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JWAC Final Moderate Mix
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

JWAC Final Moderate Mix

Last updated Dec 21, 2024

On Dec. 2&3rd 2024 I felt a clear and observable impression from the Holy Spirit to enter the markets with a 20% bond allocation. This portfolio creates a slightly defensive posture to capitalize on discount buys for US Large Cap growth and international small cap value on the next market downturn. On 12/17/24 I added 10% SCHQ instead of having just 1-2% in it.

Asset Allocation

SCHR 10%SCHQ 5%SCHO 5%RWJ 12%AVUV 11.75%AVDV 7.75%SCHF 7.75%SCHV 7.25%SCHX 7.25%EWX 7.25%DFIV 7%DFAE 6%DFEV 6%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AVDV
Avantis International Small Cap Value ETF		Foreign Small & Mid Cap Equities, Actively Managed
7.75%
AVUV
Avantis U.S. Small Cap Value ETF		Small Cap Value Equities, Actively Managed
11.75%
DFAE
Dimensional Emerging Core Equity Market ETF		Actively Managed, Emerging Markets Equities
6%
DFEV
Dimensional Emerging Markets Value ETF		Emerging Markets Diversified
6%
DFIV
Dimensional International Value ETF		Foreign Large Cap Equities
7%
EWX
SPDR S&P Emerging Markets Small Cap ETF		Emerging Markets Equities
7.25%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
0%
RWJ
Invesco S&P SmallCap 600 Revenue ETF		Small Cap Value Equities
12%
SCHF
Schwab International Equity ETF		Foreign Large Cap Equities
7.75%
SCHG
Schwab U.S. Large-Cap Growth ETF		Large Cap Growth Equities
0%
SCHO
Schwab Short-Term U.S. Treasury ETF		Government Bonds
5%
SCHQ
Schwab Long-Term U.S. Treasury ETF		Government Bonds
5%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF		Government Bonds
10%
SCHV
Schwab U.S. Large-Cap Value ETF		Large Cap Blend Equities
7.25%
SCHX
Schwab U.S. Large-Cap ETF		Large Cap Growth Equities
7.25%
VGT
Vanguard Information Technology ETF		Technology Equities
0%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JWAC Final Moderate Mix, 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

-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.25%
8.86%
JWAC Final Moderate Mix
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 27, 2022, corresponding to the inception date of DFEV

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		24.34%0.23%8.53%24.95%13.01%11.06%
JWAC Final Moderate Mix8.83%-2.85%4.25%9.46%N/AN/A
Portfolio components:
AVUV
Avantis U.S. Small Cap Value ETF		8.81%-7.88%8.55%8.41%14.00%N/A
RWJ
Invesco S&P SmallCap 600 Revenue ETF		11.35%-5.40%13.42%11.19%16.37%10.38%
SCHV
Schwab U.S. Large-Cap Value ETF		18.06%-5.62%8.06%18.75%11.37%11.71%
SCHX
Schwab U.S. Large-Cap ETF		26.93%-0.69%10.95%27.32%16.59%15.53%
SCHG
Schwab U.S. Large-Cap Growth ETF		37.04%3.06%14.07%37.03%20.24%16.77%
QQQM
Invesco NASDAQ 100 ETF		27.34%2.57%9.65%27.74%N/AN/A
VGT
Vanguard Information Technology ETF		31.34%1.74%11.82%31.45%22.00%20.77%
AVDV
Avantis International Small Cap Value ETF		6.80%-2.07%0.50%7.38%6.39%N/A
DFIV
Dimensional International Value ETF		4.64%-4.14%-2.25%5.19%N/AN/A
SCHF
Schwab International Equity ETF		3.76%-2.45%-1.29%4.63%6.44%6.33%
DFAE
Dimensional Emerging Core Equity Market ETF		8.74%-0.40%0.59%10.95%N/AN/A
DFEV
Dimensional Emerging Markets Value ETF		7.89%-1.10%-1.75%10.30%N/AN/A
EWX
SPDR S&P Emerging Markets Small Cap ETF		8.43%1.18%4.87%10.26%8.53%5.95%
SCHQ
Schwab Long-Term U.S. Treasury ETF		-5.60%-1.43%-3.26%-5.06%-5.21%N/A
SCHR
Schwab Intermediate-Term U.S. Treasury ETF		3.57%-0.05%1.96%3.74%0.83%2.14%
SCHO
Schwab Short-Term U.S. Treasury ETF		5.34%0.38%3.00%5.49%2.42%2.25%
*Annualized

Monthly Returns

The table below presents the monthly returns of JWAC Final Moderate Mix, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.71%2.40%3.28%-2.91%3.69%-0.32%4.79%0.56%2.33%-2.82%3.67%8.83%
20237.36%-2.68%-0.37%0.59%-2.76%5.31%4.35%-2.90%-3.07%-3.59%7.06%6.66%15.92%
2022-0.14%1.45%-7.78%5.25%-2.78%-8.87%5.92%8.07%-3.08%-3.36%

Expense Ratio

JWAC Final Moderate Mix has an expense ratio of 0.24%, 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.

