Balanced - JS

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Balanced - JS

Last updated Mar 5, 2025

Asset Allocation

Position	Category/Sector	Target Weight
^BSESN S&P BSE SENSEX		8%
ARKQ ARK Autonomous Technology & Robotics ETF	All Cap Equities, Actively Managed	10%
BIL SPDR Barclays 1-3 Month T-Bill ETF	Government Bonds	5%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	Robotics, Technology Equities	8%
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust	Financial Services	8%
CELFX Cliffwater Enhanced Lending Fund	Nontraditional Bonds	8%
FTLS First Trust Long/Short Equity ETF	Long-Short, Actively Managed	8%
INCO Columbia India Consumer ETF	Asia Pacific Equities	8%
IYK iShares U.S. Consumer Goods ETF	Consumer Staples Equities	8%
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF	Large Cap Blend Equities	8%
QTUM Defiance Quantum ETF	Technology Equities	8%
VMFXX Vanguard Federal Money Market Fund	Money Market	5%
VPC Virtus Private Credit Strategy ETF	Small Cap Blend Equities	8%

Benchmark

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Balanced - JS, 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 never rebalanced.

Balanced - JS

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is Jun 30, 2021, corresponding to the inception date of CELFX

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-1.76%	-4.34%	4.51%	12.61%	13.89%	10.84%
Balanced - JS	-2.45%	-3.68%	2.13%	8.75%	N/A	N/A
Portfolio components:
BIL SPDR Barclays 1-3 Month T-Bill ETF	0.70%	0.34%	2.27%	4.97%	2.42%	1.69%
VMFXX Vanguard Federal Money Market Fund	0.00%	0.00%	1.60%	4.34%	2.40%	1.65%
ARKQ ARK Autonomous Technology & Robotics ETF	-9.44%	-14.68%	29.34%	28.63%	13.57%	14.14%
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF	3.84%	0.81%	4.30%	15.67%	10.84%	12.43%
IYK iShares U.S. Consumer Goods ETF	7.18%	5.94%	-0.41%	10.88%	12.77%	9.70%
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust	-4.12%	-4.57%	-1.77%	13.24%	6.38%	8.49%
INCO Columbia India Consumer ETF	-13.70%	-10.16%	-22.41%	-10.25%	13.25%	6.77%
^BSESN S&P BSE SENSEX	-7.44%	-5.88%	-13.87%	-5.33%	14.01%	9.74%
QTUM Defiance Quantum ETF	-4.31%	-5.67%	30.96%	27.40%	24.22%	N/A
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	-2.25%	-5.88%	3.51%	-2.18%	9.36%	N/A
CELFX Cliffwater Enhanced Lending Fund	1.38%	0.73%	4.48%	12.38%	N/A	N/A
FTLS First Trust Long/Short Equity ETF	-1.47%	-4.07%	4.63%	8.49%	10.41%	8.17%
VPC Virtus Private Credit Strategy ETF	1.98%	-1.47%	4.70%	10.44%	9.07%	N/A

*Annualized

Monthly Returns

The table below presents the monthly returns of Balanced - JS, 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
2025	1.28%	-2.61%											-2.45%
2024	0.28%	2.91%	2.20%	-1.38%	2.35%	2.10%	1.91%	1.07%	2.12%	-2.37%	4.37%	-0.32%	16.12%
2023	4.21%	-0.99%	2.45%	0.37%	0.99%	4.14%	2.62%	-2.58%	-2.12%	-2.58%	6.16%	4.67%	18.21%
2022	-4.62%	-1.36%	1.62%	-4.54%	-0.99%	-4.98%	5.37%	-1.17%	-7.11%	3.80%	4.49%	-3.54%	-13.11%
2021							-0.47%	3.49%	-1.79%	3.18%	-1.20%	2.28%	5.48%

Expense Ratio

Balanced - JS has a high expense ratio of 0.98%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

VPC

Virtus Private Credit Strategy ETF

CELFX

Cliffwater Enhanced Lending Fund

FTLS

First Trust Long/Short Equity ETF

ARKQ

ARK Autonomous Technology & Robotics ETF

INCO

Columbia India Consumer ETF

BOTZ

Global X Robotics & Artificial Intelligence Thematic ETF

IYK

iShares U.S. Consumer Goods ETF

QTUM

Defiance Quantum ETF

MVUS.L

iShares Edge S&P 500 Minimum Volatility UCITS ETF

BIL

SPDR Barclays 1-3 Month T-Bill ETF

VMFXX

Vanguard Federal Money Market Fund

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Balanced - JS is 48, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin 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.

Balanced - JS

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIL SPDR Barclays 1-3 Month T-Bill ETF	19.41	246.18	143.13	434.40	3,999.75
VMFXX Vanguard Federal Money Market Fund	3.28	—	—	—	—
ARKQ ARK Autonomous Technology & Robotics ETF	1.13	1.64	1.20	0.72	5.45
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF	1.60	2.30	1.28	2.35	7.50
IYK iShares U.S. Consumer Goods ETF	0.70	1.06	1.13	0.71	1.98
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust	0.89	1.30	1.16	0.81	3.33
INCO Columbia India Consumer ETF	-0.61	-0.80	0.91	-0.31	-0.79
^BSESN S&P BSE SENSEX	-0.26	-0.25	0.96	-0.20	-0.51
QTUM Defiance Quantum ETF	1.09	1.58	1.21	1.72	4.96
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	-0.09	0.02	1.00	-0.06	-0.40
CELFX Cliffwater Enhanced Lending Fund	2.90	4.36	4.87	4.59	13.69
FTLS First Trust Long/Short Equity ETF	0.88	1.21	1.17	1.76	5.45
VPC Virtus Private Credit Strategy ETF	1.24	1.67	1.23	1.72	6.20

The current Balanced - JS Sharpe ratio is 1.11. 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 0.76 to 1.38, 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 Balanced - JS 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.

Balanced - JS

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Balanced - JS provided a 3.43% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	3.43%	3.43%	3.54%	3.54%	1.94%	1.62%	1.77%	1.47%	0.93%	0.94%	1.00%	0.75%
Portfolio components:
BIL SPDR Barclays 1-3 Month T-Bill ETF	4.87%	5.03%	4.92%	1.35%	0.00%	0.30%	2.05%	1.66%	0.68%	0.07%	0.00%	0.00%
VMFXX Vanguard Federal Money Market Fund	4.61%	5.11%	4.97%	1.54%	0.01%	0.45%	2.12%	1.61%	0.50%	0.00%	0.00%	0.00%
ARKQ ARK Autonomous Technology & Robotics ETF	0.00%	0.00%	0.00%	0.00%	0.80%	0.86%	0.00%	2.86%	1.54%	0.00%	0.97%	0.00%
MVUS.L iShares Edge S&P 500 Minimum Volatility UCITS ETF	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
IYK iShares U.S. Consumer Goods ETF	2.45%	2.63%	2.74%	2.16%	1.49%	1.42%	2.21%	2.81%	1.74%	2.63%	2.11%	1.82%
BUI BlackRock Utilities, Infrastructure & Power Opportunities Trust	6.74%	6.26%	6.65%	6.99%	5.45%	5.80%	6.51%	7.35%	6.72%	7.89%	8.65%	7.00%
INCO Columbia India Consumer ETF	3.34%	2.88%	3.81%	10.57%	6.25%	0.34%	0.28%	0.12%	0.05%	0.09%	0.00%	0.08%
^BSESN S&P BSE SENSEX	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QTUM Defiance Quantum ETF	0.63%	0.61%	0.81%	1.46%	0.48%	0.45%	0.61%	0.21%	0.00%	0.00%	0.00%	0.00%
BOTZ Global X Robotics & Artificial Intelligence Thematic ETF	0.14%	0.13%	0.20%	0.23%	0.16%	0.19%	0.83%	1.44%	0.01%	0.06%	0.00%	0.00%
CELFX Cliffwater Enhanced Lending Fund	11.11%	11.26%	10.67%	9.42%	3.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
FTLS First Trust Long/Short Equity ETF	1.53%	1.50%	1.49%	0.81%	0.01%	0.44%	0.83%	0.87%	0.43%	1.04%	0.49%	0.51%
VPC Virtus Private Credit Strategy ETF	11.04%	11.26%	11.71%	10.74%	6.31%	10.05%	8.18%	0.00%	0.00%	0.00%	0.00%	0.00%

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.

Balanced - JS

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Balanced - JS. 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 Balanced - JS was 19.44%, occurring on Oct 14, 2022. Recovery took 307 trading sessions.

The current Balanced - JS drawdown is 4.53%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-19.44%	Nov 9, 2021	243	Oct 14, 2022	307	Dec 19, 2023	550
-4.84%	Jul 17, 2024	14	Aug 5, 2024	19	Aug 30, 2024	33
-4.59%	Dec 18, 2024	55	Mar 4, 2025	—	—	—
-3.96%	Sep 7, 2021	20	Oct 4, 2021	18	Oct 28, 2021	38
-3.33%	Apr 1, 2024	15	Apr 19, 2024	11	May 6, 2024	26

Volatility

Volatility Chart

The current Balanced - JS volatility is 1.93%, 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.

Balanced - JS

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.

	BIL	VMFXX	CELFX	^BSESN	IYK	BUI	INCO	MVUS.L	VPC	FTLS	ARKQ	QTUM	BOTZ
BIL	1.00	0.00	-0.04	-0.00	-0.03	-0.03	0.03	-0.04	-0.02	0.02	0.00	0.04	0.03
VMFXX	0.00	1.00	0.12	0.03	-0.02	0.07	0.05	-0.01	0.03	0.01	0.02	-0.03	-0.01
CELFX	-0.04	0.12	1.00	0.05	0.08	0.01	0.06	0.08	0.04	0.03	0.09	0.09	0.10
^BSESN	-0.00	0.03	0.05	1.00	0.05	0.21	0.47	0.29	0.19	0.17	0.23	0.26	0.28
IYK	-0.03	-0.02	0.08	0.05	1.00	0.40	0.24	0.42	0.35	0.38	0.21	0.22	0.24
BUI	-0.03	0.07	0.01	0.21	0.40	1.00	0.26	0.38	0.47	0.37	0.40	0.38	0.41
INCO	0.03	0.05	0.06	0.47	0.24	0.26	1.00	0.33	0.36	0.37	0.38	0.43	0.42
MVUS.L	-0.04	-0.01	0.08	0.29	0.42	0.38	0.33	1.00	0.46	0.47	0.45	0.48	0.51
VPC	-0.02	0.03	0.04	0.19	0.35	0.47	0.36	0.46	1.00	0.51	0.55	0.54	0.56
FTLS	0.02	0.01	0.03	0.17	0.38	0.37	0.37	0.47	0.51	1.00	0.58	0.65	0.64
ARKQ	0.00	0.02	0.09	0.23	0.21	0.40	0.38	0.45	0.55	0.58	1.00	0.84	0.84
QTUM	0.04	-0.03	0.09	0.26	0.22	0.38	0.43	0.48	0.54	0.65	0.84	1.00	0.87
BOTZ	0.03	-0.01	0.10	0.28	0.24	0.41	0.42	0.51	0.56	0.64	0.84	0.87	1.00

The correlation results are calculated based on daily price changes starting from Jul 1, 2021

Performance Analysis

Risk Analysis

Optimization

Factor Model

Balanced - JS

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community