GIS General Mills, Inc.	18.33%	7.23%	11.08%	18.14%	10.23%	7.46%
LMT Lockheed Martin Corporation	27.24%	2.09%	29.18%	36.03%	10.77%	15.18%
LNG Cheniere Energy, Inc.	6.34%	-1.62%	13.37%	12.71%	22.77%	8.26%
MKC	24.07%	7.45%	22.17%	9.38%	2.74%	N/A
NEE	41.85%	7.40%	39.14%	28.96%	10.94%	N/A
O	12.49%	3.13%	21.88%	22.47%	1.36%	N/A
SBSW	-23.94%	-6.98%	-10.61%	-38.53%	-0.11%	N/A
SBUX	2.09%	3.34%	6.30%	3.57%	3.48%	N/A
TDG	35.79%	4.83%	11.47%	66.70%	24.14%	N/A
TJX	26.32%	3.48%	19.08%	31.19%	18.04%	N/A
TMO	15.17%	-0.66%	4.59%	21.16%	15.87%	N/A
TYL	38.59%	0.50%	37.62%	47.63%	17.60%	N/A
XLK	13.21%	-3.16%	3.67%	31.09%	23.22%	N/A
PHM	37.27%	13.19%	21.87%	85.69%	33.20%	N/A
FANG Diamondback Energy, Inc.	19.38%	-6.13%	-6.35%	23.71%	18.02%	11.45%
STLD	-1.86%	-0.72%	-19.43%	16.49%	33.59%	N/A
SYF	30.29%	3.78%	15.91%	56.10%	10.59%	N/A
NTR	-15.15%	0.04%	-10.86%	-22.68%	1.57%	N/A
SPTL	3.96%	1.24%	8.96%	11.71%	-3.95%	N/A
ARMK Aramark	36.70%	7.18%	22.19%	41.10%	5.90%	8.09%
CBOE Cboe Global Markets, Inc.	19.05%	2.56%	15.08%	37.44%	14.50%	15.97%
CTSH Cognizant Technology Solutions Corporation	0.97%	-0.15%	4.67%	10.18%	5.62%	6.37%
HLT Hilton Worldwide Holdings Inc.	21.62%	4.11%	5.10%	45.12%	18.70%	16.49%
ITOCY Itochu Corp ADR	27.80%	6.20%	18.95%	35.17%	19.99%	18.38%
MCK McKesson Corporation	10.90%	-6.61%	-4.00%	16.89%	29.44%	10.97%
UHS	54.44%	3.22%	30.07%	82.70%	9.91%	N/A
EME EMCOR Group, Inc.	90.15%	11.29%	18.34%	90.73%	37.39%	25.78%
NVO	28.80%	-2.76%	2.63%	40.65%	38.30%	N/A

Monthly Returns

The table below presents the monthly returns of JVV Current IRA Proposed Optimisation 19 Aug 2024, 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
2024	1.72%	4.97%	5.30%	-1.80%	5.06%	-0.28%	5.00%	4.00%					25.79%
2023	4.81%	-2.54%	1.93%	3.68%	-3.42%	7.64%	1.80%	-0.38%	-3.92%	0.73%	6.74%	3.93%	22.17%
2022	-2.93%	4.55%	2.86%	-4.84%	0.48%	-7.27%	9.08%	-1.29%	-7.39%	11.22%	6.43%	-3.10%	5.86%
2021	-2.96%	5.51%	4.87%	5.86%	1.64%	0.71%	2.29%	1.41%	-1.91%	5.73%	-1.29%	6.95%	32.16%
2020	1.86%	-7.92%	-17.33%	12.64%	5.38%	-1.94%	5.43%	6.20%	-2.71%	-2.20%	14.58%	4.39%	15.01%
2019	9.15%	3.47%	1.54%	3.76%	-2.85%	6.29%	2.11%	2.52%	1.19%	1.54%	2.45%	2.07%	38.19%
2018	4.38%	-4.60%	0.03%	0.39%	1.00%	-0.17%	2.73%	1.68%	0.89%	-5.93%	1.92%	-8.26%	-6.55%

Expense Ratio

JVV Current IRA Proposed Optimisation 19 Aug 2024 has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of JVV Current IRA Proposed Optimisation 19 Aug 2024 is 96, placing it in the top 4% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

