3 bucket - alternate 2
MIx of stocks and dividend stocks/etfs aiming for 5-7% overall return
Asset Allocation
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
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
3 bucket - alternate 2 | 19.65% | 2.95% | 14.75% | 32.14% | N/A | N/A |
Portfolio components: | ||||||
Vanguard S&P 500 ETF | 24.24% | 2.89% | 17.84% | 40.81% | 16.30% | 13.75% |
JPMorgan Equity Premium Income ETF | 14.92% | 1.94% | 11.11% | 22.57% | N/A | N/A |
Vanguard High Dividend Yield ETF | 20.21% | 3.49% | 14.10% | 33.91% | 11.75% | 10.66% |
Vanguard Value ETF | 21.09% | 2.92% | 14.53% | 35.07% | 12.68% | 11.22% |
Vanguard FTSE Emerging Markets ETF | 17.28% | 5.61% | 16.77% | 29.92% | 5.93% | 4.30% |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.92% | 3.59% | 3.19% | -3.01% | 3.32% | 1.55% | 2.24% | 2.45% | 2.46% | 19.65% | |||
2023 | 4.21% | -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% |
2020 | 3.04% | 0.98% | 5.51% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of 3 bucket - alternate 2 is 76, placing it in the top 24% 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 | |
---|---|---|---|---|---|
Vanguard S&P 500 ETF | 3.06 | 4.07 | 1.56 | 3.26 | 20.25 |
JPMorgan Equity Premium Income ETF | 2.77 | 3.84 | 1.54 | 3.07 | 20.57 |
Vanguard High Dividend Yield ETF | 2.93 | 4.07 | 1.52 | 3.17 | 19.54 |
Vanguard Value ETF | 3.15 | 4.32 | 1.56 | 3.29 | 21.08 |
Vanguard FTSE Emerging Markets ETF | 1.90 | 2.68 | 1.33 | 1.01 | 11.91 |
Dividends
Dividend yield
3 bucket - alternate 2 granted a 3.58% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
3 bucket - alternate 2 | 3.58% | 4.27% | 5.49% | 3.43% | 3.28% | 1.61% | 1.69% | 1.42% | 1.55% | 1.71% | 1.49% | 1.48% |
Portfolio components: | ||||||||||||
Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Vanguard Value ETF | 2.23% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% | 2.21% |
Vanguard FTSE Emerging Markets ETF | 2.53% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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 0.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-18.64% | Jan 5, 2022 | 186 | Sep 30, 2022 | 206 | Jul 28, 2023 | 392 |
-8.87% | Aug 1, 2023 | 63 | Oct 27, 2023 | 30 | Dec 11, 2023 | 93 |
-6.47% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
-6.1% | Jun 9, 2020 | 14 | Jun 26, 2020 | 12 | Jul 15, 2020 | 26 |
-5.87% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current 3 bucket - alternate 2 volatility is 1.97%, 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
VWO | JEPI | VOO | VYM | VTV | |
---|---|---|---|---|---|
VWO | 1.00 | 0.46 | 0.64 | 0.53 | 0.53 |
JEPI | 0.46 | 1.00 | 0.81 | 0.81 | 0.83 |
VOO | 0.64 | 0.81 | 1.00 | 0.80 | 0.82 |
VYM | 0.53 | 0.81 | 0.80 | 1.00 | 0.99 |
VTV | 0.53 | 0.83 | 0.82 | 0.99 | 1.00 |