Grupo 3
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 6.76% |
EWJ iShares MSCI Japan ETF | Japan Equities | 11.11% |
FDX FedEx Corporation | Industrials | 3.29% |
GOOG Alphabet Inc. | Communication Services | 4.28% |
INTC Intel Corporation | Technology | 3.32% |
JPST JPMorgan Ultra-Short Income ETF | Money Market, Actively Managed | 7.98% |
MA Mastercard Inc | Financial Services | 11.46% |
META Meta Platforms, Inc. | Communication Services | 3.95% |
MSFT Microsoft Corporation | Technology | 6.84% |
MU Micron Technology, Inc. | Technology | 4.84% |
NVDA NVIDIA Corporation | Technology | 3.51% |
SU Suncor Energy Inc. | Energy | 4.65% |
UNH UnitedHealth Group Incorporated | Healthcare | 11.22% |
V Visa Inc. | Financial Services | 11% |
XOM Exxon Mobil Corporation | Energy | 5.79% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Grupo 3, 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 19, 2017, corresponding to the inception date of JPST
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| Grupo 3 | 16.41% | 1.82% | 8.81% | 26.98% | 20.45% | N/A |
| Portfolio components: | ||||||
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
EWJ iShares MSCI Japan ETF | 11.56% | 3.41% | 3.43% | 19.58% | 7.56% | 5.86% |
FDX FedEx Corporation | 18.74% | -0.97% | 24.43% | 17.40% | 15.59% | 8.66% |
MU Micron Technology, Inc. | 16.11% | -9.60% | 7.88% | 52.18% | 17.75% | 11.99% |
XOM Exxon Mobil Corporation | 21.89% | 2.08% | 16.06% | 12.66% | 17.39% | 6.34% |
MA Mastercard Inc | 10.37% | 6.95% | -1.00% | 15.70% | 11.41% | 20.79% |
MSFT Microsoft Corporation | 10.56% | -2.59% | 1.84% | 28.70% | 25.78% | 26.77% |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.13% | 19.48% |
INTC Intel Corporation | -59.40% | -35.38% | -52.40% | -39.12% | -13.36% | -2.76% |
UNH UnitedHealth Group Incorporated | 12.44% | 3.06% | 15.29% | 21.37% | 22.46% | 23.02% |
NVDA NVIDIA Corporation | 155.39% | 11.85% | 60.70% | 170.09% | 98.54% | 75.44% |
SU Suncor Energy Inc. | 33.06% | 8.31% | 26.76% | 31.43% | 12.17% | 3.96% |
JPST JPMorgan Ultra-Short Income ETF | 3.95% | 0.60% | 3.13% | 6.38% | 2.67% | N/A |
V Visa Inc. | 3.61% | 3.58% | -4.92% | 10.86% | 8.96% | 18.46% |
META Meta Platforms, Inc. | 47.53% | 11.90% | 7.10% | 79.90% | 23.09% | 21.51% |
Monthly Returns
The table below presents the monthly returns of Grupo 3, 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 | 2.37% | 4.35% | 4.46% | -4.07% | 4.35% | 2.66% | 1.67% | 16.41% | |||||
| 2023 | 8.19% | -1.32% | 6.98% | 3.42% | 1.05% | 4.56% | 3.67% | 0.02% | -1.72% | -0.89% | 7.85% | 2.11% | 38.83% |
| 2022 | -0.34% | -2.57% | 2.51% | -5.54% | 1.47% | -7.82% | 7.60% | -5.44% | -10.35% | 8.37% | 5.90% | -4.87% | -12.42% |
| 2021 | -2.21% | 6.47% | 2.92% | 5.07% | 0.28% | 3.26% | 0.51% | -0.58% | -2.65% | 5.15% | -0.36% | 6.18% | 26.16% |
