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.
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The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio CS Financial Advisor Portfolio | 0.02% | -3.38% | -1.58% | 1.38% | 8.59% | 11.93% | 8.36% | — |
| Portfolio components: | ||||||||
JEPI JPMorgan Equity Premium Income ETF | 0.07% | -3.33% | 0.53% | 3.26% | 7.70% | 9.62% | 8.34% | — |
VOO Vanguard S&P 500 ETF | 0.11% | -3.33% | -3.55% | -1.41% | 17.60% | 18.47% | 11.96% | 14.19% |
CMNIX Calamos Market Neutral Income Fund Institutional Class | 0.13% | -0.32% | 0.50% | 1.92% | 6.01% | 6.90% | 4.52% | 4.69% |
JENSX Jensen Quality Growth Fund | 0.66% | -6.16% | -9.79% | -10.60% | -5.14% | 1.32% | 2.72% | 8.08% |
PRWCX T. Rowe Price Capital Appreciation Fund | 0.35% | -2.25% | -2.88% | 5.63% | 16.63% | 13.86% | 9.30% | 11.44% |
VSIEX JPMorgan International Equity Fund | 1.67% | -1.53% | 2.87% | 4.16% | 17.89% | 12.44% | 6.22% | 8.61% |
JVASX JPMorgan Value Advantage Fund | 0.22% | -4.45% | -0.22% | 2.83% | 7.48% | 15.87% | 10.42% | 10.93% |
Monthly Returns
Based on dividend-adjusted daily data since May 22, 2020, CS Financial Advisor Portfolio's average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 years.
Historically, 67% of months were positive and 33% were negative. The best month was Nov 2020 with a return of +10.5%, while the worst month was Sep 2022 at -7.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.
On a daily basis, CS Financial Advisor Portfolio closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.4%, while the worst single day was Jun 11, 2020 at -4.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 1.65% | 1.31% | -4.86% | 0.45% | -1.58% | ||||||||
| 2025 | 3.14% | 0.20% | -2.48% | -1.32% | 2.85% | 2.57% | 0.19% | 2.47% | 0.70% | -0.09% | 1.49% | 1.73% | 11.89% |
| 2024 | 0.71% | 2.97% | 2.95% | -3.09% | 2.54% | 0.48% | 3.37% | 2.50% | 1.04% | -1.09% | 3.34% | -1.03% | 15.46% |
| 2023 | 4.49% | -2.65% | 0.97% | 1.52% | -2.08% | 4.78% | 2.56% | -1.71% | -3.15% | -1.99% | 6.62% | 4.16% | 13.69% |
| 2022 | -2.43% | -1.35% | 1.75% | -5.08% | 0.71% | -6.62% | 6.03% | -2.99% | -7.09% | 7.06% | 5.71% | -3.47% | -8.71% |
| 2021 | -1.28% | 3.51% | 4.96% | 4.18% | 1.57% | 0.07% | 1.66% | 2.04% | -3.23% | 4.61% | -2.26% | 4.98% | 22.37% |
Benchmark Metrics
CS Financial Advisor Portfolio has an annualized alpha of 2.27%, beta of 0.67, and R² of 0.86 versus S&P 500 Index. Calculated based on daily prices since May 22, 2020.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (69.36%) than losses (69.05%) — typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 2.27% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.67 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 2.27%
- Beta
- 0.67
- R²
- 0.86
- Upside Capture
- 69.36%
- Downside Capture
- 69.05%
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.
