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B.5 Portfolio INT - Conservative (30/70)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

B.5 Portfolio INT - Conservative (30/70)

Currency in USD · Last updated May 30, 2025

Asset Allocation

SGOV 20%ICSH 20%SPAB 19%SHY 5%SHYL 1%SCHD 10%JEPI 5%JEPQ 5%VFLO 2.5%GCOW 2.5%DIVO 5%PFF 5%BondBondEquityEquityMulti-AssetMulti-AssetPreferred StockPreferred Stock
PositionCategory/SectorTarget Weight
DIVO
Amplify CWP Enhanced Dividend Income ETF		Large Cap Blend Equities, Actively Managed, Dividend
5%
GCOW
Pacer Global Cash Cows Dividend ETF		Large Cap Value Equities, Dividend
2.50%
ICSH
iShares Ultra Short-Term Bond ETF		Money Market, Actively Managed
20%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
5%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
5%
PFF
iShares Preferred and Income Securities ETF		Preferred Stock/Convertible Bonds
5%
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
10%
SGOV
iShares 0-3 Month Treasury Bond ETF		Government Bonds
20%
SHY
iShares 1-3 Year Treasury Bond ETF		Government Bonds
5%
SHYL
Xtrackers Short Duration High Yield Bond ETF		High Yield Bonds
1%
SPAB
SPDR Portfolio Aggregate Bond ETF		Total Bond Market
19%
VFLO
Victoryshares Free Cash Flow ETF		Large Cap Value Equities
2.50%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Jun 22, 2023, corresponding to the inception date of VFLO

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.52%6.32%-1.44%12.25%14.20%10.84%
B.5 Portfolio INT - Conservative (30/70)1.23%0.65%-0.28%6.60%N/AN/A
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		-3.27%1.16%-9.40%6.77%12.24%10.57%
VFLO
Victoryshares Free Cash Flow ETF		0.04%2.67%-6.27%11.48%N/AN/A
GCOW
Pacer Global Cash Cows Dividend ETF		11.87%2.31%8.39%13.54%13.59%N/A
JEPI
JPMorgan Equity Premium Income ETF		0.01%2.20%-3.91%7.54%10.91%N/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		-2.87%3.86%-1.74%7.92%N/AN/A
DIVO
Amplify CWP Enhanced Dividend Income ETF		3.20%3.08%-1.66%13.19%13.09%N/A
PFF
iShares Preferred and Income Securities ETF		-1.77%0.12%-4.70%3.17%2.60%2.92%
SGOV
iShares 0-3 Month Treasury Bond ETF		1.72%0.35%2.16%4.81%2.74%N/A
ICSH
iShares Ultra Short-Term Bond ETF		1.98%0.35%2.43%5.40%2.93%2.38%
SPAB
SPDR Portfolio Aggregate Bond ETF		2.34%-0.96%0.94%6.14%-0.98%1.45%
SHYL
Xtrackers Short Duration High Yield Bond ETF		2.62%1.04%2.38%9.93%6.30%N/A
SHY
iShares 1-3 Year Treasury Bond ETF		2.00%-0.24%2.38%5.68%1.07%1.40%
*Annualized

Monthly Returns

The table below presents the monthly returns of B.5 Portfolio INT - Conservative (30/70), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.20%0.96%-0.73%-0.85%0.67%1.23%
20240.57%0.73%1.60%-1.56%1.57%0.49%1.76%1.42%1.12%-0.59%2.01%-1.75%7.53%
20230.55%1.34%-0.36%-1.35%-1.04%3.30%2.45%4.90%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

B.5 Portfolio INT - Conservative (30/70) has an expense ratio of 0.15%, 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.

GCOW
Pacer Global Cash Cows Dividend ETF
DIVO
Amplify CWP Enhanced Dividend Income ETF
PFF
iShares Preferred and Income Securities ETF
VFLO
Victoryshares Free Cash Flow ETF
JEPI
JPMorgan Equity Premium Income ETF
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
SHYL
Xtrackers Short Duration High Yield Bond ETF
SHY
iShares 1-3 Year Treasury Bond ETF
ICSH
iShares Ultra Short-Term Bond ETF
SCHD
Schwab US Dividend Equity ETF
SGOV
iShares 0-3 Month Treasury Bond ETF
SPAB
SPDR Portfolio Aggregate Bond ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 82, B.5 Portfolio INT - Conservative (30/70) is among the top 18% 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 B.5 Portfolio INT - Conservative (30/70) is 8282
Overall Rank
The Sharpe Ratio Rank of B.5 Portfolio INT - Conservative (30/70) is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of B.5 Portfolio INT - Conservative (30/70) is 7979
Sortino Ratio Rank
The Omega Ratio Rank of B.5 Portfolio INT - Conservative (30/70) is 8282
Omega Ratio Rank
The Calmar Ratio Rank of B.5 Portfolio INT - Conservative (30/70) is 8080
Calmar Ratio Rank
The Martin Ratio Rank of B.5 Portfolio INT - Conservative (30/70) is 8282
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
SCHD
Schwab US Dividend Equity ETF		0.420.491.070.280.84
VFLO
Victoryshares Free Cash Flow ETF		0.590.861.120.562.00
GCOW
Pacer Global Cash Cows Dividend ETF		0.991.271.180.993.42
JEPI
JPMorgan Equity Premium Income ETF		0.550.741.120.481.99
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		0.390.701.110.401.38
DIVO
Amplify CWP Enhanced Dividend Income ETF		0.941.241.180.953.57
PFF
iShares Preferred and Income Securities ETF		0.350.391.050.200.56
SGOV
iShares 0-3 Month Treasury Bond ETF		21.61472.39473.39483.617,677.11
ICSH
iShares Ultra Short-Term Bond ETF		11.7027.176.1165.30354.22
SPAB
SPDR Portfolio Aggregate Bond ETF		1.161.431.171.082.43
SHYL
Xtrackers Short Duration High Yield Bond ETF		1.812.471.411.9911.11
SHY
iShares 1-3 Year Treasury Bond ETF		3.445.611.735.7315.36

