AVENUE REC
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AOR iShares Core Growth Allocation ETF | Diversified Portfolio | 15% |
IEI iShares 3-7 Year Treasury Bond ETF | Government Bonds | 36% |
IOO iShares Global 100 ETF | Large Cap Growth Equities | 20% |
JPST JPMorgan Ultra-Short Income ETF | Money Market, Actively Managed | 6% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 23% |
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 Every 3 months.
The earliest data available for this chart is May 19, 2017, corresponding to the inception date of JPST
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
| AVENUE REC | 0.07% | 7.07% | -0.62% | 8.24% | 8.08% | N/A |
| Portfolio components: | ||||||
JPST JPMorgan Ultra-Short Income ETF | 1.67% | 0.44% | 2.37% | 5.36% | 3.06% | N/A |
IEI iShares 3-7 Year Treasury Bond ETF | 3.01% | -0.13% | 2.83% | 6.31% | -0.64% | 1.33% |
AOR iShares Core Growth Allocation ETF | 1.75% | 8.83% | -0.20% | 8.38% | 8.04% | 6.09% |
SPY SPDR S&P 500 ETF | -3.30% | 13.81% | -4.52% | 10.65% | 15.81% | 12.33% |
IOO iShares Global 100 ETF | -3.23% | 14.80% | -3.61% | 8.92% | 16.23% | 11.65% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.42% | 0.35% | -2.44% | 0.36% | 0.42% | 0.07% | |||||||
| 2024 | 0.92% | 2.06% | 2.07% | -2.47% | 3.53% | 2.27% | 1.35% | 1.67% | 1.37% | -1.64% | 2.65% | -1.01% | 13.34% |
| 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% | -3.13% | -13.02% |
| 2021 | -0.37% | 0.77% | 1.65% | 2.77% | 0.69% | 1.07% | 1.53% | 1.39% | -2.78% | 2.98% | -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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of AVENUE REC is 71, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
JPST JPMorgan Ultra-Short Income ETF | 8.85 | 17.47 | 4.10 | 18.14 | 129.66 |
IEI iShares 3-7 Year Treasury Bond ETF | 1.55 | 2.35 | 1.28 | 0.64 | 3.85 |
AOR iShares Core Growth Allocation ETF | 0.78 | 1.16 | 1.16 | 0.86 | 3.85 |
SPY SPDR S&P 500 ETF | 0.54 | 0.90 | 1.13 | 0.57 | 2.24 |
IOO iShares Global 100 ETF | 0.44 | 0.76 | 1.11 | 0.47 | 1.82 |
Dividends
Dividend yield
AVENUE REC provided a 2.38% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.38% | 2.35% | 2.13% | 1.70% | 1.14% | 1.42% | 2.07% | 2.18% | 2.14% | 1.82% | 1.87% | 1.89% |
| Portfolio components: | ||||||||||||
JPST JPMorgan Ultra-Short Income ETF | 4.91% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% |
IEI iShares 3-7 Year Treasury Bond ETF | 3.25% | 3.18% | 2.36% | 1.37% | 0.73% | 1.12% | 2.01% | 1.95% | 1.51% | 1.33% | 1.39% | 1.23% |
AOR iShares Core Growth Allocation ETF | 2.67% | 2.66% | 2.50% | 2.12% | 1.64% | 1.89% | 2.56% | 2.49% | 4.51% | 2.16% | 2.12% | 2.11% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
IOO iShares Global 100 ETF | 1.11% | 1.08% | 1.49% | 2.00% | 1.53% | 1.49% | 2.02% | 2.54% | 2.23% | 2.75% | 2.89% | 3.52% |
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 2.55%.
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 |
| -8.98% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The current AVENUE REC volatility is 5.67%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.02, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | IEI | JPST | AOR | IOO | SPY | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.09 | 0.06 | 0.91 | 0.95 | 1.00 | 0.96 |
| IEI | -0.09 | 1.00 | 0.38 | 0.07 | -0.08 | -0.09 | 0.09 |
| JPST | 0.06 | 0.38 | 1.00 | 0.12 | 0.06 | 0.06 | 0.14 |
| AOR | 0.91 | 0.07 | 0.12 | 1.00 | 0.90 | 0.91 | 0.96 |
| IOO | 0.95 | -0.08 | 0.06 | 0.90 | 1.00 | 0.95 | 0.96 |
| SPY | 1.00 | -0.09 | 0.06 | 0.91 | 0.95 | 1.00 | 0.96 |
| Portfolio | 0.96 | 0.09 | 0.14 | 0.96 | 0.96 | 0.96 | 1.00 |