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Lazy PortfoliosUser Portfolios

3 bucket - first try

Last updated Oct 3, 2023

blend of stocks and bonds aiming for 5-7% overall return.

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 Market10%
GOVT
iShares U.S. Treasury Bond ETF
Government Bonds10%
STIP
iShares 0-5 Year TIPS Bond ETF
Inflation-Protected Bonds10%
BSV
Vanguard Short-Term Bond ETF
Total Bond Market10%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities30%
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend30%

Performance

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%2.00%4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
0.52%
4.84%
3 bucket - first try
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-5.04%3.97%11.69%19.60%11.81%N/A
3 bucket - first try-3.40%0.51%4.68%10.96%6.56%N/A
VOO
Vanguard S&P 500 ETF
-4.95%4.81%13.09%21.61%13.56%N/A
JEPI
JPMorgan Equity Premium Income ETF
-4.34%0.81%2.81%14.04%11.25%N/A
BND
Vanguard Total Bond Market ETF
-2.68%-5.08%-1.58%0.03%-4.55%N/A
GOVT
iShares U.S. Treasury Bond ETF
-2.35%-5.25%-1.85%-1.28%-5.36%N/A
STIP
iShares 0-5 Year TIPS Bond ETF
-0.35%-0.66%1.84%3.17%2.42%N/A
BSV
Vanguard Short-Term Bond ETF
-0.54%-0.94%1.17%2.40%-1.27%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20232.75%1.32%-0.71%2.74%1.52%-0.58%-2.85%

Sharpe Ratio

The current 3 bucket - first try Sharpe ratio is 1.14. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.14

The Sharpe ratio of 3 bucket - first try 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
1.14
1.04
3 bucket - first try
Benchmark (^GSPC)
Portfolio components

Dividend yield

3 bucket - first try granted a 4.62% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
3 bucket - first try4.62%5.44%3.63%3.50%1.59%1.70%1.43%1.41%1.34%1.40%1.34%1.65%
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
10.10%12.35%7.80%7.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.34%2.66%2.06%2.37%2.97%3.16%2.94%2.98%3.13%3.47%3.57%4.27%
GOVT
iShares U.S. Treasury Bond ETF
2.80%1.80%0.99%2.27%2.11%2.15%1.75%1.58%1.43%1.36%1.10%1.00%
STIP
iShares 0-5 Year TIPS Bond ETF
2.68%6.18%4.50%1.58%2.36%2.85%1.90%1.08%0.00%0.91%0.38%1.30%
BSV
Vanguard Short-Term Bond ETF
2.37%1.52%1.50%1.87%2.44%2.17%1.83%1.68%1.61%1.68%1.75%1.92%

Expense Ratio

The 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.


0.35%
0.00%2.15%
0.15%
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
BND
Vanguard Total Bond Market ETF
-0.03
GOVT
iShares U.S. Treasury Bond ETF
-0.24
STIP
iShares 0-5 Year TIPS Bond ETF
0.86
BSV
Vanguard Short-Term Bond ETF
0.63

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
VOO1.000.820.23-0.030.150.13
JEPI0.821.000.220.020.170.15
STIP0.230.221.000.440.560.49
GOVT-0.030.020.441.000.790.93
BSV0.150.170.560.791.000.83
BND0.130.150.490.930.831.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-5.75%
-10.59%
3 bucket - first try
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the 3 bucket - first try. 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 - first try is 15.07%, recorded on Oct 12, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.07%Jan 3, 2022196Oct 12, 2022
-4.25%Sep 3, 202014Sep 23, 202031Nov 5, 202045
-3.18%Sep 3, 202119Sep 30, 202120Oct 28, 202139
-2.79%Jun 9, 202014Jun 26, 20205Jul 6, 202019
-2.35%Feb 16, 202113Mar 4, 20215Mar 11, 202118

Volatility Chart

The current 3 bucket - first try volatility is 1.83%, 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%2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptemberOctober
1.83%
3.15%
3 bucket - first try
Benchmark (^GSPC)
Portfolio components