LUBIN
Asset Allocation
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
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 5.90% | -1.28% | 15.51% | 21.68% | 11.74% | 10.50% |
| LUBIN | 5.40% | -1.75% | 15.50% | 15.27% | N/A | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 6.27% | -1.24% | 16.31% | 23.40% | 13.52% | 12.48% |
JEPI JPMorgan Equity Premium Income ETF | 3.02% | -1.65% | 7.08% | 9.64% | N/A | N/A |
VYM Vanguard High Dividend Yield ETF | 3.51% | -1.72% | 12.25% | 10.14% | 8.99% | 9.53% |
BND Vanguard Total Bond Market ETF | -3.24% | -1.75% | 4.58% | -0.49% | -0.12% | 1.18% |
VNQ Vanguard Real Estate ETF | -9.61% | -6.25% | 5.99% | -0.39% | 2.23% | 5.12% |
DBC Invesco DB Commodity Index Tracking Fund | 7.58% | 4.17% | 0.14% | 2.07% | 9.45% | -0.34% |
BTC-USD Bitcoin | 50.98% | -6.70% | 124.57% | 116.72% | 64.50% | 62.35% |
GSG iShares S&P GSCI Commodity-Indexed Trust | 13.16% | 4.08% | 2.53% | 8.93% | 6.80% | -3.76% |
VXUS Vanguard Total International Stock ETF | 0.20% | -2.90% | 10.29% | 6.40% | 4.72% | 3.98% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.24% | 4.75% | 4.29% | |||||||||
| 2023 | -2.45% | -0.25% | 5.84% | 4.55% |
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.
Risk-Adjusted Performance
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 | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 1.69 | 2.42 | 1.30 | 0.58 | 8.07 |
JEPI JPMorgan Equity Premium Income ETF | 1.11 | 1.55 | 1.20 | 0.34 | 4.52 |
VYM Vanguard High Dividend Yield ETF | 1.10 | 1.64 | 1.19 | 0.33 | 3.97 |
BND Vanguard Total Bond Market ETF | 0.10 | 0.19 | 1.02 | 0.01 | 0.34 |
VNQ Vanguard Real Estate ETF | -0.16 | -0.10 | 0.99 | 0.01 | -0.57 |
DBC Invesco DB Commodity Index Tracking Fund | 0.20 | 0.36 | 1.04 | 0.01 | 0.39 |
BTC-USD Bitcoin | 4.01 | 3.97 | 1.46 | 2.24 | 28.94 |
GSG iShares S&P GSCI Commodity-Indexed Trust | 0.50 | 0.78 | 1.09 | 0.06 | 1.10 |
VXUS Vanguard Total International Stock ETF | 0.62 | 0.98 | 1.12 | 0.11 | 2.39 |
Dividends
Dividend yield
LUBIN granted a 3.37% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LUBIN | 3.37% | 3.42% | 3.46% | 2.33% | 2.48% | 1.87% | 2.14% | 1.78% | 1.92% | 1.85% | 1.78% | 1.83% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.34% | 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 | 7.66% | 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 | 2.97% | 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 | 3.37% | 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 | 4.36% | 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 | 4.59% | 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 | 3.43% | 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.
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 3.75%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.11% | Mar 31, 2022 | 186 | Oct 2, 2022 | 437 | Dec 13, 2023 | 623 |
| -6.74% | Nov 10, 2021 | 79 | Jan 27, 2022 | 57 | Mar 25, 2022 | 136 |
| -5.79% | Sep 3, 2020 | 21 | Sep 23, 2020 | 19 | Oct 12, 2020 | 40 |
| -5.69% | Jun 9, 2020 | 19 | Jun 27, 2020 | 25 | Jul 22, 2020 | 44 |
| -4.63% | Sep 7, 2021 | 15 | Sep 21, 2021 | 23 | Oct 14, 2021 | 38 |
Volatility
Volatility Chart
The current LUBIN volatility is 2.98%, 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
| BND | BTC-USD | GSG | DBC | VNQ | JEPI | VXUS | VYM | SPY | |
|---|---|---|---|---|---|---|---|---|---|
| BND | 1.00 | 0.03 | -0.07 | -0.03 | 0.22 | 0.15 | 0.11 | 0.03 | 0.12 |
| BTC-USD | 0.03 | 1.00 | 0.10 | 0.13 | 0.20 | 0.20 | 0.30 | 0.21 | 0.28 |
| GSG | -0.07 | 0.10 | 1.00 | 0.95 | 0.11 | 0.16 | 0.31 | 0.32 | 0.23 |
| DBC | -0.03 | 0.13 | 0.95 | 1.00 | 0.14 | 0.18 | 0.34 | 0.34 | 0.26 |
| VNQ | 0.22 | 0.20 | 0.11 | 0.14 | 1.00 | 0.65 | 0.56 | 0.65 | 0.67 |
| JEPI | 0.15 | 0.20 | 0.16 | 0.18 | 0.65 | 1.00 | 0.59 | 0.76 | 0.76 |
| VXUS | 0.11 | 0.30 | 0.31 | 0.34 | 0.56 | 0.59 | 1.00 | 0.68 | 0.75 |
| VYM | 0.03 | 0.21 | 0.32 | 0.34 | 0.65 | 0.76 | 0.68 | 1.00 | 0.77 |
| SPY | 0.12 | 0.28 | 0.23 | 0.26 | 0.67 | 0.76 | 0.75 | 0.77 | 1.00 |