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MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%

Last updated May 3, 2024

ETV as substitute for JEPI or JEPQ QQQ as substitute for XLK

Asset Allocation

VGSH 5%JEPQ 70%XLK 25%BondBondEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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

0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2024FebruaryMarchAprilMay
28.07%
17.77%
MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		6.17%-2.72%17.29%23.80%11.47%10.41%
MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%5.63%-3.00%14.05%28.11%N/AN/A
Portfolio components:
XLK
Technology Select Sector SPDR Fund		2.55%-4.98%15.17%34.65%21.35%19.96%
VGSH
Vanguard Short-Term Treasury ETF		0.19%0.01%1.93%2.02%1.07%0.98%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		7.12%-2.51%14.42%27.63%N/AN/A

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20242.80%4.18%1.98%-3.77%
2023-0.50%8.70%3.23%

Expense Ratio

MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% has a high expense ratio of 0.28%, 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.

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
XLK
Technology Select Sector SPDR Fund
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
VGSH
Vanguard Short-Term Treasury ETF
Expense ratio chart for VGSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.

MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%
Sharpe ratio
The chart of Sharpe ratio for MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%, currently valued at 2.28, compared to the broader market0.002.004.002.28
Sortino ratio
The chart of Sortino ratio for MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%, currently valued at 3.14, compared to the broader market-2.000.002.004.006.003.14
Omega ratio
The chart of Omega ratio for MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%, currently valued at 1.40, compared to the broader market0.801.001.201.401.601.801.40
Calmar ratio
The chart of Calmar ratio for MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%, currently valued at 3.90, compared to the broader market0.002.004.006.008.0010.003.90
Martin ratio
The chart of Martin ratio for MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%, currently valued at 13.33, compared to the broader market0.0010.0020.0030.0040.0050.0013.33
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.97, compared to the broader market0.002.004.001.97
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.84, compared to the broader market-2.000.002.004.006.002.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.50, compared to the broader market0.002.004.006.008.0010.001.50
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.61, compared to the broader market0.0010.0020.0030.0040.0050.007.61
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLK
Technology Select Sector SPDR Fund		1.842.581.313.008.15
VGSH
Vanguard Short-Term Treasury ETF		1.221.901.221.583.52
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		2.433.291.454.0515.22

Sharpe Ratio

The current MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% Sharpe ratio is 2.28. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.37 to 2.31, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00December2024FebruaryMarchAprilMay
2.28
1.97
MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% granted a 6.81% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%6.81%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		0.75%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		3.80%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.19%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.

-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay
-3.69%
-3.62%
MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%
Benchmark (^GSPC)
Portfolio components

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.

The current MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% drawdown is 3.69%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.7%Aug 16, 202243Oct 14, 2022134Apr 28, 2023177
-13.46%May 5, 202230Jun 16, 202239Aug 12, 202269
-6.95%Aug 2, 202361Oct 26, 20239Nov 8, 202370
-6.18%Apr 12, 20246Apr 19, 2024———
-2.5%Dec 29, 20234Jan 4, 20244Jan 10, 20248

Volatility

Volatility Chart

The current MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5% volatility is 4.97%, 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%December2024FebruaryMarchAprilMay
4.97%
4.05%
MODIFIED 3YR. AGE70 INCOME 70% GROWTH 25% CASH 5%
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
VGSHJEPQXLK
VGSH1.000.100.11
JEPQ0.101.000.95
XLK0.110.951.00