AVENUE REC
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is May 19, 2017, corresponding to the inception date of JPST
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| AVENUE REC | 11.80% | 2.51% | 8.78% | 18.35% | 8.66% | N/A |
| Portfolio components: | ||||||
JPST JPMorgan Ultra-Short Income ETF | 3.95% | 0.60% | 3.13% | 6.38% | 2.67% | N/A |
IEI iShares 3-7 Year Treasury Bond ETF | 3.39% | 2.05% | 4.89% | 7.38% | 0.20% | 1.36% |
AOR iShares Core Growth Allocation ETF | 10.61% | 2.94% | 8.33% | 17.85% | 7.43% | 6.26% |
SPY SPDR S&P 500 ETF | 18.73% | 3.00% | 11.33% | 28.43% | 15.77% | 12.85% |
IOO iShares Global 100 ETF | 22.68% | 3.02% | 14.64% | 31.48% | 17.43% | 11.86% |
Monthly Returns
The table below presents the monthly returns of AVENUE REC, 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 | 0.92% | 2.06% | 2.07% | -2.47% | 3.53% | 2.27% | 1.35% | 11.80% | |||||
| 2023 | 4.37% | -2.36% | 3.56% | 1.57% | -0.34% | 2.67% | 1.67% | -0.99% | -2.99% | -1.30% | 5.81% | 3.32% | 15.57% |
| 2022 | -2.76% | -1.75% | 0.27% | -5.25% | 0.53% | -4.47% | 5.08% | -3.45% | -6.20% | 3.57% | 4.51% | -3.12% | -13.02% |
| 2021 | -0.37% | 0.77% | 1.65% | 2.77% | 0.69% | 1.07% | 1.53% | 1.39% | -2.78% | 2.99% | -0.39% | 2.21% | 12.01% |
| 2020 | 0.68% | -3.42% | -5.20% | 6.21% | 2.49% | 1.64% | 2.96% | 3.68% | -2.31% | -1.59% | 5.86% | 2.31% | 13.37% |
| 2019 | 4.08% | 1.55% | 1.71% | 2.08% | -2.57% | 3.87% | 0.36% | -0.06% | 1.03% | 1.46% | 1.50% | 1.77% | 17.94% |
| 2018 | 2.32% | -2.35% | -0.89% | 0.05% | 1.07% | 0.09% | 1.92% | 1.44% | 0.00% | -3.45% | 1.02% | -3.26% | -2.22% |
| 2017 | 0.52% | 0.09% | 1.31% | 0.54% | 0.76% | 1.36% | 1.10% | 0.64% | 6.50% |
Expense Ratio
AVENUE REC has an expense ratio of 0.20%, which is considered low compared to other funds. 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 risk-adjusted rank of AVENUE REC is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
JPST JPMorgan Ultra-Short Income ETF | 12.56 | 36.35 | 8.04 | 80.73 | 515.14 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.56 | 2.38 | 1.28 | 0.56 | 5.70 |
AOR iShares Core Growth Allocation ETF | 2.27 | 3.29 | 1.42 | 1.39 | 9.56 |
SPY SPDR S&P 500 ETF | 2.44 | 3.30 | 1.44 | 2.58 | 11.47 |
IOO iShares Global 100 ETF | 2.47 | 3.31 | 1.44 | 3.00 | 11.78 |
Dividends
Dividend yield
AVENUE REC granted a 2.20% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| AVENUE REC | 2.20% | 2.13% | 1.70% | 1.14% | 1.42% | 2.07% | 2.18% | 2.14% | 1.82% | 1.87% | 1.89% | 1.46% |
| Portfolio components: | ||||||||||||
JPST JPMorgan Ultra-Short Income ETF | 5.25% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
IEI iShares 3-7 Year Treasury Bond ETF | 2.85% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% | 0.77% |
AOR iShares Core Growth Allocation ETF | 2.39% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% | 2.11% | 1.92% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
IOO iShares Global 100 ETF | 1.11% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% | 2.37% |
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 AVENUE REC. 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 AVENUE REC was 17.52%, occurring on Oct 14, 2022. Recovery took 300 trading sessions.
The current AVENUE REC drawdown is 0.19%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.52% | Dec 28, 2021 | 202 | Oct 14, 2022 | 300 | Dec 26, 2023 | 502 |
| -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
Volatility Chart
The current AVENUE REC volatility is 3.01%, 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
| IEI | JPST | IOO | AOR | SPY | |
|---|---|---|---|---|---|
| IEI | 1.00 | 0.35 | -0.08 | 0.07 | -0.09 |
| JPST | 0.35 | 1.00 | 0.06 | 0.12 | 0.06 |
| IOO | -0.08 | 0.06 | 1.00 | 0.90 | 0.95 |
| AOR | 0.07 | 0.12 | 0.90 | 1.00 | 0.91 |
| SPY | -0.09 | 0.06 | 0.95 | 0.91 | 1.00 |