Current Portfolio
Mirror current portfolio, reviewed monthly.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
KO The Coca-Cola Company | Consumer Defensive | 25% |
NEE NextEra Energy, Inc. | Utilities | 25% |
TROW T. Rowe Price Group, Inc. | Financial Services | 25% |
Performance
Performance Chart
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The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| Current Portfolio | -2.19% | 2.71% | -4.50% | 1.11% | N/A | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -4.05% | 6.07% | -2.74% | 7.10% | N/A | N/A |
KO The Coca-Cola Company | 16.13% | -2.09% | 13.97% | 19.05% | 13.20% | 9.17% |
TROW T. Rowe Price Group, Inc. | -16.60% | 7.34% | -20.48% | -16.62% | -0.21% | 4.98% |
NEE NextEra Energy, Inc. | -4.70% | 0.73% | -10.11% | -7.50% | 5.51% | 13.24% |
Monthly Returns
The table below presents the monthly returns of Current 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.75% | -0.09% | -3.88% | -1.57% | 1.69% | -2.19% | |||||||
| 2024 | 0.53% | 1.51% | 6.67% | -2.12% | 8.17% | -1.64% | 2.03% | 2.56% | 2.77% | -3.66% | 3.97% | -4.35% | 16.79% |
| 2023 | -1.28% | -2.91% | 5.67% | 1.22% | -2.65% | 2.77% | 3.40% | -5.03% | -7.05% | -2.75% | 5.89% | 3.87% | 0.15% |
| 2022 | -1.94% | -3.23% | 6.97% | -2.48% | -9.09% | 2.60% | 9.71% | -4.53% | -3.29% |
Expense Ratio
Current Portfolio has an expense ratio of 0.09%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Current Portfolio is 6, meaning it’s performing worse than 94% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.35 | 0.62 | 1.10 | 0.35 | 1.20 |
KO The Coca-Cola Company | 1.13 | 1.56 | 1.19 | 1.13 | 2.47 |
TROW T. Rowe Price Group, Inc. | -0.58 | -0.73 | 0.91 | -0.50 | -1.24 |
NEE NextEra Energy, Inc. | -0.26 | -0.25 | 0.97 | -0.39 | -0.75 |
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Dividends
Dividend yield
Current Portfolio provided a 5.66% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.66% | 5.01% | 5.19% | 4.66% | 2.05% | 1.80% | 1.86% | 2.22% | 1.98% | 2.29% | 2.94% | 1.92% |
| Portfolio components: | ||||||||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.40% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KO The Coca-Cola Company | 2.74% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% |
TROW T. Rowe Price Group, Inc. | 5.36% | 4.39% | 4.53% | 4.40% | 3.72% | 2.38% | 2.50% | 3.03% | 2.17% | 2.87% | 5.71% | 2.05% |
NEE NextEra Energy, Inc. | 3.12% | 2.87% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Current 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 Current Portfolio was 19.23%, occurring on Oct 14, 2022. Recovery took 390 trading sessions.
The current Current Portfolio drawdown is 7.44%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.23% | Aug 17, 2022 | 42 | Oct 14, 2022 | 390 | May 6, 2024 | 432 |
| -15.75% | Oct 21, 2024 | 116 | Apr 8, 2025 | — | — | — |
| -11.11% | May 5, 2022 | 30 | Jun 16, 2022 | 28 | Jul 28, 2022 | 58 |
| -4.03% | Jul 15, 2024 | 16 | Aug 5, 2024 | 9 | Aug 16, 2024 | 25 |
| -2.88% | Sep 30, 2024 | 6 | Oct 7, 2024 | 7 | Oct 16, 2024 | 13 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 4.00, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | KO | NEE | JEPQ | TROW | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.33 | 0.38 | 0.93 | 0.75 | 0.78 |
| KO | 0.33 | 1.00 | 0.50 | 0.21 | 0.28 | 0.61 |
| NEE | 0.38 | 0.50 | 1.00 | 0.26 | 0.33 | 0.74 |
| JEPQ | 0.93 | 0.21 | 0.26 | 1.00 | 0.66 | 0.67 |
| TROW | 0.75 | 0.28 | 0.33 | 0.66 | 1.00 | 0.79 |
| Portfolio | 0.78 | 0.61 | 0.74 | 0.67 | 0.79 | 1.00 |