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Income Portfolio - live off dividends
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Asset Allocation


JEPQ 100%EquityEquity
PositionCategory/SectorWeight
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

100%

S&P 500

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


0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
23.53%
15.51%
Income Portfolio - live off dividends
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Income Portfolio - live off dividends4.06%-5.55%15.08%24.92%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
4.06%-5.55%15.08%24.92%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20243.00%4.31%2.51%
2023-3.34%-0.76%7.73%3.00%

Expense Ratio

The Income Portfolio - live off dividends has a high expense ratio of 0.35%, 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.


0.50%1.00%1.50%2.00%0.35%

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.


Income Portfolio - live off dividends
Sharpe ratio
The chart of Sharpe ratio for Income Portfolio - live off dividends, currently valued at 2.23, compared to the broader market-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for Income Portfolio - live off dividends, currently valued at 3.04, compared to the broader market-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for Income Portfolio - live off dividends, currently valued at 1.42, compared to the broader market0.801.001.201.401.601.801.42
Calmar ratio
The chart of Calmar ratio for Income Portfolio - live off dividends, currently valued at 3.71, compared to the broader market0.002.004.006.008.003.71
Martin ratio
The chart of Martin ratio for Income Portfolio - live off dividends, currently valued at 15.15, compared to the broader market0.0010.0020.0030.0040.0015.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.233.041.423.7115.15

Sharpe Ratio

The current Income Portfolio - live off dividends Sharpe ratio is 2.23. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.23

The Sharpe ratio of Income Portfolio - live off dividends is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.23
1.66
Income Portfolio - live off dividends
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Income Portfolio - live off dividends granted a 9.49% dividend yield in the last twelve months.


TTM20232022
Income Portfolio - live off dividends9.49%10.02%9.44%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.49%10.02%9.44%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.04%
-5.46%
Income Portfolio - live off dividends
Benchmark (^GSPC)
Portfolio components

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 6.04%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.82%May 5, 2022113Oct 14, 2022133Apr 27, 2023246
-6.6%Sep 15, 202330Oct 26, 20238Nov 7, 202338
-6.04%Apr 12, 20246Apr 19, 2024
-4.35%Aug 1, 202314Aug 18, 202315Sep 11, 202329
-1.92%Dec 29, 20234Jan 4, 20243Jan 9, 20247

Volatility

Volatility Chart

The current Income Portfolio - live off dividends volatility is 3.81%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.81%
3.15%
Income Portfolio - live off dividends
Benchmark (^GSPC)
Portfolio components