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Blanca Farber JP Morgan Core
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Blanca Farber JP Morgan Core

Currency in USD · Last updated Apr 3, 2026

Asset Allocation

CBTAX 15.95%JMUB 14.35%FIQZX 10.54%VMLUX 6.01%VTEB 5.95%5 positions 8.99%FXAIX 15.07%VGT 8.27%8 positions 14.87%BondBondEquityEquity
PositionCategory/SectorTarget Weight
BRHYX
BlackRock High Yield K		High Yield Bonds
2.06%
CBTAX
Six Circles Tax Aware Bond Fund		Municipal Bonds
15.95%
FIQZX
Fidelity Advisor Intermediate Municipal Income Fund Class Z		Municipal Bonds
10.54%
FXAIX
Fidelity 500 Index Fund		S&P 500
15.07%
JMUB
JPMorgan Municipal ETF		Municipal Bonds
14.35%
PIMIX
PIMCO Income Fund Institutional Class		Total Bond Market
1.06%
PTSHX
PIMCO Short Term Fund		Ultrashort Bond
1.01%
SCHO
Schwab Short-Term U.S. Treasury ETF		Government Bonds, Short-Term Bond
2.89%
VGIT
Vanguard Intermediate-Term Treasury ETF		Government Bonds
1.97%
VGT
Vanguard Information Technology ETF		Technology Equities
8.27%
VMLUX
Vanguard Limited-Term Tax-Exempt Fund Admiral Shares		Municipal Bonds
6.01%
VTEB
Vanguard Tax-Exempt Bond ETF		Municipal Bonds
5.95%
XLC
Communication Services Select Sector SPDR Fund		Large Cap Growth Equities
2.35%
XLE
State Street Energy Select Sector SPDR ETF		Energy Equities
0.89%
XLF
Financial Select Sector SPDR Fund		Financials Equities
3.55%
XLI
Industrial Select Sector SPDR Fund		Industrials Equities
1.55%
XLP
State Street Consumer Staples Select Sector SPDR ETF		Consumer Staples Equities
0.93%
XLU
Utilities Select Sector SPDR Fund		Utilities Equities
0.51%
XLV
State Street Health Care Select Sector SPDR ETF		Health & Biotech Equities
2.47%
XLY
Consumer Discretionary Select Sector SPDR Fund		Consumer Discretionary Equities
2.62%

S&P 500 Index

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Blanca Farber JP Morgan Core, 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 Every 3 months.

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The earliest data available for this chart is May 19, 2020, corresponding to the inception date of CBTAX

Returns By Period

1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.11%-3.43%-3.84%-1.98%16.08%16.86%10.37%12.29%
Portfolio
Blanca Farber JP Morgan Core
0.08%-1.83%-1.19%0.26%9.42%9.40%5.67%—
Portfolio components:
FXAIX
Fidelity 500 Index Fund		0.72%-3.44%-3.65%-1.50%17.37%18.58%11.95%14.16%
XLC
Communication Services Select Sector SPDR Fund		0.41%-5.00%-4.81%-3.46%16.76%25.63%9.52%—
XLY
Consumer Discretionary Select Sector SPDR Fund		-1.50%-5.24%-9.25%-9.29%7.23%14.37%5.86%11.80%
XLP
State Street Consumer Staples Select Sector SPDR ETF		0.53%-6.14%6.01%6.51%3.19%5.77%6.56%7.15%
XLE
State Street Energy Select Sector SPDR ETF		0.47%5.52%33.39%36.01%29.93%14.70%23.16%11.36%
XLF
Financial Select Sector SPDR Fund		0.18%-2.78%-9.10%-6.36%0.27%17.30%9.41%12.53%
XLV
State Street Health Care Select Sector SPDR ETF		-0.62%-5.95%-4.77%3.39%3.55%5.64%6.45%9.60%
XLI
Industrial Select Sector SPDR Fund		-0.40%-6.39%5.87%6.87%24.75%19.11%12.34%13.48%
XLU
Utilities Select Sector SPDR Fund		0.50%-0.86%9.31%6.98%20.02%14.75%11.01%9.89%
VGT
Vanguard Information Technology ETF		0.85%-1.42%-5.36%-5.79%29.79%23.50%15.02%21.67%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 20, 2020, Blanca Farber JP Morgan Core's average daily return is +0.03%, while the average monthly return is +0.64%. At this rate, your investment would double in approximately 9.1 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +6.6%, while the worst month was Sep 2022 at -5.4%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 4 months.

