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3 bucket - first try
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 10%GOVT 10%STIP 10%BSV 10%VOO 30%JEPI 30%BondBondEquityEquity
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

10%

BSV
Vanguard Short-Term Bond ETF
Total Bond Market

10%

GOVT
iShares U.S. Treasury Bond ETF
Government Bonds

10%

JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

30%

STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds

10%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 3 bucket - first try, 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%2024FebruaryMarchAprilMayJune
6.98%
15.15%
3 bucket - first try
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
13.92%3.57%15.13%24.27%13.51%10.88%
3 bucket - first try6.19%0.69%6.98%11.73%N/AN/A
VOO
Vanguard S&P 500 ETF
14.51%2.40%15.97%24.44%15.34%12.92%
JEPI
JPMorgan Equity Premium Income ETF
5.43%-1.01%6.11%10.80%N/AN/A
BND
Vanguard Total Bond Market ETF
0.11%0.92%0.60%2.99%0.02%1.42%
GOVT
iShares U.S. Treasury Bond ETF
-0.27%0.96%0.08%1.54%-0.51%0.92%
STIP
iShares 0-5 Year TIPS Bond ETF
1.87%0.37%1.99%4.58%3.24%2.04%
BSV
Vanguard Short-Term Bond ETF
0.91%0.54%1.45%4.20%1.06%1.40%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.06%1.94%1.91%-2.60%2.66%6.19%
20233.23%-2.09%2.75%1.32%-0.71%2.74%1.52%-0.58%-2.90%-1.21%5.23%2.94%12.59%
2022-3.26%-1.37%1.21%-4.52%0.27%-3.98%4.85%-2.98%-5.95%4.52%4.09%-2.57%-9.97%
2021-0.87%0.68%3.06%2.64%0.86%1.34%1.91%1.38%-2.92%3.48%-0.65%3.16%14.78%
20201.81%0.58%3.80%2.77%-1.45%-1.39%5.69%1.98%14.41%

Expense Ratio

3 bucket - first try features an expense ratio of 0.14%, falling within the medium range. 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 GOVT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for STIP: 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 BSV: 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%
Expense ratio chart for BND: 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 - first try is 64, 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 - first try is 6464
3 bucket - first try
The Sharpe Ratio Rank of 3 bucket - first try is 6464Sharpe Ratio Rank
The Sortino Ratio Rank of 3 bucket - first try is 6969Sortino Ratio Rank
The Omega Ratio Rank of 3 bucket - first try is 7373Omega Ratio Rank
The Calmar Ratio Rank of 3 bucket - first try is 5353Calmar Ratio Rank
The Martin Ratio Rank of 3 bucket - first try is 6161Martin 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 - first try
Sharpe ratio
The chart of Sharpe ratio for 3 bucket - first try, currently valued at 2.06, compared to the broader market0.002.004.006.002.06
Sortino ratio
The chart of Sortino ratio for 3 bucket - first try, currently valued at 3.01, compared to the broader market-2.000.002.004.006.003.01
Omega ratio
The chart of Omega ratio for 3 bucket - first try, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for 3 bucket - first try, currently valued at 1.69, compared to the broader market0.002.004.006.008.0010.001.69
Martin ratio
The chart of Martin ratio for 3 bucket - first try, currently valued at 7.70, compared to the broader market0.0010.0020.0030.0040.0050.007.70
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.006.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market0.0010.0020.0030.0040.0050.008.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.303.261.402.258.99
JEPI
JPMorgan Equity Premium Income ETF
1.582.221.291.676.56
BND
Vanguard Total Bond Market ETF
0.560.851.100.211.58
GOVT
iShares U.S. Treasury Bond ETF
0.360.561.060.110.93
STIP
iShares 0-5 Year TIPS Bond ETF
2.083.451.421.6417.99
BSV
Vanguard Short-Term Bond ETF
1.592.471.290.758.08

Sharpe Ratio

The current 3 bucket - first try Sharpe ratio is 2.06. 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 1.41 to 2.33, 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 - first try 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 Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.06
2.15
3 bucket - first try
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

3 bucket - first try granted a 3.84% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
3 bucket - first try3.84%4.06%5.20%3.20%2.96%1.47%1.54%1.27%1.23%1.15%1.17%1.10%
VOO
Vanguard S&P 500 ETF
1.29%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
7.39%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.37%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
GOVT
iShares U.S. Treasury Bond ETF
2.94%2.65%1.77%0.96%2.17%1.98%1.97%1.57%1.40%1.25%1.17%0.93%
STIP
iShares 0-5 Year TIPS Bond ETF
3.17%2.84%6.04%4.15%1.40%2.06%2.44%1.59%0.89%0.00%0.74%0.31%
BSV
Vanguard Short-Term Bond ETF
2.92%2.46%1.50%1.45%1.79%2.29%1.99%1.65%1.48%1.40%1.45%1.48%

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%2024FebruaryMarchAprilMayJune00
3 bucket - first try
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 3 bucket - first try. 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 - first try was 15.07%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.07%Jan 3, 2022196Oct 12, 2022294Dec 13, 2023490
-4.25%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-3.21%Apr 1, 202415Apr 19, 202418May 15, 202433
-3.18%Sep 3, 202119Sep 30, 202120Oct 28, 202139
-2.79%Jun 9, 202014Jun 26, 20205Jul 6, 202019

Volatility

Volatility Chart

The current 3 bucket - first try volatility is 1.42%, 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%2024FebruaryMarchAprilMayJune
1.42%
2.49%
3 bucket - first try
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.

VOOJEPISTIPGOVTBSVBND
VOO1.000.820.220.020.160.16
JEPI0.821.000.210.050.170.17
STIP0.220.211.000.500.620.54
GOVT0.020.050.501.000.820.94
BSV0.160.170.620.821.000.85
BND0.160.170.540.940.851.00
The correlation results are calculated based on daily price changes starting from May 22, 2020