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CK
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CK

Last updated Aug 25, 2024

Asset Allocation

JPST 10%TSLA 40%SCHX 15%QQQM 13%MSTR 12%SCHD 10%BondBondEquityEquity
PositionCategory/SectorWeight
JPST
JPMorgan Ultra-Short Income ETF		Money Market, Actively Managed
10%
MSTR
MicroStrategy Incorporated		Technology
12%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
13%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
10%
SCHX
Schwab U.S. Large-Cap ETF		Large Cap Growth Equities
15%
TSLA
Tesla, Inc.		Consumer Cyclical
40%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CK, 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

50.00%100.00%150.00%200.00%MarchAprilMayJuneJulyAugust
165.57%
59.94%
CK
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		17.76%2.89%10.80%27.49%14.28%10.89%
CK24.24%-2.43%25.82%44.25%N/AN/A
Portfolio components:
TSLA
Tesla, Inc.		-14.19%-3.00%6.75%-10.72%71.79%28.14%
MSTR
MicroStrategy Incorporated		132.58%-16.19%68.50%326.58%60.39%26.68%
JPST
JPMorgan Ultra-Short Income ETF		3.95%0.60%3.13%6.38%2.67%N/A
QQQM
Invesco NASDAQ 100 ETF		16.49%2.67%8.97%30.57%N/AN/A
SCHX
Schwab U.S. Large-Cap ETF		18.29%2.90%10.90%28.51%15.87%12.78%
SCHD
Schwab US Dividend Equity ETF		11.87%1.39%9.83%17.70%13.66%11.49%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-11.67%15.42%11.23%-4.02%3.66%4.73%9.58%24.24%
202328.50%8.38%3.08%-6.82%7.98%15.37%5.70%-4.56%-3.96%-5.48%13.18%8.31%87.07%
2022-10.61%-2.26%11.46%-14.41%-7.23%-11.22%24.76%-7.39%-5.97%0.29%-6.46%-17.50%-42.28%
202111.85%-1.45%-0.79%3.91%-7.94%8.31%0.53%5.28%-1.49%22.78%1.29%-5.42%38.95%
2020-7.79%35.74%13.82%42.46%

Expense Ratio

CK has an expense ratio of 0.05%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

JPST
JPMorgan Ultra-Short Income ETF
Expense ratio chart for JPST: current value at 0.18% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.18%
QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
SCHD
Schwab US Dividend Equity ETF
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
SCHX
Schwab U.S. Large-Cap ETF
Expense ratio chart for SCHX: 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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CK is 29, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of CK is 2929
CK
The Sharpe Ratio Rank of CK is 2121Sharpe Ratio Rank
The Sortino Ratio Rank of CK is 1919Sortino Ratio Rank
The Omega Ratio Rank of CK is 1818Omega Ratio Rank
The Calmar Ratio Rank of CK is 6060Calmar Ratio Rank
The Martin Ratio Rank of CK is 2626Martin 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.

CK
Sharpe ratio
The chart of Sharpe ratio for CK, currently valued at 1.57, compared to the broader market-1.000.001.002.003.004.001.57
Sortino ratio
The chart of Sortino ratio for CK, currently valued at 2.13, compared to the broader market-2.000.002.004.002.13
Omega ratio
The chart of Omega ratio for CK, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for CK, currently valued at 2.17, compared to the broader market0.002.004.006.008.002.17
Martin ratio
The chart of Martin ratio for CK, currently valued at 7.14, compared to the broader market0.005.0010.0015.0020.0025.0030.007.14
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.28, compared to the broader market-1.000.001.002.003.004.002.28
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.09, compared to the broader market-2.000.002.004.003.09
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.00, compared to the broader market0.002.004.006.008.002.00
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 10.55, compared to the broader market0.005.0010.0015.0020.0025.0030.0010.55
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.		-0.130.201.02-0.11-0.28
MSTR
MicroStrategy Incorporated		3.513.451.424.4517.29
JPST
JPMorgan Ultra-Short Income ETF		12.5636.358.0480.73515.14
QQQM
Invesco NASDAQ 100 ETF		1.892.531.332.379.09
SCHX
Schwab U.S. Large-Cap ETF		2.393.241.432.3111.26
SCHD
Schwab US Dividend Equity ETF		1.612.341.281.436.07

Sharpe Ratio

The current CK Sharpe ratio is 1.56. 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 1.79 to 2.40, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of CK 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.00MarchAprilMayJuneJulyAugust
1.57
2.28
CK
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CK granted a 1.13% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
CK1.13%1.12%0.88%0.59%0.73%0.84%0.84%0.61%0.65%0.60%0.53%0.49%
Portfolio components:
TSLA
Tesla, 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%
MSTR
MicroStrategy Incorporated		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JPST
JPMorgan Ultra-Short Income ETF		5.25%4.79%1.83%0.73%1.43%2.69%2.07%0.96%0.00%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF		0.66%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHX
Schwab U.S. Large-Cap ETF		1.23%1.39%1.64%1.22%1.64%1.82%2.17%1.70%2.39%2.04%1.76%1.65%
SCHD
Schwab US Dividend Equity ETF		3.39%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%

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.

-15.00%-10.00%-5.00%0.00%MarchAprilMayJuneJulyAugust
-9.27%
-0.89%
CK
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CK. 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 CK was 50.79%, occurring on Jan 3, 2023. Recovery took 291 trading sessions.

The current CK drawdown is 7.67%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-50.79%Nov 5, 2021291Jan 3, 2023291Mar 1, 2024582
-27.72%Feb 10, 202169May 19, 2021110Oct 25, 2021179
-17.13%Jul 17, 202416Aug 7, 2024———
-14.08%Mar 28, 202416Apr 19, 202422May 21, 202438
-8.68%Oct 15, 202012Oct 30, 202012Nov 17, 202024

Volatility

Volatility Chart

The current CK volatility is 11.99%, 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%4.00%6.00%8.00%10.00%12.00%14.00%MarchAprilMayJuneJulyAugust
11.99%
5.88%
CK
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.
JPSTMSTRTSLASCHDQQQMSCHX
JPST1.000.090.060.040.110.09
MSTR0.091.000.440.340.520.51
TSLA0.060.441.000.320.620.56
SCHD0.040.340.321.000.570.78
QQQM0.110.520.620.571.000.92
SCHX0.090.510.560.780.921.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020