modcons3
Asset Allocation
Performance
Performance Chart
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
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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| modcons3 | 14.55% | 0.16% | 7.85% | 21.35% | N/A | N/A |
| Portfolio components: | ||||||
JQUA JPMorgan U.S. Quality Factor ETF | 22.78% | 1.66% | 11.80% | 30.79% | 15.65% | N/A |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 13.67% | -0.62% | 7.69% | 26.06% | 13.68% | 13.25% |
AGG iShares Core U.S. Aggregate Bond ETF | 1.76% | -1.85% | 2.80% | 7.45% | -0.18% | 1.46% |
JEPI JPMorgan Equity Premium Income ETF | 15.42% | 1.00% | 8.34% | 18.87% | N/A | N/A |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 5.11% | 0.31% | 2.73% | 6.00% | N/A | N/A |
IAU iShares Gold Trust | 24.16% | -3.62% | 7.76% | 30.69% | 11.67% | 7.82% |
Monthly Returns
The table below presents the monthly returns of modcons3, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.75% | 2.69% | 2.55% | -3.31% | 1.99% | 1.15% | 2.71% | 2.88% | 1.80% | -1.20% | 14.55% | ||
| 2023 | 5.09% | -2.36% | 3.42% | 1.27% | -0.53% | 3.77% | 2.29% | -1.08% | -3.56% | -1.73% | 6.26% | 4.18% | 17.77% |
| 2022 | -3.46% | -1.32% | 1.83% | -5.02% | 0.13% | -4.62% | 5.38% | -3.44% | -6.53% | 5.19% | 5.93% | -2.89% | -9.43% |
| 2021 | -1.28% | 1.59% | 3.77% | 3.01% | 1.34% | 1.25% | 2.14% | 1.31% | -3.48% | 3.58% | -1.06% | 3.85% | 16.93% |
| 2020 | 2.52% | 0.46% | 3.75% | 3.29% | -2.14% | -1.77% | 7.52% | 2.53% | 16.96% |
Expense Ratio
modcons3 has an expense ratio of 0.25%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of modcons3 is 85, placing it in the top 15% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
JQUA JPMorgan U.S. Quality Factor ETF | 2.75 | 3.81 | 1.50 | 4.88 | 16.62 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 2.35 | 3.21 | 1.42 | 3.75 | 12.21 |
AGG iShares Core U.S. Aggregate Bond ETF | 1.16 | 1.70 | 1.20 | 0.46 | 3.99 |
JEPI JPMorgan Equity Premium Income ETF | 2.70 | 3.76 | 1.54 | 4.87 | 19.06 |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 5.01 | 7.77 | 4.50 | 8.25 | 124.26 |
IAU iShares Gold Trust | 2.06 | 2.76 | 1.36 | 3.81 | 12.77 |
Dividends
Dividend yield
modcons3 provided a 3.03% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.03% | 3.15% | 3.70% | 2.28% | 2.35% | 1.18% | 1.43% | 0.68% | 0.59% | 0.79% | 0.63% | 0.51% |
| Portfolio components: | ||||||||||||
JQUA JPMorgan U.S. Quality Factor ETF | 1.16% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.76% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
AGG iShares Core U.S. Aggregate Bond ETF | 3.96% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.96% | 2.32% | 2.39% | 2.45% | 2.40% | 2.32% |
JEPI JPMorgan Equity Premium Income ETF | 7.09% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 5.18% | 4.62% | 2.79% | 0.83% | 1.44% | 0.13% | 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the modcons3. 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 modcons3 was 16.73%, occurring on Oct 14, 2022. Recovery took 167 trading sessions.
The current modcons3 drawdown is 0.96%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.73% | Dec 30, 2021 | 200 | Oct 14, 2022 | 167 | Jun 15, 2023 | 367 |
| -7.4% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -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 |
Volatility
Volatility Chart
The current modcons3 volatility is 1.91%, 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
| EMNT | IAU | AGG | JEPI | MOAT | JQUA | |
|---|---|---|---|---|---|---|
| EMNT | 1.00 | 0.26 | 0.38 | 0.05 | 0.07 | 0.06 |
| IAU | 0.26 | 1.00 | 0.37 | 0.13 | 0.17 | 0.16 |
| AGG | 0.38 | 0.37 | 1.00 | 0.18 | 0.18 | 0.18 |
| JEPI | 0.05 | 0.13 | 0.18 | 1.00 | 0.77 | 0.85 |
| MOAT | 0.07 | 0.17 | 0.18 | 0.77 | 1.00 | 0.90 |
| JQUA | 0.06 | 0.16 | 0.18 | 0.85 | 0.90 | 1.00 |