Dividend Income TRYING TO BEAT S&P500
DIVIDENDS
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IEP Icahn Enterprises L.P. | Industrials | 50% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
Performance
Performance Chart
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
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
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% |
| Dividend Income TRYING TO BEAT S&P500 | 2.07% | -0.49% | -4.26% | 11.11% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | 13.65% | 0.38% | 9.87% | 22.53% | N/A | N/A |
IEP Icahn Enterprises L.P. | -12.04% | -2.59% | -18.63% | -5.10% | -15.19% | -7.50% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 20.41% | 2.84% | 13.04% | 34.37% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Dividend Income TRYING TO BEAT S&P500, 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 | 4.28% | 6.54% | -4.36% | 0.34% | 1.22% | 0.82% | 3.44% | -9.36% | 2.23% | 2.07% | |||
| 2023 | 5.09% | -0.68% | 2.22% | 0.33% | -25.08% | 11.23% | 10.95% | -21.44% | -2.61% | -8.69% | 6.91% | 2.21% | -24.44% |
| 2022 | -1.89% | -5.62% | 8.81% | -1.84% | -5.68% | 7.92% | 1.22% | -2.53% | -0.68% |
Expense Ratio
Dividend Income TRYING TO BEAT S&P500 has an expense ratio of 0.17%, which is considered low compared to other funds. 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 Dividend Income TRYING TO BEAT S&P500 is 3, indicating that it is in the bottom 3% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 3.35 | 4.72 | 1.69 | 4.28 | 24.91 |
IEP Icahn Enterprises L.P. | -0.15 | 0.10 | 1.02 | -0.09 | -0.42 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.96 | 3.81 | 1.61 | 3.36 | 14.57 |
Dividends
Dividend yield
Dividend Income TRYING TO BEAT S&P500 provided a 19.78% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend Income TRYING TO BEAT S&P500 | 19.78% | 22.06% | 13.18% | 9.71% | 9.34% | 6.50% | 6.13% | 5.66% | 5.00% | 4.90% | 3.26% | 2.05% |
| Portfolio components: | ||||||||||||
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% |
IEP Icahn Enterprises L.P. | 31.32% | 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 | 9.35% | 10.02% | 9.44% | 0.00% | 0.00% | 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 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 36.99%, occurring on Sep 10, 2024. The portfolio has not yet recovered.
The current Dividend Income TRYING TO BEAT S&P500 drawdown is 28.83%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -36.99% | Apr 18, 2023 | 352 | Sep 10, 2024 | — | — | — |
| -9.46% | Aug 17, 2022 | 32 | Sep 30, 2022 | 72 | Jan 13, 2023 | 104 |
| -8.75% | May 5, 2022 | 30 | Jun 16, 2022 | 29 | Jul 29, 2022 | 59 |
| -3.92% | Feb 16, 2023 | 16 | Mar 10, 2023 | 13 | Mar 29, 2023 | 29 |
| -1.24% | Jan 17, 2023 | 3 | Jan 19, 2023 | 3 | Jan 24, 2023 | 6 |
Volatility
Volatility Chart
The current Dividend Income TRYING TO BEAT S&P500 volatility is 10.85%, 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
| IEP | JEPQ | JEPI | |
|---|---|---|---|
| IEP | 1.00 | 0.19 | 0.24 |
| JEPQ | 0.19 | 1.00 | 0.70 |
| JEPI | 0.24 | 0.70 | 1.00 |