3 bucket - first try
blend of stocks and bonds 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 - 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
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) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 3 bucket - first try | 6.56% | -0.10% | 5.43% | 10.75% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 14.04% | -1.30% | 11.13% | 20.75% | 14.14% | 12.62% |
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
GOVT iShares U.S. Treasury Bond ETF | 0.22% | 0.78% | 1.48% | 3.27% | -0.45% | 0.91% |
STIP iShares 0-5 Year TIPS Bond ETF | 2.72% | 0.61% | 2.56% | 5.56% | 3.29% | 2.10% |
BSV Vanguard Short-Term Bond ETF | 1.89% | 1.02% | 2.00% | 5.47% | 1.20% | 1.49% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.06% | 1.94% | 1.91% | -2.60% | 2.65% | 1.50% | 6.56% | ||||||
| 2023 | 3.23% | -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% |
| 2020 | 1.81% | 0.58% | 3.80% | 2.77% | -1.45% | -1.39% | 5.69% | 1.98% | 14.42% |
Expense Ratio
3 bucket - first try has an expense ratio of 0.14%, 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 rank of 3 bucket - first try is 60, 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.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 1.73 | 2.43 | 1.30 | 1.72 | 6.83 |
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
GOVT iShares U.S. Treasury Bond ETF | 0.46 | 0.69 | 1.08 | 0.14 | 1.28 |
STIP iShares 0-5 Year TIPS Bond ETF | 2.43 | 4.12 | 1.50 | 1.99 | 21.08 |
BSV Vanguard Short-Term Bond ETF | 2.01 | 3.17 | 1.38 | 0.93 | 10.53 |
Dividends
Dividend yield
3 bucket - first try granted a 3.85% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 3 bucket - first try | 3.85% | 4.06% | 5.20% | 3.20% | 2.96% | 1.47% | 1.54% | 1.27% | 1.23% | 1.15% | 1.17% | 1.10% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.34% | 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 | 7.34% | 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 | 3.41% | 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 | 2.98% | 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 | 3.10% | 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 | 2.99% | 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.
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.
The current 3 bucket - first try drawdown is 1.90%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.07% | Jan 3, 2022 | 196 | Oct 12, 2022 | 294 | Dec 13, 2023 | 490 |
| -4.25% | Sep 3, 2020 | 14 | Sep 23, 2020 | 31 | Nov 5, 2020 | 45 |
| -3.21% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -3.18% | Sep 3, 2021 | 19 | Sep 30, 2021 | 20 | Oct 28, 2021 | 39 |
| -2.79% | Jun 9, 2020 | 14 | Jun 26, 2020 | 5 | Jul 6, 2020 | 19 |
Volatility
Volatility Chart
The current 3 bucket - first try volatility is 1.74%, 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
| VOO | JEPI | STIP | GOVT | BSV | BND | |
|---|---|---|---|---|---|---|
| VOO | 1.00 | 0.81 | 0.22 | 0.02 | 0.16 | 0.16 |
| JEPI | 0.81 | 1.00 | 0.21 | 0.06 | 0.17 | 0.18 |
| STIP | 0.22 | 0.21 | 1.00 | 0.50 | 0.62 | 0.54 |
| GOVT | 0.02 | 0.06 | 0.50 | 1.00 | 0.82 | 0.95 |
| BSV | 0.16 | 0.17 | 0.62 | 0.82 | 1.00 | 0.85 |
| BND | 0.16 | 0.18 | 0.54 | 0.95 | 0.85 | 1.00 |