INCOME_78
INCOME FROM YIELDS
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in INCOME_78, 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 Oct 4, 2023, corresponding to the inception date of FEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| INCOME_78 | 11.15% | 1.61% | 6.35% | N/A | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.31% | 7.55% | 21.69% | 12.91% | 11.59% |
FEPI REX FANG & Innovation Equity Premium Income ETF | 9.92% | 0.71% | 2.81% | N/A | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 16.26% | 1.90% | 5.51% | 28.16% | N/A | N/A |
IDV iShares International Select Dividend ETF | 11.12% | 1.97% | 11.42% | 20.93% | 5.93% | 3.76% |
FSREX Fidelity Series Real Estate Income Fund | 10.49% | 2.03% | 7.27% | 15.17% | 4.66% | 6.41% |
SEIX Virtus Seix Senior Loan ETF | 5.51% | 0.73% | 3.60% | 8.52% | 5.39% | N/A |
Monthly Returns
The table below presents the monthly returns of INCOME_78, 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 | 1.05% | 1.89% | 1.87% | -2.07% | 3.54% | 0.87% | 0.97% | 1.57% | 11.15% | ||||
| 2023 | -0.61% | 6.17% | 3.95% | 9.68% |
Expense Ratio
INCOME_78 features an expense ratio of 0.36%, 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 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.51 | 8.79 |
FEPI REX FANG & Innovation Equity Premium Income ETF | — | — | — | — | — |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.99 | 2.60 | 1.39 | 2.42 | 10.12 |
IDV iShares International Select Dividend ETF | 1.42 | 2.01 | 1.25 | 1.14 | 7.21 |
FSREX Fidelity Series Real Estate Income Fund | 3.57 | 5.27 | 1.74 | 1.25 | 15.97 |
SEIX Virtus Seix Senior Loan ETF | 3.14 | 4.62 | 1.82 | 6.96 | 23.26 |
Not enough dataDividends
Dividend yield
INCOME_78 granted a 9.32% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| INCOME_78 | 9.32% | 7.12% | 6.47% | 2.70% | 3.15% | 3.16% | 2.76% | 2.41% | 2.37% | 3.05% | 2.85% | 3.02% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
FEPI REX FANG & Innovation Equity Premium Income ETF | 22.34% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.34% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 6.14% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.52% | 4.69% | 5.08% | 6.03% | 4.48% |
FSREX Fidelity Series Real Estate Income Fund | 6.23% | 7.43% | 9.99% | 3.58% | 6.24% | 6.62% | 7.35% | 6.98% | 6.52% | 9.57% | 7.96% | 10.17% |
SEIX Virtus Seix Senior Loan ETF | 8.82% | 8.74% | 5.76% | 4.16% | 3.75% | 3.82% | 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 INCOME_78. 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 INCOME_78 was 4.79%, occurring on Aug 5, 2024. Recovery took 12 trading sessions.
The current INCOME_78 drawdown is 0.12%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -4.79% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -3.54% | Oct 12, 2023 | 11 | Oct 26, 2023 | 6 | Nov 3, 2023 | 17 |
| -3.33% | Apr 2, 2024 | 14 | Apr 19, 2024 | 11 | May 6, 2024 | 25 |
| -1.96% | Sep 3, 2024 | 4 | Sep 6, 2024 | 5 | Sep 13, 2024 | 9 |
| -1.11% | May 22, 2024 | 6 | May 30, 2024 | 5 | Jun 6, 2024 | 11 |
Volatility
Volatility Chart
The current INCOME_78 volatility is 2.44%, 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
| SEIX | FSREX | IDV | SCHD | FEPI | JEPQ | |
|---|---|---|---|---|---|---|
| SEIX | 1.00 | 0.09 | 0.12 | 0.20 | 0.20 | 0.24 |
| FSREX | 0.09 | 1.00 | 0.38 | 0.37 | 0.21 | 0.27 |
| IDV | 0.12 | 0.38 | 1.00 | 0.65 | 0.35 | 0.42 |
| SCHD | 0.20 | 0.37 | 0.65 | 1.00 | 0.32 | 0.42 |
| FEPI | 0.20 | 0.21 | 0.35 | 0.32 | 1.00 | 0.92 |
| JEPQ | 0.24 | 0.27 | 0.42 | 0.42 | 0.92 | 1.00 |