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All seasons variation
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


Performance

Performance Chart


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The earliest data available for this chart is Jul 31, 2023, corresponding to the inception date of JPLD

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
0.08%9.75%-1.63%12.74%15.66%10.77%
All seasons variation 4.81%3.85%4.53%17.01%N/AN/A
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
-4.24%14.82%-1.56%17.20%16.52%12.84%
FTEC
Fidelity MSCI Information Technology Index ETF
-1.48%17.68%-1.56%18.51%21.11%19.74%
VPU
Vanguard Utilities ETF
6.03%3.96%2.91%14.67%10.71%9.45%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.82%-0.18%1.51%7.30%11.01%7.93%
FCPI
Fidelity Stocks for Inflation ETF
4.38%10.42%-0.15%16.52%18.37%N/A
FUTY
Fidelity MSCI Utilities Index ETF
5.99%3.93%2.96%14.89%10.78%9.46%
CGL-C.TO
iShares Gold Bullion ETF
23.42%0.17%24.46%38.12%12.70%11.33%
OHI
Omega Healthcare Investors, Inc.
-0.21%-1.98%-7.81%27.12%16.21%8.38%
DMLP
Dorchester Minerals, L.P.
-11.82%1.95%-10.83%-4.31%36.31%12.26%
MPLX
MPLX LP
9.47%6.72%13.90%32.52%36.38%5.13%
IAU
iShares Gold Trust
23.77%0.52%24.86%38.64%13.14%10.00%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
1.68%0.74%2.54%6.28%N/AN/A
TIP
iShares TIPS Bond ETF
2.97%0.97%2.26%5.30%1.32%2.26%
*Annualized

Monthly Returns

The table below presents the monthly returns of All seasons variation , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20252.50%1.19%0.52%-0.66%1.20%4.81%
20240.70%1.67%5.03%-0.93%2.85%0.53%2.41%2.26%2.61%1.35%5.05%-3.72%21.32%
2023-1.95%-1.47%0.76%3.85%2.92%4.04%

Expense Ratio

All seasons variation has an expense ratio of 0.17%, 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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 92, All seasons variation is among the top 8% of 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 All seasons variation is 9292
Overall Rank
The Sharpe Ratio Rank of All seasons variation is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of All seasons variation is 9191
Sortino Ratio Rank
The Omega Ratio Rank of All seasons variation is 9393
Omega Ratio Rank
The Calmar Ratio Rank of All seasons variation is 9191
Calmar Ratio Rank
The Martin Ratio Rank of All seasons variation is 9292
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.661.101.150.621.83
FTEC
Fidelity MSCI Information Technology Index ETF
0.600.911.130.571.85
VPU
Vanguard Utilities ETF
0.871.161.151.283.17
FSTA
Fidelity MSCI Consumer Staples Index ETF
0.550.781.100.722.23
FCPI
Fidelity Stocks for Inflation ETF
0.851.171.170.853.14
FUTY
Fidelity MSCI Utilities Index ETF
0.881.161.151.313.20
CGL-C.TO
iShares Gold Bullion ETF
2.112.561.334.1310.75
OHI
Omega Healthcare Investors, Inc.
1.291.861.242.044.23
DMLP
Dorchester Minerals, L.P.
-0.190.021.00-0.11-0.29
MPLX
MPLX LP
1.592.361.322.408.72
IAU
iShares Gold Trust
2.182.661.344.2010.87
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
3.315.091.715.2122.72
TIP
iShares TIPS Bond ETF
1.111.411.181.312.99

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

All seasons variation Sharpe ratios as of May 14, 2025 (values are recalculated daily):

  • 1-Year: 1.69
  • All Time: 1.93

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.09, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of All seasons variation compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


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Dividends

Dividend yield

All seasons variation provided a 4.10% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio4.10%3.96%4.07%4.49%3.87%4.56%3.57%3.65%2.83%2.29%2.81%1.97%
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.77%0.69%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.24%1.25%1.01%
FTEC
Fidelity MSCI Information Technology Index ETF
0.49%0.49%0.77%0.93%0.63%0.83%1.03%1.20%0.96%1.25%1.27%1.09%
VPU
Vanguard Utilities ETF
2.94%3.02%3.49%2.98%2.70%3.17%2.83%3.23%3.18%3.19%3.63%3.02%
FSTA
Fidelity MSCI Consumer Staples Index ETF
2.19%2.25%2.66%1.69%2.15%2.47%2.46%3.01%2.42%1.92%2.86%2.24%
FCPI
Fidelity Stocks for Inflation ETF
1.35%1.29%1.88%1.77%1.19%3.53%0.43%0.00%0.00%0.00%0.00%0.00%
FUTY
Fidelity MSCI Utilities Index ETF
2.80%2.96%3.31%2.72%2.70%3.07%2.82%3.11%3.03%3.35%4.33%3.04%
CGL-C.TO
iShares Gold Bullion 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%
OHI
Omega Healthcare Investors, Inc.
7.36%7.08%8.74%9.59%9.06%7.38%6.26%7.51%9.22%7.55%6.23%5.17%
DMLP
Dorchester Minerals, L.P.
11.02%10.47%10.67%11.68%7.75%12.75%10.32%11.86%7.61%4.88%11.67%7.46%
MPLX
MPLX LP
7.38%7.33%8.65%8.80%11.30%12.71%10.42%8.22%6.23%5.86%4.33%1.83%
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%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
4.41%4.47%1.83%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
2.92%2.52%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%

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 All seasons variation . 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 All seasons variation was 8.15%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current All seasons variation drawdown is 0.61%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.15%Feb 19, 202535Apr 8, 2025
-4.95%Dec 2, 202414Dec 19, 202432Feb 5, 202546
-4.73%Aug 1, 202345Oct 3, 202338Nov 24, 202383
-2.81%Jul 17, 202414Aug 5, 20248Aug 15, 202422
-2.22%Apr 8, 20247Apr 16, 202417May 9, 202424

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 13 assets, with an effective number of assets of 9.84, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCDMLPJPLDCGL-C.TOOHIIAUTIPMPLXFSTAFTECFDISVPUFUTYFCPIPortfolio
^GSPC1.000.150.120.110.240.130.200.340.410.910.850.330.330.910.64
DMLP0.151.00-0.080.06-0.020.090.030.270.030.120.120.140.140.220.52
JPLD0.12-0.081.000.180.180.210.680.040.170.090.120.170.170.120.20
CGL-C.TO0.110.060.181.000.110.960.290.190.090.070.090.230.240.160.48
OHI0.24-0.020.180.111.000.120.270.240.390.090.210.400.400.300.40
IAU0.130.090.210.960.121.000.300.200.090.100.090.220.220.180.50
TIP0.200.030.680.290.270.301.000.130.230.120.220.310.320.210.39
MPLX0.340.270.040.190.240.200.131.000.270.240.290.360.360.450.65
FSTA0.410.030.170.090.390.090.230.271.000.180.380.520.520.420.42
FTEC0.910.120.090.070.090.100.120.240.181.000.740.110.110.800.49
FDIS0.850.120.120.090.210.090.220.290.380.741.000.260.270.750.54
VPU0.330.140.170.230.400.220.310.360.520.110.261.001.000.430.58
FUTY0.330.140.170.240.400.220.320.360.520.110.271.001.000.440.59
FCPI0.910.220.120.160.300.180.210.450.420.800.750.430.441.000.75
Portfolio0.640.520.200.480.400.500.390.650.420.490.540.580.590.751.00
The correlation results are calculated based on daily price changes starting from Aug 1, 2023