Return for Risk
Risk / Return Rank
CS Financial Advisor Portfolio ranks 15 for risk / return — in the bottom 15% of portfolios on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.67 | 0.88 | -0.21 |
Sortino ratioReturn per unit of downside risk | 1.04 | 1.37 | -0.32 |
Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
Calmar ratioReturn relative to maximum drawdown | 0.96 | 1.39 | -0.43 |
Martin ratioReturn relative to average drawdown | 4.44 | 6.43 | -1.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 30 | 0.58 | 0.92 | 1.15 | 0.79 | 3.80 |
VOO Vanguard S&P 500 ETF | 54 | 0.98 | 1.49 | 1.23 | 1.53 | 7.13 |
CMNIX Calamos Market Neutral Income Fund Institutional Class | 90 | 1.78 | 2.67 | 1.57 | 2.30 | 15.62 |
JENSX Jensen Quality Growth Fund | 2 | -0.29 | -0.32 | 0.96 | -0.30 | -1.11 |
PRWCX T. Rowe Price Capital Appreciation Fund | 81 | 1.28 | 2.38 | 1.34 | 2.59 | 10.61 |
VSIEX JPMorgan International Equity Fund | 47 | 1.08 | 1.52 | 1.22 | 1.59 | 5.95 |
JVASX JPMorgan Value Advantage Fund | 15 | 0.52 | 0.83 | 1.12 | 0.70 | 2.74 |
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Dividends
Dividend yield
CS Financial Advisor Portfolio provided a 13.75% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 13.75% | 13.15% | 9.87% | 6.05% | 7.29% | 8.57% | 3.40% | 3.77% | 5.92% | 2.68% | 2.13% | 4.05% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.18% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
CMNIX Calamos Market Neutral Income Fund Institutional Class | 1.74% | 1.63% | 2.00% | 5.90% | 1.02% | 0.46% | 0.90% | 1.57% | 5.02% | 2.60% | 2.97% | 2.42% |
JENSX Jensen Quality Growth Fund | 42.70% | 38.59% | 0.64% | 7.82% | 3.02% | 6.69% | 0.94% | 8.12% | 10.12% | 3.24% | 4.62% | 11.65% |
PRWCX T. Rowe Price Capital Appreciation Fund | 16.19% | 15.72% | 10.38% | 4.15% | 9.44% | 9.23% | 7.97% | 5.83% | 7.46% | 6.82% | 3.51% | 9.86% |
VSIEX JPMorgan International Equity Fund | 6.24% | 6.41% | 3.06% | 2.23% | 2.66% | 6.74% | 1.17% | 3.13% | 3.69% | 1.63% | 1.78% | 1.94% |
JVASX JPMorgan Value Advantage Fund | 12.73% | 12.70% | 19.48% | 7.18% | 10.52% | 14.21% | 3.13% | 3.94% | 7.38% | 2.05% | 1.23% | 1.71% |
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.
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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 4.47%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.11% | Jan 5, 2022 | 187 | Sep 30, 2022 | 300 | Dec 11, 2023 | 487 |
| -11.84% | Feb 20, 2025 | 34 | Apr 8, 2025 | 54 | Jun 26, 2025 | 88 |
| -7.79% | Jun 9, 2020 | 14 | Jun 26, 2020 | 29 | Aug 7, 2020 | 43 |
| -6.77% | Feb 27, 2026 | 21 | Mar 27, 2026 | — | — | — |
| -5.88% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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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
| Benchmark | VSIEX | CMNIX | JVASX | JEPI | JENSX | PRWCX | VOO | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.76 | 0.80 | 0.76 | 0.80 | 0.90 | 0.92 | 1.00 | 0.91 |
| VSIEX | 0.76 | 1.00 | 0.62 | 0.65 | 0.65 | 0.69 | 0.72 | 0.76 | 0.78 |
| CMNIX | 0.80 | 0.62 | 1.00 | 0.67 | 0.65 | 0.72 | 0.76 | 0.79 | 0.77 |
| JVASX | 0.76 | 0.65 | 0.67 | 1.00 | 0.78 | 0.69 | 0.73 | 0.76 | 0.93 |
| JEPI | 0.80 | 0.65 | 0.65 | 0.78 | 1.00 | 0.84 | 0.79 | 0.80 | 0.88 |
| JENSX | 0.90 | 0.69 | 0.72 | 0.69 | 0.84 | 1.00 | 0.88 | 0.90 | 0.87 |
| PRWCX | 0.92 | 0.72 | 0.76 | 0.73 | 0.79 | 0.88 | 1.00 | 0.92 | 0.89 |
| VOO | 1.00 | 0.76 | 0.79 | 0.76 | 0.80 | 0.90 | 0.92 | 1.00 | 0.91 |
| Portfolio | 0.91 | 0.78 | 0.77 | 0.93 | 0.88 | 0.87 | 0.89 | 0.91 | 1.00 |