Jack update 2024
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Sep 3, 2013, corresponding to the inception date of TIPX
Returns By Period
As of May 11, 2025, the Jack update 2024 returned 7.57% Year-To-Date and 6.11% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.44% | 8.08% | -3.32% | 10.99% | 15.15% | 10.61% |
| Jack update 2024 | N/A | N/A | N/A | N/A | N/A | N/A |
| Portfolio components: | ||||||
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 5.32% | 7.78% | 0.79% | 9.05% | 5.37% | 3.17% |
INDY iShares India 50 ETF | 2.16% | 3.92% | -1.41% | 5.07% | 15.19% | 7.15% |
SCJ iShares MSCI Japan Small Cap ETF | 9.46% | 5.72% | 8.13% | 11.05% | 6.20% | 5.11% |
GDX VanEck Vectors Gold Miners ETF | 48.54% | 1.35% | 30.60% | 44.57% | 9.79% | 10.36% |
ADM Archer-Daniels-Midland Company | -2.86% | 5.87% | -4.98% | -20.03% | 9.94% | 2.06% |
ARE Alexandria Real Estate Equities, Inc. | -23.01% | -3.71% | -33.24% | -35.99% | -9.85% | 0.99% |
LTPZ PIMCO 15+ Year US TIPS Index ETF | 0.77% | 1.97% | -4.91% | 0.28% | -5.11% | 1.06% |
TIPX SPDR Bloomberg Barclays 1-10 Year TIPS ETF | N/A | N/A | N/A | N/A | N/A | N/A |
PPH VanEck Vectors Pharmaceutical ETF | -1.15% | 3.40% | -5.78% | -3.19% | 8.96% | 3.53% |
GLD SPDR Gold Trust | 26.73% | 2.99% | 23.75% | 40.30% | 13.96% | 10.14% |
PSA Public Storage | 2.56% | 8.46% | -8.67% | 14.54% | 16.13% | 8.59% |
KXI iShares Global Consumer Staples ETF | 8.74% | 1.98% | 5.80% | 8.14% | 8.06% | 5.81% |
IGF iShares Global Infrastructure ETF | 9.70% | 6.56% | 7.71% | 18.23% | 13.06% | 5.90% |
CME CME Group Inc. | N/A | N/A | N/A | N/A | N/A | N/A |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 1.94% | 6.60% | -11.46% | -16.47% | 16.73% | 5.56% |
Monthly Returns
The table below presents the monthly returns of Jack update 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | -0.73% | -0.73% |
Expense Ratio
Jack update 2024 has an expense ratio of 0.38%, placing it in the medium range. 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 Jack update 2024 is 74, 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 | |
|---|---|---|---|---|---|
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 0.47 | 0.84 | 1.11 | 0.32 | 1.37 |
INDY iShares India 50 ETF | 0.33 | 0.44 | 1.06 | 0.21 | 0.44 |
SCJ iShares MSCI Japan Small Cap ETF | 0.60 | 0.98 | 1.13 | 0.65 | 2.24 |
GDX VanEck Vectors Gold Miners ETF | 1.32 | 2.00 | 1.25 | 1.11 | 5.28 |
ADM Archer-Daniels-Midland Company | -0.73 | -0.82 | 0.90 | -0.34 | -1.03 |
ARE Alexandria Real Estate Equities, Inc. | -1.24 | -1.74 | 0.79 | -0.55 | -1.85 |
LTPZ PIMCO 15+ Year US TIPS Index ETF | 0.00 | 0.11 | 1.01 | 0.01 | 0.03 |
TIPX SPDR Bloomberg Barclays 1-10 Year TIPS ETF | — | — | — | — | — |
PPH VanEck Vectors Pharmaceutical ETF | -0.21 | -0.08 | 0.99 | -0.12 | -0.28 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
PSA Public Storage | 0.63 | 1.07 | 1.13 | 0.53 | 1.34 |
