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PENSION 1

Last updated May 27, 2023

BEAT 500 DRAWDOWN VOL

Asset Allocation


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


-40.00%-30.00%-20.00%-10.00%0.00%10.00%December2023FebruaryMarchAprilMay
-38.05%
6.10%
PENSION 1
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark1.70%9.53%4.45%1.14%-2.08%-2.08%
PENSION 1-41.36%-37.34%-38.27%-36.44%-35.24%-35.24%
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%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

IEPJEPQ
IEP1.000.35
JEPQ0.351.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current PENSION 1 Sharpe ratio is -0.98. 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.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.000.200.40Tue 09Thu 11Sat 13Mon 15Wed 17Fri 19May 21Tue 23Thu 25
-0.98
0.27
PENSION 1
Benchmark (^GSPC)
Portfolio components

Dividend yield

PENSION 1 granted a 46.57% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
PENSION 146.57%15.52%15.51%17.51%16.89%17.79%18.13%18.01%19.58%13.93%9.34%2.11%
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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-40.00%-30.00%-20.00%-10.00%0.00%December2023FebruaryMarchAprilMay
-42.84%
-2.32%
PENSION 1
Benchmark (^GSPC)
Portfolio components

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, 202328May 25, 2023
-9.31%May 18, 202225Jun 23, 202225Jul 29, 202250
-8.98%Aug 17, 202228Sep 26, 202273Jan 10, 2023101
-3.68%Feb 16, 202316Mar 10, 202313Mar 29, 202329
-3.54%May 9, 20221May 9, 20226May 17, 20227

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.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%December2023FebruaryMarchAprilMay
33.68%
3.82%
PENSION 1
Benchmark (^GSPC)
Portfolio components