AVENUE REC
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in AVENUE REC, 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
Returns
As of Sep 21, 2023, the AVENUE REC returned 8.67% Year-To-Date and 6.33% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 10.20% |
| AVENUE REC | 0.36% | 4.80% | 8.67% | 10.12% | 5.94% | 6.33% |
| Portfolio components: | ||||||
JPST JPMorgan Ultra-Short Income ETF | 0.43% | 1.92% | 3.05% | 4.19% | 2.08% | 2.06% |
IEI iShares 3-7 Year Treasury Bond ETF | -0.02% | -3.20% | 0.09% | -0.07% | 0.51% | 0.11% |
AOR iShares Core Growth Allocation ETF | 0.60% | 4.28% | 8.11% | 10.58% | 4.42% | 5.10% |
SPY SPDR S&P 500 ETF | 0.46% | 12.37% | 15.97% | 18.06% | 10.34% | 12.08% |
IOO iShares Global 100 ETF | 0.68% | 12.18% | 18.47% | 21.62% | 11.01% | 11.70% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| JPST | IEI | AOR | IOO | SPY | |
|---|---|---|---|---|---|
| JPST | 1.00 | 0.28 | 0.08 | 0.04 | 0.04 |
| IEI | 0.28 | 1.00 | 0.00 | -0.13 | -0.14 |
| AOR | 0.08 | 0.00 | 1.00 | 0.91 | 0.92 |
| IOO | 0.04 | -0.13 | 0.91 | 1.00 | 0.95 |
| SPY | 0.04 | -0.14 | 0.92 | 0.95 | 1.00 |
Dividend yield
AVENUE REC granted a 2.01% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AVENUE REC | 2.01% | 1.73% | 1.17% | 1.48% | 2.20% | 2.36% | 2.37% | 2.06% | 2.17% | 2.24% | 1.77% | 2.09% |
| Portfolio components: | ||||||||||||
JPST JPMorgan Ultra-Short Income ETF | 4.17% | 1.88% | 0.76% | 1.52% | 2.88% | 2.28% | 1.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.11% | 1.39% | 0.75% | 1.16% | 2.11% | 2.09% | 1.65% | 1.47% | 1.56% | 1.40% | 0.89% | 1.01% |
AOR iShares Core Growth Allocation ETF | 2.15% | 2.15% | 1.69% | 1.98% | 2.75% | 2.74% | 5.08% | 2.55% | 2.55% | 2.59% | 2.42% | 2.67% |
SPY SPDR S&P 500 ETF | 1.48% | 1.67% | 1.24% | 1.58% | 1.85% | 2.21% | 1.98% | 2.28% | 2.37% | 2.18% | 2.17% | 2.65% |
IOO iShares Global 100 ETF | 1.69% | 2.02% | 1.58% | 1.56% | 2.15% | 2.77% | 2.48% | 3.14% | 3.39% | 4.25% | 2.95% | 3.58% |
Expense Ratio
The AVENUE REC has a high expense ratio of 0.20%, 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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
JPST JPMorgan Ultra-Short Income ETF | 6.75 | ||||
IEI iShares 3-7 Year Treasury Bond ETF | -0.05 | ||||
AOR iShares Core Growth Allocation ETF | 0.72 | ||||
SPY SPDR S&P 500 ETF | 0.84 | ||||
IOO iShares Global 100 ETF | 1.08 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the AVENUE REC. 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 AVENUE REC is 17.52%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.52% | Dec 28, 2021 | 202 | Oct 14, 2022 | — | — | — |
| -16.24% | Feb 13, 2020 | 27 | Mar 23, 2020 | 53 | Jun 8, 2020 | 80 |
| -8.58% | Aug 30, 2018 | 80 | Dec 24, 2018 | 53 | Mar 13, 2019 | 133 |
| -5.57% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
| -5.27% | Sep 3, 2020 | 14 | Sep 23, 2020 | 38 | Nov 16, 2020 | 52 |
Volatility Chart
The current AVENUE REC volatility is 2.16%, 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.