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Lee Bebe Actual 07282023
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 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 Every 3 months.


50.00%60.00%70.00%80.00%90.00%100.00%110.00%December2025FebruaryMarchAprilMay
89.33%
92.09%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Lee Bebe Actual 0728202324.26%10.55%20.90%40.74%N/AN/A
WLKP
Westlake Chemical Partners LP
2.19%7.36%7.29%14.51%12.08%9.05%
EPD
Enterprise Products Partners L.P.
1.02%7.19%4.73%15.68%20.49%6.49%
JEPI
JPMorgan Equity Premium Income ETF
-0.58%9.82%-2.84%6.00%N/AN/A
GLD
SPDR Gold Trust
25.81%10.69%22.02%42.63%13.73%10.40%
*Annualized

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
20256.65%1.79%8.80%4.87%0.31%24.26%
2024-1.07%0.47%8.29%2.69%1.77%-0.16%5.14%2.08%4.79%4.04%-2.32%-1.67%26.23%
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 an expense ratio of 0.38%, placing it in the medium range. 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

With an overall rank of 97, Lee Bebe Actual 07282023 is among the top 3% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Lee Bebe Actual 07282023 is 9797
Overall Rank
The Sharpe Ratio Rank of Lee Bebe Actual 07282023 is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of Lee Bebe Actual 07282023 is 9797
Sortino Ratio Rank
The Omega Ratio Rank of Lee Bebe Actual 07282023 is 9696
Omega Ratio Rank
The Calmar Ratio Rank of Lee Bebe Actual 07282023 is 9999
Calmar Ratio Rank
The Martin Ratio Rank of Lee Bebe Actual 07282023 is 9797
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
WLKP
Westlake Chemical Partners LP
0.981.381.181.083.98
EPD
Enterprise Products Partners L.P.
0.861.221.181.023.49
JEPI
JPMorgan Equity Premium Income ETF
0.440.781.130.512.22
GLD
SPDR Gold Trust
2.453.201.415.1213.67

The current Lee Bebe Actual 07282023 Sharpe ratio is 2.47. 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 0.44 to 0.96, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
2.47
0.48
Lee Bebe Actual 07282023
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Lee Bebe Actual 07282023 provided a 0.46% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio0.46%0.44%0.49%0.55%0.44%0.46%0.26%0.27%0.24%0.24%0.22%0.09%
WLKP
Westlake Chemical Partners LP
8.12%8.14%8.70%8.02%7.01%7.90%6.82%6.69%5.78%5.94%5.18%0.59%
EPD
Enterprise Products Partners L.P.
6.92%6.63%7.51%7.79%8.20%9.09%6.24%6.98%6.29%5.88%5.90%3.96%
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%
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-3.20%
-7.82%
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 3.20%.


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
-7.44%Oct 31, 202412Nov 15, 202449Jan 30, 202561
-5.44%May 21, 202413Jun 7, 202425Jul 16, 202438
-5.29%Apr 22, 20258May 1, 20253May 6, 202511

Volatility

Volatility Chart

The current Lee Bebe Actual 07282023 volatility is 8.63%, 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%December2025FebruaryMarchAprilMay
8.63%
11.21%
Lee Bebe Actual 07282023
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 4 assets, with an effective number of assets of 1.13, 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.

^GSPCWLKPEPDGLDJEPIPortfolio
^GSPC1.000.310.420.130.810.16
WLKP0.311.000.360.140.310.19
EPD0.420.361.000.160.390.20
GLD0.130.140.161.000.121.00
JEPI0.810.310.390.121.000.15
Portfolio0.160.190.201.000.151.00
The correlation results are calculated based on daily price changes starting from May 22, 2020