PENSION 1
IEP
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IEP Icahn Enterprises L.P. | Industrials | 100% |
Performance
Performance Chart
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 every 3 months.
The earliest data available for this chart is Jul 23, 1987, corresponding to the inception date of IEP
Returns By Period
As of May 3, 2025, the PENSION 1 returned 8.42% Year-To-Date and -8.99% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.31% | 5.38% | -0.74% | 10.90% | 14.93% | 10.61% |
| PENSION 1 | 8.42% | -0.45% | -21.79% | -36.56% | -15.67% | -8.95% |
| Portfolio components: | ||||||
IEP Icahn Enterprises L.P. | 8.42% | -0.45% | -21.79% | -36.56% | -15.67% | -8.95% |
Monthly Returns
The table below presents the monthly returns of PENSION 1, 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 | 12.34% | 3.59% | -5.48% | -4.53% | 3.24% | 8.42% | |||||||
| 2024 | 6.17% | 9.64% | -10.45% | 3.70% | -1.00% | -0.18% | 7.10% | -20.11% | 1.88% | -7.10% | -8.10% | -21.75% | -37.79% |
| 2023 | 6.14% | 0.09% | -0.13% | -1.78% | -52.84% | 28.62% | 19.43% | -39.44% | -1.54% | -16.58% | 7.75% | 1.90% | -58.78% |
| 2022 | 9.60% | 0.72% | -1.48% | 1.37% | 1.26% | -6.29% | 11.16% | 0.28% | -3.83% | 9.80% | -2.55% | -1.04% | 18.76% |
| 2021 | 10.24% | 14.36% | -12.79% | 7.89% | 0.73% | -2.45% | 5.67% | -2.00% | -9.13% | 15.32% | -9.05% | -1.90% | 12.87% |
| 2020 | 2.80% | -0.77% | -19.38% | 6.98% | 0.30% | -2.88% | 2.72% | 3.53% | -0.92% | 0.24% | 5.30% | 1.20% | -3.55% |
| 2019 | 22.16% | 6.54% | 0.30% | 4.14% | -5.86% | 4.64% | 7.21% | -10.71% | -4.85% | 5.23% | -3.89% | -2.38% | 20.44% |
| 2018 | 10.66% | -6.94% | 7.54% | 14.22% | 8.27% | 3.30% | 8.47% | 1.88% | -7.93% | -3.22% | 0.06% | -14.64% | 18.98% |
| 2017 | -0.98% | -5.21% | -6.33% | 3.14% | -7.03% | 8.30% | 3.27% | -1.41% | 7.19% | 0.60% | -0.99% | -0.43% | -1.17% |
| 2016 | -14.11% | 13.01% | 8.38% | -3.46% | -8.35% | -0.59% | -0.94% | -0.06% | -2.94% | -5.28% | 24.63% | 3.65% | 8.79% |
| 2015 | 4.76% | 0.83% | -6.72% | 2.11% | 0.48% | -4.19% | -6.34% | -7.96% | -8.54% | 18.19% | -5.14% | -16.81% | -28.78% |
| 2014 | 0.93% | 0.72% | -6.42% | -1.70% | 2.92% | -2.64% | 4.26% | 8.92% | -5.20% | -0.25% | 3.70% | -14.32% | -10.60% |
Expense Ratio
PENSION 1 has an expense ratio of 0.00%, meaning no management fees are charged. 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 PENSION 1 is 0, meaning it’s performing worse than 100% 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 | |
|---|---|---|---|---|---|
IEP Icahn Enterprises L.P. | -0.83 | -1.09 | 0.85 | -0.49 | -1.30 |
Dividends
Dividend yield
PENSION 1 provided a 33.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 33.59% | 40.37% | 34.90% | 15.79% | 16.13% | 15.79% | 13.01% | 12.26% | 11.32% | 10.01% | 9.79% | 6.49% |
