JEFF
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
DIA SPDR Dow Jones Industrial Average ETF | Large Cap Growth Equities | 2.60% |
FXAIX Fidelity 500 Index Fund | Large Cap Blend Equities | 3.70% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 9.60% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 17.30% |
JPST JPMorgan Ultra-Short Income ETF | Money Market, Actively Managed | 42.90% |
QQQ Invesco QQQ | Large Cap Blend Equities | 6.10% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 17.80% |
Performance
Performance Chart
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The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
JEFF | -1.20% | 4.15% | -1.41% | 7.21% | N/A | N/A |
Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | -0.61% | 5.02% | -3.46% | 5.33% | N/A | N/A |
JPST JPMorgan Ultra-Short Income ETF | 1.69% | 0.58% | 2.35% | 5.34% | 3.07% | N/A |
DIA SPDR Dow Jones Industrial Average ETF | -2.66% | 4.28% | -5.56% | 6.05% | 13.31% | 10.89% |
SPY SPDR S&P 500 ETF | -3.42% | 7.58% | -5.06% | 9.73% | 15.77% | 12.35% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -4.81% | 6.91% | -3.46% | 7.71% | N/A | N/A |
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
FXAIX Fidelity 500 Index Fund | -3.38% | 7.51% | -5.01% | 9.78% | 15.87% | 12.44% |
Monthly Returns
The table below presents the monthly returns of JEFF, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 1.60% | -0.46% | -3.10% | -0.16% | 0.97% | -1.20% | |||||||
2024 | 1.40% | 2.64% | 1.69% | -1.92% | 2.80% | 1.98% | 0.34% | 1.41% | 1.55% | -0.23% | 3.35% | -0.80% | 15.02% |
2023 | 3.53% | -0.93% | 3.06% | 1.28% | 1.15% | 2.86% | 1.93% | -0.31% | -2.19% | -0.66% | 4.92% | 2.51% | 18.28% |
2022 | -2.16% | -3.89% | 4.85% | -2.42% | -5.05% | 3.85% | 3.38% | -3.05% | -4.92% |
Expense Ratio
JEFF has an expense ratio of 0.20%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of JEFF is 61, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.40 | 0.72 | 1.12 | 0.47 | 2.02 |
JPST JPMorgan Ultra-Short Income ETF | 8.80 | 17.47 | 4.10 | 18.14 | 129.60 |
DIA SPDR Dow Jones Industrial Average ETF | 0.38 | 0.78 | 1.11 | 0.49 | 1.73 |
SPY SPDR S&P 500 ETF | 0.50 | 0.88 | 1.13 | 0.56 | 2.17 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.39 | 0.70 | 1.11 | 0.41 | 1.46 |
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
FXAIX Fidelity 500 Index Fund | 0.52 | 0.88 | 1.13 | 0.56 | 2.18 |
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Dividends
Dividend yield
JEFF provided a 5.22% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 5.22% | 4.92% | 4.98% | 3.99% | 1.27% | 1.58% | 1.64% | 1.46% | 0.91% | 0.58% | 0.59% | 0.57% |
Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 8.07% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPST JPMorgan Ultra-Short Income ETF | 4.91% | 5.16% | 4.79% | 1.83% | 0.73% | 1.43% | 2.69% | 2.07% | 0.96% | 0.00% | 0.00% | 0.00% |
DIA SPDR Dow Jones Industrial Average ETF | 1.62% | 1.61% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% |
SPY SPDR S&P 500 ETF | 1.27% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.50% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
FXAIX Fidelity 500 Index Fund | 1.32% | 1.25% | 1.45% | 1.69% | 1.22% | 1.60% | 2.06% | 2.72% | 1.97% | 2.52% | 2.83% | 2.63% |
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 JEFF. 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 JEFF was 10.66%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current JEFF drawdown is 4.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-10.66% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
-9.44% | Aug 17, 2022 | 40 | Oct 12, 2022 | 125 | Apr 13, 2023 | 165 |
-7.81% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
-4.68% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
-4.12% | Aug 1, 2023 | 63 | Oct 27, 2023 | 12 | Nov 14, 2023 | 75 |
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 7 assets, with an effective number of assets of 3.84, 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
^GSPC | JPST | JEPI | DIA | JEPQ | QQQ | FXAIX | SPY | Portfolio | |
---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.09 | 0.83 | 0.87 | 0.93 | 0.94 | 1.00 | 1.00 | 0.99 |
JPST | 0.09 | 1.00 | 0.07 | 0.08 | 0.09 | 0.09 | 0.10 | 0.10 | 0.13 |
JEPI | 0.83 | 0.07 | 1.00 | 0.89 | 0.71 | 0.67 | 0.83 | 0.83 | 0.82 |
DIA | 0.87 | 0.08 | 0.89 | 1.00 | 0.73 | 0.73 | 0.87 | 0.88 | 0.85 |
JEPQ | 0.93 | 0.09 | 0.71 | 0.73 | 1.00 | 0.97 | 0.93 | 0.93 | 0.96 |
QQQ | 0.94 | 0.09 | 0.67 | 0.73 | 0.97 | 1.00 | 0.94 | 0.94 | 0.96 |
FXAIX | 1.00 | 0.10 | 0.83 | 0.87 | 0.93 | 0.94 | 1.00 | 1.00 | 0.99 |
SPY | 1.00 | 0.10 | 0.83 | 0.88 | 0.93 | 0.94 | 1.00 | 1.00 | 0.99 |
Portfolio | 0.99 | 0.13 | 0.82 | 0.85 | 0.96 | 0.96 | 0.99 | 0.99 | 1.00 |