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modcons3

Last updated May 27, 2023

Asset Allocation


Performance

The chart shows the growth of an initial investment of $10,000 in modcons3, 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


25.00%30.00%35.00%40.00%December2023FebruaryMarchAprilMay
32.64%
42.63%
modcons3
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the modcons3 returned 7.13% Year-To-Date and 9.83% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%4.45%1.14%12.51%12.51%
modcons3-0.49%7.13%4.97%4.41%9.83%9.83%
JQUA
JPMorgan U.S. Quality Factor ETF
0.53%8.71%5.06%5.37%14.54%14.54%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.18%16.28%11.92%9.95%16.09%16.09%
AGG
iShares Core U.S. Aggregate Bond ETF
-2.15%1.60%0.74%-4.00%-4.02%-4.02%
JEPI
JPMorgan Equity Premium Income ETF
-2.27%2.55%0.99%3.57%12.52%12.52%
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
-0.07%2.16%2.55%2.67%1.09%1.09%
IAU
iShares Gold Trust
-2.09%6.74%10.94%4.80%3.98%3.98%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

EMNTIAUAGGJEPIMOATJQUA
EMNT1.000.280.470.050.080.04
IAU0.281.000.380.110.130.13
AGG0.470.381.000.160.120.15
JEPI0.050.110.161.000.770.86
MOAT0.080.130.120.771.000.92
JQUA0.040.130.150.860.921.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current modcons3 Sharpe ratio is 0.49. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.000.50December2023FebruaryMarchAprilMay
0.49
0.27
modcons3
Benchmark (^GSPC)
Portfolio components

Dividend yield

modcons3 granted a 4.59% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
modcons34.59%3.75%2.50%2.67%1.25%1.54%0.75%0.67%0.90%0.74%0.61%0.70%
JQUA
JPMorgan U.S. Quality Factor ETF
1.71%1.60%1.34%1.49%1.75%2.25%0.43%0.00%0.00%0.00%0.00%0.00%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.08%1.25%1.09%1.49%1.36%1.89%1.15%1.27%2.34%1.50%0.90%0.70%
AGG
iShares Core U.S. Aggregate Bond ETF
3.15%2.18%1.83%2.25%2.90%3.26%2.63%2.78%2.92%2.92%2.90%3.76%
JEPI
JPMorgan Equity Premium Income ETF
14.94%12.05%7.61%7.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
4.01%2.82%0.86%1.51%0.14%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IAU
iShares Gold 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%

Expense Ratio

The modcons3 has a high expense ratio of 0.25%, 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

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.


Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%December2023FebruaryMarchAprilMay
-3.14%
-12.32%
modcons3
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the modcons3. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the modcons3 is 16.73%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.73%Dec 30, 2021200Oct 14, 2022
-5.32%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-4.59%Jun 9, 202014Jun 26, 202015Jul 20, 202029
-3.8%Sep 7, 202118Sep 30, 202123Nov 2, 202141
-3.42%Nov 17, 202110Dec 1, 202116Dec 23, 202126

Volatility Chart

The current modcons3 volatility is 2.28%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%December2023FebruaryMarchAprilMay
2.28%
3.82%
modcons3
Benchmark (^GSPC)
Portfolio components