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JP Morgan Moderate

Last updated Sep 23, 2023

Asset Allocation


WOBDX 39%ICSH 2%JMUEX 35.1%VSIEX 14.7%JCMAX 4.1%JEMSX 3%VSEAX 2.1%BondBondEquityEquity
PositionCategory/SectorWeight
WOBDX
JPMorgan Core Bond Fund
Intermediate Core Bond39%
ICSH
iShares Ultra Short-Term Bond ETF
Money Market, Actively Managed2%
JMUEX
JPMorgan U.S. Equity Fund
Large Cap Blend Equities35.1%
VSIEX
JPMorgan International Equity Fund
Foreign Large Cap Equities14.7%
JCMAX
JPMorgan Mid Cap Equity Fund Class A
Mid Cap Blend Equities4.1%
JEMSX
JPMorgan Emerging Markets Equity Fund Class I
Emerging Markets Equities3%
VSEAX
JPMorgan Small Cap Equity Fund
Small Cap Blend Equities2.1%

Performance

The chart shows the growth of an initial investment of $10,000 in JP Morgan Moderate, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
2.70%
8.61%
JP Morgan Moderate
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the JP Morgan Moderate returned 6.39% Year-To-Date and 6.01% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%8.17%9.48%
JP Morgan Moderate-0.90%2.45%6.39%10.80%5.70%6.01%
VSIEX
JPMorgan International Equity Fund
-0.29%1.80%6.84%24.28%3.70%3.65%
JEMSX
JPMorgan Emerging Markets Equity Fund Class I
-1.86%-2.58%-0.14%8.37%2.28%3.27%
ICSH
iShares Ultra Short-Term Bond ETF
0.45%2.08%3.27%4.39%1.97%1.51%
WOBDX
JPMorgan Core Bond Fund
-0.60%-3.58%0.29%0.31%0.74%1.38%
VSEAX
JPMorgan Small Cap Equity Fund
-2.84%1.15%-0.25%7.84%3.51%6.62%
JCMAX
JPMorgan Mid Cap Equity Fund Class A
-2.24%4.54%3.11%9.84%6.96%8.87%
JMUEX
JPMorgan U.S. Equity Fund
-1.27%9.81%14.62%17.95%11.20%11.42%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

ICSHWOBDXJEMSXVSIEXVSEAXJMUEXJCMAX
ICSH1.000.170.060.060.030.030.03
WOBDX0.171.00-0.10-0.12-0.20-0.19-0.18
JEMSX0.06-0.101.000.790.620.680.66
VSIEX0.06-0.120.791.000.710.780.75
VSEAX0.03-0.200.620.711.000.850.94
JMUEX0.03-0.190.680.780.851.000.92
JCMAX0.03-0.180.660.750.940.921.00

Sharpe Ratio

The current JP Morgan Moderate Sharpe ratio is 0.77. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.77

The Sharpe ratio of JP Morgan Moderate 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.77
0.81
JP Morgan Moderate
Benchmark (^GSPC)
Portfolio components

Dividend yield

JP Morgan Moderate granted a 3.81% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
JP Morgan Moderate3.81%3.74%7.14%5.24%7.01%10.06%7.04%4.90%2.60%9.00%8.36%5.19%
VSIEX
JPMorgan International Equity Fund
2.49%2.66%6.92%1.28%3.48%4.23%1.94%2.15%2.39%3.33%1.74%2.17%
JEMSX
JPMorgan Emerging Markets Equity Fund Class I
0.37%0.37%3.81%0.10%0.79%0.92%0.41%0.69%0.72%1.13%0.24%0.57%
ICSH
iShares Ultra Short-Term Bond ETF
4.05%1.70%0.44%1.27%2.77%2.39%1.52%1.00%0.61%0.52%0.00%0.00%
WOBDX
JPMorgan Core Bond Fund
3.40%2.74%2.96%4.32%3.62%3.37%3.44%3.49%2.96%3.43%4.39%4.15%
VSEAX
JPMorgan Small Cap Equity Fund
15.53%15.49%26.23%4.11%7.26%12.67%9.92%5.24%0.64%21.05%11.12%23.19%
JCMAX
JPMorgan Mid Cap Equity Fund Class A
2.55%2.63%7.84%12.85%10.56%17.30%8.57%5.15%8.32%8.07%15.06%2.02%
JMUEX
JPMorgan U.S. Equity Fund
4.54%5.14%11.33%7.75%12.59%20.13%13.70%8.16%2.01%18.11%15.78%7.60%

Expense Ratio

The JP Morgan Moderate has a high expense ratio of 0.60%, 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.


1.27%
0.00%2.15%
1.14%
0.00%2.15%
0.99%
0.00%2.15%
0.70%
0.00%2.15%
0.57%
0.00%2.15%
0.50%
0.00%2.15%
0.08%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VSIEX
JPMorgan International Equity Fund
1.12
JEMSX
JPMorgan Emerging Markets Equity Fund Class I
0.22
ICSH
iShares Ultra Short-Term Bond ETF
6.35
WOBDX
JPMorgan Core Bond Fund
-0.12
VSEAX
JPMorgan Small Cap Equity Fund
0.14
JCMAX
JPMorgan Mid Cap Equity Fund Class A
0.32
JMUEX
JPMorgan U.S. Equity Fund
0.87

Drawdowns Chart

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


-18.00%-16.00%-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%AprilMayJuneJulyAugustSeptember
-10.74%
-9.93%
JP Morgan Moderate
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the JP Morgan Moderate. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the JP Morgan Moderate is 21.63%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.63%Nov 8, 2021236Oct 14, 2022
-20.97%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-12.49%Apr 27, 2015202Feb 11, 2016143Sep 6, 2016345
-12%Jan 29, 2018229Dec 24, 201869Apr 4, 2019298
-5.11%Sep 3, 202014Sep 23, 202031Nov 5, 202045

Volatility Chart

The current JP Morgan Moderate volatility is 2.21%, 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%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.21%
3.41%
JP Morgan Moderate
Benchmark (^GSPC)
Portfolio components