Lee Bebe Actual 07282023
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Lee Bebe Actual 07282023 | 14.03% | 2.63% | 16.09% | 20.51% | N/A | N/A |
| Portfolio components: | ||||||
WLKP Westlake Chemical Partners LP | 10.93% | 2.72% | 3.30% | 9.42% | 8.01% | N/A |
EPD Enterprise Products Partners L.P. | 16.39% | 1.86% | 11.89% | 18.22% | 7.68% | 3.89% |
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.34% | 5.70% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -1.07% | 0.47% | 8.29% | 2.69% | 1.77% | -0.16% | 14.03% | ||||||
| 2023 | 5.79% | -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% |
| 2020 | 0.73% | 2.29% | 10.25% | -0.11% | -4.28% | -0.43% | -4.18% | 6.87% | 10.76% |
Expense Ratio
Lee Bebe Actual 07282023 features an expense ratio of 0.38%, 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 rank of Lee Bebe Actual 07282023 is 64, 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.
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 | |
|---|---|---|---|---|---|
WLKP Westlake Chemical Partners LP | 0.65 | 1.08 | 1.13 | 0.56 | 2.50 |
EPD Enterprise Products Partners L.P. | 1.76 | 2.50 | 1.31 | 3.15 | 7.88 |
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
GLD SPDR Gold Trust | 1.43 | 2.05 | 1.26 | 1.52 | 6.97 |
Dividends
Dividend yield
Lee Bebe Actual 07282023 granted a 0.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Lee Bebe Actual 07282023 | 0.45% | 0.49% | 0.55% | 0.44% | 0.46% | 0.26% | 0.27% | 0.24% | 0.24% | 0.22% | 0.09% | 0.08% |
| Portfolio components: | ||||||||||||
WLKP Westlake Chemical Partners LP | 8.19% | 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. | 6.87% | 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 | 7.34% | 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.
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 2.74%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.5% | Mar 9, 2022 | 139 | Sep 26, 2022 | 298 | Dec 1, 2023 | 437 |
| -16.43% | Aug 7, 2020 | 146 | Mar 8, 2021 | 253 | Mar 8, 2022 | 399 |
| -5.44% | May 21, 2024 | 13 | Jun 7, 2024 | 25 | Jul 16, 2024 | 38 |
| -4.29% | Dec 4, 2023 | 7 | Dec 12, 2023 | 10 | Dec 27, 2023 | 17 |
| -4.18% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
Volatility
Volatility Chart
The current Lee Bebe Actual 07282023 volatility is 4.41%, 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
| GLD | JEPI | WLKP | EPD | |
|---|---|---|---|---|
| GLD | 1.00 | 0.13 | 0.16 | 0.16 |
| JEPI | 0.13 | 1.00 | 0.31 | 0.38 |
| WLKP | 0.16 | 0.31 | 1.00 | 0.37 |
| EPD | 0.16 | 0.38 | 0.37 | 1.00 |