KXI iShares Global Consumer Staples ETF | 0.69 | 1.18 | 1.15 | 0.95 | 2.54 |
IGF iShares Global Infrastructure ETF | 1.32 | 1.99 | 1.29 | 2.38 | 8.83 |
CME CME Group Inc. | — | — | — | — | — |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | -0.60 | -0.71 | 0.91 | -0.47 | -1.03 |
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Dividends
Dividend yield
Jack update 2024 provided a 2.31% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.31% | 1.74% | 1.83% | 2.55% | 2.09% | 1.05% | 1.64% | 1.80% | 1.39% | 1.44% | 1.95% | 1.33% |
| Portfolio components: | ||||||||||||
AAXJ iShares MSCI All Country Asia ex-Japan ETF | 1.76% | 1.86% | 2.26% | 1.73% | 2.21% | 1.06% | 1.83% | 2.10% | 1.99% | 1.77% | 2.44% | 1.78% |
INDY iShares India 50 ETF | 0.23% | 0.24% | 0.38% | 3.75% | 7.12% | 0.08% | 0.58% | 0.59% | 0.27% | 0.48% | 0.57% | 0.52% |
SCJ iShares MSCI Japan Small Cap ETF | 1.64% | 1.79% | 1.99% | 1.18% | 1.87% | 0.89% | 4.46% | 1.44% | 1.45% | 2.73% | 1.53% | 2.31% |
GDX VanEck Vectors Gold Miners ETF | 0.80% | 1.19% | 1.61% | 1.66% | 1.67% | 0.53% | 0.65% | 0.50% | 0.76% | 0.26% | 0.85% | 0.66% |
ADM Archer-Daniels-Midland Company | 4.14% | 3.96% | 2.49% | 1.72% | 2.19% | 2.86% | 3.02% | 3.27% | 3.19% | 2.63% | 3.05% | 1.85% |
ARE Alexandria Real Estate Equities, Inc. | 7.07% | 5.32% | 3.91% | 3.24% | 2.01% | 2.38% | 2.48% | 3.24% | 2.64% | 2.91% | 3.38% | 3.25% |
LTPZ PIMCO 15+ Year US TIPS Index ETF | 4.06% | 3.71% | 3.71% | 8.38% | 3.56% | 1.42% | 1.74% | 3.80% | 2.25% | 2.32% | 0.71% | 1.77% |
TIPX SPDR Bloomberg Barclays 1-10 Year TIPS ETF | 3.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PPH VanEck Vectors Pharmaceutical ETF | 2.01% | 1.98% | 2.09% | 1.55% | 1.62% | 1.66% | 1.77% | 1.97% | 1.92% | 2.43% | 1.93% | 1.71% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PSA Public Storage | 3.95% | 4.01% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% |
KXI iShares Global Consumer Staples ETF | 2.31% | 2.51% | 2.99% | 1.98% | 2.26% | 2.34% | 2.17% | 2.98% | 2.17% | 2.34% | 2.20% | 2.35% |
IGF iShares Global Infrastructure ETF | 2.93% | 3.21% | 3.36% | 2.67% | 2.42% | 2.33% | 3.27% | 3.52% | 2.95% | 2.98% | 3.25% | 3.00% |
CME CME Group Inc. | 3.69% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PICK iShares MSCI Global Select Metals & Mining Producers ETF | 3.19% | 3.26% | 4.19% | 6.93% | 5.89% | 2.27% | 5.51% | 4.77% | 2.41% | 1.15% | 15.77% | 2.88% |
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 Jack update 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 Jack update 2024 was 1.34%, occurring on May 8, 2025. The portfolio has not yet recovered.
The current Jack update 2024 drawdown is 0.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -1.34% | May 7, 2025 | 2 | May 8, 2025 | — | — | — |
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 15 assets, with an effective number of assets of 10.36, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.