JVV Current IRA Proposed Optimisation 19 Aug 2024

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

JVV Current IRA Proposed Optimisation 19 Aug 2024

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
ADM Archer-Daniels-Midland Company	-0.64	-0.61	0.88	-0.46	-1.05
AJG Arthur J. Gallagher & Co.	1.46	1.90	1.27	2.04	5.66
BAESY BAE Systems PLC	1.46	1.93	1.25	2.59	6.77
BRO Brown & Brown, Inc.	2.18	3.06	1.40	4.07	11.65
COST Costco Wholesale Corporation	3.23	3.82	1.57	6.16	16.19
CTRA Coterra Energy Inc.	-0.62	-0.77	0.91	-0.48	-1.25
ENB Enbridge Inc.	1.57	2.23	1.27	0.87	6.15
EW Edwards Lifesciences Corporation	-0.18	0.07	1.01	-0.14	-0.55
GD General Dynamics Corporation	2.11	3.40	1.42	2.84	19.13
GIS General Mills, Inc.	0.92	1.36	1.17	0.57	3.83
LMT Lockheed Martin Corporation	2.08	3.57	1.45	1.78	10.79
LNG Cheniere Energy, Inc.	0.58	0.96	1.11	0.72	1.29
MKC	0.30	0.61	1.08	0.18	0.66
NEE	0.89	1.29	1.18	0.61	2.46
O	1.16	1.68	1.22	0.66	3.18
SBSW	-0.58	-0.57	0.93	-0.45	-1.24
SBUX	0.05	0.40	1.06	0.05	0.11
TDG	2.79	3.70	1.47	5.41	16.94
TJX	1.70	2.46	1.31	3.40	10.02
TMO	0.98	1.46	1.19	0.58	3.96
TYL	1.96	3.23	1.40	1.42	14.48
XLK	1.36	1.85	1.25	1.71	6.10
PHM	2.76	3.58	1.44	4.52	15.95
FANG Diamondback Energy, Inc.	0.83	1.35	1.16	1.10	3.32
STLD	0.68	1.12	1.13	0.70	1.72
SYF	1.86	2.47	1.30	1.25	9.26
NTR	-0.77	-1.02	0.89	-0.39	-1.46
SPTL	0.75	1.13	1.13	0.25	2.11
ARMK Aramark	1.77	2.38	1.31	1.71	13.53
CBOE Cboe Global Markets, Inc.	2.01	2.88	1.34	2.80	6.51
CTSH Cognizant Technology Solutions Corporation	0.46	0.80	1.09	0.30	1.03
HLT Hilton Worldwide Holdings Inc.	2.28	3.02	1.37	3.85	11.29
ITOCY Itochu Corp ADR	1.23	1.87	1.23	1.98	6.78
MCK McKesson Corporation	0.89	1.11	1.20	1.02	3.76
UHS	3.37	4.35	1.56	3.72	23.04
EME EMCOR Group, Inc.	2.92	3.42	1.50	5.95	18.01
NVO	1.39	2.08	1.26	2.27	7.72

Sharpe Ratio

The current JVV Current IRA Proposed Optimisation 19 Aug 2024 Sharpe ratio is 3.51. 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 1.71 to 2.36, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of JVV Current IRA Proposed Optimisation 19 Aug 2024 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.

