Dividends Pension
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
VICI VICI Properties Inc. | Real Estate | 25% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Large Cap Growth Equities, Dividend | 25% |
ARCC Ares Capital Corporation | Financial Services | 20% |
JEPI JPMorgan Equity Premium Income ETF | Large Cap Blend Equities, Actively Managed, Dividend | 20% |
IEP Icahn Enterprises L.P. | Industrials | 10% |
Performance
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
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC | N/A | N/A | N/A | N/A | N/A | N/A |
| Dividends Pension | 3.32% | 1.04% | -0.13% | 1.97% | N/A | N/A |
| Portfolio components: | ||||||
VICI VICI Properties Inc. | -3.03% | 4.28% | -4.52% | -5.21% | 12.81% | N/A |
ARCC Ares Capital Corporation | 15.31% | 0.87% | 8.90% | 17.24% | 13.96% | 10.85% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 31.57% | 2.64% | 8.83% | 26.29% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 7.89% | 2.05% | 3.98% | 6.91% | N/A | N/A |
IEP Icahn Enterprises L.P. | -60.60% | -12.64% | -33.08% | -60.30% | -11.87% | -9.22% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | -6.29% | 4.31% | 3.95% | -5.25% | -2.23% | -3.60% | 6.30% |
Dividend yield
Dividends Pension granted a 11.36% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividends Pension | 11.36% | 9.45% | 5.60% | 5.85% | 4.23% | 4.51% | 3.05% | 2.82% | 3.16% | 2.64% | 2.15% | 1.88% |
| Portfolio components: | ||||||||||||
VICI VICI Properties Inc. | 5.24% | 4.63% | 4.58% | 4.92% | 4.58% | 5.31% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ARCC Ares Capital Corporation | 9.89% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% | 8.94% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.67% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.75% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IEP Icahn Enterprises L.P. | 36.52% | 15.79% | 16.13% | 15.79% | 13.01% | 12.26% | 11.32% | 10.01% | 9.79% | 6.52% | 4.11% | 0.89% |
Expense Ratio
The Dividends Pension features an expense ratio of 0.16%, falling within the medium range. 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 | |
|---|---|---|---|---|---|
VICI VICI Properties Inc. | -0.24 | ||||
ARCC Ares Capital Corporation | 0.77 | ||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.97 | ||||
JEPI JPMorgan Equity Premium Income ETF | 0.69 | ||||
IEP Icahn Enterprises L.P. | -0.88 |
Asset Correlations Table
| IEP | VICI | ARCC | JEPQ | JEPI | |
|---|---|---|---|---|---|
| IEP | 1.00 | 0.28 | 0.29 | 0.26 | 0.29 |
| VICI | 0.28 | 1.00 | 0.54 | 0.46 | 0.64 |
| ARCC | 0.29 | 0.54 | 1.00 | 0.54 | 0.59 |
| JEPQ | 0.26 | 0.46 | 0.54 | 1.00 | 0.74 |
| JEPI | 0.29 | 0.64 | 0.59 | 0.74 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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.
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 | — | — | — |
| -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 |
| -0.24% | Aug 2, 2022 | 1 | Aug 2, 2022 | 3 | Aug 5, 2022 | 4 |
Volatility Chart
The current Dividends Pension volatility is 2.91%, 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.