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Dividend Income TRYING TO BEAT S&P500

Last updated Feb 24, 2024

DIVIDENDS

Asset Allocation


IEP 50%JEPI 25%JEPQ 25%EquityEquity
PositionCategory/SectorWeight
IEP
Icahn Enterprises L.P.
Industrials

50%

JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

25%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Large Cap Growth Equities, Dividend

25%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Dividend Income TRYING TO BEAT S&P500, 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


-10.00%-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
9.62%
15.51%
Dividend Income TRYING TO BEAT S&P500
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Dividend Income TRYING TO BEAT S&P50010.37%6.67%9.62%-20.22%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
4.01%2.34%7.84%14.67%N/AN/A
IEP
Icahn Enterprises L.P.
15.42%10.71%6.68%-55.47%-9.60%-4.90%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
6.82%2.96%16.85%39.00%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20244.27%
202310.95%-21.44%-2.61%-8.69%6.91%2.21%

Sharpe Ratio

The current Dividend Income TRYING TO BEAT S&P500 Sharpe ratio is -0.64. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

0.002.004.00-0.64

The Sharpe ratio of Dividend Income TRYING TO BEAT S&P500 is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio-1.000.001.002.00SeptemberOctoberNovemberDecember2024February
-0.64
2.23
Dividend Income TRYING TO BEAT S&P500
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend Income TRYING TO BEAT S&P500 granted a 19.40% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend Income TRYING TO BEAT S&P50019.40%22.06%13.18%9.71%9.34%6.50%6.13%5.66%5.00%4.90%3.26%2.05%
JEPI
JPMorgan Equity Premium Income ETF
7.87%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IEP
Icahn Enterprises L.P.
30.24%34.90%15.79%16.13%15.79%13.01%12.26%11.32%10.01%9.79%6.52%4.11%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.25%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Dividend Income TRYING TO BEAT S&P500 features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Dividend Income TRYING TO BEAT S&P500
-0.64
JEPI
JPMorgan Equity Premium Income ETF
1.74
IEP
Icahn Enterprises L.P.
-0.79
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
3.48

Asset Correlations Table

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

IEPJEPQJEPI
IEP1.000.200.26
JEPQ0.201.000.73
JEPI0.260.731.00

Drawdowns Chart

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


-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2024February
-23.05%
0
Dividend Income TRYING TO BEAT S&P500
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dividend Income TRYING TO BEAT S&P500. 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 Dividend Income TRYING TO BEAT S&P500 was 36.20%, occurring on Oct 31, 2023. The portfolio has not yet recovered.

The current Dividend Income TRYING TO BEAT S&P500 drawdown is 23.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.2%Apr 18, 2023137Oct 31, 2023
-9.46%Aug 17, 202232Sep 30, 202272Jan 13, 2023104
-8.75%May 5, 202230Jun 16, 202229Jul 29, 202259
-3.92%Feb 16, 202316Mar 10, 202313Mar 29, 202329
-1.24%Jan 17, 20233Jan 19, 20233Jan 24, 20236

Volatility Chart

The current Dividend Income TRYING TO BEAT S&P500 volatility is 6.68%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2024February
6.68%
3.90%
Dividend Income TRYING TO BEAT S&P500
Benchmark (^GSPC)
Portfolio components
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