Income Portfolio - live off dividends
Created to out-perform the market through options based ETFs (YMAX, FEPI, and YBTC not listed here yet, but will add later)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 100% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Income Portfolio - live off dividends, 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Income Portfolio - live off dividends | 10.06% | -4.70% | 6.11% | 18.20% | N/A | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.06% | -4.70% | 6.11% | 18.20% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Income Portfolio - live off dividends, 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 | 3.00% | 4.31% | 2.51% | -3.29% | 5.00% | 3.27% | 10.06% | ||||||
| 2023 | 6.25% | -0.74% | 6.96% | 2.54% | 4.34% | 3.15% | 2.97% | -0.13% | -3.34% | -0.76% | 7.73% | 3.00% | 36.27% |
| 2022 | -3.73% | -6.25% | 8.21% | -5.13% | -8.85% | 4.48% | 5.14% | -6.09% | -12.89% |
Expense Ratio
Income Portfolio - live off dividends features an expense ratio of 0.35%, 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 Income Portfolio - live off dividends is 72, 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 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.56 | 2.08 | 1.30 | 2.74 | 9.65 |
Dividends
Dividend yield
Income Portfolio - live off dividends granted a 9.37% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | |
|---|---|---|---|
| Income Portfolio - live off dividends | 9.37% | 10.02% | 9.44% |
| Portfolio components: | |||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.37% | 10.02% | 9.44% |
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 Income Portfolio - live off dividends. 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 Portfolio - live off dividends was 16.82%, occurring on Oct 14, 2022. Recovery took 133 trading sessions.
The current Income Portfolio - live off dividends drawdown is 5.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.82% | May 5, 2022 | 113 | Oct 14, 2022 | 133 | Apr 27, 2023 | 246 |
| -6.6% | Sep 15, 2023 | 30 | Oct 26, 2023 | 8 | Nov 7, 2023 | 38 |
| -6.47% | Jul 11, 2024 | 11 | Jul 25, 2024 | — | — | — |
| -6.04% | Apr 12, 2024 | 6 | Apr 19, 2024 | 17 | May 14, 2024 | 23 |
| -4.35% | Aug 1, 2023 | 14 | Aug 18, 2023 | 15 | Sep 11, 2023 | 29 |
Volatility
Volatility Chart
The current Income Portfolio - live off dividends volatility is 4.47%, 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.