CS Financial Advisor Portfolio
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 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| CS Financial Advisor Portfolio | 16.38% | 1.15% | 8.63% | 19.57% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | 15.79% | 1.08% | 8.72% | 19.22% | N/A | N/A |
VOO Vanguard S&P 500 ETF | 26.88% | 2.17% | 13.46% | 35.00% | 15.93% | 13.41% |
CMNIX Calamos Market Neutral Income Fund Institutional Class | 6.78% | 0.60% | 3.88% | 4.56% | 3.71% | 2.82% |
JENSX Jensen Quality Growth Fund | 14.09% | 0.27% | 8.74% | 11.37% | 5.81% | 6.12% |
PRWCX T. Rowe Price Capital Appreciation Fund | 14.60% | 0.99% | 7.82% | 21.20% | 11.65% | 10.84% |
VSIEX JPMorgan International Equity Fund | 3.13% | -6.35% | -4.65% | 11.68% | 4.25% | 4.34% |
JVASX JPMorgan Value Advantage Fund | 22.07% | 2.97% | 12.19% | 25.65% | 4.63% | 5.11% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.71% | 2.97% | 2.95% | -3.09% | 2.54% | 0.48% | 3.37% | 2.50% | 1.04% | -1.09% | 16.38% | ||
| 2023 | 4.49% | -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% | 6.03% | -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% | -2.26% | -0.40% | 16.10% |
| 2020 | 3.39% | 0.70% | 3.96% | 3.51% | -2.14% | -0.89% | 10.54% | 1.75% | 22.23% |
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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of CS Financial Advisor Portfolio is 51, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 2.87 | 4.00 | 1.58 | 5.20 | 20.34 |
VOO Vanguard S&P 500 ETF | 3.06 | 4.08 | 1.58 | 4.43 | 20.25 |
CMNIX Calamos Market Neutral Income Fund Institutional Class | 1.20 | 1.30 | 1.47 | 1.38 | 3.18 |
JENSX Jensen Quality Growth Fund | 0.98 | 1.24 | 1.20 | 0.77 | 3.46 |
PRWCX T. Rowe Price Capital Appreciation Fund | 3.03 | 4.26 | 1.58 | 6.89 | 24.73 |
VSIEX JPMorgan International Equity Fund | 1.10 | 1.59 | 1.19 | 0.75 | 5.30 |
JVASX JPMorgan Value Advantage Fund | 2.38 | 3.34 | 1.44 | 1.23 | 14.07 |
Dividends
Dividend yield
CS Financial Advisor Portfolio provided a 2.15% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.15% | 2.53% | 2.76% | 1.64% | 1.86% | 1.40% | 1.68% | 1.09% | 1.23% | 1.06% | 1.17% | 0.95% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 7.07% | 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 | 2.13% | 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 | 0.58% | 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 | 1.84% | 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 | 2.16% | 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 | 1.33% | 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.
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 0.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.77% | Nov 17, 2021 | 219 | Sep 30, 2022 | 407 | May 15, 2024 | 626 |
| -7.79% | Jun 9, 2020 | 14 | Jun 26, 2020 | 29 | Aug 7, 2020 | 43 |
| -5.88% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.31% | Oct 13, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
| -4.05% | Aug 1, 2024 | 3 | Aug 5, 2024 | 9 | Aug 16, 2024 | 12 |
Volatility
Volatility Chart
The current CS Financial Advisor Portfolio volatility is 2.65%, 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
| VSIEX | JVASX | CMNIX | JEPI | JENSX | PRWCX | VOO | |
|---|---|---|---|---|---|---|---|
| VSIEX | 1.00 | 0.67 | 0.67 | 0.65 | 0.71 | 0.76 | 0.78 |
| JVASX | 0.67 | 1.00 | 0.72 | 0.75 | 0.69 | 0.76 | 0.77 |
| CMNIX | 0.67 | 0.72 | 1.00 | 0.69 | 0.76 | 0.80 | 0.82 |
| JEPI | 0.65 | 0.75 | 0.69 | 1.00 | 0.84 | 0.82 | 0.81 |
| JENSX | 0.71 | 0.69 | 0.76 | 0.84 | 1.00 | 0.90 | 0.91 |
| PRWCX | 0.76 | 0.76 | 0.80 | 0.82 | 0.90 | 1.00 | 0.94 |
| VOO | 0.78 | 0.77 | 0.82 | 0.81 | 0.91 | 0.94 | 1.00 |