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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%

S&P 500

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


40.00%50.00%60.00%70.00%80.00%NovemberDecember2024FebruaryMarchApril
60.36%
68.47%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
CS Financial Advisor Portfolio2.65%-2.84%13.66%12.49%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
2.56%-2.91%9.39%8.80%N/AN/A
VOO
Vanguard S&P 500 ETF
4.52%-5.03%18.47%22.03%13.18%12.27%
CMNIX
Calamos Market Neutral Income Fund Institutional Class
1.38%-0.42%3.55%6.87%3.90%3.72%
JENSX
Jensen Quality Growth Fund
-0.84%-4.41%9.40%9.36%8.61%10.81%
PRWCX
T. Rowe Price Capital Appreciation Fund
2.03%-2.75%12.07%13.06%10.60%10.33%
VSIEX
JPMorgan International Equity Fund
1.33%-4.40%16.20%6.45%5.92%4.33%
JVASX
JPMorgan Value Advantage Fund
4.41%-2.44%19.41%15.75%9.10%8.34%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.60%2.97%2.95%
2023-3.15%-1.99%6.62%4.27%

Expense Ratio

The CS Financial Advisor Portfolio has a high expense ratio of 0.68%, 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.


0.50%1.00%1.50%2.00%0.90%
0.50%1.00%1.50%2.00%0.81%
0.50%1.00%1.50%2.00%0.79%
0.50%1.00%1.50%2.00%0.70%
0.50%1.00%1.50%2.00%0.68%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.03%

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.


CS Financial Advisor Portfolio
Sharpe ratio
The chart of Sharpe ratio for CS Financial Advisor Portfolio, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.45
Sortino ratio
The chart of Sortino ratio for CS Financial Advisor Portfolio, currently valued at 2.14, compared to the broader market-2.000.002.004.006.002.14
Omega ratio
The chart of Omega ratio for CS Financial Advisor Portfolio, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for CS Financial Advisor Portfolio, currently valued at 1.39, compared to the broader market0.002.004.006.008.001.39
Martin ratio
The chart of Martin ratio for CS Financial Advisor Portfolio, currently valued at 5.18, compared to the broader market0.0010.0020.0030.0040.005.18
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF
1.231.751.221.355.47
VOO
Vanguard S&P 500 ETF
1.822.651.321.577.57
CMNIX
Calamos Market Neutral Income Fund Institutional Class
3.676.121.835.3336.53
JENSX
Jensen Quality Growth Fund
0.911.371.160.663.75
PRWCX
T. Rowe Price Capital Appreciation Fund
1.422.081.291.936.36
VSIEX
JPMorgan International Equity Fund
0.590.931.110.371.61
JVASX
JPMorgan Value Advantage Fund
1.251.881.221.084.17

Sharpe Ratio

The current CS Financial Advisor Portfolio Sharpe ratio is 1.45. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.45

The Sharpe ratio of CS Financial Advisor Portfolio lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.45
1.66
CS Financial Advisor Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CS Financial Advisor Portfolio granted a 5.83% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
CS Financial Advisor Portfolio5.83%6.04%7.29%8.55%3.40%3.77%5.92%2.74%2.13%3.74%3.90%3.20%
JEPI
JPMorgan Equity Premium Income ETF
7.69%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.41%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
5.87%5.90%1.02%0.46%0.90%1.57%5.01%3.12%2.96%2.90%2.28%3.55%
JENSX
Jensen Quality Growth Fund
7.85%7.82%3.02%6.58%0.94%8.12%10.12%3.24%4.62%11.65%5.06%4.07%
PRWCX
T. Rowe Price Capital Appreciation Fund
4.07%4.15%9.44%9.23%7.97%5.83%7.46%6.82%3.51%9.86%10.03%6.00%
VSIEX
JPMorgan International Equity Fund
2.20%2.23%2.66%6.74%1.17%3.13%3.69%1.63%1.78%1.94%2.66%1.36%
JVASX
JPMorgan Value Advantage Fund
6.85%7.16%10.52%14.21%3.13%3.94%7.38%2.05%1.23%0.67%3.43%3.33%

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.75%
-5.46%
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 17.11%, occurring on Sep 30, 2022. Recovery took 300 trading sessions.

The current CS Financial Advisor Portfolio drawdown is 3.75%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.11%Jan 5, 2022186Sep 30, 2022300Dec 11, 2023486
-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
-4.14%Nov 17, 202110Dec 1, 202116Dec 23, 202126

Volatility

Volatility Chart

The current CS Financial Advisor Portfolio volatility is 2.33%, 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%NovemberDecember2024FebruaryMarchApril
2.33%
3.15%
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
VSIEX1.000.690.700.660.730.760.79
JVASX0.691.000.750.750.710.780.80
CMNIX0.700.751.000.710.790.820.85
JEPI0.660.750.711.000.850.820.82
JENSX0.730.710.790.851.000.910.93
PRWCX0.760.780.820.820.911.000.94
VOO0.790.800.850.820.930.941.00