| 2020 | 0.50% | -6.45% | -10.27% | 12.45% | 5.56% | 1.70% | 2.05% | 9.59% | -4.04% | -4.25% | 12.77% | 4.57% | 23.41% |
| 2019 | 8.13% | 3.29% | 3.47% | 2.96% | -6.25% | 6.29% | 2.69% | -1.14% | -0.13% | 5.37% | 4.71% | 3.72% | 37.59% |
| 2018 | 6.92% | -1.21% | -1.76% | 2.49% | 5.58% | -0.39% | 2.02% | 4.77% | 0.01% | -7.74% | 0.10% | -9.33% | 0.11% |
| 2017 | 2.17% | -0.37% | 3.80% | 2.91% | 3.17% | 6.28% | 1.75% | 0.33% | 21.70% |
Expense Ratio
Grupo 3 has an expense ratio of 0.07%, which is considered low compared to other funds. 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 risk-adjusted rank of Grupo 3 is 88, placing it in the top 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
EWJ iShares MSCI Japan ETF | 1.30 | 1.80 | 1.23 | 1.07 | 5.27 |
FDX FedEx Corporation | 0.60 | 1.09 | 1.16 | 0.70 | 1.90 |
MU Micron Technology, Inc. | 1.31 | 1.94 | 1.24 | 1.29 | 4.51 |
XOM Exxon Mobil Corporation | 0.77 | 1.22 | 1.14 | 0.83 | 1.67 |
MA Mastercard Inc | 1.14 | 1.52 | 1.22 | 1.47 | 3.43 |
MSFT Microsoft Corporation | 1.52 | 2.02 | 1.26 | 1.95 | 6.68 |
GOOG Alphabet Inc. | 1.05 | 1.47 | 1.21 | 1.60 | 4.72 |
INTC Intel Corporation | -0.78 | -0.86 | 0.87 | -0.54 | -1.38 |
UNH UnitedHealth Group Incorporated | 0.99 | 1.52 | 1.20 | 1.11 | 3.01 |
NVDA NVIDIA Corporation | 3.38 | 3.69 | 1.46 | 6.22 | 19.49 |
SU Suncor Energy Inc. | 1.27 | 1.83 | 1.23 | 1.35 | 6.14 |
JPST JPMorgan Ultra-Short Income ETF | 12.56 | 36.35 | 8.04 | 80.73 | 515.14 |
V Visa Inc. | 0.86 | 1.19 | 1.16 | 1.03 | 2.56 |
META Meta Platforms, Inc. | 2.23 | 3.11 | 1.41 | 3.25 | 13.63 |
Dividends
Dividend yield
Grupo 3 granted a 1.55% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Grupo 3 | 1.55% | 1.57% | 1.39% | 1.24% | 1.45% | 1.46% | 1.49% | 1.17% | 1.29% | 1.28% | 1.17% | 1.13% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
EWJ iShares MSCI Japan ETF | 1.95% | 2.03% | 1.23% | 2.08% | 1.04% | 2.03% | 1.71% | 1.25% | 1.95% | 1.27% | 1.32% | 1.11% |
FDX FedEx Corporation | 1.74% | 1.95% | 2.42% | 1.12% | 1.00% | 1.72% | 1.52% | 0.76% | 0.78% | 0.64% | 0.43% | 0.41% |
MU Micron Technology, Inc. | 0.47% | 0.54% | 0.89% | 0.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
XOM Exxon Mobil Corporation | 3.20% | 3.68% | 3.22% | 5.70% | 8.44% | 4.92% | 4.74% | 3.66% | 3.30% | 3.69% | 2.92% | 2.43% |
MA Mastercard Inc | 0.54% | 0.53% | 0.56% | 0.49% | 0.45% | 0.44% | 0.53% | 0.58% | 0.74% | 0.66% | 0.51% | 0.25% |
MSFT Microsoft Corporation | 0.73% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
INTC Intel Corporation | 2.48% | 1.47% | 5.52% | 2.70% | 2.65% | 2.11% | 2.56% | 2.33% | 2.87% | 2.79% | 2.48% | 3.47% |
UNH UnitedHealth Group Incorporated | 1.32% | 1.38% | 1.21% | 1.12% | 1.38% | 1.41% | 1.38% | 1.30% | 1.48% | 1.59% | 1.39% | 1.40% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
