new 2023
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in new 2023, 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) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
new 2023 | 13.05% | 1.04% | 11.62% | 26.90% | N/A | N/A |
Portfolio components: | ||||||
JPMorgan Nasdaq Equity Premium Income ETF | 19.29% | 2.61% | 13.58% | 31.91% | N/A | N/A |
Schwab US Dividend Equity ETF | 16.66% | 3.22% | 14.10% | 29.49% | 13.48% | 12.17% |
Vanguard International High Dividend Yield ETF | 13.20% | 1.07% | 10.49% | 27.13% | 8.30% | N/A |
ALPS International Sector Dividend Dogs ETF | 8.37% | -0.45% | 9.12% | 23.08% | 8.06% | 5.83% |
Schwab International Dividend Equity ETF | 7.06% | -1.39% | 10.21% | 21.90% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of new 2023, 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 | -0.30% | 1.68% | 2.75% | -2.60% | 4.52% | -0.95% | 3.24% | 2.78% | 1.79% | 13.05% | |||
2023 | 6.14% | -2.42% | 2.44% | 2.40% | -2.98% | 4.80% | 3.69% | -2.69% | -2.72% | -2.54% | 7.32% | 4.84% | 18.92% |
2022 | -0.56% | -8.08% | 3.07% | -4.21% | -8.55% | 6.67% | 9.48% | -2.55% | -6.09% |
Expense Ratio
new 2023 has an expense ratio of 0.25%, 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 rank of new 2023 is 40, 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 | |
---|---|---|---|---|---|
JPMorgan Nasdaq Equity Premium Income ETF | 2.36 | 3.05 | 1.47 | 2.77 | 11.86 |
Schwab US Dividend Equity ETF | 2.34 | 3.35 | 1.41 | 2.20 | 13.15 |
Vanguard International High Dividend Yield ETF | 2.04 | 2.80 | 1.35 | 2.72 | 13.86 |
ALPS International Sector Dividend Dogs ETF | 1.67 | 2.34 | 1.28 | 2.11 | 9.40 |
Schwab International Dividend Equity ETF | 1.86 | 2.63 | 1.33 | 1.81 | 10.16 |
Dividends
Dividend yield
new 2023 granted a 5.52% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
new 2023 | 5.52% | 5.39% | 5.13% | 2.53% | 1.88% | 2.52% | 2.37% | 1.83% | 1.86% | 1.43% | 1.44% | 0.78% |
Portfolio components: | ||||||||||||
JPMorgan Nasdaq Equity Premium Income ETF | 9.44% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Vanguard International High Dividend Yield ETF | 4.38% | 4.58% | 4.70% | 4.30% | 3.22% | 4.20% | 4.29% | 3.21% | 2.39% | 0.00% | 0.00% | 0.00% |
ALPS International Sector Dividend Dogs ETF | 4.64% | 4.86% | 4.46% | 3.85% | 3.00% | 5.41% | 4.50% | 3.33% | 4.01% | 4.19% | 4.58% | 1.43% |
Schwab International Dividend Equity ETF | 5.76% | 3.97% | 3.67% | 1.73% | 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 new 2023. 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 new 2023 was 17.72%, occurring on Oct 12, 2022. Recovery took 76 trading sessions.
The current new 2023 drawdown is 1.03%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-17.72% | Jun 3, 2022 | 91 | Oct 12, 2022 | 76 | Feb 1, 2023 | 167 |
-9.14% | Jul 31, 2023 | 64 | Oct 27, 2023 | 30 | Dec 11, 2023 | 94 |
-6.39% | May 5, 2022 | 6 | May 12, 2022 | 14 | Jun 2, 2022 | 20 |
-5.55% | Feb 3, 2023 | 28 | Mar 15, 2023 | 18 | Apr 11, 2023 | 46 |
-5.2% | Jul 18, 2024 | 13 | Aug 5, 2024 | 9 | Aug 16, 2024 | 22 |
Volatility
Volatility Chart
The current new 2023 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
JEPQ | SCHD | SCHY | IDOG | VYMI | |
---|---|---|---|---|---|
JEPQ | 1.00 | 0.61 | 0.57 | 0.56 | 0.59 |
SCHD | 0.61 | 1.00 | 0.71 | 0.71 | 0.73 |
SCHY | 0.57 | 0.71 | 1.00 | 0.91 | 0.92 |
IDOG | 0.56 | 0.71 | 0.91 | 1.00 | 0.94 |
VYMI | 0.59 | 0.73 | 0.92 | 0.94 | 1.00 |