Test
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.30% | 12.94% | 1.49% | 12.48% | 15.82% | 10.87% |
| Test | 3.75% | 13.03% | 4.57% | 15.05% | N/A | N/A |
| Portfolio components: | ||||||
SPMO Invesco S&P 500® Momentum ETF | 10.94% | 19.19% | 12.47% | 30.82% | 22.57% | N/A |
IWO iShares Russell 2000 Growth ETF | -4.26% | 15.05% | -5.93% | 4.52% | 9.18% | 6.84% |
VWO Vanguard FTSE Emerging Markets ETF | 8.49% | 11.10% | 8.45% | 10.54% | 9.28% | 3.82% |
JNK SPDR Barclays High Yield Bond ETF | 2.53% | 3.39% | 2.70% | 8.26% | 5.67% | 3.78% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -3.17% | 8.98% | -0.15% | 8.37% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Test, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.90% | -1.56% | -4.84% | 0.55% | 7.03% | 3.75% | |||||||
| 2024 | 0.98% | 6.71% | 2.86% | -3.86% | 4.95% | 3.53% | 0.80% | 1.68% | 2.82% | -0.70% | 5.37% | -2.37% | 24.66% |
| 2023 | 5.17% | -3.25% | 2.13% | 1.06% | -1.28% | 5.15% | 3.39% | -1.63% | -3.10% | -2.96% | 8.18% | 5.82% | 19.35% |
| 2022 | -2.98% | -6.51% | 6.68% | -2.62% | -8.06% | 6.68% | 5.20% | -4.05% | -6.71% |
Expense Ratio
Test has an expense ratio of 0.21%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Test is 58, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | 1.25 | 1.85 | 1.27 | 1.62 | 5.84 |
IWO iShares Russell 2000 Growth ETF | 0.18 | 0.48 | 1.06 | 0.19 | 0.54 |
VWO Vanguard FTSE Emerging Markets ETF | 0.57 | 1.03 | 1.14 | 0.69 | 2.02 |
JNK SPDR Barclays High Yield Bond ETF | 1.41 | 2.17 | 1.31 | 1.72 | 8.76 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.42 | 0.77 | 1.12 | 0.46 | 1.61 |
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Dividends
Dividend yield
Test provided a 3.83% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.83% | 3.54% | 3.98% | 3.97% | 1.17% | 1.36% | 1.75% | 1.63% | 1.40% | 1.88% | 1.60% | 1.32% |
| Portfolio components: | ||||||||||||
SPMO Invesco S&P 500® Momentum ETF | 0.48% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
IWO iShares Russell 2000 Growth ETF | 0.85% | 0.80% | 0.73% | 0.75% | 0.32% | 0.44% | 0.71% | 0.76% | 0.73% | 0.97% | 0.89% | 0.73% |
VWO Vanguard FTSE Emerging Markets ETF | 2.97% | 3.20% | 3.52% | 4.11% | 2.63% | 1.91% | 3.23% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% |
JNK SPDR Barclays High Yield Bond ETF | 6.63% | 6.63% | 6.38% | 6.06% | 4.27% | 5.11% | 5.44% | 5.90% | 5.60% | 6.06% | 6.59% | 5.99% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.30% | 9.65% | 10.02% | 9.44% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Test. 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 Test was 17.93%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Test drawdown is 1.82%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.93% | Feb 19, 2025 | 35 | Apr 8, 2025 | — | — | — |
| -13.67% | Aug 16, 2022 | 33 | Sep 30, 2022 | 174 | Jun 12, 2023 | 207 |
| -11.78% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
| -9.72% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
| -8.57% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.55, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | VWO | JNK | SPMO | IWO | JEPQ | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.63 | 0.71 | 0.84 | 0.84 | 0.93 | 0.94 |
| VWO | 0.63 | 1.00 | 0.56 | 0.53 | 0.62 | 0.59 | 0.75 |
| JNK | 0.71 | 0.56 | 1.00 | 0.55 | 0.72 | 0.63 | 0.73 |
| SPMO | 0.84 | 0.53 | 0.55 | 1.00 | 0.71 | 0.77 | 0.88 |
| IWO | 0.84 | 0.62 | 0.72 | 0.71 | 1.00 | 0.74 | 0.90 |
| JEPQ | 0.93 | 0.59 | 0.63 | 0.77 | 0.74 | 1.00 | 0.88 |
| Portfolio | 0.94 | 0.75 | 0.73 | 0.88 | 0.90 | 0.88 | 1.00 |