JVV Current IRA Proposed Optimisation 19 Aug 2024

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

JVV Current IRA Proposed Optimisation 19 Aug 2024 granted a 1.79% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
JVV Current IRA Proposed Optimisation 19 Aug 2024	1.79%	1.97%	1.93%	1.61%	1.90%	2.03%	1.87%	1.90%	1.92%	1.70%	1.91%	1.90%
Portfolio components:
ADM Archer-Daniels-Midland Company	3.22%	2.49%	1.72%	2.19%	2.86%	3.02%	3.27%	3.19%	2.63%	3.05%	1.85%	1.75%
AJG Arthur J. Gallagher & Co.	0.81%	0.98%	1.08%	1.13%	1.46%	1.81%	2.23%	2.47%	2.93%	3.62%	3.06%	2.98%
BAESY BAE Systems PLC	2.26%	2.39%	3.08%	4.42%	7.12%	3.71%	5.10%	3.47%	3.97%	4.36%	4.67%	4.12%
BRO Brown & Brown, Inc.	0.51%	0.67%	0.74%	0.54%	0.73%	0.82%	1.11%	1.08%	1.12%	1.41%	1.25%	1.18%
COST Costco Wholesale Corporation	2.17%	2.87%	0.76%	0.54%	3.38%	0.86%	1.08%	4.81%	1.09%	4.06%	0.97%	1.01%
CTRA Coterra Energy Inc.	3.57%	4.58%	10.13%	5.89%	2.46%	1.87%	1.00%	0.53%	0.31%	0.41%	0.24%	0.14%
ENB Enbridge Inc.	6.58%	7.29%	6.78%	6.86%	7.54%	5.57%	6.69%	4.73%	3.78%	4.41%	2.47%	2.82%
EW Edwards Lifesciences Corporation	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
GD General Dynamics Corporation	1.81%	2.01%	2.00%	2.24%	2.90%	2.26%	2.31%	1.61%	1.72%	2.46%	1.76%	1.76%
GIS General Mills, Inc.	3.16%	3.47%	2.50%	3.03%	3.37%	3.66%	5.03%	3.27%	3.01%	3.00%	3.02%	2.85%
LMT Lockheed Martin Corporation	2.23%	2.68%	2.34%	2.98%	2.76%	2.31%	3.13%	2.32%	2.71%	2.83%	2.85%	3.22%
LNG Cheniere Energy, Inc.	0.97%	0.95%	0.92%	0.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
MKC	1.97%	2.32%	1.81%	1.44%	1.33%	1.37%	1.53%	1.89%	1.89%	1.91%	2.03%	2.02%
NEE	2.39%	3.08%	2.03%	1.65%	1.81%	2.06%	2.55%	2.52%	2.91%	2.96%	2.73%	3.08%
O	4.99%	5.33%	4.68%	3.87%	4.50%	3.69%	4.18%	4.45%	4.18%	4.41%	4.59%	5.83%
SBSW	2.69%	6.95%	7.68%	13.31%	0.75%	0.00%	0.00%	3.76%	10.25%	6.12%	9.44%	4.88%
SBUX	2.37%	2.25%	2.02%	1.57%	1.57%	1.69%	2.05%	1.83%	1.53%	0.87%	0.00%	0.00%
TDG	2.55%	3.46%	2.94%	0.00%	0.00%	11.16%	0.00%	8.01%	9.64%	0.00%	12.73%	13.66%
TJX	1.21%	1.38%	1.44%	1.37%	0.34%	1.45%	1.66%	1.57%	1.32%	1.14%	0.98%	0.86%
TMO	0.25%	0.26%	0.22%	0.16%	0.19%	0.23%	0.30%	0.32%	0.43%	0.42%	0.48%	0.54%
TYL	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XLK	0.53%	0.76%	1.04%	0.65%	0.92%	1.16%	1.60%	1.37%	1.74%	1.79%	1.75%	1.70%
PHM	0.57%	0.66%	1.34%	1.00%	1.16%	1.16%	1.46%	1.08%	1.96%	1.85%	1.07%	0.74%
FANG Diamondback Energy, Inc.	6.04%	5.15%	6.55%	1.62%	3.10%	0.74%	0.40%	0.00%	0.00%	0.00%	0.00%	0.00%
STLD	1.54%	1.44%	1.39%	1.68%	2.71%	2.82%	2.50%	1.44%	1.57%	3.08%	2.33%	2.25%
SYF	2.05%	2.51%	2.74%	1.90%	2.54%	2.39%	3.07%	1.45%	0.72%	0.00%	0.00%	0.00%
NTR	4.57%	3.76%	2.63%	2.45%	3.74%	3.67%	3.47%	0.00%	0.00%	0.00%	0.00%	0.00%
SPTL	3.50%	3.24%	2.75%	1.68%	1.71%	2.45%	2.69%	2.53%	2.56%	2.60%	2.63%	2.98%
ARMK Aramark	1.00%	1.20%	1.08%	1.21%	1.16%	1.03%	1.49%	0.98%	1.10%	1.11%	1.01%	0.00%
CBOE Cboe Global Markets, Inc.	1.08%	1.18%	1.56%	1.38%	1.68%	1.12%	1.19%	0.83%	1.30%	1.36%	1.23%	2.22%
CTSH Cognizant Technology Solutions Corporation	1.58%	1.54%	1.89%	1.08%	1.07%	1.29%	1.26%	0.63%	0.00%	0.00%	0.00%	0.00%
HLT Hilton Worldwide Holdings Inc.	0.27%	0.33%	0.36%	0.00%	0.13%	0.54%	0.84%	0.75%	1.03%	0.65%	0.00%	0.00%
ITOCY Itochu Corp ADR	0.00%	0.00%	0.00%	2.65%	2.83%	3.53%	3.93%	2.83%	3.68%	3.30%	4.09%	3.26%
MCK McKesson Corporation	0.50%	0.50%	0.54%	0.72%	0.95%	1.16%	1.32%	0.80%	0.80%	0.53%	0.46%	0.55%
UHS	0.34%	0.52%	0.57%	0.62%	0.15%	0.42%	0.34%	0.35%	0.38%	0.33%	0.27%	0.25%
EME EMCOR Group, Inc.	0.21%	0.32%	0.36%	0.41%	0.35%	0.37%	0.54%	0.39%	0.45%	0.67%	0.72%	0.42%
NVO	0.78%	0.71%	0.84%	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.