SU Suncor Energy Inc. | 3.80% | 4.85% | 4.57% | 3.39% | 4.93% | 3.84% | 3.95% | 2.67% | 2.67% | 3.43% | 2.90% | 1.99% |
JPST JPMorgan Ultra-Short Income ETF | 5.25% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
V Visa Inc. | 0.78% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
META Meta Platforms, Inc. | 0.19% | 0.00% | 0.00% | 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 Grupo 3. 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 Grupo 3 was 32.43%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current Grupo 3 drawdown is 1.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.43% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -21.72% | Feb 3, 2022 | 166 | Sep 30, 2022 | 133 | Apr 13, 2023 | 299 |
| -21.58% | Oct 4, 2018 | 56 | Dec 24, 2018 | 131 | Jul 3, 2019 | 187 |
| -10.15% | Sep 3, 2020 | 39 | Oct 28, 2020 | 8 | Nov 9, 2020 | 47 |
| -9.65% | Jan 29, 2018 | 9 | Feb 8, 2018 | 60 | May 7, 2018 | 69 |
Volatility
Volatility Chart
The current Grupo 3 volatility is 5.52%, 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 | UNH | SU | XOM | FDX | META | MU | INTC | NVDA | EWJ | AAPL | V | MA | GOOG | MSFT | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| JPST | 1.00 | 0.03 | -0.04 | -0.03 | 0.02 | 0.07 | 0.01 | 0.07 | 0.05 | 0.08 | 0.07 | -0.00 | -0.00 | 0.07 | 0.06 |
| UNH | 0.03 | 1.00 | 0.22 | 0.26 | 0.31 | 0.20 | 0.20 | 0.25 | 0.21 | 0.31 | 0.31 | 0.36 | 0.35 | 0.31 | 0.34 |
| SU | -0.04 | 0.22 | 1.00 | 0.71 | 0.32 | 0.18 | 0.27 | 0.27 | 0.21 | 0.40 | 0.22 | 0.30 | 0.31 | 0.26 | 0.19 |
| XOM | -0.03 | 0.26 | 0.71 | 1.00 | 0.36 | 0.17 | 0.27 | 0.28 | 0.17 | 0.38 | 0.23 | 0.31 | 0.32 | 0.24 | 0.17 |
| FDX | 0.02 | 0.31 | 0.32 | 0.36 | 1.00 | 0.35 | 0.44 | 0.43 | 0.39 | 0.45 | 0.40 | 0.40 | 0.41 | 0.42 | 0.40 |
| META | 0.07 | 0.20 | 0.18 | 0.17 | 0.35 | 1.00 | 0.46 | 0.45 | 0.56 | 0.44 | 0.54 | 0.48 | 0.48 | 0.67 | 0.62 |
| MU | 0.01 | 0.20 | 0.27 | 0.27 | 0.44 | 0.46 | 1.00 | 0.59 | 0.62 | 0.49 | 0.47 | 0.43 | 0.44 | 0.48 | 0.49 |
| INTC | 0.07 | 0.25 | 0.27 | 0.28 | 0.43 | 0.45 | 0.59 | 1.00 | 0.57 | 0.48 | 0.51 | 0.44 | 0.45 | 0.49 | 0.53 |
| NVDA | 0.05 | 0.21 | 0.21 | 0.17 | 0.39 | 0.56 | 0.62 | 0.57 | 1.00 | 0.46 | 0.58 | 0.46 | 0.48 | 0.57 | 0.64 |
| EWJ | 0.08 | 0.31 | 0.40 | 0.38 | 0.45 | 0.44 | 0.49 | 0.48 | 0.46 | 1.00 | 0.48 | 0.49 | 0.51 | 0.51 | 0.49 |
| AAPL | 0.07 | 0.31 | 0.22 | 0.23 | 0.40 | 0.54 | 0.47 | 0.51 | 0.58 | 0.48 | 1.00 | 0.52 | 0.53 | 0.64 | 0.68 |
| V | -0.00 | 0.36 | 0.30 | 0.31 | 0.40 | 0.48 | 0.43 | 0.44 | 0.46 | 0.49 | 0.52 | 1.00 | 0.87 | 0.57 | 0.61 |
| MA | -0.00 | 0.35 | 0.31 | 0.32 | 0.41 | 0.48 | 0.44 | 0.45 | 0.48 | 0.51 | 0.53 | 0.87 | 1.00 | 0.56 | 0.61 |
| GOOG | 0.07 | 0.31 | 0.26 | 0.24 | 0.42 | 0.67 | 0.48 | 0.49 | 0.57 | 0.51 | 0.64 | 0.57 | 0.56 | 1.00 | 0.73 |
| MSFT | 0.06 | 0.34 | 0.19 | 0.17 | 0.40 | 0.62 | 0.49 | 0.53 | 0.64 | 0.49 | 0.68 | 0.61 | 0.61 | 0.73 | 1.00 |