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Lazy PortfoliosUser Portfolios

3 bucket - alternate 2

Last updated Oct 3, 2023

MIx of stocks and dividend stocks/etfs aiming for 5-7% overall return

Asset Allocation


VOO 34%JEPI 33%VYM 11%VTV 11%VWO 11%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities34%
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend33%
VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities11%
VTV
Vanguard Value ETF
Large Cap Value Equities11%
VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities11%

Performance

The chart shows the growth of an initial investment of $10,000 in 3 bucket - alternate 2, 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%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
1.73%
4.84%
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%4.58%11.69%16.58%11.81%N/A
3 bucket - alternate 2-4.57%1.78%5.02%13.14%11.86%N/A
VOO
Vanguard S&P 500 ETF
-4.95%5.40%13.09%18.48%13.56%N/A
JEPI
JPMorgan Equity Premium Income ETF
-4.34%1.07%2.81%11.40%11.25%N/A
VYM
Vanguard High Dividend Yield ETF
-4.81%-1.55%-3.49%8.11%12.42%N/A
VTV
Vanguard Value ETF
-4.55%0.24%-0.82%10.63%13.66%N/A
VWO
Vanguard FTSE Emerging Markets ETF
-3.86%-2.47%1.68%8.73%4.85%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.20%1.59%-1.74%5.05%3.13%-1.75%-3.63%

Sharpe Ratio

The current 3 bucket - alternate 2 Sharpe ratio is 1.10. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.10

The Sharpe ratio of 3 bucket - alternate 2 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-0.500.000.501.00MayJuneJulyAugustSeptemberOctober
1.10
1.04
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

Dividend yield

3 bucket - alternate 2 granted a 4.57% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
3 bucket - alternate 24.57%5.74%3.88%3.88%1.75%1.90%1.63%1.82%2.07%1.85%1.87%2.12%
VOO
Vanguard S&P 500 ETF
1.59%1.71%1.28%1.61%2.00%2.23%1.97%2.27%2.42%2.18%2.20%2.66%
JEPI
JPMorgan Equity Premium Income ETF
9.19%12.35%7.80%7.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
3.28%3.07%2.91%3.45%3.41%3.95%3.37%3.60%4.11%3.66%3.80%4.51%
VTV
Vanguard Value ETF
2.69%2.56%2.24%2.73%2.76%3.09%2.66%2.91%3.18%2.78%2.84%3.60%
VWO
Vanguard FTSE Emerging Markets ETF
3.11%4.17%2.77%2.06%3.58%3.30%2.71%3.03%4.03%3.64%3.58%2.95%

Expense Ratio

The 3 bucket - alternate 2 features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%
0.04%
0.00%2.15%
0.03%
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
VOO
Vanguard S&P 500 ETF
1.17
JEPI
JPMorgan Equity Premium Income ETF
1.20
VYM
Vanguard High Dividend Yield ETF
0.65
VTV
Vanguard Value ETF
0.86
VWO
Vanguard FTSE Emerging Markets ETF
0.60

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

VWOJEPIVOOVYMVTV
VWO1.000.450.640.520.53
JEPI0.451.000.820.820.83
VOO0.640.821.000.820.84
VYM0.520.820.821.000.99
VTV0.530.830.840.991.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.93%
-10.59%
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 3 bucket - alternate 2. 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 3 bucket - alternate 2 is 18.64%, recorded on Sep 30, 2022. It took 206 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.64%Jan 5, 2022186Sep 30, 2022206Jul 28, 2023392
-6.47%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.09%Jun 9, 202014Jun 26, 202012Jul 15, 202026
-5.93%Aug 1, 202344Oct 2, 2023
-5.65%Oct 13, 202012Oct 28, 20206Nov 5, 202018

Volatility Chart

The current 3 bucket - alternate 2 volatility is 2.66%, 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%MayJuneJulyAugustSeptemberOctober
2.66%
3.15%
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components