PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


JPST 10%TSLA 40%SCHX 15%QQQM 13%MSTR 12%SCHD 10%BondBondEquityEquity
PositionCategory/SectorTarget Weight
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%

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 every 3 months.


-20.00%0.00%20.00%40.00%60.00%80.00%100.00%120.00%AugustSeptemberOctoberNovemberDecember2025
93.92%
7.15%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
1.59%-1.89%7.22%27.21%12.98%11.35%
CK17.06%-1.48%93.91%167.14%N/AN/A
TSLA
Tesla, Inc.
1.79%5.61%56.69%70.95%66.07%40.57%
MSTR
MicroStrategy Incorporated
30.89%-4.03%191.21%533.92%92.82%37.39%
JPST
JPMorgan Ultra-Short Income ETF
0.10%0.29%2.71%5.63%2.83%N/A
QQQM
Invesco NASDAQ 100 ETF
2.60%-0.22%5.72%30.38%N/AN/A
SCHX
Schwab U.S. Large-Cap ETF
1.86%-1.91%8.73%28.29%16.56%15.84%
SCHD
Schwab US Dividend Equity ETF
-0.18%-4.50%8.04%10.45%11.08%11.02%
*Annualized

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
2024-14.07%28.77%22.28%-19.35%17.71%-1.29%12.07%-9.66%17.56%19.05%41.36%-12.51%122.20%
202324.97%7.08%3.50%-6.52%7.52%16.05%6.67%-5.47%-4.20%-5.09%14.22%9.07%84.55%
2022-13.51%-1.21%13.99%-17.00%-10.21%-13.09%25.69%-7.35%-5.55%-2.22%-8.39%-21.08%-50.94%
202117.00%0.13%-2.33%2.57%-12.39%13.86%-0.69%6.52%-4.01%25.58%1.42%-8.59%38.42%
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.


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%
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%
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%
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 73, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CK is 7373
Overall Rank
The Sharpe Ratio Rank of CK is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CK is 7474
Sortino Ratio Rank
The Omega Ratio Rank of CK is 6060
Omega Ratio Rank
The Calmar Ratio Rank of CK is 8282
Calmar Ratio Rank
The Martin Ratio Rank of CK is 7070
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.


Sharpe ratio
The chart of Sharpe ratio for CK, currently valued at 2.74, compared to the broader market-1.000.001.002.003.004.005.002.742.17
The chart of Sortino ratio for CK, currently valued at 3.14, compared to the broader market0.002.004.006.003.142.88
The chart of Omega ratio for CK, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.371.40
The chart of Calmar ratio for CK, currently valued at 4.67, compared to the broader market0.002.004.006.008.0010.004.673.23
The chart of Martin ratio for CK, currently valued at 14.27, compared to the broader market0.0010.0020.0030.0040.0014.2713.82
CK
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TSLA
Tesla, Inc.
1.131.931.231.113.76
MSTR
MicroStrategy Incorporated
4.313.701.437.4021.83
JPST
JPMorgan Ultra-Short Income ETF
10.9024.585.5857.10296.74
QQQM
Invesco NASDAQ 100 ETF
1.852.441.332.458.78
SCHX
Schwab U.S. Large-Cap ETF
2.363.111.443.5515.20
SCHD
Schwab US Dividend Equity ETF
1.021.511.181.444.42

The current CK Sharpe ratio is 2.51. 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 1.46 to 2.23, 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 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 Ratio1.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
2.74
2.17
CK
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CK provided a 1.22% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio1.22%1.23%1.32%1.10%0.67%0.99%0.97%1.04%1.00%0.68%1.04%0.79%
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
5.16%5.16%4.80%1.83%0.73%1.43%2.68%2.07%0.96%0.00%0.00%0.00%
QQQM
Invesco NASDAQ 100 ETF
0.59%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
SCHX
Schwab U.S. Large-Cap ETF
1.75%1.78%2.71%3.13%1.75%3.37%2.69%3.49%4.27%2.61%4.98%3.53%
SCHD
Schwab US Dividend Equity ETF
3.65%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%

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.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.58%
-1.89%
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 59.72%, occurring on Jan 3, 2023. Recovery took 298 trading sessions.

The current CK drawdown is 15.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-59.72%Nov 5, 2021291Jan 3, 2023298Mar 12, 2024589
-37.31%Feb 10, 202169May 19, 2021115Nov 1, 2021184
-25.99%Mar 28, 202424May 1, 202450Jul 15, 202474
-22.76%Nov 21, 202427Dec 31, 2024
-22.14%Jul 23, 202433Sep 6, 202415Sep 27, 202448

Volatility

Volatility Chart

The current CK volatility is 22.47%, 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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
22.47%
4.35%
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.

JPSTMSTRSCHDTSLAQQQMSCHX
JPST1.000.100.050.080.110.10
MSTR0.101.000.330.430.510.50
SCHD0.050.331.000.300.550.76
TSLA0.080.430.301.000.620.55
QQQM0.110.510.550.621.000.92
SCHX0.100.500.760.550.921.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab