JWAC CASH PARKING 35/35/20/10

Asset Allocation

Position	Category/Sector	Target Weight
VGIT Vanguard Intermediate-Term Treasury ETF	Government Bonds	35%
VGSH Vanguard Short-Term Treasury ETF	Government Bonds, Short-Term Bond	35%
SGOV iShares 0-3 Month Treasury Bond ETF	Ultrashort Bond	20%
VGLT Vanguard Long-Term Treasury ETF	Government Bonds, Long-Term Bond	10%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in JWAC CASH PARKING 35/35/20/10 , 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 Every 3 months.

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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.30%	0.09%	8.18%	8.17%	23.42%	19.88%	11.91%	13.45%
Portfolio JWAC CASH PARKING 35/35/20/10	-0.06%	-0.44%	0.05%	0.36%	3.64%	3.54%	0.78%	—
Portfolio components:
SGOV iShares 0-3 Month Treasury Bond ETF	0.01%	0.28%	1.56%	1.80%	3.95%	4.70%	3.55%	—
VGIT Vanguard Intermediate-Term Treasury ETF	-0.05%	-0.87%	-0.78%	-0.42%	3.55%	3.40%	-0.07%	1.16%
VGLT Vanguard Long-Term Treasury ETF	-0.40%	-1.25%	-1.16%	-1.18%	4.15%	-0.94%	-5.66%	-1.28%
VGSH Vanguard Short-Term Treasury ETF	0.00%	-0.20%	0.36%	0.76%	3.41%	4.14%	1.79%	1.71%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 28, 2020, JWAC CASH PARKING 35/35/20/10 's average daily return is 0.00%, while the average monthly return is +0.04%. At this rate, an investment would double in approximately 144.4 years.

Historically, 53% of months were positive and 47% were negative. The best month was Nov 2023 with a return of +2.4%, while the worst month was Sep 2022 at -2.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 6 months.

On a daily basis, JWAC CASH PARKING 35/35/20/10 closed higher 50% of trading days. The best single day was Nov 10, 2022 with a return of +1.1%, while the worst single day was Jun 13, 2022 at -0.9%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	0.11%	1.26%	-1.10%	0.03%	0.14%	-0.37%							0.05%
2025	0.47%	1.51%	0.31%	0.72%	-0.60%	0.94%	-0.19%	0.96%	0.56%	0.51%	0.53%	-0.12%	5.73%
2024	0.13%	-0.83%	0.46%	-1.34%	1.12%	0.79%	1.68%	1.01%	0.96%	-1.48%	0.61%	-0.76%	2.33%
2023	1.87%	-1.54%	2.21%	0.45%	-0.70%	-0.49%	-0.07%	-0.07%	-1.24%	-0.59%	2.42%	2.26%	4.49%
2022	-1.18%	-0.46%	-2.07%	-1.95%	0.25%	-0.53%	1.08%	-1.68%	-2.32%	-0.78%	1.82%	-0.35%	-7.95%
2021	-0.49%	-1.03%	-0.90%	0.49%	0.13%	0.41%	0.85%	-0.14%	-0.67%	-0.17%	0.40%	-0.41%	-1.54%

Benchmark Metrics

JWAC CASH PARKING 35/35/20/10 has an annualized alpha of 0.33%, beta of 0.01, and R2 of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 28, 2020.

This portfolio participated in 18.14% of S&P 500 Index downside but only 7.33% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.01 may look defensive, but with R2 of 0.00 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
R2 of 0.00 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha: 0.33%

Beta: 0.01

R²: 0.00

Upside Capture: 7.33%

Downside Capture: 18.14%

Expense Ratio

JWAC CASH PARKING 35/35/20/10 has an expense ratio of 0.04%, 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.

