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

Asset Allocation


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 Every 3 months.


40.00%60.00%80.00%100.00%December2025FebruaryMarchAprilMay
51.28%
92.09%
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
-3.70%13.67%-5.18%9.18%14.14%10.43%
CS Financial Advisor Portfolio0.60%9.64%-5.90%3.71%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
-0.58%9.82%-2.84%6.00%N/AN/A
VOO
Vanguard S&P 500 ETF
-3.28%13.71%-4.52%10.70%15.89%12.40%
CMNIX
Calamos Market Neutral Income Fund Institutional Class
2.11%3.40%2.86%7.08%4.30%2.99%
JENSX
Jensen Quality Growth Fund
-1.15%11.15%-13.67%-4.57%4.36%4.40%
PRWCX
T. Rowe Price Capital Appreciation Fund
1.10%7.73%-0.65%8.76%11.51%10.25%
VSIEX
JPMorgan International Equity Fund
14.00%16.00%8.80%9.57%9.71%4.68%
JVASX
JPMorgan Value Advantage Fund
-1.01%10.16%-12.44%-0.52%7.14%3.42%
*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
20253.14%0.20%-2.46%-1.32%1.13%0.60%
20240.71%2.97%2.95%-3.09%2.54%0.48%3.37%2.50%1.04%-1.09%3.34%-6.84%8.68%
20234.49%-2.65%0.97%1.52%-2.08%4.78%2.56%-1.71%-3.15%-1.99%6.62%0.92%10.16%
2022-2.43%-1.35%1.75%-5.08%0.71%-6.62%6.04%-2.99%-7.09%7.06%5.71%-6.39%-11.48%
2021-1.28%3.51%4.96%4.18%1.57%0.07%1.66%2.04%-3.23%4.61%-2.27%-0.40%16.10%
20203.39%0.70%3.96%3.51%-2.14%-0.89%10.54%1.75%22.23%

Expense Ratio

CS Financial Advisor Portfolio has an expense ratio of 0.68%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of CS Financial Advisor Portfolio is 16, meaning it’s performing worse than 84% 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 1616
Overall Rank
The Sharpe Ratio Rank of CS Financial Advisor Portfolio is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of CS Financial Advisor Portfolio is 1414
Sortino Ratio Rank
The Omega Ratio Rank of CS Financial Advisor Portfolio is 1616
Omega Ratio Rank
The Calmar Ratio Rank of CS Financial Advisor Portfolio is 1717
Calmar Ratio Rank
The Martin Ratio Rank of CS Financial Advisor Portfolio is 1515
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF
0.440.781.130.512.22
VOO
Vanguard S&P 500 ETF
0.560.921.130.582.25
CMNIX
Calamos Market Neutral Income Fund Institutional Class
1.942.941.572.5817.55
JENSX
Jensen Quality Growth Fund
-0.24-0.160.97-0.17-0.44
PRWCX
T. Rowe Price Capital Appreciation Fund
0.791.221.170.954.10
VSIEX
JPMorgan International Equity Fund
0.570.881.120.751.87
JVASX
JPMorgan Value Advantage Fund
-0.030.111.02-0.01-0.02

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

CS Financial Advisor Portfolio Sharpe ratios as of May 9, 2025 (values are recalculated daily):

  • 1-Year: 0.28
  • All Time: 0.66

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.44 to 0.95, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of CS Financial Advisor Portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.28
0.48
CS Financial Advisor Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

CS Financial Advisor Portfolio provided a 2.45% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.45%2.40%2.96%2.76%1.97%1.86%1.40%2.15%1.30%1.42%1.25%1.29%
JEPI
JPMorgan Equity Premium Income ETF
8.07%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.34%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
CMNIX
Calamos Market Neutral Income Fund Institutional Class
1.95%2.00%5.90%1.02%0.46%0.90%1.57%5.01%3.12%2.97%2.90%2.28%
JENSX
Jensen Quality Growth Fund
0.53%0.64%0.82%0.85%0.64%0.94%1.03%0.99%0.91%1.14%1.29%1.00%
PRWCX
T. Rowe Price Capital Appreciation Fund
2.30%2.33%2.11%1.57%0.95%1.17%1.54%2.53%1.31%1.57%1.52%1.42%
VSIEX
JPMorgan International Equity Fund
2.68%3.06%2.23%2.66%6.74%1.17%3.13%3.69%1.63%1.78%1.94%2.66%
JVASX
JPMorgan Value Advantage Fund
1.60%1.58%1.62%1.71%1.00%1.65%1.46%1.84%1.09%1.22%0.67%1.06%

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.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-6.51%
-7.82%
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 19.77%, occurring on Sep 30, 2022. Recovery took 407 trading sessions.

The current CS Financial Advisor Portfolio drawdown is 6.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.77%Nov 17, 2021219Sep 30, 2022407May 15, 2024626
-14.73%Nov 12, 2024100Apr 8, 2025
-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 7.61%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
7.61%
11.21%
CS Financial Advisor Portfolio
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 7 assets, with an effective number of assets of 5.05, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCVSIEXCMNIXJVASXJEPIJENSXPRWCXVOOPortfolio
^GSPC1.000.760.820.770.810.910.941.000.91
VSIEX0.761.000.650.660.640.690.750.760.77
CMNIX0.820.651.000.710.680.750.790.820.80
JVASX0.770.660.711.000.770.700.760.770.94
JEPI0.810.640.680.771.000.850.820.810.87
JENSX0.910.690.750.700.851.000.900.900.87
PRWCX0.940.750.790.760.820.901.000.940.91
VOO1.000.760.820.770.810.900.941.000.91
Portfolio0.910.770.800.940.870.870.910.911.00
The correlation results are calculated based on daily price changes starting from May 22, 2020