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Dividends Pension
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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 every 3 months.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
19.16%
28.49%
Dividends Pension
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-6.06%-3.27%-4.87%9.44%14.30%10.11%
Dividends Pension-0.21%-2.77%-1.74%9.47%N/AN/A
VICI
VICI Properties Inc.
11.80%1.00%3.18%19.27%21.84%N/A
ARCC
Ares Capital Corporation
-1.35%-5.04%2.29%12.07%23.92%12.35%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
-6.90%-2.99%-2.76%9.37%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
-2.67%-3.71%-3.57%5.59%N/AN/A
IEP
Icahn Enterprises L.P.
3.32%-9.08%-39.13%-39.27%-15.83%-9.52%
*Annualized

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.71%1.57%-3.06%-2.28%-0.21%
20240.20%1.97%2.06%-2.61%3.03%1.07%2.18%2.05%1.78%-1.27%3.98%-3.36%11.35%
20234.86%-1.14%0.99%2.17%-6.98%4.35%3.29%-3.64%-2.27%-2.85%6.24%4.15%8.57%
2022-2.67%-4.48%9.52%-2.50%-8.34%8.42%3.96%-3.69%-1.23%

Expense Ratio

Dividends Pension has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for JEPQ: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPQ: 0.35%
Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividends Pension is 57, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Dividends Pension is 5757
Overall Rank
The Sharpe Ratio Rank of Dividends Pension is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of Dividends Pension is 4747
Sortino Ratio Rank
The Omega Ratio Rank of Dividends Pension is 6060
Omega Ratio Rank
The Calmar Ratio Rank of Dividends Pension is 5353
Calmar Ratio Rank
The Martin Ratio Rank of Dividends Pension is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.59, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.59
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.94, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.94
^GSPC: 0.77
The chart of Omega ratio for Portfolio, currently valued at 1.15, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.15
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.65, compared to the broader market0.002.004.006.00
Portfolio: 0.65
^GSPC: 0.47
The chart of Martin ratio for Portfolio, currently valued at 3.30, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 3.30
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VICI
VICI Properties Inc.
0.961.501.181.283.24
ARCC
Ares Capital Corporation
0.570.921.140.612.78
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
0.440.761.120.451.72
JEPI
JPMorgan Equity Premium Income ETF
0.370.621.100.391.79
IEP
Icahn Enterprises L.P.
-0.85-1.130.85-0.49-1.36

The current Dividends Pension Sharpe ratio is 0.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 0.39 to 0.87, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Dividends Pension with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.59
0.46
Dividends Pension
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividends Pension provided a 11.07% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio11.07%11.12%10.85%9.46%5.61%5.86%4.25%4.53%3.07%2.84%3.18%2.66%
VICI
VICI Properties Inc.
5.32%5.81%5.05%4.63%4.58%4.93%4.59%5.32%0.00%0.00%0.00%0.00%
ARCC
Ares Capital Corporation
9.10%8.77%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
11.29%9.66%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF
7.88%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
IEP
Icahn Enterprises L.P.
35.25%40.37%34.90%15.79%16.13%15.79%13.01%12.26%11.32%10.01%9.79%6.49%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.44%
-10.07%
Dividends Pension
Benchmark (^GSPC)
Portfolio components

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 14.11%, occurring on Apr 8, 2025. The portfolio has not yet recovered.

The current Dividends Pension drawdown is 5.44%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.11%Feb 21, 202533Apr 8, 2025
-13.45%Aug 17, 202232Sep 30, 2022144Apr 28, 2023176
-10.58%Jul 27, 202366Oct 27, 202340Dec 26, 2023106
-10.57%May 5, 202230Jun 16, 202227Jul 27, 202257
-8.16%May 1, 202319May 25, 202338Jul 21, 202357

Volatility

Volatility Chart

The current Dividends Pension volatility is 12.14%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
12.14%
14.23%
Dividends Pension
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
1.002.003.004.005.00
Effective Assets: 4.65

The portfolio contains 5 assets, with an effective number of assets of 4.65, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

^GSPCIEPVICIARCCJEPQJEPIPortfolio
^GSPC1.000.260.450.560.930.830.81
IEP0.261.000.240.250.200.270.43
VICI0.450.241.000.450.320.570.76
ARCC0.560.250.451.000.470.550.75
JEPQ0.930.200.320.471.000.710.71
JEPI0.830.270.570.550.711.000.82
Portfolio0.810.430.760.750.710.821.00
The correlation results are calculated based on daily price changes starting from May 5, 2022