Taxed Portfolio
ver. May 16, 2024
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Taxed Portfolio, 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) | |
---|---|---|---|---|---|---|
S&P 500 | 11.18% | 5.60% | 17.48% | 26.33% | 13.16% | 10.99% |
Taxed Portfolio | 18.13% | 6.97% | 24.68% | 44.37% | 24.14% | N/A |
Portfolio components: | ||||||
VanEck Vectors Semiconductor ETF | 31.67% | 10.36% | 42.48% | 73.77% | 38.59% | 29.69% |
JPMorgan Ultra-Short Income ETF | 2.07% | 0.53% | 3.09% | 5.69% | 2.49% | N/A |
iShares Russell Top 200 Growth ETF | 14.09% | 6.43% | 19.62% | 37.51% | 20.28% | 17.24% |
Monthly Returns
The table below presents the monthly returns of Taxed Portfolio, 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 | 3.67% | 8.32% | 2.95% | -3.78% | 18.13% | ||||||||
2023 | 10.05% | -0.47% | 8.01% | -0.83% | 8.21% | 5.65% | 3.80% | -1.12% | -5.48% | -1.75% | 11.13% | 5.43% | 49.77% |
2022 | -7.92% | -3.70% | 2.89% | -11.88% | 0.62% | -9.75% | 12.11% | -5.96% | -10.16% | 3.91% | 8.65% | -7.51% | -27.79% |
2021 | 0.61% | 1.71% | 1.84% | 4.13% | -0.06% | 5.28% | 2.40% | 3.20% | -5.13% | 7.42% | 4.53% | 2.18% | 31.33% |
2020 | 0.74% | -5.21% | -8.70% | 12.96% | 5.32% | 5.43% | 7.38% | 8.82% | -3.54% | -2.23% | 11.47% | 4.65% | 40.57% |
2019 | 8.11% | 3.97% | 2.83% | 5.62% | -8.66% | 7.78% | 3.09% | -0.97% | 1.45% | 3.97% | 3.92% | 6.13% | 42.75% |
2018 | 7.11% | -1.51% | -2.66% | -1.76% | 5.79% | -0.60% | 2.83% | 4.14% | -0.09% | -8.84% | 1.34% | -6.69% | -2.16% |
2017 | 2.12% | -1.64% | 3.17% | 2.29% | 2.10% | 5.24% | 1.28% | 0.74% | 16.22% |
Expense Ratio
Taxed Portfolio has a high expense ratio of 0.24%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Taxed Portfolio is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
Taxed Portfolio
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 | |
---|---|---|---|---|---|
VanEck Vectors Semiconductor ETF | 2.77 | 3.65 | 1.44 | 4.81 | 14.09 |
JPMorgan Ultra-Short Income ETF | 10.55 | 24.80 | 5.72 | 20.12 | 300.70 |
iShares Russell Top 200 Growth ETF | 2.52 | 3.47 | 1.43 | 2.24 | 14.38 |
Dividends
Dividend yield
Taxed Portfolio granted a 1.00% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Taxed Portfolio | 1.00% | 1.06% | 1.42% | 0.68% | 0.98% | 2.70% | 2.12% | 1.71% | 1.39% | 2.23% | 1.56% | 1.87% |
Portfolio components: | ||||||||||||
VanEck Vectors Semiconductor ETF | 0.45% | 0.60% | 2.37% | 1.02% | 1.38% | 6.00% | 3.75% | 2.85% | 1.61% | 4.28% | 2.31% | 3.11% |
JPMorgan Ultra-Short Income ETF | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% | 0.00% |
iShares Russell Top 200 Growth ETF | 0.59% | 0.68% | 0.88% | 0.50% | 0.71% | 1.06% | 1.32% | 1.26% | 1.51% | 1.58% | 1.44% | 1.56% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Taxed Portfolio. 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 Taxed Portfolio was 33.91%, occurring on Oct 14, 2022. Recovery took 272 trading sessions.
The current Taxed Portfolio drawdown is 0.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-33.91% | Dec 28, 2021 | 202 | Oct 14, 2022 | 272 | Nov 14, 2023 | 474 |
-28.28% | Feb 20, 2020 | 23 | Mar 23, 2020 | 52 | Jun 5, 2020 | 75 |
-19.62% | Oct 4, 2018 | 56 | Dec 24, 2018 | 59 | Mar 21, 2019 | 115 |
-10.24% | Sep 3, 2020 | 14 | Sep 23, 2020 | 32 | Nov 6, 2020 | 46 |
-10.07% | Apr 25, 2019 | 27 | Jun 3, 2019 | 27 | Jul 11, 2019 | 54 |
Volatility
Volatility Chart
The current Taxed Portfolio volatility is 5.47%, 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 | SMH | IWY | |
---|---|---|---|
JPST | 1.00 | 0.05 | 0.08 |
SMH | 0.05 | 1.00 | 0.81 |
IWY | 0.08 | 0.81 | 1.00 |