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CS Financial Advisor Portfolio
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


JVASX 35%JEPI 12%JENSX 12%VOO 7%VSIEX 7%PRWCX 15%CMNIX 12%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
CMNIX
Calamos Market Neutral Income Fund Institutional Class
12%
JENSX
Jensen Quality Growth Fund
Large Cap Blend Equities
12%
JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income
12%
JVASX
JPMorgan Value Advantage Fund
Large Cap Value Equities
35%
PRWCX
T. Rowe Price Capital Appreciation Fund
Diversified Portfolio
15%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
7%
VSIEX
JPMorgan International Equity Fund
Foreign Large Cap Equities
7%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in CS Financial Advisor Portfolio, 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


-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
2.45%
9.66%
CS Financial Advisor Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
25.25%0.08%9.66%25.65%13.17%11.11%
CS Financial Advisor Portfolio9.76%-5.99%2.45%10.27%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
13.49%-2.30%6.44%14.08%N/AN/A
VOO
Vanguard S&P 500 ETF
26.92%0.27%10.43%27.36%14.95%13.12%
CMNIX
Calamos Market Neutral Income Fund Institutional Class
6.14%-0.67%2.68%6.22%3.49%2.83%
JENSX
Jensen Quality Growth Fund
11.52%-1.11%4.89%12.01%8.89%8.17%
PRWCX
T. Rowe Price Capital Appreciation Fund
13.38%-0.55%6.03%13.91%5.43%5.28%
VSIEX
JPMorgan International Equity Fund
-1.22%-3.47%-6.52%-0.27%2.55%3.99%
JVASX
JPMorgan Value Advantage Fund
6.08%-14.42%-1.46%6.62%1.45%3.54%
*Annualized

Monthly Returns

The table below presents the monthly returns of CS Financial Advisor Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.71%2.97%2.95%-3.09%2.54%0.48%3.37%2.50%1.04%-1.09%4.59%9.76%
20234.49%-2.65%0.97%1.52%-2.08%4.78%2.56%-1.71%-3.15%-1.99%6.62%1.43%10.71%
2022-2.43%-1.35%1.75%-5.08%0.71%-6.62%6.03%-2.99%-7.09%7.06%5.71%-7.18%-12.22%
2021-1.28%3.51%4.96%4.18%1.57%0.07%1.66%2.04%-3.23%4.61%-2.26%-0.82%15.60%
20203.39%0.70%3.96%3.51%-2.14%-0.89%10.54%0.77%21.04%

Expense Ratio

CS Financial Advisor Portfolio features an expense ratio of 0.68%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for CMNIX: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for JENSX: current value at 0.81% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.81%
Expense ratio chart for JVASX: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%
Expense ratio chart for VSIEX: current value at 0.70% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.70%
Expense ratio chart for PRWCX: current value at 0.68% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.68%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CS Financial Advisor Portfolio is 24, meaning it’s performing worse than 76% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of CS Financial Advisor Portfolio is 2424
Overall Rank
The Sharpe Ratio Rank of CS Financial Advisor Portfolio is 2424
Sharpe Ratio Rank
The Sortino Ratio Rank of CS Financial Advisor Portfolio is 2121
Sortino Ratio Rank
The Omega Ratio Rank of CS Financial Advisor Portfolio is 2727
Omega Ratio Rank
The Calmar Ratio Rank of CS Financial Advisor Portfolio is 2222
Calmar Ratio Rank
The Martin Ratio Rank of CS Financial Advisor Portfolio is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for CS Financial Advisor Portfolio, currently valued at 1.18, compared to the broader market-6.00-4.00-2.000.002.004.001.182.07
The chart of Sortino ratio for CS Financial Advisor Portfolio, currently valued at 1.58, compared to the broader market-6.00-4.00-2.000.002.004.006.001.582.76
The chart of Omega ratio for CS Financial Advisor Portfolio, currently valued at 1.23, compared to the broader market0.400.600.801.001.201.401.601.801.231.39
The chart of Calmar ratio for CS Financial Advisor Portfolio, currently valued at 1.28, compared to the broader market0.002.004.006.008.0010.0012.001.283.05
The chart of Martin ratio for CS Financial Advisor Portfolio, currently valued at 6.48, compared to the broader market0.0010.0020.0030.0040.006.4813.27
CS Financial Advisor Portfolio
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF
1.902.581.373.0812.32
VOO
Vanguard S&P 500 ETF
2.222.951.423.2714.57
CMNIX
Calamos Market Neutral Income Fund Institutional Class
2.853.911.731.7940.59
JENSX
Jensen Quality Growth Fund
1.101.531.202.176.39
PRWCX
T. Rowe Price Capital Appreciation Fund
1.862.531.341.0914.12
VSIEX
JPMorgan International Equity Fund
-0.010.081.01-0.01-0.04
JVASX
JPMorgan Value Advantage Fund
0.490.681.110.342.18

The current CS Financial Advisor Portfolio Sharpe ratio is 1.18. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.33 to 2.19, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of CS Financial Advisor Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.18
2.07
CS Financial Advisor Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CS Financial Advisor Portfolio provided a 4.06% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio4.06%2.53%2.76%1.64%1.86%1.40%1.68%1.09%1.23%1.06%1.17%0.95%
JEPI
JPMorgan Equity Premium Income ETF
7.28%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.23%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
CMNIX
Calamos Market Neutral Income Fund Institutional Class
0.86%2.31%1.02%0.46%0.90%1.56%1.78%1.40%1.41%1.35%1.22%1.55%
JENSX
Jensen Quality Growth Fund
12.10%0.82%0.85%0.64%0.94%1.03%0.99%0.91%1.14%1.29%1.00%0.92%
PRWCX
T. Rowe Price Capital Appreciation Fund
10.30%2.11%1.57%0.95%1.17%1.54%2.53%1.31%1.57%1.52%1.42%1.13%
VSIEX
JPMorgan International Equity Fund
0.00%2.23%2.66%2.02%1.16%3.03%2.55%1.63%1.78%1.94%2.66%1.36%
JVASX
JPMorgan Value Advantage Fund
0.00%1.62%1.71%1.00%1.65%1.46%1.84%1.09%1.22%0.67%1.06%0.74%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.04%
-1.91%
CS Financial Advisor Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the CS Financial Advisor Portfolio. 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 CS Financial Advisor Portfolio was 20.11%, occurring on Sep 30, 2022. Recovery took 445 trading sessions.

The current CS Financial Advisor Portfolio drawdown is 7.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.11%Nov 17, 2021219Sep 30, 2022445Jul 11, 2024664
-7.93%Dec 2, 202414Dec 19, 2024
-7.79%Jun 9, 202014Jun 26, 202029Aug 7, 202043
-5.88%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.31%Oct 13, 202012Oct 28, 20206Nov 5, 202018

Volatility

Volatility Chart

The current CS Financial Advisor Portfolio volatility is 4.14%, 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%2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
4.14%
3.82%
CS Financial Advisor Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VSIEXJVASXCMNIXJEPIJENSXPRWCXVOO
VSIEX1.000.660.660.650.710.750.77
JVASX0.661.000.710.750.690.760.77
CMNIX0.660.711.000.680.750.790.82
JEPI0.650.750.681.000.850.810.81
JENSX0.710.690.750.851.000.910.91
PRWCX0.750.760.790.810.911.000.94
VOO0.770.770.820.810.910.941.00
The correlation results are calculated based on daily price changes starting from May 22, 2020
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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