Div
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Large Cap Growth Equities, Dividend | 33.33% |
JEPI JPMorgan Equity Premium Income ETF | Large Cap Blend Equities, Actively Managed, Dividend | 33.33% |
SPYI NEOS S&P 500 High Income ETF | Large Cap Blend Equities, Dividend | 33.33% |
Performance
The chart shows the growth of an initial investment of $10,000 in Div, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 7.89% | N/A |
| Div | -0.11% | 8.62% | 13.63% | 18.29% | 10.72% | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.12% | 11.69% | 23.69% | 24.28% | 14.71% | N/A |
JEPI JPMorgan Equity Premium Income ETF | 0.00% | 5.89% | 5.14% | 13.73% | 7.89% | N/A |
SPYI NEOS S&P 500 High Income ETF | -0.44% | 8.30% | 12.41% | 16.48% | 9.10% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| JEPI | JEPQ | SPYI | |
|---|---|---|---|
| JEPI | 1.00 | 0.74 | 0.82 |
| JEPQ | 0.74 | 1.00 | 0.85 |
| SPYI | 0.82 | 0.85 | 1.00 |
Dividend yield
Div granted a 11.29% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | |
|---|---|---|---|---|
| Div | 11.29% | 9.00% | 2.60% | 2.45% |
| Portfolio components: | ||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.80% | 10.16% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 9.88% | 12.35% | 7.80% | 7.35% |
SPYI NEOS S&P 500 High Income ETF | 12.19% | 4.49% | 0.00% | 0.00% |
Expense Ratio
The Div has a high expense ratio of 0.46%, 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.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.32 | ||||
JEPI JPMorgan Equity Premium Income ETF | 1.12 | ||||
SPYI NEOS S&P 500 High Income ETF | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Div. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Div is 10.70%, recorded on Oct 12, 2022. It took 77 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -10.7% | Sep 13, 2022 | 22 | Oct 12, 2022 | 77 | Feb 2, 2023 | 99 |
| -4.43% | Feb 16, 2023 | 16 | Mar 10, 2023 | 13 | Mar 29, 2023 | 29 |
| -3.66% | Sep 15, 2023 | 6 | Sep 22, 2023 | — | — | — |
| -3.35% | Aug 1, 2023 | 14 | Aug 18, 2023 | 18 | Sep 14, 2023 | 32 |
| -1.59% | Aug 31, 2022 | 4 | Sep 6, 2022 | 2 | Sep 8, 2022 | 6 |
Volatility Chart
The current Div volatility is 3.11%, 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.