SGOV

iShares 0-3 Month Treasury Bond ETF

VGIT

Vanguard Intermediate-Term Treasury ETF

VGSH

Vanguard Short-Term Treasury ETF

VGLT

Vanguard Long-Term Treasury ETF

Return for Risk

Risk / Return Rank

JWAC CASH PARKING 35/35/20/10 ranks 24 for risk / return — below 24% of Portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for JWAC CASH PARKING 35/35/20/10 and compares them with S&P 500 Index.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	1.56	1.94	-0.37
Sortino ratioReturn per unit of downside risk	2.41	2.63	-0.22
Omega ratioGain probability vs. loss probability	1.28	1.35	-0.07
Calmar ratioReturn relative to maximum drawdown	2.10	2.59	-0.49
Martin ratioReturn relative to average drawdown	6.13	11.84	-5.71
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SGOV iShares 0-3 Month Treasury Bond ETF	100	20.28	275.69	195.55	398.20	4,461.99
VGIT Vanguard Intermediate-Term Treasury ETF	31	1.08	1.64	1.19	1.26	3.66
VGLT Vanguard Long-Term Treasury ETF	17	0.48	0.75	1.08	0.60	1.53
VGSH Vanguard Short-Term Treasury ETF	88	2.69	4.44	1.57	3.88	15.29

Sharpe Ratio

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.

JWAC CASH PARKING 35/35/20/10 Sharpe ratios as of Jun 9, 2026 (values are recalculated daily):

1-Year: 1.56
5-Year: 0.21
All Time: 0.11

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 1.59 to 2.46, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of JWAC CASH PARKING 35/35/20/10 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

JWAC CASH PARKING 35/35/20/10 provided a 3.95% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.95%	3.99%	4.20%	3.42%	1.58%	1.01%	1.62%	1.83%	1.62%	1.22%	1.15%	1.15%
Portfolio components:
SGOV iShares 0-3 Month Treasury Bond ETF	3.85%	4.10%	5.10%	4.87%	1.45%	0.03%	0.05%	0.00%	0.00%	0.00%	0.00%	0.00%
VGIT Vanguard Intermediate-Term Treasury ETF	3.88%	3.79%	3.67%	2.73%	1.74%	1.69%	2.23%	2.24%	2.05%	1.67%	1.69%	1.69%
VGLT Vanguard Long-Term Treasury ETF	4.64%	4.44%	4.33%	3.33%	2.84%	1.82%	2.15%	2.46%	2.71%	2.55%	2.69%	3.21%
VGSH Vanguard Short-Term Treasury ETF	3.88%	4.00%	4.18%	3.31%	1.15%	0.66%	1.74%	2.28%	1.79%	1.10%	0.84%	0.69%

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 JWAC CASH PARKING 35/35/20/10 . 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 JWAC CASH PARKING 35/35/20/10 was 12.18%, occurring on Oct 24, 2022. Recovery took 717 trading sessions.

The current JWAC CASH PARKING 35/35/20/10 drawdown is 1.30%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-12.18%Oct 2022	2y 2mo	2y 10mo	5y 1moAug 2020 - Sep 2025
2026 pullback2026	-1.74%May 2026	2mo 18d	—	3mo 9dMar 2026 - now
2020 pullback2020	-0.80%Jun 2020	4d	21d	25dJun 2020 - Jun 2020
2025 pullback2025	-0.62%Nov 2025	13d	19d	1mo 2dOct 2025 - Nov 2025
2025 pullback2025	-0.57%Dec 2025	11d	1mo 6d	1mo 17dNov 2025 - Jan 2026

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 4 assets, with an effective number of assets of 3.39, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	5Y	All Time
Diversification Ratio	1.07	1.07	1.07	1.08

The portfolio has a diversification ratio of 1.08, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.

JWAC CASH PARKING 35/35/20/10 correlation to the S&P 500 Index

JWAC CASH PARKING 35/35/20/10 has a 0.22 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.22
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (All Time) Calculated using the full available price history since May 28, 2020	0.04

Benchmark Correlations

Correlation vs. S&P 500 Index. VGIT has the highest benchmark correlation at 0.06, while SGOV has the lowest at -0.02.

-0.02

0.03

0.04

0.06

Portfolio Correlations

Correlation vs. JWAC CASH PARKING 35/35/20/10 . VGIT has the highest portfolio correlation at 0.98, while SGOV has the lowest at 0.05.

0.05

0.82

0.93

0.98

Asset Correlations Table

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

	SGOV	VGSH	VGLT	VGIT
SGOV	1.00	0.09	0.02	0.02
VGSH	0.09	1.00	0.61	0.86
VGLT	0.02	0.61	1.00	0.86
VGIT	0.02	0.86	0.86	1.00

The correlation results are calculated based on daily price changes starting from May 28, 2020

Diversification Analysis

Find what JWAC CASH PARKING 35/35/20/10 is missing

See which holdings overlap, where JWAC CASH PARKING 35/35/20/10 is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification