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Retirement dividends US
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Retirement dividends US

Last updated May 18, 2024

2 ETF SPLIT 50/50

Asset Allocation

JEPI 60%JEPQ 40%EquityEquity
PositionCategory/SectorWeight
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income

60%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income

40%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Retirement dividends US , 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

5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
23.24%
23.33%
Retirement dividends US
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		11.18%5.60%17.48%26.33%13.16%10.99%
Retirement dividends US 8.73%4.21%12.18%18.50%N/AN/A
Portfolio components:
JEPI
JPMorgan Equity Premium Income ETF		6.77%3.86%9.79%12.89%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		11.70%4.72%15.78%27.24%N/AN/A

Monthly Returns

The table below presents the monthly returns of Retirement dividends US , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.27%3.14%2.27%-2.97%8.73%
20233.58%-1.63%4.22%2.40%0.70%3.13%2.18%-0.05%-3.17%-0.95%5.91%2.41%19.96%
2022-2.78%-4.69%6.13%-3.83%-7.35%6.31%5.19%-3.58%-5.52%

Expense Ratio

Retirement dividends US 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.

JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Retirement dividends US is 71, 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.

The Risk-Adjusted Performance Rank of Retirement dividends US is 7171
Retirement dividends US
The Sharpe Ratio Rank of Retirement dividends US is 6363Sharpe Ratio Rank
The Sortino Ratio Rank of Retirement dividends US is 6060Sortino Ratio Rank
The Omega Ratio Rank of Retirement dividends US is 8080Omega Ratio Rank
The Calmar Ratio Rank of Retirement dividends US is 7878Calmar Ratio Rank
The Martin Ratio Rank of Retirement dividends US is 7676Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Retirement dividends US
Sharpe ratio
The chart of Sharpe ratio for Retirement dividends US , currently valued at 2.37, compared to the broader market0.002.004.006.002.37
Sortino ratio
The chart of Sortino ratio for Retirement dividends US , currently valued at 3.26, compared to the broader market-2.000.002.004.006.003.26
Omega ratio
The chart of Omega ratio for Retirement dividends US , currently valued at 1.45, compared to the broader market0.801.001.201.401.601.801.45
Calmar ratio
The chart of Calmar ratio for Retirement dividends US , currently valued at 2.95, compared to the broader market0.002.004.006.008.0010.002.95
Martin ratio
The chart of Martin ratio for Retirement dividends US , currently valued at 11.68, compared to the broader market0.0010.0020.0030.0040.0050.0011.68
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.38, compared to the broader market0.002.004.006.002.38
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.37, compared to the broader market-2.000.002.004.006.003.37
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.94, compared to the broader market0.002.004.006.008.0010.001.94
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.12, compared to the broader market0.0010.0020.0030.0040.0050.009.12
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF		1.862.581.341.967.77
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		2.563.451.484.2615.96

Sharpe Ratio

The current Retirement dividends US Sharpe ratio is 2.37. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.77 to 2.60, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Retirement dividends US with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50December2024FebruaryMarchAprilMay
2.37
2.38
Retirement dividends US
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Retirement dividends US granted a 7.88% dividend yield in the last twelve months.

TTM2023202220212020
Retirement dividends US 7.88%9.05%10.78%3.95%3.48%
Portfolio components:
JEPI
JPMorgan Equity Premium Income ETF		7.26%8.40%11.68%6.59%5.79%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		8.81%10.02%9.44%0.00%0.00%

Drawdowns

Drawdowns Chart

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

-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2024FebruaryMarchAprilMay0
-0.09%
Retirement dividends US
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Retirement dividends US . 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 Retirement dividends US was 12.80%, occurring on Oct 12, 2022. Recovery took 117 trading sessions.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.8%Aug 17, 202240Oct 12, 2022117Mar 31, 2023157
-11.31%May 5, 202230Jun 16, 202240Aug 15, 202270
-6.45%Sep 15, 202331Oct 27, 202312Nov 14, 202343
-4.36%Apr 1, 202415Apr 19, 202415May 10, 202430
-2.91%Aug 1, 202314Aug 18, 20238Aug 30, 202322

Volatility

Volatility Chart

The current Retirement dividends US volatility is 2.65%, 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.

1.00%1.50%2.00%2.50%3.00%3.50%4.00%4.50%December2024FebruaryMarchAprilMay
2.65%
3.36%
Retirement dividends US
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.
JEPIJEPQ
JEPI1.000.73
JEPQ0.731.00