Equity income

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

Equity income

Last updated Nov 13, 2024

Equity income

Asset Allocation

Position	Category/Sector	Weight
AGNC AGNC Investment Corp.	Real Estate	22.18%
BXSL Blackstone Secured Lending Fund	Financial Services	2.02%
DBLIX DoubleLine Income Fund	Multisector Bonds	5.19%
DX Dynex Capital, Inc.	Real Estate	0.87%
ET Energy Transfer LP	Energy	6.32%
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund	Financial Services	12.01%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	10.39%
LNC Lincoln National Corporation	Financial Services	2.29%
MORT VanEck Vectors Mortgage REIT Income ETF	REIT	0.86%
NVDY YieldMax NVDA Option Income Strategy ETF	Options Trading	14.20%
OBDC Blue Owl Capital Corporation	Financial Services	1.86%
QYLD Global X NASDAQ 100 Covered Call ETF	Derivative Income	17.98%
SLRC SLR Investment Corp.	Financial Services	2.66%
SPYD SPDR Portfolio S&P 500 High Dividend ETF	All Cap Equities, Dividend	1.16%
USD=X USD Cash		0.01%

Benchmark

Rebalance portfolio

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Equity income, 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

Equity income

Benchmark (^GSPC)

Portfolio components

The earliest data available for this chart is May 11, 2023, corresponding to the inception date of NVDY

Returns By Period

	Year-To-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	25.45%	2.91%	14.05%	35.64%	14.13%	11.39%
Equity income	31.51%	1.33%	13.13%	40.64%	N/A	N/A
Portfolio components:
QYLD Global X NASDAQ 100 Covered Call ETF	18.13%	2.78%	11.48%	22.44%	7.69%	8.45%
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund	23.89%	2.45%	12.36%	27.67%	8.15%	8.62%
ET Energy Transfer LP	33.93%	4.97%	11.52%	38.86%	19.31%	2.26%
SLRC SLR Investment Corp.	14.86%	5.90%	4.56%	18.34%	5.13%	8.03%
LNC Lincoln National Corporation	42.22%	9.81%	24.13%	65.11%	-4.98%	-1.08%
OBDC Blue Owl Capital Corporation	8.66%	-1.67%	-5.31%	12.95%	6.62%	N/A
SPYD SPDR Portfolio S&P 500 High Dividend ETF	20.38%	0.44%	12.88%	34.78%	8.31%	N/A
DX Dynex Capital, Inc.	8.73%	0.55%	3.95%	24.56%	5.22%	4.30%
MORT VanEck Vectors Mortgage REIT Income ETF	1.35%	-3.06%	1.11%	11.24%	-4.30%	1.34%
USD=X USD Cash	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	23.36%	3.75%	10.50%	28.13%	N/A	N/A
NVDY YieldMax NVDA Option Income Strategy ETF	127.59%	6.79%	40.82%	139.97%	N/A	N/A
AGNC AGNC Investment Corp.	9.16%	-7.52%	3.19%	26.71%	0.30%	3.27%
DBLIX DoubleLine Income Fund	8.75%	0.17%	3.89%	13.80%	0.84%	N/A
BXSL Blackstone Secured Lending Fund	20.40%	3.49%	6.16%	20.67%	N/A	N/A

Monthly Returns

The table below presents the monthly returns of Equity income, 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	2.75%	6.42%	4.61%	-3.17%	5.93%	3.32%	1.41%	1.72%	1.66%	-0.20%			31.51%
2023					3.12%	6.10%	3.60%	0.01%	-3.41%	-6.88%	9.78%	5.21%	17.75%

Expense Ratio

Equity income features an expense ratio of 0.32%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

QYLD

Global X NASDAQ 100 Covered Call ETF

DBLIX

DoubleLine Income Fund

SPYD

SPDR Portfolio S&P 500 High Dividend ETF

NVDY

YieldMax NVDA Option Income Strategy ETF

MORT

VanEck Vectors Mortgage REIT Income ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of Equity income is 83, placing it in the top 17% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

Combined Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Equity income

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
QYLD Global X NASDAQ 100 Covered Call ETF	2.13	2.94	1.52	2.75	15.15
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund	2.10	2.88	1.40	2.91	12.73
ET Energy Transfer LP	2.24	3.25	1.41	5.65	17.81
SLRC SLR Investment Corp.	1.39	2.07	1.26	1.86	6.16
LNC Lincoln National Corporation	1.70	2.31	1.31	3.79	9.09
OBDC Blue Owl Capital Corporation	0.87	1.29	1.16	0.86	2.10
SPYD SPDR Portfolio S&P 500 High Dividend ETF	2.56	3.57	1.47	5.18	16.69
DX Dynex Capital, Inc.	1.06	1.49	1.20	1.73	6.36
MORT VanEck Vectors Mortgage REIT Income ETF	0.58	0.90	1.11	0.92	2.00
USD=X USD Cash	—	—	—	—	—
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	2.23	2.93	1.46	2.54	10.95
NVDY YieldMax NVDA Option Income Strategy ETF	3.37	3.69	1.54	6.67	22.13
AGNC AGNC Investment Corp.	1.28	1.83	1.24	2.12	7.04
DBLIX DoubleLine Income Fund	5.72	10.82	2.89	19.44	75.88
BXSL Blackstone Secured Lending Fund	1.46	2.02	1.26	2.08	6.01

Sharpe Ratio

The current Equity income Sharpe ratio is 3.15. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.07 to 2.97, this portfolio's current Sharpe ratio 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.