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.

B.5 Portfolio INT - Conservative (30/70) Sharpe ratios as of May 30, 2025 (values are recalculated daily):

  • 1-Year: 1.31
  • All Time: 1.58

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 0.58 to 1.13, 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 B.5 Portfolio INT - Conservative (30/70) compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

B.5 Portfolio INT - Conservative (30/70) provided a 5.01% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio5.01%4.99%4.77%3.25%1.72%2.02%2.32%2.13%1.63%1.34%1.21%1.15%
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		3.97%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
VFLO
Victoryshares Free Cash Flow ETF		1.31%1.20%0.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GCOW
Pacer Global Cash Cows Dividend ETF		3.86%5.14%5.28%4.39%4.23%4.12%4.40%3.94%2.79%1.95%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF		8.02%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		11.26%9.65%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DIVO
Amplify CWP Enhanced Dividend Income ETF		4.75%4.70%4.67%4.76%4.79%4.92%8.16%5.27%3.83%0.00%0.00%0.00%
PFF
iShares Preferred and Income Securities ETF		6.68%6.31%6.63%5.55%4.45%4.79%5.31%6.31%5.59%5.85%5.77%6.32%
SGOV
iShares 0-3 Month Treasury Bond ETF		4.70%5.10%4.87%1.45%0.03%0.05%0.00%0.00%0.00%0.00%0.00%0.00%
ICSH
iShares Ultra Short-Term Bond ETF		4.96%5.24%4.78%1.66%0.42%1.21%2.61%2.20%1.36%0.88%0.54%0.46%
SPAB
SPDR Portfolio Aggregate Bond ETF		3.91%3.86%3.34%2.59%2.11%2.43%2.92%2.96%2.67%2.63%2.59%2.43%
SHYL
Xtrackers Short Duration High Yield Bond ETF		7.33%7.26%6.60%5.52%4.65%6.16%5.93%5.54%0.00%0.00%0.00%0.00%
SHY
iShares 1-3 Year Treasury Bond ETF		3.95%3.92%2.99%1.30%0.24%0.94%2.12%1.72%0.98%0.71%0.54%0.36%

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 B.5 Portfolio INT - Conservative (30/70). 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 B.5 Portfolio INT - Conservative (30/70) was 4.50%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current B.5 Portfolio INT - Conservative (30/70) drawdown is 0.92%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-4.5%Mar 3, 202527Apr 8, 2025———
-3.2%Aug 1, 202363Oct 27, 202320Nov 27, 202383
-2.15%Dec 2, 202427Jan 10, 202526Feb 19, 202553
-1.89%Apr 1, 202414Apr 18, 202419May 15, 202433
-1.18%Aug 1, 20245Aug 7, 20245Aug 14, 202410
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 12 assets, with an effective number of assets of 7.15, 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.
^GSPCSGOVICSHSHYSPABJEPQGCOWPFFVFLODIVOSCHDJEPISHYLPortfolio
^GSPC1.000.040.090.100.220.920.490.490.700.760.630.790.620.78
SGOV0.041.000.250.140.050.020.040.030.020.000.03-0.000.060.05
ICSH0.090.251.000.610.520.040.160.310.090.040.130.100.350.30
SHY0.100.140.611.000.810.060.230.430.070.070.140.110.460.40
SPAB0.220.050.520.811.000.160.290.590.200.200.250.250.620.56
JEPQ0.920.020.040.060.161.000.330.380.530.580.420.660.510.62
GCOW0.490.040.160.230.290.331.000.550.660.660.730.590.530.73
PFF0.490.030.310.430.590.380.551.000.530.500.530.510.710.75
VFLO0.700.020.090.070.200.530.660.531.000.780.810.750.570.81
DIVO0.760.000.040.070.200.580.660.500.781.000.820.860.540.84
SCHD0.630.030.130.140.250.420.730.530.810.821.000.800.570.86
JEPI0.79-0.000.100.110.250.660.590.510.750.860.801.000.600.86
SHYL0.620.060.350.460.620.510.530.710.570.540.570.601.000.78
Portfolio0.780.050.300.400.560.620.730.750.810.840.860.860.781.00
The correlation results are calculated based on daily price changes starting from Jun 23, 2023
Go to the full Correlations tool for more customization options