JVV Current IRA Proposed Optimisation 19 Aug 2024

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the JVV Current IRA Proposed Optimisation 19 Aug 2024. 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 JVV Current IRA Proposed Optimisation 19 Aug 2024 was 37.95%, occurring on Mar 23, 2020. Recovery took 162 trading sessions.

The current JVV Current IRA Proposed Optimisation 19 Aug 2024 drawdown is 0.65%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-37.95%	Feb 21, 2020	22	Mar 23, 2020	162	Nov 10, 2020	184
-17.43%	Apr 21, 2022	41	Jun 17, 2022	110	Nov 23, 2022	151
-17.26%	Sep 24, 2018	64	Dec 24, 2018	59	Mar 21, 2019	123
-9.89%	Jan 29, 2018	9	Feb 8, 2018	150	Sep 13, 2018	159
-7.01%	Jul 26, 2023	49	Oct 3, 2023	28	Nov 10, 2023	77

Volatility

Volatility Chart

The current JVV Current IRA Proposed Optimisation 19 Aug 2024 volatility is 2.82%, 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.

JVV Current IRA Proposed Optimisation 19 Aug 2024

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.

	SPTL	SBSW	GIS	NVO	CBOE	ITOCY	CTRA	MKC	BAESY	NEE	LNG	MCK	FANG	O	LMT	TYL	NTR	COST	TMO	EW	PHM	STLD	ENB	UHS	HLT	TJX	ADM	SBUX	ARMK	SYF	AJG	EME	TDG	GD	CTSH	BRO	XLK
SPTL	1.00	0.07	0.07	0.00	-0.08	-0.04	-0.17	0.09	-0.09	0.17	-0.11	-0.17	-0.22	0.12	-0.13	0.03	-0.17	0.00	-0.02	-0.01	0.12	-0.19	-0.05	-0.10	-0.16	-0.13	-0.19	-0.05	-0.09	-0.20	-0.10	-0.13	-0.09	-0.18	-0.10	-0.08	-0.08
SBSW	0.07	1.00	0.06	0.12	0.08	0.18	0.16	0.09	0.17	0.21	0.17	0.07	0.20	0.16	0.11	0.16	0.25	0.14	0.18	0.16	0.20	0.18	0.26	0.16	0.16	0.14	0.19	0.18	0.18	0.24	0.14	0.17	0.20	0.14	0.20	0.15	0.20
GIS	0.07	0.06	1.00	0.10	0.16	0.06	0.15	0.55	0.10	0.32	0.08	0.28	0.03	0.30	0.30	0.12	0.08	0.23	0.19	0.15	0.13	0.05	0.21	0.18	0.03	0.15	0.29	0.20	0.11	0.10	0.25	0.10	0.07	0.25	0.14	0.26	0.08
NVO	0.00	0.12	0.10	1.00	0.14	0.16	0.12	0.17	0.22	0.23	0.07	0.26	0.08	0.17	0.14	0.28	0.11	0.28	0.36	0.32	0.18	0.14	0.15	0.19	0.15	0.18	0.14	0.24	0.17	0.12	0.26	0.18	0.20	0.19	0.23	0.28	0.36
CBOE	-0.08	0.08	0.16	0.14	1.00	0.12	0.12	0.23	0.17	0.24	0.11	0.23	0.13	0.22	0.21	0.24	0.14	0.21	0.21	0.23	0.17	0.15	0.17	0.20	0.18	0.26	0.18	0.25	0.20	0.22	0.36	0.20	0.22	0.26	0.25	0.33	0.23
