Grupo 3

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Grupo 3

Currency in USD · Last updated May 17, 2025

Asset Allocation

Position	Category/Sector	Target Weight
AAPL Apple Inc	Technology	6.76%
EWJ iShares MSCI Japan ETF	Japan Equities	11.11%
FDX FedEx Corporation	Industrials	3.29%
GOOG Alphabet Inc	Communication Services	4.28%
INTC Intel Corporation	Technology	3.32%
JPST JPMorgan Ultra-Short Income ETF	Money Market, Actively Managed	7.98%
MA Mastercard Inc	Financial Services	11.46%
META Meta Platforms, Inc.	Communication Services	3.95%
MSFT Microsoft Corporation	Technology	6.84%
MU Micron Technology, Inc.	Technology	4.84%
NVDA NVIDIA Corporation	Technology	3.51%
SU Suncor Energy Inc.	Energy	4.65%
UNH UnitedHealth Group Incorporated	Healthcare	11.22%
V Visa Inc.	Financial Services	11%
XOM Exxon Mobil Corporation	Energy	5.79%

Benchmark

Rebalance

Performance

Performance Chart

Loading data...

The earliest data available for this chart is May 19, 2017, corresponding to the inception date of JPST

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	1.30%	12.94%	1.49%	12.48%	15.82%	10.87%
Grupo 3	-0.15%	4.42%	-2.32%	4.95%	18.79%	N/A
Portfolio components:
AAPL Apple Inc	-15.43%	8.89%	-5.88%	11.80%	23.15%	21.97%
EWJ iShares MSCI Japan ETF	8.03%	8.55%	9.09%	8.64%	8.91%	4.94%
FDX FedEx Corporation	-17.97%	12.75%	-21.24%	-9.45%	18.49%	4.05%
MU Micron Technology, Inc.	16.60%	41.35%	1.99%	-23.02%	17.73%	14.35%
XOM Exxon Mobil Corporation	2.41%	4.80%	-7.67%	-5.01%	26.53%	6.80%
MA Mastercard Inc	11.11%	13.60%	12.11%	27.86%	16.59%	20.84%
MSFT Microsoft Corporation	8.19%	22.47%	10.10%	8.73%	21.08%	27.18%
GOOG Alphabet Inc	-11.98%	7.67%	-3.50%	-4.11%	19.68%	20.19%
INTC Intel Corporation	8.03%	12.64%	-11.05%	-31.95%	-16.09%	-1.74%
UNH UnitedHealth Group Incorporated	-42.05%	-50.10%	-50.31%	-43.10%	1.55%	10.96%
NVDA NVIDIA Corporation	0.84%	29.58%	-4.62%	43.53%	74.35%	75.00%
SU Suncor Energy Inc.	1.03%	5.44%	-10.01%	-6.51%	22.30%	5.89%
JPST JPMorgan Ultra-Short Income ETF	1.79%	0.42%	2.39%	5.30%	3.07%	N/A
V Visa Inc.	15.92%	10.38%	18.31%	31.43%	15.61%	18.81%
META Meta Platforms, Inc.	9.46%	27.48%	15.76%	35.81%	25.06%	23.14%

*Annualized

Monthly Returns

The table below presents the monthly returns of Grupo 3, 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	3.08%	0.13%	-2.31%	-4.50%	3.69%								-0.15%
2024	2.37%	4.35%	4.46%	-4.07%	4.35%	2.66%	1.67%	0.58%	0.61%	-0.69%	4.73%	-3.65%	18.21%
2023	8.19%	-1.32%	6.98%	3.42%	1.05%	4.56%	3.67%	0.02%	-1.72%	-0.89%	7.85%	2.11%	38.83%
2022	-0.34%	-2.57%	2.51%	-5.54%	1.47%	-7.82%	7.60%	-5.44%	-10.35%	8.37%	5.90%	-4.87%	-12.42%
2021	-2.21%	6.47%	2.92%	5.07%	0.28%	3.26%	0.51%	-0.58%	-2.65%	5.15%	-0.36%	6.18%	26.16%
2020	0.50%	-6.45%	-10.27%	12.45%	5.56%	1.70%	2.05%	9.59%	-4.04%	-4.25%	12.77%	4.57%	23.41%
2019	8.13%	3.29%	3.47%	2.96%	-6.25%	6.29%	2.69%	-1.14%	-0.13%	5.37%	4.71%	3.72%	37.59%
2018	6.92%	-1.21%	-1.76%	2.49%	5.58%	-0.39%	2.02%	4.77%	0.01%	-7.74%	0.10%	-9.33%	0.11%
2017					2.17%	-0.37%	3.80%	2.91%	3.17%	6.28%	1.75%	0.33%	21.70%

Expense Ratio

Grupo 3 has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

EWJ

iShares MSCI Japan ETF

JPST

JPMorgan Ultra-Short Income ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Grupo 3 is 12, meaning it’s performing worse than 88% of other portfolios on our website when it comes to balancing risk and reward. Below is 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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AAPL Apple Inc	0.36	0.80	1.11	0.40	1.31
EWJ iShares MSCI Japan ETF	0.41	0.71	1.09	0.60	1.80
FDX FedEx Corporation	-0.26	-0.12	0.98	-0.27	-0.62
MU Micron Technology, Inc.	-0.36	-0.07	0.99	-0.37	-0.60
XOM Exxon Mobil Corporation	-0.21	-0.12	0.99	-0.26	-0.56
MA Mastercard Inc	1.33	1.91	1.28	1.74	7.28
MSFT Microsoft Corporation	0.34	0.75	1.10	0.43	0.94
GOOG Alphabet Inc	-0.13	0.12	1.01	-0.07	-0.16
INTC Intel Corporation	-0.51	-0.34	0.95	-0.42	-0.88
UNH UnitedHealth Group Incorporated	-1.00	-1.18	0.79	-0.76	-2.74
NVDA NVIDIA Corporation	0.73	1.40	1.18	1.31	3.22
SU Suncor Energy Inc.	-0.22	-0.03	1.00	-0.23	-0.60
JPST JPMorgan Ultra-Short Income ETF	8.74	17.36	4.06	18.14	129.36
V Visa Inc.	1.45	2.01	1.30	2.18	7.28
META Meta Platforms, Inc.	0.97	1.56	1.20	1.06	3.27

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Grupo 3 Sharpe ratios as of May 17, 2025 (values are recalculated daily):

1-Year: 0.28
5-Year: 1.06
All Time: 0.90

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.56 to 1.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Grupo 3 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

Loading data...

Dividends

Dividend yield

Grupo 3 provided a 1.74% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	1.74%	1.66%	1.57%	1.39%	1.24%	1.45%	1.46%	1.49%	1.17%	1.29%	1.28%	1.17%
Portfolio components:
AAPL Apple Inc	0.48%	0.40%	0.49%	0.70%	0.49%	0.61%	1.04%	1.79%	1.45%	1.93%	1.93%	1.67%
EWJ iShares MSCI Japan ETF	2.17%	2.34%	2.03%	1.23%	2.08%	1.04%	2.03%	1.71%	1.25%	1.95%	1.27%	1.32%
FDX FedEx Corporation	2.41%	1.92%	1.95%	2.42%	1.12%	1.00%	1.72%	1.52%	0.76%	0.78%	0.64%	0.43%
MU Micron Technology, Inc.	0.47%	0.55%	0.54%	0.89%	0.21%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
XOM Exxon Mobil Corporation	3.62%	3.57%	3.68%	3.22%	5.70%	8.44%	4.92%	4.74%	3.66%	3.30%	3.69%	2.92%
MA Mastercard Inc	0.49%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%	0.51%
MSFT Microsoft Corporation	0.71%	0.73%	0.74%	1.06%	0.68%	0.94%	1.20%	1.69%	1.86%	2.37%	2.33%	2.48%
GOOG Alphabet Inc	0.48%	0.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
INTC Intel Corporation	0.58%	1.87%	1.47%	5.52%	2.70%	2.65%	2.11%	2.56%	2.33%	2.87%	2.79%	2.48%
UNH UnitedHealth Group Incorporated	2.88%	1.62%	1.38%	1.21%	1.12%	1.38%	1.41%	1.38%	1.30%	1.48%	1.59%	1.39%
NVDA NVIDIA Corporation	0.03%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
SU Suncor Energy Inc.	4.51%	4.51%	4.85%	4.55%	3.39%	4.92%	3.84%	3.95%	2.67%	2.67%	3.43%	2.90%
JPST JPMorgan Ultra-Short Income ETF	4.90%	5.16%	4.79%	1.83%	0.73%	1.43%	2.69%	2.07%	0.96%	0.00%	0.00%	0.00%
V Visa Inc.	0.63%	0.68%	0.72%	0.76%	0.62%	0.56%	0.56%	0.67%	0.61%	0.75%	0.64%	0.64%
META Meta Platforms, Inc.	0.32%	0.34%	0.00%	0.00%	0.00%	0.00%	0.00%	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.

Loading data...

Worst Drawdowns

The table below displays the maximum drawdowns of the Grupo 3. 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 Grupo 3 was 32.43%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.

The current Grupo 3 drawdown is 6.22%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-32.43%	Feb 20, 2020	23	Mar 23, 2020	95	Aug 6, 2020	118
-21.72%	Feb 3, 2022	166	Sep 30, 2022	133	Apr 13, 2023	299
-21.58%	Oct 4, 2018	56	Dec 24, 2018	131	Jul 3, 2019	187
-15.2%	Feb 19, 2025	35	Apr 8, 2025	—	—	—
-10.15%	Sep 3, 2020	39	Oct 28, 2020	8	Nov 9, 2020	47

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

Loading data...

Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 15 assets, with an effective number of assets of 12.43, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	^GSPC	JPST	UNH	XOM	SU	FDX	META	MU	INTC	NVDA	EWJ	AAPL	V	MA	GOOG	MSFT	Portfolio
^GSPC	1.00	0.06	0.41	0.42	0.40	0.58	0.63	0.61	0.63	0.67	0.68	0.71	0.68	0.70	0.72	0.77	0.91
JPST	0.06	1.00	0.03	-0.03	-0.04	0.02	0.06	0.01	0.06	0.04	0.08	0.07	0.00	-0.00	0.07	0.05	0.03
UNH	0.41	0.03	1.00	0.24	0.20	0.28	0.17	0.18	0.22	0.18	0.27	0.28	0.34	0.33	0.28	0.30	0.46
XOM	0.42	-0.03	0.24	1.00	0.71	0.35	0.16	0.26	0.28	0.16	0.37	0.23	0.31	0.32	0.23	0.16	0.46
SU	0.40	-0.04	0.20	0.71	1.00	0.32	0.18	0.28	0.27	0.21	0.38	0.21	0.29	0.30	0.25	0.18	0.47
FDX	0.58	0.02	0.28	0.35	0.32	1.00	0.33	0.42	0.42	0.36	0.43	0.39	0.40	0.41	0.39	0.39	0.56
META	0.63	0.06	0.17	0.16	0.18	0.33	1.00	0.46	0.43	0.56	0.44	0.53	0.46	0.46	0.66	0.61	0.64
MU	0.61	0.01	0.18	0.26	0.28	0.42	0.46	1.00	0.58	0.62	0.48	0.45	0.41	0.42	0.48	0.48	0.68
INTC	0.63	0.06	0.22	0.28	0.27	0.42	0.43	0.58	1.00	0.54	0.46	0.49	0.42	0.44	0.46	0.51	0.65
NVDA	0.67	0.04	0.18	0.16	0.21	0.36	0.56	0.62	0.54	1.00	0.45	0.55	0.43	0.45	0.57	0.63	0.69
EWJ	0.68	0.08	0.27	0.37	0.38	0.43	0.44	0.48	0.46	0.45	1.00	0.46	0.48	0.50	0.50	0.48	0.69
AAPL	0.71	0.07	0.28	0.23	0.21	0.39	0.53	0.45	0.49	0.55	0.46	1.00	0.50	0.51	0.62	0.66	0.70
V	0.68	0.00	0.34	0.31	0.29	0.40	0.46	0.41	0.42	0.43	0.48	0.50	1.00	0.87	0.54	0.57	0.76
MA	0.70	-0.00	0.33	0.32	0.30	0.41	0.46	0.42	0.44	0.45	0.50	0.51	0.87	1.00	0.53	0.59	0.77
GOOG	0.72	0.07	0.28	0.23	0.25	0.39	0.66	0.48	0.46	0.57	0.50	0.62	0.54	0.53	1.00	0.72	0.73
MSFT	0.77	0.05	0.30	0.16	0.18	0.39	0.61	0.48	0.51	0.63	0.48	0.66	0.57	0.59	0.72	1.00	0.75
Portfolio	0.91	0.03	0.46	0.46	0.47	0.56	0.64	0.68	0.65	0.69	0.69	0.70	0.76	0.77	0.73	0.75	1.00

The correlation results are calculated based on daily price changes starting from May 22, 2017

Performance Analysis

Risk Analysis

Optimization

Factor Model

Grupo 3

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

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community