Dividends Pension
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ARCC Ares Capital Corporation | Financial Services | 20% |
IEP Icahn Enterprises L.P. | Industrials | 10% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 20% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
VICI VICI Properties Inc. | Real Estate | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividends Pension, 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
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Dividends Pension | 11.45% | 0.53% | 9.37% | 24.30% | N/A | N/A |
| Portfolio components: | ||||||
VICI VICI Properties Inc. | 5.65% | -2.51% | 16.28% | 25.56% | 12.28% | N/A |
ARCC Ares Capital Corporation | 15.46% | 3.16% | 9.62% | 24.75% | 13.79% | 13.38% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 20.41% | 2.84% | 13.04% | 34.37% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 13.65% | 0.38% | 9.87% | 22.53% | N/A | N/A |
IEP Icahn Enterprises L.P. | -12.04% | -2.59% | -18.63% | -5.10% | -15.19% | -7.50% |
Monthly Returns
The table below presents the monthly returns of Dividends Pension, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.55% | 2.46% | 1.18% | -2.24% | 2.66% | 0.94% | 2.89% | 0.85% | 1.76% | 11.45% | |||
| 2023 | 4.89% | -1.10% | 1.24% | 2.17% | -6.29% | 4.31% | 3.95% | -5.25% | -2.23% | -3.60% | 6.31% | 4.07% | 7.72% |
| 2022 | -2.67% | -4.48% | 9.44% | -2.46% | -8.41% | 8.46% | 3.94% | -3.72% | -1.35% |
Expense Ratio
Dividends Pension has an expense ratio of 0.16%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividends Pension is 34, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VICI VICI Properties Inc. | 1.31 | 1.91 | 1.25 | 1.33 | 3.39 |
ARCC Ares Capital Corporation | 2.35 | 3.30 | 1.44 | 3.88 | 17.10 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.96 | 3.81 | 1.61 | 3.36 | 14.57 |
JEPI JPMorgan Equity Premium Income ETF | 3.35 | 4.72 | 1.69 | 4.28 | 24.91 |
IEP Icahn Enterprises L.P. | -0.15 | 0.10 | 1.02 | -0.09 | -0.42 |
Dividends
Dividend yield
Dividends Pension provided a 9.97% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividends Pension | 9.97% | 10.85% | 9.45% | 5.60% | 5.85% | 4.23% | 4.51% | 3.05% | 2.82% | 3.16% | 2.64% | 2.15% |
| Portfolio components: | ||||||||||||
VICI VICI Properties Inc. | 5.20% | 5.05% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARCC Ares Capital Corporation | 8.90% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 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. | 31.32% | 34.90% | 15.79% | 16.13% | 15.79% | 13.01% | 12.26% | 11.32% | 10.01% | 9.79% | 6.52% | 4.11% |
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 Dividends Pension. 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 Dividends Pension was 13.52%, occurring on Sep 30, 2022. Recovery took 144 trading sessions.
The current Dividends Pension drawdown is 2.31%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.52% | Aug 17, 2022 | 32 | Sep 30, 2022 | 144 | Apr 28, 2023 | 176 |
| -12.28% | Jul 27, 2023 | 66 | Oct 27, 2023 | 65 | Feb 1, 2024 | 131 |
| -10.57% | May 5, 2022 | 30 | Jun 16, 2022 | 27 | Jul 27, 2022 | 57 |
| -7.41% | May 1, 2023 | 19 | May 25, 2023 | 30 | Jul 11, 2023 | 49 |
| -4.89% | Jul 18, 2024 | 13 | Aug 5, 2024 | 10 | Aug 19, 2024 | 23 |
Volatility
Volatility Chart
The current Dividends Pension volatility is 2.95%, 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
Asset Correlations Table
| IEP | VICI | ARCC | JEPQ | JEPI | |
|---|---|---|---|---|---|
| IEP | 1.00 | 0.24 | 0.23 | 0.19 | 0.24 |
| VICI | 0.24 | 1.00 | 0.47 | 0.36 | 0.58 |
| ARCC | 0.23 | 0.47 | 1.00 | 0.47 | 0.54 |
| JEPQ | 0.19 | 0.36 | 0.47 | 1.00 | 0.70 |
| JEPI | 0.24 | 0.58 | 0.54 | 0.70 | 1.00 |