High Trans Portfolio
Portfolio with high transaction costs
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
CMNIX Calamos Market Neutral Income Fund Institutional Class | 10.30% | |
JENSX Jensen Quality Growth Fund | Large Cap Blend Equities | 10.10% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 10% |
PRWCX T. Rowe Price Capital Appreciation Fund | Diversified Portfolio | 10.70% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 48.70% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 5.20% |
VSIEX JPMorgan International Equity Fund | Foreign Large Cap Equities | 5% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in High Trans 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
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.25% | 0.08% | 9.66% | 25.65% | 13.17% | 11.11% |
| High Trans Portfolio | 7.65% | -0.46% | 3.52% | 7.97% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | 13.49% | -2.30% | 6.44% | 14.08% | N/A | N/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% |
VGSH Vanguard Short-Term Treasury ETF | 3.70% | 0.34% | 2.55% | 3.86% | 1.31% | 1.32% |
Monthly Returns
The table below presents the monthly returns of High Trans 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 | 0.58% | 1.15% | 1.01% | -1.47% | 1.66% | 0.94% | 1.51% | 1.55% | 1.08% | -1.12% | 1.77% | 7.65% | |
| 2023 | 2.34% | -1.52% | 2.48% | 1.00% | -0.68% | 1.73% | 1.03% | -0.20% | -1.61% | -0.56% | 3.59% | 1.47% | 9.29% |
| 2022 | -2.48% | -1.31% | 0.34% | -3.00% | 0.26% | -2.94% | 3.32% | -2.08% | -3.94% | 2.67% | 3.21% | -2.17% | -8.15% |
| 2021 | -0.80% | 0.65% | 1.91% | 1.83% | 0.55% | 0.43% | 1.38% | 0.91% | -1.79% | 2.19% | -0.59% | 1.04% | 7.92% |
| 2020 | 1.28% | 0.54% | 2.38% | 1.78% | -0.78% | -0.72% | 4.06% | -0.18% | 8.58% |
Expense Ratio
High Trans Portfolio features an expense ratio of 0.34%, 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
With an overall rank of 78, High Trans Portfolio is among the top 22% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | 1.90 | 2.58 | 1.37 | 3.08 | 12.32 |
VOO Vanguard S&P 500 ETF | 2.22 | 2.95 | 1.42 | 3.27 | 14.57 |
CMNIX Calamos Market Neutral Income Fund Institutional Class | 2.85 | 3.91 | 1.73 | 1.79 | 40.59 |
JENSX Jensen Quality Growth Fund | 1.10 | 1.53 | 1.20 | 2.17 | 6.39 |
PRWCX T. Rowe Price Capital Appreciation Fund | 1.86 | 2.53 | 1.34 | 1.09 | 14.12 |
VSIEX JPMorgan International Equity Fund | -0.01 | 0.08 | 1.01 | -0.01 | -0.04 |
VGSH Vanguard Short-Term Treasury ETF | 2.24 | 3.43 | 1.45 | 4.02 | 9.76 |
Dividends
Dividend yield
High Trans Portfolio provided a 5.07% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.07% | 3.19% | 2.31% | 1.36% | 1.88% | 1.79% | 1.66% | 1.09% | 1.03% | 0.98% | 0.83% | 0.70% |
| Portfolio components: | ||||||||||||
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% |
VGSH Vanguard Short-Term Treasury ETF | 3.84% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
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 High Trans 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 High Trans Portfolio was 11.82%, occurring on Oct 14, 2022. Recovery took 302 trading sessions.
The current High Trans Portfolio drawdown is 1.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.82% | Dec 13, 2021 | 212 | Oct 14, 2022 | 302 | Dec 28, 2023 | 514 |
| -2.65% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -2.36% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
| -2.17% | Jun 9, 2020 | 3 | Jun 11, 2020 | 22 | Jul 14, 2020 | 25 |
| -2.1% | Sep 7, 2021 | 20 | Oct 4, 2021 | 18 | Oct 28, 2021 | 38 |
Volatility
Volatility Chart
The current High Trans Portfolio volatility is 1.29%, 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
| VGSH | VSIEX | CMNIX | JEPI | JENSX | VOO | PRWCX | |
|---|---|---|---|---|---|---|---|
| VGSH | 1.00 | 0.10 | 0.05 | 0.07 | 0.11 | 0.06 | 0.13 |
| VSIEX | 0.10 | 1.00 | 0.66 | 0.65 | 0.71 | 0.77 | 0.75 |
| CMNIX | 0.05 | 0.66 | 1.00 | 0.68 | 0.75 | 0.82 | 0.79 |
| JEPI | 0.07 | 0.65 | 0.68 | 1.00 | 0.85 | 0.81 | 0.81 |
| JENSX | 0.11 | 0.71 | 0.75 | 0.85 | 1.00 | 0.91 | 0.91 |
| VOO | 0.06 | 0.77 | 0.82 | 0.81 | 0.91 | 1.00 | 0.94 |
| PRWCX | 0.13 | 0.75 | 0.79 | 0.81 | 0.91 | 0.94 | 1.00 |