2024
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
INDY iShares India 50 ETF | Asia Pacific Equities | 20% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 20% |
O Realty Income Corporation | Real Estate | 20% |
VHT Vanguard Health Care ETF | Health & Biotech Equities | 20% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 2024, 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 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| 2024 | 13.58% | -2.15% | 11.08% | 28.74% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 23.64% | 1.35% | 17.05% | 41.16% | 15.81% | 13.26% |
INDY iShares India 50 ETF | 9.08% | -4.65% | 6.00% | 22.19% | 9.82% | 6.97% |
VHT Vanguard Health Care ETF | 10.00% | -3.33% | 6.86% | 22.58% | 10.75% | 9.88% |
O Realty Income Corporation | 9.73% | -4.35% | 14.64% | 34.20% | -0.76% | 7.84% |
JEPI JPMorgan Equity Premium Income ETF | 13.65% | 0.21% | 10.07% | 21.36% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 2024, 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 | 0.25% | 1.81% | 2.54% | -2.47% | 1.94% | 2.18% | 3.61% | 3.96% | 1.37% | 13.58% | |||
| 2023 | 2.91% | -3.59% | 1.57% | 2.09% | -1.91% | 3.99% | 2.14% | -2.56% | -4.14% | -2.86% | 7.82% | 5.12% | 10.24% |
| 2022 | -3.64% | -3.02% | 3.82% | -4.17% | -0.83% | -3.60% | 6.88% | -3.93% | -7.51% | 7.04% | 4.63% | -2.89% | -8.18% |
| 2021 | -1.34% | 1.78% | 4.23% | 3.63% | 1.93% | 0.95% | 2.93% | 3.87% | -4.69% | 5.29% | -2.30% | 5.23% | 23.09% |
| 2020 | 4.43% | 3.11% | 5.11% | 4.07% | -1.58% | -2.08% | 8.47% | 4.78% | 29.02% |
Expense Ratio
2024 features an expense ratio of 0.28%, falling within the medium range. 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 2024 is 75, 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 3.62 | 4.77 | 1.68 | 4.14 | 23.93 |
INDY iShares India 50 ETF | 1.76 | 2.30 | 1.34 | 2.55 | 11.24 |
VHT Vanguard Health Care ETF | 2.19 | 3.01 | 1.40 | 1.71 | 10.98 |
O Realty Income Corporation | 1.57 | 2.20 | 1.29 | 0.88 | 4.64 |
JEPI JPMorgan Equity Premium Income ETF | 3.35 | 4.72 | 1.69 | 4.28 | 24.91 |
Dividends
Dividend yield
2024 provided a 2.96% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.96% | 3.39% | 4.62% | 3.99% | 2.63% | 1.61% | 1.64% | 1.56% | 1.63% | 1.66% | 1.60% | 1.91% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
INDY iShares India 50 ETF | 0.29% | 0.38% | 3.75% | 7.12% | 0.08% | 0.58% | 0.59% | 0.27% | 0.48% | 0.57% | 0.52% | 0.76% |
VHT Vanguard Health Care ETF | 1.41% | 1.36% | 1.33% | 1.14% | 1.21% | 1.89% | 1.38% | 1.31% | 1.45% | 1.22% | 1.02% | 1.12% |
O Realty Income Corporation | 4.73% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 2024. 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 2024 was 16.29%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.
The current 2024 drawdown is 2.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.29% | Jan 5, 2022 | 196 | Oct 14, 2022 | 293 | Dec 14, 2023 | 489 |
| -6.97% | Jun 9, 2020 | 3 | Jun 11, 2020 | 25 | Jul 17, 2020 | 28 |
| -6.65% | Sep 3, 2020 | 15 | Sep 24, 2020 | 11 | Oct 9, 2020 | 26 |
| -6.21% | Oct 13, 2020 | 14 | Oct 30, 2020 | 6 | Nov 9, 2020 | 20 |
| -5.4% | Sep 7, 2021 | 18 | Sep 30, 2021 | 17 | Oct 25, 2021 | 35 |
Volatility
Volatility Chart
The current 2024 volatility is 2.33%, 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
| O | INDY | VHT | VOO | JEPI | |
|---|---|---|---|---|---|
| O | 1.00 | 0.28 | 0.44 | 0.44 | 0.52 |
| INDY | 0.28 | 1.00 | 0.44 | 0.56 | 0.47 |
| VHT | 0.44 | 0.44 | 1.00 | 0.72 | 0.77 |
| VOO | 0.44 | 0.56 | 0.72 | 1.00 | 0.81 |
| JEPI | 0.52 | 0.47 | 0.77 | 0.81 | 1.00 |