EWX
SPDR S&P Emerging Markets Small Cap ETF
Expense ratio chart for EWX: current value at 0.65% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.65%
DFEV
Dimensional Emerging Markets Value ETF
Expense ratio chart for DFEV: current value at 0.43% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.43%
RWJ
Invesco S&P SmallCap 600 Revenue ETF
Expense ratio chart for RWJ: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
AVDV
Avantis International Small Cap Value ETF
Expense ratio chart for AVDV: current value at 0.36% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.36%
DFAE
Dimensional Emerging Core Equity Market ETF
Expense ratio chart for DFAE: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
DFIV
Dimensional International Value ETF
Expense ratio chart for DFIV: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%
AVUV
Avantis U.S. Small Cap Value ETF
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
QQQM
Invesco NASDAQ 100 ETF
Expense ratio chart for QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
VGT
Vanguard Information Technology ETF
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
SCHF
Schwab International Equity ETF
Expense ratio chart for SCHF: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
SCHQ
Schwab Long-Term U.S. Treasury ETF
Expense ratio chart for SCHQ: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF
Expense ratio chart for SCHR: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
SCHO
Schwab Short-Term U.S. Treasury ETF
Expense ratio chart for SCHO: current value at 0.05% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.05%
SCHV
Schwab U.S. Large-Cap Value ETF
Expense ratio chart for SCHV: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
SCHG
Schwab U.S. Large-Cap Growth ETF
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
SCHX
Schwab U.S. Large-Cap ETF
Expense ratio chart for SCHX: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of JWAC Final Moderate Mix is 23, meaning it’s performing worse than 77% 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.

The Risk-Adjusted Performance Rank of JWAC Final Moderate Mix is 2323
Overall Rank
The Sharpe Ratio Rank of JWAC Final Moderate Mix is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of JWAC Final Moderate Mix is 1818
Sortino Ratio Rank
The Omega Ratio Rank of JWAC Final Moderate Mix is 1919
Omega Ratio Rank
The Calmar Ratio Rank of JWAC Final Moderate Mix is 3333
Calmar Ratio Rank
The Martin Ratio Rank of JWAC Final Moderate Mix is 2525
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.

Sharpe ratio
The chart of Sharpe ratio for JWAC Final Moderate Mix, currently valued at 1.02, compared to the broader market-6.00-4.00-2.000.002.004.001.022.10
The chart of Sortino ratio for JWAC Final Moderate Mix, currently valued at 1.43, compared to the broader market-6.00-4.00-2.000.002.004.006.001.432.80
The chart of Omega ratio for JWAC Final Moderate Mix, currently valued at 1.18, compared to the broader market0.400.600.801.001.201.401.601.801.181.39
The chart of Calmar ratio for JWAC Final Moderate Mix, currently valued at 1.88, compared to the broader market0.002.004.006.008.0010.0012.001.883.09
The chart of Martin ratio for JWAC Final Moderate Mix, currently valued at 6.25, compared to the broader market0.0010.0020.0030.0040.0050.006.2513.49
JWAC Final Moderate Mix
^GSPC
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVUV
Avantis U.S. Small Cap Value ETF		0.510.881.110.962.42
RWJ
Invesco S&P SmallCap 600 Revenue ETF		0.631.051.121.333.28
SCHV
Schwab U.S. Large-Cap Value ETF		1.912.711.342.6410.28
SCHX
Schwab U.S. Large-Cap ETF		2.283.011.423.3814.85
SCHG
Schwab U.S. Large-Cap Growth ETF		2.222.861.403.1312.34
QQQM
Invesco NASDAQ 100 ETF		1.652.201.302.177.84
VGT
Vanguard Information Technology ETF		1.552.051.282.187.80
AVDV
Avantis International Small Cap Value ETF		0.691.001.131.193.05
DFIV
Dimensional International Value ETF		0.560.821.100.782.49
SCHF
Schwab International Equity ETF		0.510.771.090.691.97
DFAE
Dimensional Emerging Core Equity Market ETF		0.851.261.161.373.37
DFEV
Dimensional Emerging Markets Value ETF		0.841.221.161.333.31
EWX
SPDR S&P Emerging Markets Small Cap ETF		0.831.181.161.353.52
SCHQ
Schwab Long-Term U.S. Treasury ETF		-0.47-0.560.94-0.30-1.01
SCHR
Schwab Intermediate-Term U.S. Treasury ETF		0.761.131.130.982.20
SCHO
Schwab Short-Term U.S. Treasury ETF		2.914.891.665.7214.67

The current JWAC Final Moderate Mix Sharpe ratio is 1.02. 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 1.28 to 2.10, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of JWAC Final Moderate Mix 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.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.02
2.10
JWAC Final Moderate Mix
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

