MODCONS3 MODM+
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MODCONS3 MODM+, 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
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
MODCONS3 MODM+ | 7.56% | 1.00% | 6.48% | 12.96% | N/A | N/A |
Portfolio components: | ||||||
JQUA JPMorgan U.S. Quality Factor ETF | 10.97% | -0.26% | 7.40% | 18.32% | 13.90% | N/A |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 4.97% | 2.67% | 5.38% | 9.20% | 13.47% | 12.79% |
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 3.40% | 0.49% | 2.86% | 6.12% | N/A | N/A |
IAU iShares Gold Trust | 14.32% | 2.67% | 16.87% | 21.12% | 10.61% | 5.89% |
SRLN SPDR Blackstone Senior Loan ETF | 3.87% | 0.51% | 3.70% | 9.00% | 4.07% | 3.50% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 2.97% | 0.42% | 2.57% | 5.30% | 2.06% | 1.39% |
IVV iShares Core S&P 500 ETF | 14.04% | -1.31% | 11.20% | 20.77% | 14.14% | 12.60% |
COWZ Pacer US Cash Cows 100 ETF | 8.87% | 3.38% | 9.00% | 13.76% | 16.17% | N/A |
CALF Pacer US Small Cap Cash Cows 100 ETF | -2.46% | 7.89% | -1.54% | 10.36% | 16.12% | N/A |
GLDM SPDR Gold MiniShares Trust | 14.42% | 2.70% | 16.91% | 21.33% | 10.62% | N/A |
Monthly Returns
The table below presents the monthly returns of MODCONS3 MODM+, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.57% | 3.08% | 3.06% | -2.95% | 2.24% | 0.57% | 7.56% | ||||||
2023 | 5.04% | -2.07% | 2.14% | 0.90% | -0.80% | 4.70% | 2.97% | -0.79% | -2.82% | -1.51% | 5.57% | 3.87% | 18.06% |
2022 | -2.81% | -0.68% | 2.17% | -4.45% | 0.19% | -5.90% | 5.71% | -2.66% | -6.57% | 6.53% | 5.03% | -3.35% | -7.64% |
2021 | 0.00% | 2.19% | 4.79% | 2.95% | 1.59% | 0.94% | 1.53% | 1.68% | -3.05% | 3.49% | -0.96% | 3.85% | 20.42% |
2020 | 2.68% | 1.21% | 3.96% | 3.86% | -2.13% | -1.62% | 8.30% | 3.16% | 20.70% |
Expense Ratio
MODCONS3 MODM+ features an expense ratio of 0.30%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of MODCONS3 MODM+ is 63, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
JQUA JPMorgan U.S. Quality Factor ETF | 1.59 | 2.29 | 1.28 | 2.00 | 6.66 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.67 | 1.02 | 1.12 | 0.57 | 1.64 |
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 5.38 | 8.21 | 6.00 | 8.43 | 132.27 |
IAU iShares Gold Trust | 1.45 | 2.08 | 1.26 | 1.61 | 7.03 |
SRLN SPDR Blackstone Senior Loan ETF | 5.11 | 8.40 | 2.28 | 9.82 | 45.34 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.95 | 338.77 | 240.55 | 488.80 | 5,520.12 |
IVV iShares Core S&P 500 ETF | 1.73 | 2.43 | 1.31 | 1.72 | 6.86 |
COWZ Pacer US Cash Cows 100 ETF | 1.05 | 1.60 | 1.18 | 1.62 | 3.68 |
CALF Pacer US Small Cap Cash Cows 100 ETF | 0.50 | 0.89 | 1.10 | 0.70 | 1.76 |
GLDM SPDR Gold MiniShares Trust | 1.47 | 2.10 | 1.27 | 1.65 | 7.16 |
Dividends
Dividend yield
MODCONS3 MODM+ granted a 3.50% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
MODCONS3 MODM+ | 3.50% | 3.58% | 3.38% | 2.20% | 2.30% | 1.77% | 1.81% | 1.16% | 0.84% | 1.00% | 0.77% | 0.54% |
