Asset Allocation
Find the right asset allocation for JWAC 80/20 Grand Citadel GEMINI and JEFF 44422
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 , 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 6 months.
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Returns By Period
| Position | 1D | 1M | 6M | YTD | 1Y | 3Y* | 5Y* | 10Y* | ALL TIME* |
|---|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | -0.19% | -0.76% | 9.51% | 8.73% | 18.04% | 17.95% | 11.30% | 13.09% | 8.08% |
Portfolio JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 | -0.32% | -2.84% | 10.71% | 14.19% | 26.79% | 21.19% | — | — | 16.04% |
| Portfolio components: | |||||||||
AVDV Avantis International Small Cap Value ETF | -0.43% | -4.31% | 4.67% | 10.24% | 31.22% | 23.59% | 13.62% | — | 14.50% |
AVUV Avantis US Small Cap Value ETF | -0.62% | 2.11% | 15.52% | 22.92% | 34.78% | 17.14% | 13.17% | — | 16.12% |
CTA Simplify Managed Futures Strategy ETF | 0.85% | 1.05% | 2.11% | 3.23% | 3.39% | 9.23% | — | — | 7.62% |
DBMF iMGP DBi Managed Futures Strategy ETF | 0.23% | 0.57% | 8.74% | 11.26% | 26.79% | 9.43% | 8.59% | — | 9.22% |
DFEV Dimensional Emerging Markets Value ETF | -0.55% | -10.15% | 13.39% | 18.56% | 33.63% | 20.53% | — | — | 15.34% |
DFIVX DFA International Value Portfolio Institutional Class | -0.19% | 1.29% | 9.54% | 13.26% | 34.04% | 21.99% | 15.84% | 12.00% | 7.50% |
IDMO Invesco S&P International Developed Momentum ETF | -0.78% | -4.04% | 3.61% | 6.72% | 19.40% | 23.73% | 14.74% | 12.15% | 8.80% |
OUNZ VanEck Merk Gold ETF | -0.23% | -5.03% | -12.66% | -7.16% | 19.37% | 26.53% | 17.02% | 11.37% | 9.39% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | -0.79% | 3.74% | 15.25% | 24.54% | 37.36% | 16.58% | 10.67% | 13.23% | 12.50% |
SPMO Invesco S&P 500 Momentum ETF | 0.44% | -9.48% | 20.96% | 21.65% | 28.03% | 37.58% | 20.52% | 20.24% | 19.04% |
Monthly Returns
Based on dividend-adjusted daily data since Apr 27, 2022, JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 's average daily return is +0.06%, while the average monthly return is +1.30%. At this rate, an investment would double in approximately 4.5 years.
Historically, 62% of months were positive and 38% were negative. The best month was Apr 2026 with a return of +8.3%, while the worst month was Jun 2022 at -8.5%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.
On a daily basis, JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +6.8%, while the worst single day was Apr 4, 2025 at -5.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 5.05% | 4.41% | -5.41% | 8.33% | 3.25% | 0.88% | -2.45% | 14.19% | |||||
| 2025 | 3.20% | -0.75% | -1.83% | 0.57% | 5.55% | 4.10% | 1.01% | 4.68% | 2.99% | 0.37% | 1.89% | 1.27% | 25.33% |
| 2024 | -0.28% | 4.42% | 4.47% | -3.30% | 4.71% | -0.20% | 4.63% | 0.49% | 1.82% | -2.14% | 4.91% | -3.81% | 16.22% |
| 2023 | 6.03% | -2.24% | -1.44% | 0.91% | -3.76% | 5.49% | 4.23% | -2.00% | -2.48% | -3.34% | 6.93% | 6.94% | 15.26% |
| 2022 | -0.12% | 1.59% | -8.47% | 6.21% | -2.86% | -8.40% | 8.23% | 6.35% | -3.11% | -2.12% |
Benchmark Metrics
JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 has an annualized alpha of 4.80%, beta of 0.74, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since April 27, 2022.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (86.76%) than losses (75.62%) - typical of diversified or defensive assets.
- This portfolio generated an annualized alpha of 4.80% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.
