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Dividend Income TRYING TO BEAT S&P500
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Dividend Income TRYING TO BEAT S&P500

Last updated May 9, 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		Actively Managed, Dividend, Derivative Income

25%

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

25%

S&P 500

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%December2024FebruaryMarchAprilMay
-16.85%
20.64%
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 By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		8.76%-0.28%18.36%25.94%12.51%10.71%
Dividend Income TRYING TO BEAT S&P50010.81%3.82%10.00%-10.72%N/AN/A
Portfolio components:
JEPI
JPMorgan Equity Premium Income ETF		5.59%-0.19%9.88%12.24%N/AN/A
IEP
Icahn Enterprises L.P.		13.74%7.72%6.26%-39.82%-11.68%-4.37%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.99%0.12%16.02%29.12%N/AN/A

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20244.28%6.54%-4.36%0.32%
2023-8.69%6.91%2.21%

Expense Ratio

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.

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 Dividend Income TRYING TO BEAT S&P500 is 1, indicating that it is in the bottom 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of Dividend Income TRYING TO BEAT S&P500 is 11
Dividend Income TRYING TO BEAT S&P500
The Sharpe Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 11Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 11Sortino Ratio Rank
The Omega Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 11Omega Ratio Rank
The Calmar Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 11Calmar Ratio Rank
The Martin Ratio Rank of Dividend Income TRYING TO BEAT S&P500 is 11Martin 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.

Dividend Income TRYING TO BEAT S&P500
Sharpe ratio
The chart of Sharpe ratio for Dividend Income TRYING TO BEAT S&P500, currently valued at -0.35, compared to the broader market0.002.004.00-0.35
Sortino ratio
The chart of Sortino ratio for Dividend Income TRYING TO BEAT S&P500, currently valued at -0.31, compared to the broader market-2.000.002.004.006.00-0.31
Omega ratio
The chart of Omega ratio for Dividend Income TRYING TO BEAT S&P500, currently valued at 0.95, compared to the broader market0.801.001.201.401.601.800.95
Calmar ratio
The chart of Calmar ratio for Dividend Income TRYING TO BEAT S&P500, currently valued at -0.26, compared to the broader market0.002.004.006.008.0010.00-0.26
Martin ratio
The chart of Martin ratio for Dividend Income TRYING TO BEAT S&P500, currently valued at -0.49, compared to the broader market0.0010.0020.0030.0040.00-0.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.19, compared to the broader market0.002.004.002.19
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.40, compared to the broader market0.0010.0020.0030.0040.008.40
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF		1.662.321.301.787.03
IEP
Icahn Enterprises L.P.		-0.63-0.650.90-0.57-0.95
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		2.593.491.484.3316.23

Sharpe Ratio

The current Dividend Income TRYING TO BEAT S&P500 Sharpe ratio is -0.35. 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 1.52 to 2.45, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Dividend Income TRYING TO BEAT S&P500 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 Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
-0.35
2.19
Dividend Income TRYING TO BEAT S&P500
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend Income TRYING TO BEAT S&P500 granted a 17.54% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Dividend Income TRYING TO BEAT S&P50017.54%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		7.34%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.		26.94%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		8.95%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.

-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-22.74%
-1.27%
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 22.74%.

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

Volatility Chart

The current Dividend Income TRYING TO BEAT S&P500 volatility is 5.15%, 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%December2024FebruaryMarchAprilMay
5.15%
4.08%
Dividend Income TRYING TO BEAT S&P500
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.
IEPJEPQJEPI
IEP1.000.200.25
JEPQ0.201.000.73
JEPI0.250.731.00