modcons3
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 4.45% | 1.14% | 12.51% | 12.51% |
modcons3 | -0.49% | 7.13% | 4.97% | 4.41% | 9.83% | 9.83% |
Portfolio components: | ||||||
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% |
Returns over 1 year are annualized |
Asset Correlations Table
EMNT | IAU | AGG | JEPI | MOAT | JQUA | |
---|---|---|---|---|---|---|
EMNT | 1.00 | 0.28 | 0.47 | 0.05 | 0.08 | 0.04 |
IAU | 0.28 | 1.00 | 0.38 | 0.11 | 0.13 | 0.13 |
AGG | 0.47 | 0.38 | 1.00 | 0.16 | 0.12 | 0.15 |
JEPI | 0.05 | 0.11 | 0.16 | 1.00 | 0.77 | 0.86 |
MOAT | 0.08 | 0.13 | 0.12 | 0.77 | 1.00 | 0.92 |
JQUA | 0.04 | 0.13 | 0.15 | 0.86 | 0.92 | 1.00 |
Dividend yield
modcons3 granted a 4.59% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
modcons3 | 4.59% | 3.75% | 2.50% | 2.67% | 1.25% | 1.54% | 0.75% | 0.67% | 0.90% | 0.74% | 0.61% | 0.70% |
Portfolio components: | ||||||||||||
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
JQUA JPMorgan U.S. Quality Factor ETF | 0.51 | ||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.52 | ||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.48 | ||||
JEPI JPMorgan Equity Premium Income ETF | 0.46 | ||||
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 2.32 | ||||
IAU iShares Gold Trust | 0.31 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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, 2021 | 200 | Oct 14, 2022 | — | — | — |
-5.32% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
-4.59% | Jun 9, 2020 | 14 | Jun 26, 2020 | 15 | Jul 20, 2020 | 29 |
-3.8% | Sep 7, 2021 | 18 | Sep 30, 2021 | 23 | Nov 2, 2021 | 41 |
-3.42% | Nov 17, 2021 | 10 | Dec 1, 2021 | 16 | Dec 23, 2021 | 26 |
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.