- Alpha
- 4.80%
- Beta
- 0.74
- R²
- 0.78
- Upside Capture
- 86.76%
- Downside Capture
- 75.62%
Expense Ratio
JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 has an expense ratio of 0.28%, 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
Return for Risk
Risk / Return Rank
JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 ranks 80 for risk / return — better than 80% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.06 | 1.45 | +0.60 |
| Sortino ratioReturn per unit of downside risk | 2.87 | 2.03 | +0.85 |
| Omega ratioGain probability vs. loss probability | 1.37 | 1.26 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.39 | 2.01 | +1.38 |
| Martin ratioReturn relative to average drawdown | 13.31 | 8.68 | +4.63 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 73 | 1.89 | 2.57 | 1.34 | 2.38 | 8.81 |
AVUV Avantis US Small Cap Value ETF | 86 | 2.04 | 2.97 | 1.36 | 4.39 | 13.09 |
CTA Simplify Managed Futures Strategy ETF | 13 | 0.16 | 0.36 | 1.05 | 0.17 | 0.47 |
DBMF iMGP DBi Managed Futures Strategy ETF | 88 | 2.13 | 2.81 | 1.44 | 4.41 | 14.93 |
DFEV Dimensional Emerging Markets Value ETF | 70 | 1.63 | 2.17 | 1.31 | 2.98 | 9.19 |
DFIVX DFA International Value Portfolio Institutional Class | 86 | 2.37 | 3.21 | 1.42 | 3.53 | 13.55 |
IDMO Invesco S&P International Developed Momentum ETF | 42 | 1.05 | 1.58 | 1.20 | 1.58 | 6.15 |
OUNZ VanEck Merk Gold ETF | 25 | 0.70 | 1.04 | 1.15 | 0.74 | 1.73 |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 81 | 1.98 | 2.89 | 1.34 | 3.32 | 10.72 |
SPMO Invesco S&P 500 Momentum ETF | 52 | 1.25 | 1.75 | 1.24 | 2.22 | 7.41 |
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Dividends
Dividend yield
JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 provided a 2.17% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.17% | 2.28% | 2.39% | 2.42% | 2.58% | 1.72% | 1.25% | 1.36% | 1.28% | 0.80% | 0.89% | 0.72% |
| Portfolio components: | ||||||||||||
AVDV Avantis International Small Cap Value ETF | 2.87% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% | 0.00% | 0.00% | 0.00% | 0.00% |
AVUV Avantis US Small Cap Value ETF | 1.25% | 1.58% | 1.61% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% |
CTA Simplify Managed Futures Strategy ETF | 4.86% | 3.19% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DBMF iMGP DBi Managed Futures Strategy ETF | 5.11% | 5.91% | 5.75% | 2.91% | 7.72% | 10.38% | 0.86% | 9.35% | 0.00% | 0.00% | 0.00% | 0.00% |
DFEV Dimensional Emerging Markets Value ETF | 2.17% | 2.69% | 3.17% | 3.47% | 3.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFIVX DFA International Value Portfolio Institutional Class | 3.74% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
IDMO Invesco S&P International Developed Momentum ETF | 3.75% | 3.71% | 2.24% | 2.89% | 3.66% | 1.81% | 1.63% | 2.78% | 3.27% | 3.08% | 2.18% | 2.52% |
OUNZ VanEck Merk Gold ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RWJ Invesco S&P SmallCap 600 Revenue ETF | 1.01% | 1.11% | 1.15% | 1.34% | 1.02% | 0.61% | 0.89% | 1.22% | 1.44% | 1.11% | 0.60% | 0.74% |
SPMO Invesco S&P 500 Momentum ETF | 0.73% | 0.73% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
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 JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 . 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 80/20 Grand Citadel GEMINI and JEFF 44422 was 15.41%, occurring on Sep 26, 2022. Recovery took 84 trading sessions.
The current JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 drawdown is 3.23%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-15.41%Sep 2022 | 3mo 20d | 4mo 2d | 7mo 22dJun 2022 - Jan 2023 | Bear market2022 |
-13.93%Apr 2025 | 1mo 18d | 1mo 5d | 2mo 23dFeb 2025 - May 2025 | 2025 selloff2025 |
-8.52%Oct 2023 | 2mo 27d | 1mo 5d | 4mo 2dAug 2023 - Dec 2023 | — |
-8.28%Mar 2023 | 1mo 13d | 3mo 28d | 5mo 11dFeb 2023 - Jul 2023 | — |
-8.06%Mar 2026 | 21d | 25d | 1mo 16dFeb 2026 - Apr 2026 | — |
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 15 assets, with an effective number of assets of 10.08, reflecting the diversification based on asset allocation. Your allocation shows noticeable concentration: a few holdings carry significantly more weight than the rest. Rebalancing toward more even weights — or adding less correlated assets — could reduce risk.
Diversification Ratio
1Y | 3Y | All Time | |
|---|---|---|---|
Diversification Ratio | 1.31 | 1.29 | 1.26 |
The portfolio has a diversification ratio of 1.26, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.84 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.83 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2022 | 0.84 |
Benchmark Correlations
Correlation vs. S&P 500 Index. SPMO has the highest benchmark correlation at 0.84, while CTA has the lowest at -0.11.
Asset Correlations Table
Find what JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 is missing
See which holdings overlap, where JWAC 80/20 Grand Citadel GEMINI and JEFF 44422 is concentrated, and which low-correlation assets could fill the gaps.
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