Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 33.33% |
O Realty Income Corporation | Real Estate | 33.33% |
SCHD Schwab U.S. Dividend Equity ETF | Dividend | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Roth IRA (Dividend ver.), 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.
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The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.11% | -3.43% | -3.84% | -1.98% | 16.08% | 16.86% | 10.37% | 12.29% |
Portfolio Roth IRA (Dividend ver.) | 0.26% | -3.98% | 8.26% | 7.99% | 12.49% | 9.39% | 7.57% | — |
| Portfolio components: | ||||||||
JEPI JPMorgan Equity Premium Income ETF | 0.07% | -3.33% | 0.53% | 3.26% | 7.70% | 9.62% | 8.34% | — |
SCHD Schwab U.S. Dividend Equity ETF | 0.16% | -2.44% | 12.35% | 13.88% | 13.89% | 11.70% | 8.35% | 12.30% |
O Realty Income Corporation | 0.53% | -6.12% | 11.80% | 6.39% | 15.07% | 5.34% | 4.90% | 5.14% |
Monthly Returns
Based on dividend-adjusted daily data since May 22, 2020, Roth IRA (Dividend ver.)'s average daily return is +0.05%, while the average monthly return is +1.01%. At this rate, your investment would double in approximately 5.7 years.
Historically, 61% of months were positive and 39% were negative. The best month was Oct 2022 with a return of +8.7%, while the worst month was Sep 2022 at -9.3%. The longest winning streak lasted 5 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Roth IRA (Dividend ver.) closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +5.6%, while the worst single day was Jun 11, 2020 at -5.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 6.66% | 6.54% | -5.25% | 0.54% | 8.26% | ||||||||
| 2025 | 2.39% | 2.92% | -0.72% | -3.14% | 0.44% | 2.27% | -0.69% | 4.12% | 1.06% | -1.84% | 1.82% | -0.32% | 8.38% |
| 2024 | -0.95% | 0.25% | 3.68% | -2.61% | 1.09% | 0.15% | 5.84% | 4.69% | 1.76% | -2.19% | 2.36% | -5.95% | 7.78% |
| 2023 | 3.73% | -3.67% | 0.22% | 0.38% | -3.60% | 3.14% | 2.75% | -3.04% | -5.72% | -3.17% | 8.45% | 5.14% | 3.66% |
| 2022 | -2.97% | -2.54% | 3.85% | -2.46% | 0.81% | -3.72% | 5.79% | -4.38% | -9.31% | 8.71% | 4.59% | -1.51% | -4.48% |
| 2021 | -2.39% | 3.06% | 7.06% | 4.68% | 1.37% | -0.50% | 2.95% | 2.31% | -5.95% | 6.37% | -1.64% | 6.27% | 25.24% |
Benchmark Metrics
Roth IRA (Dividend ver.) has an annualized alpha of 3.50%, beta of 0.59, and R² of 0.56 versus S&P 500 Index. Calculated based on daily prices since May 22, 2020.
- This portfolio participated in 77.25% of S&P 500 Index downside but only 73.81% of its upside — more exposed to losses than it benefited from rallies.
- This portfolio generated an annualized alpha of 3.50% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
- Beta of 0.59 indicates this portfolio moves significantly less than S&P 500 Index — a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 3.50%
- Beta
- 0.59
- R²
- 0.56
- Upside Capture
- 73.81%
- Downside Capture
- 77.25%
Expense Ratio
Roth IRA (Dividend ver.) has an expense ratio of 0.14%, 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.
Return for Risk
Risk / Return Rank
Roth IRA (Dividend ver.) ranks 23 for risk / return — below 23% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.98 | 0.88 | +0.10 |
Sortino ratioReturn per unit of downside risk | 1.44 | 1.37 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.21 | 0.00 |
Calmar ratioReturn relative to maximum drawdown | 1.20 | 1.39 | -0.19 |
Martin ratioReturn relative to average drawdown | 5.04 | 6.43 | -1.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 30 | 0.58 | 0.92 | 1.15 | 0.79 | 3.80 |
SCHD Schwab U.S. Dividend Equity ETF | 40 | 0.89 | 1.34 | 1.19 | 1.09 | 3.69 |
O Realty Income Corporation | 66 | 0.90 | 1.29 | 1.16 | 1.35 | 4.03 |
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Dividends
Dividend yield
Roth IRA (Dividend ver.) provided a 5.70% dividend yield over the last twelve months.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.70% | 6.08% | 5.45% | 5.74% | 6.58% | 4.41% | 4.49% | 2.22% | 2.42% | 2.36% | 2.36% | 2.46% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 8.46% | 8.25% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab U.S. Dividend Equity ETF | 3.45% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
O Realty Income Corporation | 5.20% | 6.19% | 5.37% | 5.33% | 4.68% | 3.87% | 4.51% | 3.69% | 4.19% | 4.45% | 4.18% | 4.41% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Roth IRA (Dividend ver.). 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 Roth IRA (Dividend ver.) was 16.98%, occurring on Oct 14, 2022. Recovery took 397 trading sessions.
The current Roth IRA (Dividend ver.) drawdown is 5.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.98% | Apr 21, 2022 | 123 | Oct 14, 2022 | 397 | May 15, 2024 | 520 |
| -13.83% | Oct 21, 2024 | 116 | Apr 8, 2025 | 107 | Sep 11, 2025 | 223 |
| -7.92% | Jan 5, 2022 | 43 | Mar 8, 2022 | 29 | Apr 19, 2022 | 72 |
| -7.78% | Jun 9, 2020 | 14 | Jun 26, 2020 | 27 | Aug 5, 2020 | 41 |
| -6.81% | Mar 3, 2026 | 19 | Mar 27, 2026 | — | — | — |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 3 assets, with an effective number of assets of 3.00, 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
| Benchmark | O | SCHD | JEPI | Portfolio | |
|---|---|---|---|---|---|
| Benchmark | 1.00 | 0.36 | 0.72 | 0.80 | 0.67 |
| O | 0.36 | 1.00 | 0.51 | 0.48 | 0.84 |
| SCHD | 0.72 | 0.51 | 1.00 | 0.78 | 0.85 |
| JEPI | 0.80 | 0.48 | 0.78 | 1.00 | 0.81 |
| Portfolio | 0.67 | 0.84 | 0.85 | 0.81 | 1.00 |