ETF DERIVATIVE INCOME
The chart shows the growth of an initial investment of $10,000 in ETF DERIVATIVE INCOME, 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
|1 month||6 months||Year-To-Date||1 year||5 years (annualized)||10 years (annualized)|
|ETF DERIVATIVE INCOME||1.26%||10.03%||11.36%||14.71%||5.28%||N/A|
|JPMorgan Equity Premium Income ETF||1.29%||8.51%||6.73%||12.27%||4.53%||N/A|
|JPMorgan Nasdaq Equity Premium Income ETF||1.14%||14.63%||25.77%||21.38%||6.88%||N/A|
|Returns over 1 year are annualized|
Asset Correlations Table
ETF DERIVATIVE INCOME granted a 10.20% dividend yield in the last twelve months.
The ETF DERIVATIVE INCOME has a high expense ratio of 0.35%, 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.
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.
The Drawdowns chart displays portfolio losses from any high point along the way.
The table below shows the maximum drawdowns of the ETF DERIVATIVE INCOME. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the ETF DERIVATIVE INCOME is 11.86%, recorded on Oct 12, 2022. It took 117 trading sessions for the portfolio to recover.
|-11.86%||Aug 17, 2022||40||Oct 12, 2022||117||Mar 31, 2023||157|
|-10.87%||May 5, 2022||30||Jun 16, 2022||40||Aug 15, 2022||70|
|-2.55%||Aug 1, 2023||14||Aug 18, 2023||8||Aug 30, 2023||22|
|-1.57%||May 2, 2023||3||May 4, 2023||9||May 17, 2023||12|
|-1.54%||May 19, 2023||4||May 24, 2023||6||Jun 2, 2023||10|
The current ETF DERIVATIVE INCOME volatility is 2.51%, 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.