ITOCY	-0.04	0.18	0.06	0.16	0.12	1.00	0.15	0.15	0.23	0.17	0.21	0.19	0.20	0.17	0.18	0.25	0.26	0.27	0.24	0.25	0.27	0.26	0.28	0.26	0.30	0.23	0.25	0.27	0.26	0.30	0.25	0.30	0.31	0.27	0.32	0.24	0.36
CTRA	-0.17	0.16	0.15	0.12	0.12	0.15	1.00	0.12	0.18	0.14	0.39	0.24	0.55	0.18	0.24	0.13	0.39	0.16	0.16	0.15	0.20	0.32	0.37	0.27	0.25	0.24	0.39	0.17	0.28	0.33	0.18	0.29	0.23	0.33	0.26	0.21	0.23
MKC	0.09	0.09	0.55	0.17	0.23	0.15	0.12	1.00	0.12	0.41	0.08	0.26	0.05	0.38	0.30	0.25	0.16	0.35	0.32	0.26	0.26	0.11	0.27	0.25	0.14	0.24	0.29	0.31	0.18	0.17	0.34	0.19	0.19	0.28	0.27	0.36	0.26
BAESY	-0.09	0.17	0.10	0.22	0.17	0.23	0.18	0.12	1.00	0.19	0.20	0.23	0.27	0.17	0.32	0.18	0.28	0.19	0.15	0.21	0.23	0.28	0.30	0.29	0.27	0.25	0.30	0.26	0.29	0.27	0.24	0.31	0.34	0.37	0.29	0.26	0.27
NEE	0.17	0.21	0.32	0.23	0.24	0.17	0.14	0.41	0.19	1.00	0.11	0.19	0.07	0.46	0.26	0.29	0.15	0.32	0.32	0.30	0.28	0.11	0.31	0.22	0.15	0.23	0.27	0.34	0.22	0.19	0.36	0.21	0.26	0.29	0.29	0.38	0.30
LNG	-0.11	0.17	0.08	0.07	0.11	0.21	0.39	0.08	0.20	0.11	1.00	0.21	0.51	0.19	0.27	0.17	0.40	0.13	0.18	0.22	0.20	0.37	0.44	0.25	0.34	0.25	0.40	0.25	0.30	0.33	0.26	0.29	0.35	0.33	0.29	0.26	0.30
MCK	-0.17	0.07	0.28	0.26	0.23	0.19	0.24	0.26	0.23	0.19	0.21	1.00	0.23	0.24	0.31	0.18	0.21	0.30	0.24	0.27	0.21	0.29	0.29	0.39	0.22	0.31	0.35	0.27	0.29	0.26	0.34	0.32	0.29	0.37	0.31	0.35	0.27
FANG	-0.22	0.20	0.03	0.08	0.13	0.20	0.55	0.05	0.27	0.07	0.51	0.23	1.00	0.17	0.26	0.14	0.46	0.12	0.13	0.17	0.22	0.44	0.47	0.30	0.36	0.31	0.42	0.20	0.36	0.45	0.22	0.41	0.38	0.37	0.29	0.22	0.27
O	0.12	0.16	0.30	0.17	0.22	0.17	0.18	0.38	0.17	0.46	0.19	0.24	0.17	1.00	0.27	0.26	0.22	0.29	0.29	0.31	0.36	0.20	0.36	0.34	0.24	0.31	0.34	0.39	0.36	0.32	0.36	0.28	0.31	0.31	0.34	0.38	0.30
LMT	-0.13	0.11	0.30	0.14	0.21	0.18	0.24	0.30	0.32	0.26	0.27	0.31	0.26	0.27	1.00	0.18	0.28	0.25	0.25	0.23	0.21	0.28	0.34	0.31	0.25	0.29	0.38	0.27	0.31	0.29	0.39	0.33	0.41	0.66	0.29	0.38	0.24
TYL	0.03	0.16	0.12	0.28	0.24	0.25	0.13	0.25	0.18	0.29	0.17	0.18	0.14	0.26	0.18	1.00	0.18	0.40	0.48	0.49	0.32	0.23	0.25	0.25	0.36	0.34	0.20	0.39	0.31	0.26	0.41	0.30	0.37	0.26	0.45	0.46	0.63
