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MODCONS3 MODM+

Last updated Feb 24, 2024

Asset Allocation


BIL 15%SRLN 10%GLDM 5%JQUA 15%JEPI 15%IVV 15%MOAT 10%COWZ 10%CALF 5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds

15%

SRLN
SPDR Blackstone Senior Loan ETF
High Yield Bonds

10%

EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
Total Bond Market, Actively Managed

0%

GLDM
SPDR Gold MiniShares Trust
Precious Metals, Gold

5%

IAU
iShares Gold Trust
Precious Metals, Gold

0%

JQUA
JPMorgan U.S. Quality Factor ETF
Large Cap Growth Equities

15%

JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

15%

IVV
iShares Core S&P 500 ETF
Large Cap Growth Equities

15%

MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

10%

COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

10%

CALF
Pacer US Small Cap Cash Cows 100 ETF
Small Cap Blend Equities

5%

S&P 500

Performance

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


40.00%50.00%60.00%70.00%SeptemberOctoberNovemberDecember2024February
63.87%
72.59%
MODCONS3 MODM+
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
MODCONS3 MODM+3.39%2.35%10.23%18.79%N/AN/A
JQUA
JPMorgan U.S. Quality Factor ETF
7.69%4.23%17.10%31.47%15.02%N/A
MOAT
VanEck Vectors Morningstar Wide Moat ETF
2.03%2.42%11.98%24.44%14.48%13.22%
JEPI
JPMorgan Equity Premium Income ETF
4.01%2.23%7.84%14.67%N/AN/A
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
1.03%0.51%3.25%5.93%N/AN/A
IAU
iShares Gold Trust
-1.31%0.89%6.23%12.21%8.73%4.06%
SRLN
SPDR Blackstone Senior Loan ETF
0.89%0.72%5.03%9.72%3.94%3.31%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
0.80%0.40%2.65%5.14%1.82%1.17%
IVV
iShares Core S&P 500 ETF
6.85%4.19%16.35%30.24%14.65%12.73%
COWZ
Pacer US Cash Cows 100 ETF
3.10%3.22%8.37%14.64%14.98%N/A
CALF
Pacer US Small Cap Cash Cows 100 ETF
-0.54%0.40%15.22%23.59%14.20%N/A
GLDM
SPDR Gold MiniShares Trust
-1.30%0.85%6.35%12.32%8.77%N/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.57%
20232.97%-0.79%-2.82%-1.51%5.57%3.87%

Sharpe Ratio

The current MODCONS3 MODM+ Sharpe ratio is 2.20. A Sharpe ratio higher than 2.0 is considered very good.

0.002.004.002.20

The Sharpe ratio of MODCONS3 MODM+ lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
2.20
2.23
MODCONS3 MODM+
Benchmark (^GSPC)
Portfolio components

Dividend yield

MODCONS3 MODM+ granted a 3.49% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
MODCONS3 MODM+3.49%3.58%3.38%2.20%2.30%1.77%1.81%1.16%0.84%1.00%0.77%0.54%
JQUA
JPMorgan U.S. Quality Factor ETF
1.13%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
0.84%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
7.87%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
4.74%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
8.60%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
4.98%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
1.35%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
1.87%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
1.18%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%

Expense Ratio

The MODCONS3 MODM+ has a high expense ratio of 0.30%, 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.


0.70%
0.00%2.15%
0.59%
0.00%2.15%
0.49%
0.00%2.15%
0.48%
0.00%2.15%
0.35%
0.00%2.15%
0.27%
0.00%2.15%
0.25%
0.00%2.15%
0.18%
0.00%2.15%
0.14%
0.00%2.15%
0.12%
0.00%2.15%
0.04%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
MODCONS3 MODM+
2.20
JQUA
JPMorgan U.S. Quality Factor ETF
2.59
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.56
JEPI
JPMorgan Equity Premium Income ETF
1.74
EMNT
PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund
7.01
IAU
iShares Gold Trust
0.89
SRLN
SPDR Blackstone Senior Loan ETF
3.29
BIL
SPDR Barclays 1-3 Month T-Bill ETF
18.82
IVV
iShares Core S&P 500 ETF
2.39
COWZ
Pacer US Cash Cows 100 ETF
0.96
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.14
GLDM
SPDR Gold MiniShares Trust
0.90

Asset Correlations Table

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

BILEMNTGLDMIAUSRLNCALFJEPICOWZIVVJQUAMOAT
BIL1.000.220.020.010.010.03-0.01-0.010.010.020.02
EMNT0.221.000.260.260.080.030.050.030.040.050.08
GLDM0.020.261.001.000.210.110.120.140.130.140.15
IAU0.010.261.001.000.210.110.120.150.130.140.16
SRLN0.010.080.210.211.000.530.490.570.620.610.62
CALF0.030.030.110.110.531.000.580.880.720.720.78
JEPI-0.010.050.120.120.490.581.000.690.820.850.76
COWZ-0.010.030.140.150.570.880.691.000.770.780.81
IVV0.010.040.130.130.620.720.820.771.000.980.92
JQUA0.020.050.140.140.610.720.850.780.981.000.91
MOAT0.020.080.150.160.620.780.760.810.920.911.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February00
MODCONS3 MODM+
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.91%Jan 5, 2022186Sep 30, 2022177Jun 15, 2023363
-6.16%Aug 1, 202363Oct 27, 202323Nov 30, 202386
-5.9%Jun 9, 202014Jun 26, 202017Jul 22, 202031
-5.63%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-5.17%Oct 13, 202014Oct 30, 20206Nov 9, 202020

Volatility Chart

The current MODCONS3 MODM+ volatility is 2.44%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.44%
3.90%
MODCONS3 MODM+
Benchmark (^GSPC)
Portfolio components
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