Advantaged Portfolio
ver. July 19, 2024
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IGM iShares Expanded Tech Sector ETF | Technology Equities | 20% |
IWY iShares Russell Top 200 Growth ETF | Large Cap Growth Equities | 50% |
JPST JPMorgan Ultra-Short Income ETF | Money Market, Actively Managed | 10% |
SMH VanEck Vectors Semiconductor ETF | Technology Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Advantaged Portfolio, 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.
The earliest data available for this chart is May 19, 2017, corresponding to the inception date of JPST
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -10.18% | -6.92% | -9.92% | 5.42% | 12.98% | 9.70% |
| Advantaged Portfolio | -16.48% | -9.91% | -14.62% | 1.83% | 18.09% | N/A |
| Portfolio components: | ||||||
SMH VanEck Vectors Semiconductor ETF | -20.50% | -15.34% | -23.11% | -7.31% | 24.77% | 22.64% |
JPST JPMorgan Ultra-Short Income ETF | 1.37% | 0.22% | 2.17% | 5.42% | 3.10% | N/A |
IWY iShares Russell Top 200 Growth ETF | -14.96% | -6.99% | -10.52% | 7.01% | 16.94% | 15.49% |
IGM iShares Expanded Tech Sector ETF | -16.67% | -10.14% | -13.17% | 3.56% | 17.01% | 17.78% |
Monthly Returns
The table below presents the monthly returns of Advantaged Portfolio, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.38% | -3.82% | -8.53% | -6.35% | -16.48% | ||||||||
| 2024 | 4.10% | 8.87% | 3.10% | -4.33% | 8.35% | 7.57% | -3.16% | 0.76% | 2.17% | -0.84% | 3.92% | 1.18% | 35.45% |
| 2023 | 10.78% | -0.64% | 8.55% | -0.99% | 9.21% | 5.77% | 4.24% | -1.28% | -5.89% | -2.01% | 12.07% | 5.92% | 53.95% |
| 2022 | -8.62% | -4.14% | 3.01% | -12.96% | 0.29% | -10.33% | 12.65% | -6.08% | -10.77% | 4.12% | 8.17% | -8.09% | -30.99% |
| 2021 | 0.37% | 2.06% | 1.68% | 4.62% | -0.24% | 5.73% | 2.45% | 3.45% | -5.50% | 7.52% | 3.97% | 1.89% | 31.10% |
| 2020 | 1.50% | -5.61% | -8.95% | 13.70% | 5.84% | 5.43% | 7.32% | 9.32% | -4.13% | -2.48% | 11.57% | 4.48% | 41.52% |
| 2019 | 8.37% | 3.90% | 3.10% | 5.62% | -8.24% | 7.50% | 2.99% | -1.28% | 1.04% | 3.71% | 4.13% | 4.15% | 39.75% |
| 2018 | 7.48% | -1.15% | -2.81% | -1.03% | 5.80% | -0.31% | 2.59% | 4.88% | -0.05% | -8.99% | 0.82% | -7.44% | -1.57% |
| 2017 | 2.16% | -1.58% | 3.25% | 2.17% | 1.67% | 5.49% | 1.36% | 0.31% | 15.66% |
Expense Ratio
Advantaged Portfolio has an expense ratio of 0.28%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Advantaged Portfolio is 15, meaning it’s performing worse than 85% 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.
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 | |
|---|---|---|---|---|---|
SMH VanEck Vectors Semiconductor ETF | -0.27 | -0.11 | 0.99 | -0.33 | -0.84 |
JPST JPMorgan Ultra-Short Income ETF | 9.40 | 18.82 | 4.60 | 18.39 | 133.08 |
IWY iShares Russell Top 200 Growth ETF | 0.23 | 0.49 | 1.07 | 0.24 | 0.88 |
IGM iShares Expanded Tech Sector ETF | 0.06 | 0.28 | 1.04 | 0.06 | 0.23 |
Dividends
Dividend yield
Advantaged Portfolio provided a 0.91% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.91% | 0.86% | 1.04% | 0.96% | 0.46% | 0.70% | 1.20% | 1.35% | 1.13% | 1.10% | 1.38% | 1.13% |
| Portfolio components: | ||||||||||||
SMH VanEck Vectors Semiconductor ETF | 0.56% | 0.44% | 0.60% | 1.18% | 0.51% | 0.69% | 1.50% | 1.88% | 1.43% | 0.80% | 2.14% | 1.16% |
JPST JPMorgan Ultra-Short Income ETF | 4.98% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% |
IWY iShares Russell Top 200 Growth ETF | 0.49% | 0.42% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% |
IGM iShares Expanded Tech Sector ETF | 0.28% | 0.22% | 0.52% | 0.53% | 0.16% | 0.32% | 0.50% | 0.57% | 0.57% | 0.90% | 0.79% | 0.88% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Advantaged Portfolio. 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 Advantaged Portfolio was 36.34%, occurring on Oct 14, 2022. Recovery took 290 trading sessions.
The current Advantaged Portfolio drawdown is 18.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.34% | Dec 28, 2021 | 202 | Oct 14, 2022 | 290 | Dec 11, 2023 | 492 |
| -28.92% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
| -25.78% | Jan 24, 2025 | 52 | Apr 8, 2025 | — | — | — |
| -20.92% | Oct 2, 2018 | 58 | Dec 24, 2018 | 68 | Apr 3, 2019 | 126 |
| -17.2% | Jul 11, 2024 | 20 | Aug 7, 2024 | 83 | Dec 4, 2024 | 103 |
Volatility
Volatility Chart
The current Advantaged Portfolio volatility is 17.55%, 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
| JPST | SMH | IWY | IGM | |
|---|---|---|---|---|
| JPST | 1.00 | 0.05 | 0.08 | 0.07 |
| SMH | 0.05 | 1.00 | 0.81 | 0.87 |
| IWY | 0.08 | 0.81 | 1.00 | 0.96 |
| IGM | 0.07 | 0.87 | 0.96 | 1.00 |