NTR	-0.17	0.25	0.08	0.11	0.14	0.26	0.39	0.16	0.28	0.15	0.40	0.21	0.46	0.22	0.28	0.18	1.00	0.20	0.24	0.20	0.27	0.47	0.45	0.30	0.37	0.30	0.51	0.28	0.35	0.40	0.26	0.38	0.36	0.38	0.35	0.27	0.31
COST	0.00	0.14	0.23	0.28	0.21	0.27	0.16	0.35	0.19	0.32	0.13	0.30	0.12	0.29	0.25	0.40	0.20	1.00	0.42	0.41	0.32	0.24	0.24	0.28	0.29	0.41	0.27	0.41	0.27	0.25	0.40	0.33	0.32	0.33	0.39	0.44	0.56
TMO	-0.02	0.18	0.19	0.36	0.21	0.24	0.16	0.32	0.15	0.32	0.18	0.24	0.13	0.29	0.25	0.48	0.24	0.42	1.00	0.50	0.31	0.25	0.29	0.28	0.28	0.28	0.27	0.41	0.27	0.26	0.43	0.28	0.32	0.30	0.47	0.46	0.56
EW	-0.01	0.16	0.15	0.32	0.23	0.25	0.15	0.26	0.21	0.30	0.22	0.27	0.17	0.31	0.23	0.49	0.20	0.41	0.50	1.00	0.31	0.24	0.27	0.36	0.37	0.34	0.25	0.44	0.32	0.29	0.40	0.32	0.39	0.30	0.44	0.45	0.55
PHM	0.12	0.20	0.13	0.18	0.17	0.27	0.20	0.26	0.23	0.28	0.20	0.21	0.22	0.36	0.21	0.32	0.27	0.32	0.31	0.31	1.00	0.35	0.33	0.38	0.39	0.39	0.28	0.37	0.39	0.43	0.34	0.46	0.42	0.32	0.41	0.40	0.44
STLD	-0.19	0.18	0.05	0.14	0.15	0.26	0.32	0.11	0.28	0.11	0.37	0.29	0.44	0.20	0.28	0.23	0.47	0.24	0.25	0.24	0.35	1.00	0.35	0.41	0.41	0.38	0.47	0.31	0.41	0.51	0.33	0.51	0.42	0.43	0.41	0.36	0.39
ENB	-0.05	0.26	0.21	0.15	0.17	0.28	0.37	0.27	0.30	0.31	0.44	0.29	0.47	0.36	0.34	0.25	0.45	0.24	0.29	0.27	0.33	0.35	1.00	0.35	0.35	0.30	0.42	0.34	0.39	0.40	0.33	0.35	0.39	0.38	0.39	0.33	0.35
UHS	-0.10	0.16	0.18	0.19	0.20	0.26	0.27	0.25	0.29	0.22	0.25	0.39	0.30	0.34	0.31	0.25	0.30	0.28	0.28	0.36	0.38	0.41	0.35	1.00	0.38	0.43	0.40	0.40	0.45	0.44	0.36	0.48	0.43	0.42	0.43	0.40	0.34
HLT	-0.16	0.16	0.03	0.15	0.18	0.30	0.25	0.14	0.27	0.15	0.34	0.22	0.36	0.24	0.25	0.36	0.37	0.29	0.28	0.37	0.39	0.41	0.35	0.38	1.00	0.50	0.36	0.46	0.57	0.54	0.37	0.50	0.58	0.39	0.44	0.39	0.49
TJX	-0.13	0.14	0.15	0.18	0.26	0.23	0.24	0.24	0.25	0.23	0.25	0.31	0.31	0.31	0.29	0.34	0.30	0.41	0.28	0.34	0.39	0.38	0.30	0.43	0.50	1.00	0.37	0.47	0.45	0.47	0.40	0.48	0.45	0.42	0.43	0.44	0.45
ADM	-0.19	0.19	0.29	0.14	0.18	0.25	0.39	0.29	0.30	0.27	0.40	0.35	0.42	0.34	0.38	0.20	0.51	0.27	0.27	0.25	0.28	0.47	0.42	0.40	0.36	0.37	1.00	0.32	0.39	0.47	0.35	0.43	0.36	0.47	0.42	0.36	0.32
