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ETF FUNDS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XLK 45%JEPQ 35%VOOV 20%EquityEquity
PositionCategory/SectorWeight
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

35%

VOOV
Vanguard S&P 500 Value ETF
Large Cap Value Equities

20%

XLK
Technology Select Sector SPDR Fund
Technology Equities

45%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ETF FUNDS, 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


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
27.22%
15.51%
ETF FUNDS
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
ETF FUNDS2.13%-6.26%17.32%26.65%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
4.06%-5.55%15.08%24.92%N/AN/A
XLK
Technology Select Sector SPDR Fund
0.19%-8.28%17.89%31.36%21.08%19.77%
VOOV
Vanguard S&P 500 Value ETF
3.10%-2.89%19.67%18.76%11.39%9.91%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.32%4.22%2.13%
2023-4.99%-0.60%10.43%4.05%

Expense Ratio

The ETF FUNDS has a high expense ratio of 0.20%, 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.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

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.


ETF FUNDS
Sharpe ratio
The chart of Sharpe ratio for ETF FUNDS, currently valued at 1.94, compared to the broader market-1.000.001.002.003.004.001.94
Sortino ratio
The chart of Sortino ratio for ETF FUNDS, currently valued at 2.75, compared to the broader market-2.000.002.004.006.002.75
Omega ratio
The chart of Omega ratio for ETF FUNDS, currently valued at 1.34, compared to the broader market0.801.001.201.401.601.801.34
Calmar ratio
The chart of Calmar ratio for ETF FUNDS, currently valued at 2.88, compared to the broader market0.002.004.006.008.002.88
Martin ratio
The chart of Martin ratio for ETF FUNDS, currently valued at 9.59, compared to the broader market0.0010.0020.0030.0040.009.59
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.233.041.423.7115.15
XLK
Technology Select Sector SPDR Fund
1.682.391.282.757.80
VOOV
Vanguard S&P 500 Value ETF
1.592.341.281.655.32

Sharpe Ratio

The current ETF FUNDS Sharpe ratio is 1.94. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.94

The Sharpe ratio of ETF FUNDS lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
1.94
1.66
ETF FUNDS
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ETF FUNDS granted a 4.02% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
ETF FUNDS4.02%4.18%4.21%0.66%0.90%0.94%1.25%1.04%1.23%1.28%1.18%1.16%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.49%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
XLK
Technology Select Sector SPDR Fund
0.77%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
VOOV
Vanguard S&P 500 Value ETF
1.78%1.69%2.19%1.87%2.45%2.10%2.65%2.13%2.24%2.36%1.98%1.97%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.37%
-5.46%
ETF FUNDS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ETF FUNDS. 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 ETF FUNDS was 18.85%, occurring on Oct 12, 2022. Recovery took 117 trading sessions.

The current ETF FUNDS drawdown is 6.37%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18.85%Aug 16, 202241Oct 12, 2022117Mar 31, 2023158
-14.68%May 5, 202230Jun 16, 202239Aug 12, 202269
-8.96%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-6.37%Mar 22, 202420Apr 19, 2024
-2.84%Dec 29, 20234Jan 4, 20246Jan 12, 202410

Volatility

Volatility Chart

The current ETF FUNDS volatility is 3.72%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.72%
3.15%
ETF FUNDS
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

VOOVXLKJEPQ
VOOV1.000.760.77
XLK0.761.000.95
JEPQ0.770.951.00