JB34 - CM
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FFRHX Fidelity Floating Rate High Income Fund | High Yield Bonds | 25% |
FTFMX Fidelity New York Municipal Income Fund | Municipal Bonds | 20% |
HYBL SPDR Blackstone High Income ETF | High Yield Bonds | 5% |
VUSXX Vanguard Treasury Money Market Fund | Money Market | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in JB34 - CM, 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 year.
The earliest data available for this chart is Feb 17, 2022, corresponding to the inception date of HYBL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -8.09% | -4.13% | -7.75% | 5.52% | 14.25% | 10.05% |
| JB34 - CM | -0.91% | -1.20% | 0.18% | 3.49% | N/A | N/A |
| Portfolio components: | ||||||
VUSXX Vanguard Treasury Money Market Fund | 0.69% | 0.00% | 1.88% | 4.61% | 2.54% | 1.76% |
FFRHX Fidelity Floating Rate High Income Fund | -2.32% | -2.18% | -0.15% | 3.87% | 7.22% | 4.35% |
HYBL SPDR Blackstone High Income ETF | -1.38% | -1.75% | -0.18% | 5.61% | N/A | N/A |
FTFMX Fidelity New York Municipal Income Fund | -3.06% | -2.86% | -3.62% | -0.44% | 0.31% | 1.34% |
Monthly Returns
The table below presents the monthly returns of JB34 - CM, 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 | 0.44% | 0.43% | -0.77% | -1.02% | -0.91% | ||||||||
| 2024 | 0.56% | 0.47% | 0.28% | 0.29% | 0.42% | 0.44% | 0.88% | 0.34% | 0.91% | 0.18% | 0.74% | 0.13% | 5.78% |
| 2023 | 1.81% | -0.24% | 0.74% | 0.27% | 0.18% | 1.11% | 0.62% | 0.25% | -0.45% | 0.08% | 2.00% | 1.15% | 7.76% |
| 2022 | 0.08% | -0.69% | -0.85% | -0.22% | -1.16% | 1.22% | 0.11% | -1.39% | 0.31% | 1.51% | 0.04% | -1.06% |
Expense Ratio
JB34 - CM has an expense ratio of 0.33%, 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
With an overall rank of 96, JB34 - CM is among the top 4% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
VUSXX Vanguard Treasury Money Market Fund | 3.44 | — | — | — | — |
FFRHX Fidelity Floating Rate High Income Fund | 1.23 | 1.98 | 1.47 | 1.00 | 6.01 |
HYBL SPDR Blackstone High Income ETF | 1.36 | 1.96 | 1.35 | 1.42 | 9.40 |
FTFMX Fidelity New York Municipal Income Fund | -0.00 | 0.03 | 1.01 | -0.00 | -0.02 |
Dividends
Dividend yield
JB34 - CM provided a 5.09% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.09% | 5.60% | 5.46% | 2.76% | 1.26% | 1.66% | 2.84% | 2.53% | 1.95% | 1.61% | 1.87% | 1.68% |
| Portfolio components: | ||||||||||||
VUSXX Vanguard Treasury Money Market Fund | 4.50% | 5.12% | 4.94% | 1.50% | 0.02% | 0.47% | 2.12% | 1.62% | 0.79% | 0.03% | 0.00% | 0.00% |
FFRHX Fidelity Floating Rate High Income Fund | 7.65% | 8.33% | 8.25% | 5.06% | 3.27% | 3.85% | 5.17% | 4.75% | 4.01% | 3.94% | 4.25% | 4.00% |
HYBL SPDR Blackstone High Income ETF | 7.96% | 7.88% | 7.93% | 5.10% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FTFMX Fidelity New York Municipal Income Fund | 2.65% | 2.79% | 2.63% | 2.48% | 2.16% | 2.30% | 2.46% | 2.68% | 2.78% | 3.03% | 4.05% | 3.42% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the JB34 - CM. 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 JB34 - CM was 3.28%, occurring on Sep 29, 2022. Recovery took 74 trading sessions.
The current JB34 - CM drawdown is 1.78%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -3.28% | Mar 2, 2022 | 149 | Sep 29, 2022 | 74 | Jan 13, 2023 | 223 |
| -2.04% | Mar 3, 2025 | 30 | Apr 11, 2025 | — | — | — |
| -0.86% | Feb 3, 2023 | 12 | Feb 21, 2023 | 28 | Mar 31, 2023 | 40 |
| -0.86% | Sep 1, 2023 | 42 | Oct 30, 2023 | 4 | Nov 3, 2023 | 46 |
| -0.71% | Dec 10, 2024 | 8 | Dec 19, 2024 | 27 | Jan 31, 2025 | 35 |
Volatility
Volatility Chart
The current JB34 - CM volatility is 0.84%, 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.
Diversification
Asset Correlations Table
| VUSXX | HYBL | FTFMX | FFRHX | |
|---|---|---|---|---|
| VUSXX | 1.00 | 0.02 | 0.23 | 0.25 |
| HYBL | 0.02 | 1.00 | 0.26 | 0.38 |
| FTFMX | 0.23 | 0.26 | 1.00 | 0.23 |
| FFRHX | 0.25 | 0.38 | 0.23 | 1.00 |