Fionist Dream
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
FNCL Fidelity MSCI Financials Index ETF | Financials Equities | 8.54% |
IVE iShares S&P 500 Value ETF | Large Cap Blend Equities | 27.08% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 3.25% |
SCHH Schwab US REIT ETF | REIT | 8.09% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 53.04% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Fionist Dream, 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 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Fionist Dream | 19.61% | 1.22% | 15.40% | 39.95% | N/A | N/A |
| Portfolio components: | ||||||
IVE iShares S&P 500 Value ETF | 14.47% | -0.21% | 10.82% | 33.58% | 12.33% | 10.39% |
FNCL Fidelity MSCI Financials Index ETF | 25.55% | 4.31% | 18.04% | 50.92% | 12.29% | 11.32% |
VTI Vanguard Total Stock Market ETF | 22.25% | 1.78% | 16.24% | 41.75% | 15.07% | 12.66% |
SCHH Schwab US REIT ETF | 11.59% | -1.65% | 22.59% | 38.32% | 1.77% | 4.68% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 20.41% | 2.84% | 13.04% | 34.37% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Fionist Dream, 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 | 0.52% | 4.26% | 3.64% | -4.58% | 4.18% | 1.71% | 3.40% | 2.75% | 1.68% | 19.61% | |||
| 2023 | 7.22% | -2.76% | 0.99% | 1.33% | -0.82% | 6.53% | 3.64% | -2.33% | -4.72% | -2.41% | 9.76% | 5.72% | 23.11% |
| 2022 | -3.27% | -8.31% | 8.14% | -3.55% | -9.16% | 8.86% | 5.51% | -5.24% | -8.55% |
Expense Ratio
Fionist Dream has an expense ratio of 0.09%, which is considered low compared to other funds. 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 risk-adjusted rank of Fionist Dream is 87, placing it in the top 13% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
IVE iShares S&P 500 Value ETF | 3.49 | 4.88 | 1.64 | 3.64 | 21.45 |
FNCL Fidelity MSCI Financials Index ETF | 4.03 | 5.23 | 1.69 | 4.02 | 26.43 |
VTI Vanguard Total Stock Market ETF | 3.50 | 4.60 | 1.65 | 4.48 | 22.61 |
SCHH Schwab US REIT ETF | 2.29 | 3.28 | 1.41 | 1.50 | 9.33 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.96 | 3.81 | 1.61 | 3.36 | 14.57 |
Dividends
Dividend yield
Fionist Dream provided a 1.86% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Fionist Dream | 1.86% | 1.96% | 2.16% | 1.40% | 1.82% | 1.93% | 2.32% | 1.80% | 2.01% | 2.10% | 1.84% | 1.72% |
| Portfolio components: | ||||||||||||
IVE iShares S&P 500 Value ETF | 1.85% | 1.65% | 2.10% | 1.81% | 2.37% | 2.11% | 2.74% | 2.12% | 2.26% | 2.44% | 2.14% | 2.04% |
FNCL Fidelity MSCI Financials Index ETF | 1.51% | 1.91% | 2.29% | 1.75% | 2.26% | 2.17% | 2.37% | 1.60% | 1.81% | 2.17% | 1.77% | 0.43% |
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SCHH Schwab US REIT ETF | 2.92% | 3.24% | 2.55% | 1.50% | 2.86% | 2.86% | 3.66% | 2.22% | 2.81% | 2.48% | 2.18% | 2.59% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Fionist Dream. 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 Fionist Dream was 16.29%, occurring on Oct 12, 2022. Recovery took 77 trading sessions.
The current Fionist Dream drawdown is 1.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.29% | Aug 17, 2022 | 40 | Oct 12, 2022 | 77 | Feb 2, 2023 | 117 |
| -14.2% | May 5, 2022 | 30 | Jun 16, 2022 | 41 | Aug 16, 2022 | 71 |
| -11.03% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.39% | Feb 3, 2023 | 26 | Mar 13, 2023 | 63 | Jun 12, 2023 | 89 |
| -6.44% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
Volatility
Volatility Chart
The current Fionist Dream volatility is 2.53%, 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
| SCHH | JEPQ | FNCL | IVE | VTI | |
|---|---|---|---|---|---|
| SCHH | 1.00 | 0.51 | 0.69 | 0.77 | 0.68 |
| JEPQ | 0.51 | 1.00 | 0.63 | 0.72 | 0.91 |
| FNCL | 0.69 | 0.63 | 1.00 | 0.90 | 0.82 |
| IVE | 0.77 | 0.72 | 0.90 | 1.00 | 0.89 |
| VTI | 0.68 | 0.91 | 0.82 | 0.89 | 1.00 |