…HI.beta.TEST#1
JEPI70% TIPS15% FNGO15%
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | Leveraged Equities, Leveraged | 15% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 70% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in …HI.beta.TEST#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 Quarterly
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| …HI.beta.TEST#1 | 22.93% | 2.62% | 13.15% | 30.47% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | 16.00% | 1.69% | 9.28% | 20.33% | N/A | N/A |
TIP iShares TIPS Bond ETF | 3.24% | -0.75% | 3.86% | 7.34% | 2.17% | 2.12% |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 81.41% | 9.79% | 39.46% | 113.00% | 56.53% | N/A |
Monthly Returns
The table below presents the monthly returns of …HI.beta.TEST#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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.12% | 4.46% | 1.75% | -3.08% | 3.56% | 3.39% | 0.96% | 1.76% | 2.13% | -0.32% | 22.93% | ||
| 2023 | 7.62% | -0.47% | 6.74% | 1.13% | 3.94% | 4.85% | 2.16% | -1.09% | -4.30% | -1.48% | 7.80% | 3.73% | 34.26% |
| 2022 | -5.13% | -2.82% | 2.72% | -8.01% | -0.79% | -4.76% | 7.01% | -3.82% | -8.85% | 3.46% | 6.63% | -4.27% | -18.46% |
| 2021 | -0.55% | 1.77% | 2.68% | 3.44% | 0.54% | 4.29% | 1.52% | 2.04% | -4.36% | 6.50% | -1.35% | 2.78% | 20.58% |
| 2020 | 1.41% | 2.09% | 8.46% | 10.22% | -3.39% | -2.02% | 7.63% | 5.36% | 32.85% |
Expense Ratio
…HI.beta.TEST#1 features an expense ratio of 0.42%, 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
Risk-Adjusted Performance Rank
The current risk-adjusted rank of …HI.beta.TEST#1 is 76, placing it in the top 24% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 3.04 | 4.23 | 1.62 | 5.53 | 21.64 |
TIP iShares TIPS Bond ETF | 1.49 | 2.21 | 1.27 | 0.57 | 6.88 |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 2.61 | 2.87 | 1.39 | 3.72 | 10.99 |
Dividends
Dividend yield
…HI.beta.TEST#1 provided a 5.29% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.29% | 6.29% | 9.22% | 5.25% | 4.23% | 0.26% | 0.41% | 0.31% | 0.22% | 0.05% | 0.25% | 0.17% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TIP iShares TIPS Bond ETF | 2.39% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% | 1.15% |
FNGO MicroSectors FANG+ Index 2X Leveraged ETN | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 …HI.beta.TEST#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 …HI.beta.TEST#1 was 24.05%, occurring on Oct 14, 2022. Recovery took 160 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -24.05% | Dec 31, 2021 | 199 | Oct 14, 2022 | 160 | Jun 6, 2023 | 359 |
| -8.76% | Jul 20, 2023 | 71 | Oct 27, 2023 | 18 | Nov 22, 2023 | 89 |
| -7.96% | Sep 3, 2020 | 14 | Sep 23, 2020 | 44 | Nov 24, 2020 | 58 |
| -6.66% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -6.18% | Feb 17, 2021 | 12 | Mar 4, 2021 | 21 | Apr 5, 2021 | 33 |
Volatility
Volatility Chart
The current …HI.beta.TEST#1 volatility is 3.05%, 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
| TIP | FNGO | JEPI | |
|---|---|---|---|
| TIP | 1.00 | 0.14 | 0.19 |
| FNGO | 0.14 | 1.00 | 0.49 |
| JEPI | 0.19 | 0.49 | 1.00 |