Asset Correlations Table
| ^GSPC | PPH | PSA | CME | AAXJ | PICK | SCJ | ADM | ARE | TIPX | KXI | IGF | GDX | INDY | GLD | LTPZ | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.40 | 0.20 | -0.40 | 0.00 | -0.60 | -0.60 | -0.60 | 0.80 | -0.80 | -0.80 | -0.80 | -0.80 | -0.80 | -1.00 | -1.00 | -0.80 |
| PPH | 0.40 | 1.00 | 0.80 | 0.60 | -0.20 | -0.40 | -0.40 | -0.40 | 0.20 | -0.20 | -0.20 | -0.20 | -0.80 | 0.00 | -0.40 | -0.40 | 0.00 |
| PSA | 0.20 | 0.80 | 1.00 | 0.80 | 0.40 | 0.20 | 0.20 | 0.20 | 0.40 | -0.40 | -0.40 | -0.40 | -0.40 | 0.40 | -0.20 | -0.20 | 0.40 |
| CME | -0.40 | 0.60 | 0.80 | 1.00 | 0.20 | 0.40 | 0.40 | 0.40 | -0.20 | 0.20 | 0.20 | 0.20 | 0.00 | 0.80 | 0.40 | 0.40 | 0.80 |
| AAXJ | 0.00 | -0.20 | 0.40 | 0.20 | 1.00 | 0.80 | 0.80 | 0.80 | 0.60 | -0.60 | -0.60 | -0.60 | 0.40 | 0.40 | 0.00 | 0.00 | 0.40 |
| PICK | -0.60 | -0.40 | 0.20 | 0.40 | 0.80 | 1.00 | 1.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.80 | 0.80 | 0.60 | 0.60 | 0.80 |
| SCJ | -0.60 | -0.40 | 0.20 | 0.40 | 0.80 | 1.00 | 1.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.80 | 0.80 | 0.60 | 0.60 | 0.80 |
| ADM | -0.60 | -0.40 | 0.20 | 0.40 | 0.80 | 1.00 | 1.00 | 1.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.80 | 0.80 | 0.60 | 0.60 | 0.80 |
| ARE | 0.80 | 0.20 | 0.40 | -0.20 | 0.60 | 0.00 | 0.00 | 0.00 | 1.00 | -1.00 | -1.00 | -1.00 | -0.40 | -0.40 | -0.80 | -0.80 | -0.40 |
| TIPX | -0.80 | -0.20 | -0.40 | 0.20 | -0.60 | 0.00 | 0.00 | 0.00 | -1.00 | 1.00 | 1.00 | 1.00 | 0.40 | 0.40 | 0.80 | 0.80 | 0.40 |
| KXI | -0.80 | -0.20 | -0.40 | 0.20 | -0.60 | 0.00 | 0.00 | 0.00 | -1.00 | 1.00 | 1.00 | 1.00 | 0.40 | 0.40 | 0.80 | 0.80 | 0.40 |
| IGF | -0.80 | -0.20 | -0.40 | 0.20 | -0.60 | 0.00 | 0.00 | 0.00 | -1.00 | 1.00 | 1.00 | 1.00 | 0.40 | 0.40 | 0.80 | 0.80 | 0.40 |
| GDX | -0.80 | -0.80 | -0.40 | 0.00 | 0.40 | 0.80 | 0.80 | 0.80 | -0.40 | 0.40 | 0.40 | 0.40 | 1.00 | 0.60 | 0.80 | 0.80 | 0.60 |
| INDY | -0.80 | 0.00 | 0.40 | 0.80 | 0.40 | 0.80 | 0.80 | 0.80 | -0.40 | 0.40 | 0.40 | 0.40 | 0.60 | 1.00 | 0.80 | 0.80 | 1.00 |
| GLD | -1.00 | -0.40 | -0.20 | 0.40 | 0.00 | 0.60 | 0.60 | 0.60 | -0.80 | 0.80 | 0.80 | 0.80 | 0.80 | 0.80 | 1.00 | 1.00 | 0.80 |
| LTPZ | -1.00 | -0.40 | -0.20 | 0.40 | 0.00 | 0.60 | 0.60 | 0.60 | -0.80 | 0.80 | 0.80 | 0.80 | 0.80 | 0.80 | 1.00 | 1.00 | 0.80 |
| Portfolio | -0.80 | 0.00 | 0.40 | 0.80 | 0.40 | 0.80 | 0.80 | 0.80 | -0.40 | 0.40 | 0.40 | 0.40 | 0.60 | 1.00 | 0.80 | 0.80 | 1.00 |