| Portfolio components: | ||||||||||||
IEP Icahn Enterprises L.P. | 33.59% | 40.37% | 34.90% | 15.79% | 16.13% | 15.79% | 13.01% | 12.26% | 11.32% | 10.01% | 9.79% | 6.49% |
Monthly Dividends
The table below shows the monthly dividends paid by this portfolio.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | $0.00 | $0.00 | $0.50 | $0.00 | $0.00 | $0.50 | |||||||
| 2024 | $0.00 | $0.00 | $1.00 | $0.00 | $1.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $0.50 | $0.00 | $3.50 |
| 2023 | $0.00 | $0.00 | $2.00 | $0.00 | $2.00 | $0.00 | $0.00 | $1.00 | $0.00 | $0.00 | $1.00 | $0.00 | $6.00 |
| 2022 | $0.00 | $0.00 | $2.00 | $0.00 | $2.00 | $0.00 | $0.00 | $2.00 | $0.00 | $0.00 | $2.00 | $0.00 | $8.00 |
| 2021 | $0.00 | $0.00 | $2.00 | $0.00 | $2.00 | $0.00 | $0.00 | $2.00 | $0.00 | $0.00 | $2.00 | $0.00 | $8.00 |
| 2020 | $0.00 | $0.00 | $2.00 | $0.00 | $2.00 | $0.00 | $0.00 | $2.00 | $0.00 | $0.00 | $2.00 | $0.00 | $8.00 |
| 2019 | $0.00 | $0.00 | $2.00 | $0.00 | $2.00 | $0.00 | $0.00 | $2.00 | $0.00 | $0.00 | $2.00 | $0.00 | $8.00 |
| 2018 | $0.00 | $0.00 | $1.75 | $0.00 | $1.75 | $0.00 | $0.00 | $1.75 | $0.00 | $0.00 | $1.75 | $0.00 | $7.00 |
| 2017 | $0.00 | $0.00 | $1.50 | $0.00 | $1.50 | $0.00 | $0.00 | $1.50 | $0.00 | $0.00 | $1.50 | $0.00 | $6.00 |
| 2016 | $0.00 | $0.00 | $1.50 | $0.00 | $1.50 | $0.00 | $0.00 | $1.50 | $0.00 | $0.00 | $1.50 | $0.00 | $6.00 |
| 2015 | $0.00 | $0.00 | $1.50 | $0.00 | $1.50 | $0.00 | $0.00 | $1.50 | $0.00 | $0.00 | $1.50 | $0.00 | $6.00 |
| 2014 | $1.50 | $0.00 | $1.50 | $0.00 | $0.00 | $1.50 | $0.00 | $0.00 | $1.50 | $0.00 | $6.00 |
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 PENSION 1. 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 PENSION 1 was 84.21%, occurring on Nov 20, 2008. Recovery took 1247 trading sessions.
The current PENSION 1 drawdown is 74.33%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -84.21% | Dec 20, 2007 | 233 | Nov 20, 2008 | 1247 | Nov 5, 2013 | 1480 |
| -77.55% | Apr 18, 2023 | 496 | Apr 8, 2025 | — | — | — |
| -66.01% | Dec 10, 2013 | 547 | Feb 11, 2016 | 1758 | Feb 6, 2023 | 2305 |
| -48.21% | Jun 4, 1997 | 367 | Nov 13, 1998 | 1264 | Nov 25, 2003 | 1631 |
| -34.08% | Mar 13, 2007 | 52 | May 24, 2007 | 99 | Oct 15, 2007 | 151 |
Volatility
Volatility Chart
The current PENSION 1 volatility is 15.14%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 1 assets, with an effective number of assets of 1.00, 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 | Portfolio | |
|---|---|---|---|
| ^GSPC | 1.00 | 0.21 | 0.21 |
| IEP | 0.21 | 1.00 | 1.00 |
| Portfolio | 0.21 | 1.00 | 1.00 |