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Lee Bebe Actual 07282023
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


GLD 94%WLKP 2%EPD 2%JEPI 2%CommodityCommodityEquityEquity
PositionCategory/SectorWeight
EPD
Enterprise Products Partners L.P.
Energy

2%

GLD
SPDR Gold Trust
Precious Metals, Gold

94%

JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

2%

WLKP
Westlake Chemical Partners LP
Basic Materials

2%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lee Bebe Actual 07282023, 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


0.00%5.00%10.00%15.00%20.00%2024FebruaryMarchAprilMayJune
13.80%
14.20%
Lee Bebe Actual 07282023
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
Lee Bebe Actual 0728202311.84%-0.91%13.80%18.39%N/AN/A
WLKP
Westlake Chemical Partners LP
8.71%1.71%5.92%12.60%6.64%N/A
EPD
Enterprise Products Partners L.P.
11.90%-1.22%12.54%17.32%7.55%4.10%
JEPI
JPMorgan Equity Premium Income ETF
5.78%-0.35%6.05%11.56%N/AN/A
GLD
SPDR Gold Trust
12.02%-0.98%14.13%18.62%11.11%5.72%

Monthly Returns

The table below presents the monthly returns of Lee Bebe Actual 07282023, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.07%0.47%8.29%2.69%1.78%11.84%
20235.79%-5.27%7.43%0.97%-1.41%-1.92%2.33%-1.13%-4.59%6.81%2.68%1.13%12.54%
2022-1.46%5.80%1.44%-1.96%-2.97%-1.92%-2.07%-2.92%-3.27%-1.22%8.07%2.69%-0.54%
2021-2.95%-5.72%-0.76%3.76%7.36%-6.68%2.32%-0.08%-3.30%1.73%-0.97%3.57%-2.63%
20200.73%2.29%10.25%-0.11%-4.28%-0.43%-4.18%6.87%10.76%

Expense Ratio

Lee Bebe Actual 07282023 has a high expense ratio of 0.38%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Lee Bebe Actual 07282023 is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Lee Bebe Actual 07282023 is 3939
Lee Bebe Actual 07282023
The Sharpe Ratio Rank of Lee Bebe Actual 07282023 is 2828Sharpe Ratio Rank
The Sortino Ratio Rank of Lee Bebe Actual 07282023 is 2828Sortino Ratio Rank
The Omega Ratio Rank of Lee Bebe Actual 07282023 is 3232Omega Ratio Rank
The Calmar Ratio Rank of Lee Bebe Actual 07282023 is 5050Calmar Ratio Rank
The Martin Ratio Rank of Lee Bebe Actual 07282023 is 5555Martin 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.


Lee Bebe Actual 07282023
Sharpe ratio
The chart of Sharpe ratio for Lee Bebe Actual 07282023, currently valued at 1.40, compared to the broader market0.002.004.001.40
Sortino ratio
The chart of Sortino ratio for Lee Bebe Actual 07282023, currently valued at 2.02, compared to the broader market-2.000.002.004.006.002.02
Omega ratio
The chart of Omega ratio for Lee Bebe Actual 07282023, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for Lee Bebe Actual 07282023, currently valued at 1.60, compared to the broader market0.002.004.006.008.0010.001.60
Martin ratio
The chart of Martin ratio for Lee Bebe Actual 07282023, currently valued at 7.01, compared to the broader market0.0010.0020.0030.0040.0050.007.01
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
WLKP
Westlake Chemical Partners LP
0.661.091.140.592.72
EPD
Enterprise Products Partners L.P.
1.772.471.303.228.30
JEPI
JPMorgan Equity Premium Income ETF
1.682.361.311.787.00
GLD
SPDR Gold Trust
1.351.951.251.366.57

Sharpe Ratio

The current Lee Bebe Actual 07282023 Sharpe ratio is 1.40. 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 1.43 to 2.37, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Lee Bebe Actual 07282023 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 Ratio0.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.40
2.21
Lee Bebe Actual 07282023
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Lee Bebe Actual 07282023 granted a 0.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Lee Bebe Actual 072820230.46%0.49%0.55%0.44%0.46%0.26%0.27%0.24%0.24%0.22%0.09%0.08%
WLKP
Westlake Chemical Partners LP
8.35%8.71%8.02%7.02%7.91%6.81%6.69%5.77%5.94%5.18%0.59%0.00%
EPD
Enterprise Products Partners L.P.
7.14%7.51%7.79%8.20%9.09%6.23%6.97%6.29%5.88%5.90%3.96%4.07%
JEPI
JPMorgan Equity Premium Income ETF
7.36%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GLD
SPDR Gold Trust
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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-4.38%
0
Lee Bebe Actual 07282023
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Lee Bebe Actual 07282023. 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 Lee Bebe Actual 07282023 was 20.50%, occurring on Sep 26, 2022. Recovery took 298 trading sessions.

The current Lee Bebe Actual 07282023 drawdown is 4.38%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.5%Mar 9, 2022139Sep 26, 2022298Dec 1, 2023437
-16.43%Aug 7, 2020146Mar 8, 2021253Mar 8, 2022399
-5.43%May 21, 202413Jun 7, 2024
-4.29%Dec 4, 20237Dec 12, 202310Dec 27, 202317
-3.98%Apr 17, 202410Apr 30, 202411May 15, 202421

Volatility

Volatility Chart

The current Lee Bebe Actual 07282023 volatility is 5.65%, 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%3.00%4.00%5.00%6.00%2024FebruaryMarchAprilMayJune
5.65%
2.41%
Lee Bebe Actual 07282023
Benchmark (^GSPC)
Portfolio components

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.

GLDJEPIWLKPEPD
GLD1.000.130.160.17
JEPI0.131.000.320.38
WLKP0.160.321.000.38
EPD0.170.380.381.00
The correlation results are calculated based on daily price changes starting from May 22, 2020