JWAC Final Moderate Mix provided a 2.97% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio2.97%3.16%2.97%1.80%2.11%2.14%2.08%1.77%1.33%1.65%1.68%1.16%
Portfolio components:
AVUV
Avantis U.S. Small Cap Value ETF		1.62%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
RWJ
Invesco S&P SmallCap 600 Revenue ETF		0.91%1.34%1.02%0.61%0.89%1.22%1.44%0.91%0.60%0.74%0.57%1.27%
SCHV
Schwab U.S. Large-Cap Value ETF		3.36%4.95%5.72%1.95%7.90%6.99%6.18%5.77%4.95%4.06%5.84%4.38%
SCHX
Schwab U.S. Large-Cap ETF		1.79%3.54%2.47%3.01%3.52%5.47%4.46%5.10%3.26%5.11%4.40%2.58%
SCHG
Schwab U.S. Large-Cap Growth ETF		0.41%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%1.09%1.07%
QQQM
Invesco NASDAQ 100 ETF		0.45%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF		0.59%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
AVDV
Avantis International Small Cap Value ETF		4.38%3.29%3.17%2.39%1.67%0.36%0.00%0.00%0.00%0.00%0.00%0.00%
DFIV
Dimensional International Value ETF		2.94%3.93%3.84%2.31%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHF
Schwab International Equity ETF		3.28%2.97%5.61%4.19%4.16%2.95%6.12%4.70%2.58%4.51%5.80%2.21%
DFAE
Dimensional Emerging Core Equity Market ETF		2.33%2.43%2.85%1.64%0.01%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DFEV
Dimensional Emerging Markets Value ETF		3.16%3.47%3.35%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
EWX
SPDR S&P Emerging Markets Small Cap ETF		0.74%2.32%3.00%2.77%2.24%2.73%3.26%2.30%2.46%3.04%2.74%2.33%
SCHQ
Schwab Long-Term U.S. Treasury ETF		4.54%3.79%2.88%1.69%1.52%0.44%0.00%0.00%0.00%0.00%0.00%0.00%
SCHR
Schwab Intermediate-Term U.S. Treasury ETF		5.96%4.22%2.65%1.25%2.34%3.83%2.86%2.51%2.20%2.74%1.89%1.39%
SCHO
Schwab Short-Term U.S. Treasury ETF		5.77%5.99%1.97%0.65%2.08%3.63%2.72%1.80%1.23%1.06%0.71%0.43%

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.

-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.17%
-2.62%
JWAC Final Moderate Mix
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the JWAC Final Moderate Mix. 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 JWAC Final Moderate Mix was 15.13%, occurring on Sep 30, 2022. Recovery took 77 trading sessions.

The current JWAC Final Moderate Mix drawdown is 4.17%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.13%May 5, 2022103Sep 30, 202277Jan 23, 2023180
-10.09%Aug 1, 202363Oct 27, 202332Dec 13, 202395
-8.13%Feb 3, 202330Mar 17, 202379Jul 12, 2023109
-5.86%Aug 1, 20243Aug 5, 202414Aug 23, 202417
-4.59%Dec 10, 20248Dec 19, 2024———

Volatility

Volatility Chart

The current JWAC Final Moderate Mix volatility is 3.25%, 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.

2.00%3.00%4.00%5.00%6.00%JulyAugustSeptemberOctoberNovemberDecember
3.25%
3.79%
JWAC Final Moderate Mix
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.
SCHQSCHOSCHREWXRWJVGTAVUVSCHGQQQMDFEVSCHVDFAEDFIVAVDVSCHXSCHF
SCHQ1.000.660.880.130.120.090.070.110.110.100.130.100.120.160.130.20
SCHO0.661.000.880.180.100.090.060.100.100.140.080.140.140.190.110.19
SCHR0.880.881.000.190.130.120.080.140.140.160.130.160.180.220.150.25
EWX0.130.180.191.000.560.560.570.540.550.880.570.870.720.730.600.73
RWJ0.120.100.130.561.000.580.960.580.590.580.840.580.720.720.740.71
VGT0.090.090.120.560.581.000.600.970.970.570.640.620.560.600.920.68
AVUV0.070.060.080.570.960.601.000.590.600.600.860.590.750.750.750.73
SCHG0.110.100.140.540.580.970.591.000.990.560.650.610.570.600.940.69
QQQM0.110.100.140.550.590.970.600.991.000.570.660.620.570.610.930.69
DFEV0.100.140.160.880.580.570.600.560.571.000.600.960.790.790.620.80
SCHV0.130.080.130.570.840.640.860.650.660.601.000.600.750.730.850.77
DFAE0.100.140.160.870.580.620.590.610.620.960.601.000.770.780.660.80
DFIV0.120.140.180.720.720.560.750.570.570.790.750.771.000.950.690.94
AVDV0.160.190.220.730.720.600.750.600.610.790.730.780.951.000.710.93
SCHX0.130.110.150.600.740.920.750.940.930.620.850.660.690.711.000.79
SCHF0.200.190.250.730.710.680.730.690.690.800.770.800.940.930.791.00
The correlation results are calculated based on daily price changes starting from Apr 28, 2022
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The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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