MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%
ETV as substitute for JEPI or JEPQ QQQ as substitute for XLK
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 70% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 5% |
XLK Technology Select Sector SPDR Fund | Technology Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%, 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 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% | 22.34% | 3.50% | 12.03% | 28.75% | N/A | N/A |
| Portfolio components: | ||||||
XLK Technology Select Sector SPDR Fund | 23.85% | 2.75% | 15.25% | 33.09% | 23.65% | 20.78% |
VGSH Vanguard Short-Term Treasury ETF | 3.40% | -0.25% | 3.04% | 5.47% | 1.30% | 1.27% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 23.19% | 4.04% | 11.52% | 28.90% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%, 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 | 2.80% | 4.18% | 1.98% | -3.76% | 5.29% | 4.28% | -2.49% | 1.25% | 2.56% | -0.16% | 22.34% | ||
| 2023 | 6.73% | -0.45% | 7.70% | 1.76% | 5.24% | 3.71% | 2.74% | -0.45% | -3.96% | -0.50% | 8.70% | 3.23% | 39.38% |
| 2022 | -4.01% | -6.71% | 9.12% | -5.21% | -9.28% | 5.04% | 5.23% | -6.35% | -13.01% |
Expense Ratio
MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% features an expense ratio of 0.28%, 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 MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% is 29, 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 | |
|---|---|---|---|---|---|
XLK Technology Select Sector SPDR Fund | 1.68 | 2.22 | 1.30 | 2.15 | 7.45 |
VGSH Vanguard Short-Term Treasury ETF | 2.88 | 4.68 | 1.63 | 5.94 | 15.92 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.49 | 3.24 | 1.51 | 2.85 | 12.34 |
Dividends
Dividend yield
MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% provided a 6.92% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.92% | 7.37% | 6.93% | 0.19% | 0.32% | 0.40% | 0.49% | 0.40% | 0.48% | 0.48% | 0.46% | 0.44% |
| Portfolio components: | ||||||||||||
XLK Technology Select Sector SPDR Fund | 0.66% | 0.76% | 1.04% | 0.65% | 0.92% | 1.16% | 1.60% | 1.37% | 1.74% | 1.79% | 1.75% | 1.70% |
VGSH Vanguard Short-Term Treasury ETF | 4.15% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%. 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 MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% was 17.70%, occurring on Oct 14, 2022. Recovery took 134 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.7% | Aug 16, 2022 | 43 | Oct 14, 2022 | 134 | Apr 28, 2023 | 177 |
| -13.46% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
| -11.73% | Jul 11, 2024 | 20 | Aug 7, 2024 | 47 | Oct 14, 2024 | 67 |
| -6.95% | Aug 2, 2023 | 61 | Oct 26, 2023 | 9 | Nov 8, 2023 | 70 |
| -6.18% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
Volatility
Volatility Chart
The current MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% volatility is 3.89%, 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
| VGSH | JEPQ | XLK | |
|---|---|---|---|
| VGSH | 1.00 | 0.09 | 0.09 |
| JEPQ | 0.09 | 1.00 | 0.94 |
| XLK | 0.09 | 0.94 | 1.00 |