Use the chart below to compare the Sharpe ratio of Equity income with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Equity income

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

Equity income provided a 19.56% dividend yield over the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
Portfolio	19.56%	12.77%	9.75%	6.79%	7.33%	6.57%	7.26%	5.67%	6.38%	6.91%	6.34%	6.17%
Portfolio components:
QYLD Global X NASDAQ 100 Covered Call ETF	11.24%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%	10.74%	0.00%
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund	8.24%	9.25%	10.59%	7.96%	8.68%	8.91%	9.88%	8.67%	8.98%	8.71%	9.47%	9.51%
ET Energy Transfer LP	7.48%	8.96%	7.33%	7.44%	17.28%	9.51%	9.24%	6.66%	5.90%	7.42%	2.61%	3.19%
SLRC SLR Investment Corp.	10.27%	10.93%	11.81%	8.90%	9.37%	7.95%	8.55%	7.92%	7.68%	9.74%	8.88%	8.87%
LNC Lincoln National Corporation	4.98%	6.67%	5.86%	2.46%	3.18%	2.51%	2.57%	1.51%	1.51%	1.59%	1.11%	0.93%
OBDC Blue Owl Capital Corporation	11.74%	10.77%	11.17%	8.76%	12.32%	3.80%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SPYD SPDR Portfolio S&P 500 High Dividend ETF	4.05%	4.66%	5.01%	3.69%	4.96%	4.42%	4.75%	4.64%	4.34%	1.13%	0.00%	0.00%
DX Dynex Capital, Inc.	12.73%	12.46%	12.26%	9.34%	9.33%	11.87%	12.59%	10.27%	12.32%	15.12%	12.12%	14.00%
MORT VanEck Vectors Mortgage REIT Income ETF	10.87%	12.18%	13.10%	8.21%	8.11%	7.36%	8.19%	7.82%	8.21%	9.91%	10.08%	15.30%
USD=X USD Cash	0.00%	0.00%	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	9.35%	10.02%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
NVDY YieldMax NVDA Option Income Strategy ETF	72.55%	22.32%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AGNC AGNC Investment Corp.	15.21%	14.68%	13.91%	9.57%	10.00%	11.31%	12.31%	10.70%	12.69%	14.30%	11.96%	19.44%
DBLIX DoubleLine Income Fund	7.10%	7.42%	5.46%	4.76%	4.09%	1.30%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BXSL Blackstone Secured Lending Fund	9.98%	10.64%	13.02%	1.56%	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.

Equity income

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Equity income. 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 Equity income was 12.46%, occurring on Oct 27, 2023. Recovery took 33 trading sessions.

The current Equity income drawdown is 0.37%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-12.46%	Sep 5, 2023	39	Oct 27, 2023	33	Dec 13, 2023	72
-8.35%	Jul 17, 2024	14	Aug 5, 2024	33	Sep 19, 2024	47
-5.64%	Mar 26, 2024	19	Apr 19, 2024	15	May 10, 2024	34
-4.85%	Jul 31, 2023	14	Aug 17, 2023	11	Sep 1, 2023	25
-3.21%	Oct 22, 2024	8	Oct 31, 2024	5	Nov 7, 2024	13

Volatility

Volatility Chart

The current Equity income volatility is 3.15%, 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.

Equity income

Benchmark (^GSPC)

Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

	USD=X	DBLIX	ET	NVDY	BXSL	OBDC	LNC	QYLD	ETV	JEPQ	SLRC	SPYD	DX	AGNC	MORT
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
DBLIX	0.00	1.00	0.00	0.05	0.05	0.03	0.08	0.09	0.10	0.13	0.11	0.18	0.32	0.42	0.31
ET	0.00	0.00	1.00	0.10	0.23	0.31	0.31	0.13	0.24	0.15	0.33	0.43	0.29	0.26	0.36
NVDY	0.00	0.05	0.10	1.00	0.13	0.20	0.08	0.64	0.46	0.70	0.21	0.05	0.17	0.21	0.20
BXSL	0.00	0.05	0.23	0.13	1.00	0.46	0.30	0.19	0.26	0.22	0.43	0.33	0.30	0.28	0.39
OBDC	0.00	0.03	0.31	0.20	0.46	1.00	0.43	0.25	0.32	0.28	0.53	0.45	0.38	0.38	0.47
LNC	0.00	0.08	0.31	0.08	0.30	0.43	1.00	0.23	0.32	0.23	0.45	0.67	0.43	0.40	0.56
QYLD	0.00	0.09	0.13	0.64	0.19	0.25	0.23	1.00	0.61	0.89	0.29	0.27	0.28	0.31	0.33
ETV	0.00	0.10	0.24	0.46	0.26	0.32	0.32	0.61	1.00	0.67	0.37	0.39	0.36	0.35	0.42
JEPQ	0.00	0.13	0.15	0.70	0.22	0.28	0.23	0.89	0.67	1.00	0.32	0.29	0.32	0.35	0.38
SLRC	0.00	0.11	0.33	0.21	0.43	0.53	0.45	0.29	0.37	0.32	1.00	0.50	0.46	0.45	0.54
SPYD	0.00	0.18	0.43	0.05	0.33	0.45	0.67	0.27	0.39	0.29	0.50	1.00	0.60	0.59	0.73
DX	0.00	0.32	0.29	0.17	0.30	0.38	0.43	0.28	0.36	0.32	0.46	0.60	1.00	0.82	0.85
AGNC	0.00	0.42	0.26	0.21	0.28	0.38	0.40	0.31	0.35	0.35	0.45	0.59	0.82	1.00	0.84
MORT	0.00	0.31	0.36	0.20	0.39	0.47	0.56	0.33	0.42	0.38	0.54	0.73	0.85	0.84	1.00

The correlation results are calculated based on daily price changes starting from May 12, 2023

Performance Analysis

Risk Analysis

Optimization

Factor Model

Equity income

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community