PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
3 bucket - alternate 2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VOO 34%JEPI 33%VYM 11%VTV 11%VWO 11%EquityEquity
PositionCategory/SectorWeight
JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

33%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

34%

VTV
Vanguard Value ETF
Large Cap Value Equities

11%

VWO
Vanguard FTSE Emerging Markets ETF
Emerging Markets Equities

11%

VYM
Vanguard High Dividend Yield ETF
Dividend, Large Cap Value Equities

11%

S&P 500

Performance

Performance Chart

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


60.00%65.00%70.00%75.00%80.00%85.00%90.00%95.00%FebruaryMarchAprilMayJuneJuly
75.30%
84.06%
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.78%-0.38%11.47%18.82%12.44%10.64%
3 bucket - alternate 210.05%-0.05%9.11%13.72%N/AN/A
VOO
Vanguard S&P 500 ETF
14.62%-0.27%12.26%20.57%14.27%12.68%
JEPI
JPMorgan Equity Premium Income ETF
6.10%-0.49%4.84%8.74%N/AN/A
VYM
Vanguard High Dividend Yield ETF
10.50%1.58%10.29%14.13%9.88%9.57%
VTV
Vanguard Value ETF
11.25%1.43%11.10%14.68%10.63%10.01%
VWO
Vanguard FTSE Emerging Markets ETF
5.98%-1.30%8.76%6.27%3.47%2.51%

Monthly Returns

The table below presents the monthly returns of 3 bucket - alternate 2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.92%3.59%3.19%-3.01%3.32%1.55%10.05%
20234.21%-3.08%2.20%1.59%-1.74%5.05%3.13%-1.75%-3.63%-2.05%6.86%3.77%14.82%
2022-3.06%-2.11%2.68%-5.82%0.77%-6.15%5.66%-3.02%-8.05%7.55%6.44%-3.59%-9.75%
2021-0.68%2.39%5.06%3.51%1.64%1.18%1.21%2.28%-4.10%5.18%-1.71%5.13%22.70%
20203.03%0.98%5.50%4.27%-2.21%-1.58%9.80%3.57%25.28%

Expense Ratio

3 bucket - alternate 2 has an expense ratio of 0.15%, 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.


Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for VWO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VYM: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VTV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 3 bucket - alternate 2 is 51, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 3 bucket - alternate 2 is 5151
3 bucket - alternate 2
The Sharpe Ratio Rank of 3 bucket - alternate 2 is 5050Sharpe Ratio Rank
The Sortino Ratio Rank of 3 bucket - alternate 2 is 4949Sortino Ratio Rank
The Omega Ratio Rank of 3 bucket - alternate 2 is 5151Omega Ratio Rank
The Calmar Ratio Rank of 3 bucket - alternate 2 is 5656Calmar Ratio Rank
The Martin Ratio Rank of 3 bucket - alternate 2 is 4646Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


3 bucket - alternate 2
Sharpe ratio
The chart of Sharpe ratio for 3 bucket - alternate 2, currently valued at 1.55, compared to the broader market-1.000.001.002.003.004.001.55
Sortino ratio
The chart of Sortino ratio for 3 bucket - alternate 2, currently valued at 2.20, compared to the broader market-2.000.002.004.006.002.20
Omega ratio
The chart of Omega ratio for 3 bucket - alternate 2, currently valued at 1.27, compared to the broader market0.801.001.201.401.601.27
Calmar ratio
The chart of Calmar ratio for 3 bucket - alternate 2, currently valued at 1.56, compared to the broader market0.002.004.006.008.001.56
Martin ratio
The chart of Martin ratio for 3 bucket - alternate 2, currently valued at 5.39, compared to the broader market0.0010.0020.0030.0040.005.39
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.33, compared to the broader market-2.000.002.004.006.002.33
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.35, compared to the broader market0.002.004.006.008.001.35
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.32, compared to the broader market0.0010.0020.0030.0040.006.32

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
1.822.531.321.807.20
JEPI
JPMorgan Equity Premium Income ETF
1.181.681.211.284.97
VYM
Vanguard High Dividend Yield ETF
1.362.011.241.404.32
VTV
Vanguard Value ETF
1.472.141.251.474.64
VWO
Vanguard FTSE Emerging Markets ETF
0.540.851.100.261.44

Sharpe Ratio

The current 3 bucket - alternate 2 Sharpe ratio is 1.55. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of 3 bucket - alternate 2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.55
1.66
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

3 bucket - alternate 2 granted a 3.82% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
3 bucket - alternate 23.82%4.27%5.49%3.43%3.28%1.61%1.69%1.42%1.55%1.71%1.49%1.48%
VOO
Vanguard S&P 500 ETF
1.33%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
JEPI
JPMorgan Equity Premium Income ETF
7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VYM
Vanguard High Dividend Yield ETF
2.93%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%2.78%2.81%
VTV
Vanguard Value ETF
2.40%2.46%2.52%2.15%2.56%2.50%2.73%2.29%2.44%2.60%2.22%2.21%
VWO
Vanguard FTSE Emerging Markets ETF
3.23%3.52%4.11%2.63%1.91%3.23%2.88%2.30%2.52%3.26%2.86%2.73%

Drawdowns

Drawdowns Chart

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


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.83%
-4.24%
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 3 bucket - alternate 2. 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 3 bucket - alternate 2 was 18.64%, occurring on Sep 30, 2022. Recovery took 206 trading sessions.

The current 3 bucket - alternate 2 drawdown is 2.83%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.64%Jan 5, 2022186Sep 30, 2022206Jul 28, 2023392
-8.87%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-6.47%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.1%Jun 9, 202014Jun 26, 202012Jul 15, 202026
-5.65%Oct 13, 202012Oct 28, 20206Nov 5, 202018

Volatility

Volatility Chart

The current 3 bucket - alternate 2 volatility is 2.42%, 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.


1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
2.42%
3.80%
3 bucket - alternate 2
Benchmark (^GSPC)
Portfolio components

Diversification

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
VWO1.000.450.640.530.53
JEPI0.451.000.810.810.82
VOO0.640.811.000.800.82
VYM0.530.810.801.000.99
VTV0.530.820.820.991.00
The correlation results are calculated based on daily price changes starting from May 22, 2020