Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | Ultrashort Bond | 20% |
VGIT Vanguard Intermediate-Term Treasury ETF | Government Bonds | 35% |
VGLT Vanguard Long-Term Treasury ETF | Government Bonds, Long-Term Bond | 10% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds, Short-Term Bond | 35% |
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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The earliest data available for this chart is May 28, 2020, corresponding to the inception date of SGOV
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio JWAC CASH PARKING 35/35/20/10 | 0.13% | -0.64% | 0.35% | 1.06% | 3.60% | 3.36% | 1.00% | — |
| Portfolio components: | ||||||||
SGOV iShares 0-3 Month Treasury Bond ETF | 0.04% | 0.32% | 0.92% | 1.92% | 4.10% | 4.81% | 3.42% | — |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.13% | -1.05% | 0.03% | 0.77% | 4.08% | 3.19% | 0.33% | 1.32% |
VGSH Vanguard Short-Term Treasury ETF | 0.09% | -0.23% | 0.34% | 1.33% | 3.82% | 3.98% | 1.80% | 1.74% |
VGLT Vanguard Long-Term Treasury ETF | 0.49% | -2.51% | 0.35% | -0.58% | 0.18% | -1.61% | -4.79% | -0.82% |
Monthly Returns
Based on dividend-adjusted daily data since May 29, 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, your 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% | 0.10% | 0.35% | ||||||||
| 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 0.44%, beta of 0.01, and R² of 0.00 versus S&P 500 Index. Calculated based on daily prices since May 29, 2020.
- This portfolio participated in 18.17% of S&P 500 Index downside but only 8.02% 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
- 0.44%
- Beta
- 0.01
- R²
- 0.00
- Upside Capture
- 8.02%
- Downside Capture
- 18.17%
Expense Ratio
JWAC CASH PARKING 35/35/20/10 has an expense ratio of 0.05%, 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.
Return for Risk
Risk / Return Rank
JWAC CASH PARKING 35/35/20/10 ranks 48 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.36 | 0.88 | +0.48 |
Sortino ratioReturn per unit of downside risk | 2.03 | 1.37 | +0.66 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.21 | +0.04 |
Calmar ratioReturn relative to maximum drawdown | 2.23 | 1.39 | +0.84 |
Martin ratioReturn relative to average drawdown | 6.28 | 6.43 | -0.16 |
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.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
SGOV iShares 0-3 Month Treasury Bond ETF | 100 | 20.63 | 286.00 | 202.83 | 412.76 | 4,634.41 |
VGIT Vanguard Intermediate-Term Treasury ETF | 52 | 1.08 | 1.61 | 1.19 | 1.64 | 5.01 |
VGSH Vanguard Short-Term Treasury ETF | 96 | 2.67 | 4.30 | 1.58 | 4.26 | 16.01 |
VGLT Vanguard Long-Term Treasury ETF | 11 | 0.02 | 0.09 | 1.01 | 0.01 | 0.02 |
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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.
| 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 | 3.95% | 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 | 3.82% | 3.79% | 3.67% | 2.73% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% |
VGSH Vanguard Short-Term Treasury ETF | 3.92% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
VGLT Vanguard Long-Term Treasury ETF | 4.52% | 4.44% | 4.33% | 3.33% | 2.84% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% |
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 1.14%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.18% | Aug 5, 2020 | 560 | Oct 24, 2022 | 717 | Sep 4, 2025 | 1277 |
| -1.59% | Mar 2, 2026 | 19 | Mar 26, 2026 | — | — | — |
| -0.8% | Jun 1, 2020 | 5 | Jun 5, 2020 | 15 | Jun 26, 2020 | 20 |
| -0.62% | Oct 23, 2025 | 10 | Nov 5, 2025 | 13 | Nov 24, 2025 | 23 |
| -0.57% | Nov 28, 2025 | 8 | Dec 9, 2025 | 24 | Jan 14, 2026 | 32 |
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. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| Benchmark | SGOV | VGSH | VGLT | VGIT | Portfolio | |
|---|---|---|---|---|---|---|
| Benchmark | 1.00 | -0.02 | 0.02 | 0.02 | 0.04 | 0.03 |
| SGOV | -0.02 | 1.00 | 0.10 | 0.02 | 0.03 | 0.05 |
| VGSH | 0.02 | 0.10 | 1.00 | 0.61 | 0.86 | 0.82 |
| VGLT | 0.02 | 0.02 | 0.61 | 1.00 | 0.86 | 0.93 |
| VGIT | 0.04 | 0.03 | 0.86 | 0.86 | 1.00 | 0.98 |
| Portfolio | 0.03 | 0.05 | 0.82 | 0.93 | 0.98 | 1.00 |