On a daily basis, Blanca Farber JP Morgan Core closed higher 55% of trading days. The best single day was Apr 9, 2025 with a return of +3.1%, while the worst single day was Jun 11, 2020 at -2.4%.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.88%0.49%-3.01%0.49%-1.19%
20251.40%0.19%-2.78%-0.43%2.36%2.60%0.67%1.40%2.56%1.30%0.12%0.27%9.97%
20240.58%1.90%1.28%-2.17%1.83%2.04%1.24%1.32%1.40%-0.98%3.36%-1.52%10.62%
20234.25%-1.89%2.60%0.54%0.01%2.95%1.46%-1.17%-2.97%-1.45%6.56%3.17%14.51%
2022-3.25%-1.39%-0.22%-4.89%0.81%-4.04%5.02%-2.68%-5.44%2.66%4.37%-2.35%-11.42%
2021-0.10%0.52%1.76%2.44%0.44%1.23%1.20%1.02%-2.10%2.53%-0.03%1.68%11.04%

Benchmark Metrics

Blanca Farber JP Morgan Core has an annualized alpha of 1.60%, beta of 0.41, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since May 20, 2020.

  • This portfolio participated in 55.76% of S&P 500 Index downside but only 46.52% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.41 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
Alpha
1.60%
Beta
0.41
R²
0.94
Upside Capture
46.52%
Downside Capture
55.76%

Expense Ratio

Blanca Farber JP Morgan Core has an expense ratio of 0.14%, 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.

Top 10 holdings
PIMIX
PIMCO Income Fund Institutional Class
BRHYX
BlackRock High Yield K
PTSHX
PIMCO Short Term Fund
FIQZX
Fidelity Advisor Intermediate Municipal Income Fund Class Z
JMUB
JPMorgan Municipal ETF
CBTAX
Six Circles Tax Aware Bond Fund
XLC
Communication Services Select Sector SPDR Fund
XLY
Consumer Discretionary Select Sector SPDR Fund
XLF
Financial Select Sector SPDR Fund
XLI
Industrial Select Sector SPDR Fund

Return for Risk

Risk / Return Rank

Blanca Farber JP Morgan Core ranks 51 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

Blanca Farber JP Morgan Core Risk / Return Rank: 5151
Overall Rank
Blanca Farber JP Morgan Core Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
Blanca Farber JP Morgan Core Sortino Ratio Rank: 5656
Sortino Ratio Rank
Blanca Farber JP Morgan Core Omega Ratio Rank: 6060
Omega Ratio Rank
Blanca Farber JP Morgan Core Calmar Ratio Rank: 3636
Calmar Ratio Rank
Blanca Farber JP Morgan Core Martin Ratio Rank: 4444
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

1.33

0.88

+0.45

Sortino ratio

Return per unit of downside risk

1.92

1.37

+0.55

Omega ratio

Gain probability vs. loss probability

1.29

1.21

+0.08

Calmar ratio

Return relative to maximum drawdown

1.64

1.39

+0.25

Martin ratio

Return relative to average drawdown

7.62

6.43

+1.18

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FXAIX
Fidelity 500 Index Fund		501.001.521.231.537.30
XLC
Communication Services Select Sector SPDR Fund		480.921.431.201.555.19
XLY
Consumer Discretionary Select Sector SPDR Fund		210.310.631.080.622.01
XLP
State Street Consumer Staples Select Sector SPDR ETF		160.230.431.050.300.71
XLE
State Street Energy Select Sector SPDR ETF		541.191.581.231.604.21
XLF
Financial Select Sector SPDR Fund		120.010.151.020.070.22
XLV
State Street Health Care Select Sector SPDR ETF		160.200.401.050.390.83
XLI
Industrial Select Sector SPDR Fund		681.281.841.262.077.98
XLU
Utilities Select Sector SPDR Fund		621.271.731.242.245.38
VGT
Vanguard Information Technology ETF		581.101.671.231.885.72

Sharpe Ratio

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.

Blanca Farber JP Morgan Core Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

  • 1-Year: 1.33
  • 5-Year: 0.81
  • All Time: 1.10

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 0.98 to 1.66, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Blanca Farber JP Morgan Core compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Blanca Farber JP Morgan Core provided a 2.62% dividend yield over the last twelve months.

TTM20252024202320222021202020192018201720162015
Portfolio2.62%2.76%2.66%2.37%1.79%1.40%1.66%2.07%1.48%1.07%1.87%1.19%
Portfolio components:
FXAIX
Fidelity 500 Index Fund		1.16%1.11%1.25%1.45%1.69%1.22%1.60%2.06%2.72%1.97%2.52%2.83%
XLC
Communication Services Select Sector SPDR Fund		1.25%1.13%0.99%0.82%1.10%0.74%0.68%0.82%0.64%0.00%0.00%0.00%
XLY
Consumer Discretionary Select Sector SPDR Fund		0.83%0.79%0.72%0.78%1.00%0.53%0.82%1.28%1.34%1.20%1.71%1.43%
XLP
State Street Consumer Staples Select Sector SPDR ETF		2.66%2.75%2.77%2.63%2.47%2.28%2.50%2.57%3.04%2.62%2.53%2.52%
XLE
State Street Energy Select Sector SPDR ETF		2.52%3.28%3.36%3.55%3.68%4.21%5.62%6.72%3.54%3.03%2.26%3.39%
XLF
Financial Select Sector SPDR Fund		1.60%1.31%1.42%1.71%2.04%1.63%2.03%1.87%2.08%1.48%21.10%1.95%
XLV
State Street Health Care Select Sector SPDR ETF		1.71%1.60%1.67%1.59%1.47%1.33%1.49%2.17%1.57%1.47%1.60%1.43%
XLI
Industrial Select Sector SPDR Fund		1.25%1.29%1.44%1.63%1.63%1.25%1.55%1.94%2.15%1.77%2.07%2.15%
XLU
Utilities Select Sector SPDR Fund		2.57%2.71%2.96%3.39%2.92%2.79%3.14%2.95%3.33%3.33%3.41%3.67%
VGT
Vanguard Information Technology ETF		0.43%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the Blanca Farber JP Morgan Core. 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 Blanca Farber JP Morgan Core was 15.58%, occurring on Sep 30, 2022. Recovery took 303 trading sessions.

The current Blanca Farber JP Morgan Core drawdown is 2.73%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.58%Jan 4, 2022188Sep 30, 2022303Dec 14, 2023491
-8.64%Feb 20, 202534Apr 8, 202552Jun 24, 202586
-4.4%Feb 26, 202623Mar 30, 2026———
-4.03%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-2.86%Jul 17, 202416Aug 7, 20248Aug 19, 202424

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 20 assets, with an effective number of assets of 10.08, 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.
BenchmarkPTSHXXLESCHOVMLUXVGITXLUCBTAXFIQZXXLPJMUBVTEBXLVXLFVGTXLCPIMIXXLIXLYBRHYXFXAIXPortfolio
Benchmark1.00-0.070.370.030.060.040.410.090.090.480.120.160.620.720.900.810.340.790.850.541.000.97
PTSHX-0.071.000.00-0.080.09-0.15-0.04-0.020.09-0.09-0.06-0.11-0.06-0.06-0.05-0.060.00-0.04-0.070.06-0.06-0.06
XLE0.370.001.00-0.09-0.04-0.150.23-0.06-0.050.23-0.04-0.050.230.520.190.230.080.500.260.210.360.35
SCHO0.03-0.08-0.091.000.360.840.160.400.380.150.500.540.11-0.050.010.080.620.030.050.250.030.13
VMLUX0.060.09-0.040.361.000.410.140.720.810.110.640.610.110.020.040.080.490.050.060.380.060.21
VGIT0.04-0.15-0.150.840.411.000.190.480.450.150.610.670.13-0.070.050.090.690.010.070.300.040.16
XLU0.41-0.040.230.160.140.191.000.160.150.590.180.210.470.370.220.300.290.450.290.280.400.41
CBTAX0.09-0.02-0.060.400.720.480.161.000.840.120.740.710.11-0.000.090.100.460.060.090.360.100.26
FIQZX0.090.09-0.050.380.810.450.150.841.000.130.720.680.120.020.070.110.520.060.080.410.090.25
XLP0.48-0.090.230.150.110.150.590.120.131.000.140.160.590.470.270.370.270.490.390.270.480.47
JMUB0.12-0.06-0.040.500.640.610.180.740.720.141.000.820.130.040.100.140.570.100.130.360.120.29
VTEB0.16-0.11-0.050.540.610.670.210.710.680.160.821.000.150.060.150.170.600.110.170.370.160.32
XLV0.62-0.060.230.110.110.130.470.110.120.590.130.151.000.530.450.460.310.550.450.370.620.61
XLF0.72-0.060.52-0.050.02-0.070.37-0.000.020.470.040.060.531.000.490.540.250.800.600.450.720.70
VGT0.90-0.050.190.010.040.050.220.090.070.270.100.150.450.491.000.740.280.600.760.470.900.89
XLC0.81-0.060.230.080.080.090.300.100.110.370.140.170.460.540.741.000.320.560.740.480.810.80
PIMIX0.340.000.080.620.490.690.290.460.520.270.570.600.310.250.280.321.000.290.340.640.340.46
XLI0.79-0.040.500.030.050.010.450.060.060.490.100.110.550.800.600.560.291.000.670.490.790.78
XLY0.85-0.070.260.050.060.070.290.090.080.390.130.170.450.600.760.740.340.671.000.500.850.84
BRHYX0.540.060.210.250.380.300.280.360.410.270.360.370.370.450.470.480.640.490.501.000.540.62
FXAIX1.00-0.060.360.030.060.040.400.100.090.480.120.160.620.720.900.810.340.790.850.541.000.97
Portfolio0.97-0.060.350.130.210.160.410.260.250.470.290.320.610.700.890.800.460.780.840.620.971.00
The correlation results are calculated based on daily price changes starting from May 20, 2020