PENSION 1
BEAT 500 DRAWDOWN VOL
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
IEP Icahn Enterprises L.P. | Industrials | 75% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Large Cap Growth Equities, Dividend | 25% |
Performance
The chart shows the growth of an initial investment of $10,000 in PENSION 1, 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
Returns
As of May 27, 2023, the PENSION 1 returned -37.34% Year-To-Date and -35.24% of annualized return in the last 10 years.
| 1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 1.70% | 9.53% | 4.45% | 1.14% | -2.08% | -2.08% |
| PENSION 1 | -41.36% | -37.34% | -38.27% | -36.44% | -35.24% | -35.24% |
| Portfolio components: | ||||||
IEP Icahn Enterprises L.P. | -56.86% | -55.04% | -55.20% | -52.70% | -50.54% | -50.54% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 5.16% | 20.91% | 15.01% | 9.35% | 5.02% | 5.02% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| IEP | JEPQ | |
|---|---|---|
| IEP | 1.00 | 0.35 |
| JEPQ | 0.35 | 1.00 |
Dividend yield
PENSION 1 granted a 46.57% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| PENSION 1 | 46.57% | 15.52% | 15.51% | 17.51% | 16.89% | 17.79% | 18.13% | 18.01% | 19.58% | 13.93% | 9.34% | 2.11% |
| Portfolio components: | ||||||||||||
IEP Icahn Enterprises L.P. | 58.11% | 17.42% | 20.69% | 23.35% | 22.52% | 23.72% | 24.18% | 24.01% | 26.10% | 18.58% | 12.46% | 2.82% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.96% | 9.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The PENSION 1 has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
IEP Icahn Enterprises L.P. | -1.01 | ||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.73 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the PENSION 1. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the PENSION 1 is 43.03%, recorded on May 25, 2023. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -43.03% | Apr 18, 2023 | 28 | May 25, 2023 | — | — | — |
| -9.31% | May 18, 2022 | 25 | Jun 23, 2022 | 25 | Jul 29, 2022 | 50 |
| -8.98% | Aug 17, 2022 | 28 | Sep 26, 2022 | 73 | Jan 10, 2023 | 101 |
| -3.68% | Feb 16, 2023 | 16 | Mar 10, 2023 | 13 | Mar 29, 2023 | 29 |
| -3.54% | May 9, 2022 | 1 | May 9, 2022 | 6 | May 17, 2022 | 7 |
Volatility Chart
The current PENSION 1 volatility is 33.68%, 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.