SBUX	-0.05	0.18	0.20	0.24	0.25	0.27	0.17	0.31	0.26	0.34	0.25	0.27	0.20	0.39	0.27	0.39	0.28	0.41	0.41	0.44	0.37	0.31	0.34	0.40	0.46	0.47	0.32	1.00	0.43	0.40	0.43	0.38	0.45	0.36	0.47	0.46	0.53
ARMK	-0.09	0.18	0.11	0.17	0.20	0.26	0.28	0.18	0.29	0.22	0.30	0.29	0.36	0.36	0.31	0.31	0.35	0.27	0.27	0.32	0.39	0.41	0.39	0.45	0.57	0.45	0.39	0.43	1.00	0.53	0.37	0.49	0.50	0.42	0.44	0.40	0.42
SYF	-0.20	0.24	0.10	0.12	0.22	0.30	0.33	0.17	0.27	0.19	0.33	0.26	0.45	0.32	0.29	0.26	0.40	0.25	0.26	0.29	0.43	0.51	0.40	0.44	0.54	0.47	0.47	0.40	0.53	1.00	0.37	0.51	0.49	0.45	0.46	0.39	0.43
AJG	-0.10	0.14	0.25	0.26	0.36	0.25	0.18	0.34	0.24	0.36	0.26	0.34	0.22	0.36	0.39	0.41	0.26	0.40	0.43	0.40	0.34	0.33	0.33	0.36	0.37	0.40	0.35	0.43	0.37	0.37	1.00	0.39	0.44	0.46	0.44	0.78	0.47
EME	-0.13	0.17	0.10	0.18	0.20	0.30	0.29	0.19	0.31	0.21	0.29	0.32	0.41	0.28	0.33	0.30	0.38	0.33	0.28	0.32	0.46	0.51	0.35	0.48	0.50	0.48	0.43	0.38	0.49	0.51	0.39	1.00	0.53	0.50	0.42	0.44	0.46
TDG	-0.09	0.20	0.07	0.20	0.22	0.31	0.23	0.19	0.34	0.26	0.35	0.29	0.38	0.31	0.41	0.37	0.36	0.32	0.32	0.39	0.42	0.42	0.39	0.43	0.58	0.45	0.36	0.45	0.50	0.49	0.44	0.53	1.00	0.51	0.45	0.45	0.51
GD	-0.18	0.14	0.25	0.19	0.26	0.27	0.33	0.28	0.37	0.29	0.33	0.37	0.37	0.31	0.66	0.26	0.38	0.33	0.30	0.30	0.32	0.43	0.38	0.42	0.39	0.42	0.47	0.36	0.42	0.45	0.46	0.50	0.51	1.00	0.43	0.49	0.37
CTSH	-0.10	0.20	0.14	0.23	0.25	0.32	0.26	0.27	0.29	0.29	0.29	0.31	0.29	0.34	0.29	0.45	0.35	0.39	0.47	0.44	0.41	0.41	0.39	0.43	0.44	0.43	0.42	0.47	0.44	0.46	0.44	0.42	0.45	0.43	1.00	0.47	0.60
BRO	-0.08	0.15	0.26	0.28	0.33	0.24	0.21	0.36	0.26	0.38	0.26	0.35	0.22	0.38	0.38	0.46	0.27	0.44	0.46	0.45	0.40	0.36	0.33	0.40	0.39	0.44	0.36	0.46	0.40	0.39	0.78	0.44	0.45	0.49	0.47	1.00	0.50
XLK	-0.08	0.20	0.08	0.36	0.23	0.36	0.23	0.26	0.27	0.30	0.30	0.27	0.27	0.30	0.24	0.63	0.31	0.56	0.56	0.55	0.44	0.39	0.35	0.34	0.49	0.45	0.32	0.53	0.42	0.43	0.47	0.46	0.51	0.37	0.60	0.50	1.00

The correlation results are calculated based on daily price changes starting from Jan 3, 2018

Performance Analysis

Risk Analysis

Optimization

Factor Model

JVV Current IRA Proposed Optimisation 19 Aug 2024

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community