RiskyETFs
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BIZD VanEck Vectors BDC Income ETF | Financials Equities | 33.33% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 33.33% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in RiskyETFs, 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 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| RiskyETFs | 11.66% | 1.51% | 5.41% | 17.47% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | 12.46% | 2.77% | 6.30% | 15.33% | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 14.70% | 0.64% | 4.73% | 22.88% | N/A | N/A |
BIZD VanEck Vectors BDC Income ETF | 7.54% | 1.05% | 4.99% | 13.78% | 10.41% | 8.06% |
Monthly Returns
The table below presents the monthly returns of RiskyETFs, 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 | 2.10% | 2.24% | 2.80% | -1.55% | 3.74% | 0.78% | -0.15% | 1.02% | 11.66% | ||||
| 2023 | 5.44% | -0.46% | 1.45% | 2.00% | 1.19% | 3.58% | 3.41% | -0.06% | -1.55% | -2.16% | 6.34% | 3.04% | 24.14% |
| 2022 | -3.82% | -5.54% | 7.13% | -2.74% | -10.05% | 7.96% | 5.10% | -4.56% | -7.79% |
Expense Ratio
RiskyETFs has a high expense ratio of 3.87%, 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 rank of RiskyETFs is 57, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 1.92 | 2.63 | 1.36 | 2.28 | 9.70 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.77 | 2.32 | 1.35 | 2.14 | 8.67 |
BIZD VanEck Vectors BDC Income ETF | 1.21 | 1.67 | 1.22 | 1.63 | 5.79 |
Dividends
Dividend yield
RiskyETFs granted a 9.23% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| RiskyETFs | 9.23% | 9.79% | 10.78% | 4.91% | 5.39% | 3.04% | 3.63% | 3.04% | 2.84% | 3.04% | 2.84% | 1.82% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 7.11% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.47% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIZD VanEck Vectors BDC Income ETF | 11.13% | 10.96% | 11.21% | 8.14% | 10.39% | 9.13% | 10.88% | 9.13% | 8.51% | 9.12% | 8.51% | 5.45% |
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 RiskyETFs. 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 RiskyETFs was 14.93%, occurring on Sep 30, 2022. Recovery took 144 trading sessions.
The current RiskyETFs drawdown is 0.46%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.93% | Aug 17, 2022 | 32 | Sep 30, 2022 | 144 | Apr 28, 2023 | 176 |
| -13.03% | May 5, 2022 | 30 | Jun 16, 2022 | 41 | Aug 16, 2022 | 71 |
| -7.4% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -5.91% | Sep 15, 2023 | 31 | Oct 27, 2023 | 10 | Nov 10, 2023 | 41 |
| -2.95% | Apr 1, 2024 | 15 | Apr 19, 2024 | 11 | May 6, 2024 | 26 |
Volatility
Volatility Chart
The current RiskyETFs volatility is 2.57%, 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
| BIZD | JEPQ | JEPI | |
|---|---|---|---|
| BIZD | 1.00 | 0.54 | 0.59 |
| JEPQ | 0.54 | 1.00 | 0.71 |
| JEPI | 0.59 | 0.71 | 1.00 |