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LUBIN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 14%DBC 8%GSG 8%BTC-USD 7%SPY 14%JEPI 14%VYM 14%VXUS 7%VNQ 14%BondBondCommodityCommodityCryptocurrencyCryptocurrencyEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

14%

BTC-USD
Bitcoin

7%

DBC
Invesco DB Commodity Index Tracking Fund
Commodities

8%

GSG
iShares S&P GSCI Commodity-Indexed Trust
Commodities

8%

JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

14%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

14%

VNQ
Vanguard Real Estate ETF
REIT

14%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

7%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

14%

S&P 500

Performance

Performance Chart

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


60.00%70.00%80.00%90.00%100.00%FebruaryMarchAprilMayJuneJuly
101.96%
86.70%
LUBIN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
LUBIN10.92%1.72%11.51%17.52%N/AN/A
SPY
SPDR S&P 500 ETF
16.23%0.82%14.52%23.11%14.88%12.74%
JEPI
JPMorgan Equity Premium Income ETF
6.91%0.71%5.98%9.47%N/AN/A
VYM
Vanguard High Dividend Yield ETF
11.24%2.99%11.25%15.30%10.29%9.63%
BND
Vanguard Total Bond Market ETF
0.65%0.58%1.87%3.67%-0.03%1.40%
VNQ
Vanguard Real Estate ETF
2.61%7.05%6.16%7.53%4.18%5.69%
DBC
Invesco DB Commodity Index Tracking Fund
2.45%-2.67%2.92%-1.66%9.26%-0.41%
BTC-USD
Bitcoin
57.84%4.08%60.57%124.07%44.45%59.61%
GSG
iShares S&P GSCI Commodity-Indexed Trust
7.23%-2.89%5.70%3.12%7.01%-3.93%
VXUS
Vanguard Total International Stock ETF
6.89%1.95%9.76%10.15%6.16%4.17%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.24%4.75%4.29%-3.95%3.15%0.43%10.92%
20236.84%-3.29%3.10%1.03%-3.35%4.61%3.08%-2.16%-2.45%-0.25%5.84%4.55%18.15%
2022-2.58%0.50%3.90%-4.29%0.04%-7.82%5.44%-4.33%-7.75%5.73%3.58%-3.18%-11.42%
20211.08%6.09%5.90%4.04%-0.72%1.21%2.99%2.05%-2.69%7.39%-3.43%3.20%29.95%
20203.11%1.45%5.35%2.98%-2.76%-0.04%12.06%8.30%33.88%

Expense Ratio

LUBIN has an expense ratio of 0.22%, 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 DBC: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for GSG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
Expense ratio chart for VYM: 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 BND: 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 risk-adjusted rank of LUBIN is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of LUBIN is 8787
LUBIN
The Sharpe Ratio Rank of LUBIN is 9696Sharpe Ratio Rank
The Sortino Ratio Rank of LUBIN is 9696Sortino Ratio Rank
The Omega Ratio Rank of LUBIN is 9595Omega Ratio Rank
The Calmar Ratio Rank of LUBIN is 5555Calmar Ratio Rank
The Martin Ratio Rank of LUBIN is 9595Martin 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.


LUBIN
Sharpe ratio
The chart of Sharpe ratio for LUBIN, currently valued at 3.38, compared to the broader market-1.000.001.002.003.004.003.38
Sortino ratio
The chart of Sortino ratio for LUBIN, currently valued at 4.79, compared to the broader market-2.000.002.004.006.004.79
Omega ratio
The chart of Omega ratio for LUBIN, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.801.55
Calmar ratio
The chart of Calmar ratio for LUBIN, currently valued at 1.59, compared to the broader market0.002.004.006.008.0010.001.59
Martin ratio
The chart of Martin ratio for LUBIN, currently valued at 22.34, compared to the broader market0.0010.0020.0030.0040.0022.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SPY
SPDR S&P 500 ETF
3.805.361.732.6431.33
JEPI
JPMorgan Equity Premium Income ETF
2.774.001.541.1316.48
VYM
Vanguard High Dividend Yield ETF
3.454.931.651.7421.81
BND
Vanguard Total Bond Market ETF
1.662.451.290.136.19
VNQ
Vanguard Real Estate ETF
1.812.661.340.356.30
DBC
Invesco DB Commodity Index Tracking Fund
-0.16-0.140.98-0.02-0.58
BTC-USD
Bitcoin
2.482.931.311.4914.11
GSG
iShares S&P GSCI Commodity-Indexed Trust
0.300.501.060.021.41
VXUS
Vanguard Total International Stock ETF
2.313.231.420.5617.89

Sharpe Ratio

The current LUBIN Sharpe ratio is 3.38. 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 1.31 to 2.05, 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 LUBIN 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 Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
3.38
1.82
LUBIN
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

LUBIN granted a 3.24% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
LUBIN3.24%3.42%3.46%2.33%2.48%1.87%2.14%1.78%1.92%1.85%1.78%1.83%
SPY
SPDR S&P 500 ETF
1.25%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%
JEPI
JPMorgan Equity Premium Income ETF
7.28%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.91%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
BND
Vanguard Total Bond Market ETF
3.41%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
VNQ
Vanguard Real Estate ETF
4.01%3.95%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%
DBC
Invesco DB Commodity Index Tracking Fund
4.82%4.94%0.59%0.00%0.00%1.59%1.30%0.00%0.00%0.00%0.00%0.00%
BTC-USD
Bitcoin
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GSG
iShares S&P GSCI Commodity-Indexed 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%
VXUS
Vanguard Total International Stock ETF
3.02%3.24%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.06%
-2.86%
LUBIN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the LUBIN. 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 LUBIN was 19.11%, occurring on Oct 2, 2022. Recovery took 437 trading sessions.

The current LUBIN drawdown is 1.06%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.11%Mar 31, 2022186Oct 2, 2022437Dec 13, 2023623
-6.74%Nov 10, 202179Jan 27, 202257Mar 25, 2022136
-5.8%Sep 3, 202021Sep 23, 202019Oct 12, 202040
-5.69%Jun 9, 202019Jun 27, 202025Jul 22, 202044
-4.63%Sep 7, 202115Sep 21, 202123Oct 14, 202138

Volatility

Volatility Chart

The current LUBIN volatility is 1.67%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
1.67%
2.76%
LUBIN
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.

BNDBTC-USDGSGDBCVNQJEPIVXUSVYMSPY
BND1.000.03-0.06-0.030.240.160.130.050.14
BTC-USD0.031.000.100.130.200.190.290.210.27
GSG-0.060.101.000.950.110.160.310.320.23
DBC-0.030.130.951.000.140.190.350.340.26
VNQ0.240.200.110.141.000.650.560.650.65
JEPI0.160.190.160.190.651.000.590.760.74
VXUS0.130.290.310.350.560.591.000.670.74
VYM0.050.210.320.340.650.760.671.000.75
SPY0.140.270.230.260.650.740.740.751.00
The correlation results are calculated based on daily price changes starting from May 22, 2020