Dividend Income TRYING TO BEAT S&P500
DIVIDENDS
Asset Allocation
| Position | Category/Sector | Target 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
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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 | 0.51% | 6.15% | -2.00% | 12.92% | 14.19% | 10.85% |
| Dividend Income TRYING TO BEAT S&P500 | 2.65% | 1.98% | -8.71% | -16.20% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | 0.17% | 1.79% | -3.98% | 7.73% | 10.94% | N/A |
IEP Icahn Enterprises L.P. | 6.22% | 1.14% | -16.89% | -38.52% | -16.78% | -9.19% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.97% | 3.72% | -2.54% | 8.58% | 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 7.23% | 1.74% | -5.18% | -2.70% | 1.98% | 2.65% | |||||||
| 2024 | 4.28% | 6.54% | -4.36% | 0.34% | 1.22% | 0.82% | 3.43% | -9.36% | 2.23% | -3.69% | -1.44% | -11.07% | -11.97% |
| 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. 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 Dividend Income TRYING TO BEAT S&P500 is 1, meaning it’s performing worse than 99% 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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 0.56 | 0.81 | 1.13 | 0.54 | 2.23 |
IEP Icahn Enterprises L.P. | -0.85 | -1.11 | 0.85 | -0.50 | -1.25 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.43 | 0.67 | 1.10 | 0.38 | 1.30 |
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Dividends
Dividend yield
Dividend Income TRYING TO BEAT S&P500 provided a 19.88% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 19.88% | 24.43% | 22.06% | 13.18% | 9.71% | 9.34% | 6.50% | 6.13% | 5.66% | 5.00% | 4.89% | 3.24% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 8.01% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEP Icahn Enterprises L.P. | 30.12% | 40.37% | 34.90% | 15.79% | 16.13% | 15.79% | 13.01% | 12.26% | 11.32% | 10.01% | 9.78% | 6.48% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.27% | 9.65% | 10.02% | 9.44% | 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.
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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 44.09%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Dividend Income TRYING TO BEAT S&P500 drawdown is 37.00%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -44.09% | Apr 18, 2023 | 496 | Apr 8, 2025 | — | — | — |
| -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 chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 2.67, 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 | IEP | JEPI | JEPQ | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.26 | 0.82 | 0.93 | 0.56 |
| IEP | 0.26 | 1.00 | 0.26 | 0.20 | 0.92 |
| JEPI | 0.82 | 0.26 | 1.00 | 0.71 | 0.53 |
| JEPQ | 0.93 | 0.20 | 0.71 | 1.00 | 0.50 |
| Portfolio | 0.56 | 0.92 | 0.53 | 0.50 | 1.00 |