Portfolio components: | ||||||||||||
JQUA JPMorgan U.S. Quality Factor ETF | 1.21% | 1.22% | 1.60% | 1.32% | 1.44% | 1.67% | 2.10% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.82% | 0.86% | 1.25% | 1.08% | 1.46% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 5.12% | 4.62% | 2.79% | 0.83% | 1.44% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IAU iShares Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRLN SPDR Blackstone Senior Loan ETF | 8.99% | 8.44% | 5.72% | 4.45% | 4.91% | 5.39% | 4.98% | 4.01% | 3.94% | 4.43% | 3.66% | 1.91% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.22% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
IVV iShares Core S&P 500 ETF | 1.33% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
COWZ Pacer US Cash Cows 100 ETF | 2.04% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.95% | 0.13% | 0.00% | 0.00% | 0.00% |
CALF Pacer US Small Cap Cash Cows 100 ETF | 1.07% | 1.18% | 0.85% | 2.63% | 0.82% | 0.99% | 1.39% | 0.70% | 0.00% | 0.00% | 0.00% | 0.00% |
GLDM SPDR Gold MiniShares Trust | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the MODCONS3 MODM+. 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 MODCONS3 MODM+ was 14.91%, occurring on Sep 30, 2022. Recovery took 177 trading sessions.
The current MODCONS3 MODM+ drawdown is 2.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.91% | Jan 5, 2022 | 186 | Sep 30, 2022 | 177 | Jun 15, 2023 | 363 |
-6.16% | Aug 1, 2023 | 63 | Oct 27, 2023 | 23 | Nov 30, 2023 | 86 |
-5.9% | Jun 9, 2020 | 14 | Jun 26, 2020 | 17 | Jul 22, 2020 | 31 |
-5.63% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
-5.17% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current MODCONS3 MODM+ volatility is 2.15%, 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.
Diversification
Asset Correlations Table
BIL | EMNT | GLDM | IAU | SRLN | CALF | JEPI | COWZ | IVV | JQUA | MOAT | |
---|---|---|---|---|---|---|---|---|---|---|---|
BIL | 1.00 | 0.26 | 0.01 | 0.01 | 0.01 | 0.01 | -0.02 | -0.02 | 0.00 | 0.01 | 0.02 |
EMNT | 0.26 | 1.00 | 0.26 | 0.25 | 0.08 | 0.02 | 0.05 | 0.02 | 0.04 | 0.05 | 0.07 |
GLDM | 0.01 | 0.26 | 1.00 | 1.00 | 0.21 | 0.11 | 0.13 | 0.15 | 0.14 | 0.15 | 0.16 |
IAU | 0.01 | 0.25 | 1.00 | 1.00 | 0.21 | 0.12 | 0.13 | 0.16 | 0.14 | 0.15 | 0.17 |
SRLN | 0.01 | 0.08 | 0.21 | 0.21 | 1.00 | 0.52 | 0.49 | 0.56 | 0.62 | 0.60 | 0.61 |
CALF | 0.01 | 0.02 | 0.11 | 0.12 | 0.52 | 1.00 | 0.57 | 0.87 | 0.70 | 0.71 | 0.77 |
JEPI | -0.02 | 0.05 | 0.13 | 0.13 | 0.49 | 0.57 | 1.00 | 0.68 | 0.81 | 0.84 | 0.77 |
COWZ | -0.02 | 0.02 | 0.15 | 0.16 | 0.56 | 0.87 | 0.68 | 1.00 | 0.75 | 0.77 | 0.80 |
IVV | 0.00 | 0.04 | 0.14 | 0.14 | 0.62 | 0.70 | 0.81 | 0.75 | 1.00 | 0.97 | 0.90 |
JQUA | 0.01 | 0.05 | 0.15 | 0.15 | 0.60 | 0.71 | 0.84 | 0.77 | 0.97 | 1.00 | 0.90 |
MOAT | 0.02 | 0.07 | 0.16 | 0.17 | 0.61 | 0.77 | 0.77 | 0.80 | 0.90 | 0.90 | 1.00 |