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AVENUE REC

Last updated Sep 21, 2023

Asset Allocation


IEI 36%JPST 6%SPY 23%IOO 20%AOR 15%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
IEI
iShares 3-7 Year Treasury Bond ETF
Government Bonds36%
JPST
JPMorgan Ultra-Short Income ETF
Money Market, Actively Managed6%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities23%
IOO
iShares Global 100 ETF
Large Cap Growth Equities20%
AOR
iShares Core Growth Allocation ETF
Diversified Portfolio15%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
4.55%
10.86%
AVENUE REC
Benchmark (^GSPC)
Portfolio components

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 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%10.20%
AVENUE REC0.36%4.80%8.67%10.12%5.94%6.33%
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%

Asset Correlations Table

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

JPSTIEIAORIOOSPY
JPST1.000.280.080.040.04
IEI0.281.000.00-0.13-0.14
AOR0.080.001.000.910.92
IOO0.04-0.130.911.000.95
SPY0.04-0.140.920.951.00

Sharpe Ratio

The current AVENUE REC Sharpe ratio is 0.85. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.85

The Sharpe ratio of AVENUE REC 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
0.85
0.74
AVENUE REC
Benchmark (^GSPC)
Portfolio components

Dividend yield

AVENUE REC granted a 2.01% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
AVENUE REC2.01%1.73%1.17%1.48%2.20%2.36%2.37%2.06%2.17%2.24%1.77%2.09%
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.


0.40%
0.00%2.15%
0.25%
0.00%2.15%
0.18%
0.00%2.15%
0.15%
0.00%2.15%
0.09%
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
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.


-15.00%-10.00%-5.00%AprilMayJuneJulyAugustSeptember
-5.79%
-8.22%
AVENUE REC
Benchmark (^GSPC)
Portfolio components

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, 2021202Oct 14, 2022
-16.24%Feb 13, 202027Mar 23, 202053Jun 8, 202080
-8.58%Aug 30, 201880Dec 24, 201853Mar 13, 2019133
-5.57%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147
-5.27%Sep 3, 202014Sep 23, 202038Nov 16, 202052

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.16%
3.47%
AVENUE REC
Benchmark (^GSPC)
Portfolio components