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LUBIN

Last updated Dec 2, 2023

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 Market14%
DBC
Invesco DB Commodity Index Tracking Fund
Commodities8%
GSG
iShares S&P GSCI Commodity-Indexed Trust
Commodities8%
BTC-USD
Bitcoin
7%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities14%
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend14%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities14%
VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities7%
VNQ
Vanguard Real Estate ETF
REIT14%

Performance

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


-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
7.52%
7.29%
LUBIN
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
LUBIN13.99%5.89%7.51%10.44%N/AN/A
SPY
SPDR S&P 500 ETF
21.38%8.62%8.06%14.47%12.63%11.87%
JEPI
JPMorgan Equity Premium Income ETF
8.12%4.19%4.28%6.09%N/AN/A
VYM
Vanguard High Dividend Yield ETF
1.95%6.86%5.28%-1.52%7.99%9.20%
BND
Vanguard Total Bond Market ETF
2.86%4.38%0.50%1.19%0.87%1.43%
VNQ
Vanguard Real Estate ETF
4.71%14.13%4.33%-0.35%4.21%6.78%
DBC
Invesco DB Commodity Index Tracking Fund
-3.45%-3.05%4.85%-5.59%10.03%-0.39%
BTC-USD
Bitcoin
133.80%9.18%41.98%128.02%36.21%28.04%
GSG
iShares S&P GSCI Commodity-Indexed Trust
-3.49%-5.09%5.84%-4.56%6.54%-4.27%
VXUS
Vanguard Total International Stock ETF
11.28%8.16%2.65%8.33%5.45%3.97%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2023-3.35%4.61%3.08%-2.16%-2.45%-0.25%5.93%

Sharpe Ratio

The current LUBIN Sharpe ratio is 1.37. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.001.37

The Sharpe ratio of LUBIN lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.000.501.001.50JulyAugustSeptemberOctoberNovemberDecember
1.37
1.58
LUBIN
Benchmark (^GSPC)
Portfolio components

Dividend yield

LUBIN granted a 3.15% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
LUBIN3.15%3.46%2.33%2.48%1.87%2.14%1.78%1.92%1.85%1.78%1.83%1.92%
SPY
SPDR S&P 500 ETF
1.42%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%2.18%
JEPI
JPMorgan Equity Premium Income ETF
8.73%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
3.11%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%3.23%
BND
Vanguard Total Bond Market ETF
3.11%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%3.24%
VNQ
Vanguard Real Estate ETF
4.28%3.91%2.56%3.93%3.39%4.74%4.23%4.82%3.92%3.60%4.32%3.56%
DBC
Invesco DB Commodity Index Tracking Fund
0.61%0.59%0.00%0.00%1.59%1.30%0.00%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
2.94%3.09%3.10%2.14%3.06%3.18%2.73%2.93%2.83%3.40%2.70%2.96%

Expense Ratio

The LUBIN has a high expense ratio of 0.22%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.85%
0.00%2.15%
0.75%
0.00%2.15%
0.35%
0.00%2.15%
0.12%
0.00%2.15%
0.09%
0.00%2.15%
0.07%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
SPY
SPDR S&P 500 ETF
1.04
JEPI
JPMorgan Equity Premium Income ETF
0.67
VYM
Vanguard High Dividend Yield ETF
-0.13
BND
Vanguard Total Bond Market ETF
0.27
VNQ
Vanguard Real Estate ETF
-0.03
DBC
Invesco DB Commodity Index Tracking Fund
-0.38
BTC-USD
Bitcoin
1.28
GSG
iShares S&P GSCI Commodity-Indexed Trust
-0.26
VXUS
Vanguard Total International Stock ETF
0.66

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
BND1.000.04-0.06-0.020.200.140.090.010.11
BTC-USD0.041.000.120.150.210.210.320.220.30
GSG-0.060.121.000.950.130.180.330.340.25
DBC-0.020.150.951.000.160.200.370.360.27
VNQ0.200.210.130.161.000.660.560.650.67
JEPI0.140.210.180.200.661.000.580.760.77
VXUS0.090.320.330.370.560.581.000.680.75
VYM0.010.220.340.360.650.760.681.000.77
SPY0.110.300.250.270.670.770.750.771.00

Drawdowns Chart

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


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%JulyAugustSeptemberOctoberNovemberDecember
-2.09%
-4.21%
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. The portfolio has not yet recovered.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.11%Mar 31, 2022186Oct 2, 2022
-6.74%Nov 10, 202179Jan 27, 202257Mar 25, 2022136
-5.79%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 Chart

The current LUBIN volatility is 2.22%, 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%JulyAugustSeptemberOctoberNovemberDecember
2.22%
2.14%
LUBIN
Benchmark (^GSPC)
Portfolio components
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