INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash))
INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash))
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 70% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | Leveraged Equities, Leveraged | 15% |
VGSH Vanguard Short-Term Treasury ETF | Government Bonds | 15% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)), 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 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)) | 27.04% | 4.06% | 13.80% | 36.39% | N/A | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 23.36% | 4.19% | 11.34% | 29.05% | N/A | N/A |
VGSH Vanguard Short-Term Treasury ETF | 3.22% | -0.42% | 2.80% | 5.24% | 1.23% | 1.25% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 75.08% | 7.80% | 38.33% | 118.94% | 26.11% | 24.91% |
Monthly Returns
The table below presents the monthly returns of INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)), 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 | 2.67% | 5.18% | 3.26% | -4.31% | 5.60% | 3.85% | -1.28% | 1.92% | 2.75% | -0.44% | 27.04% | ||
| 2023 | 7.21% | -2.04% | 6.57% | 2.37% | 2.96% | 4.99% | 3.50% | -1.04% | -4.62% | -1.65% | 9.57% | 4.38% | 36.11% |
| 2022 | -4.49% | -7.99% | 10.05% | -5.94% | -10.64% | 6.50% | 6.08% | -7.34% | -14.90% |
Expense Ratio
INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)) features an expense ratio of 0.40%, 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+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)) is 51, 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 | 2.38 | 3.11 | 1.49 | 2.71 | 11.74 |
VGSH Vanguard Short-Term Treasury ETF | 2.78 | 4.50 | 1.59 | 5.45 | 15.13 |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 3.25 | 3.52 | 1.49 | 4.85 | 19.58 |
Dividends
Dividend yield
INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)) provided a 7.27% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 7.27% | 7.66% | 6.83% | 0.12% | 0.30% | 0.47% | 0.42% | 0.75% | 0.13% | 0.11% | 0.07% | 0.05% |
| Portfolio components: | ||||||||||||
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% |
VGSH Vanguard Short-Term Treasury ETF | 4.16% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
SPXL Direxion Daily S&P 500 Bull 3X Shares | 0.68% | 0.98% | 0.33% | 0.11% | 0.22% | 0.84% | 1.02% | 3.88% | 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 INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)). 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+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)) was 19.95%, occurring on Oct 14, 2022. Recovery took 154 trading sessions.
The current INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)) drawdown is 0.08%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.95% | Aug 17, 2022 | 42 | Oct 14, 2022 | 154 | May 26, 2023 | 196 |
| -15.26% | May 5, 2022 | 30 | Jun 16, 2022 | 40 | Aug 15, 2022 | 70 |
| -10.95% | Jul 17, 2024 | 14 | Aug 5, 2024 | 35 | Sep 24, 2024 | 49 |
| -9.15% | Aug 1, 2023 | 62 | Oct 26, 2023 | 13 | Nov 14, 2023 | 75 |
| -6.4% | Mar 28, 2024 | 16 | Apr 19, 2024 | 17 | May 14, 2024 | 33 |
Volatility
Volatility Chart
The current INCOME+LEVERAGED GROWTH((70%JEPQ+15%SPXL+15%cash)) volatility is 4.08%, 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
| VGSH | JEPQ | SPXL | |
|---|---|---|---|
| VGSH | 1.00 | 0.09 | 0.11 |
| JEPQ | 0.09 | 1.00 | 0.92 |
| SPXL | 0.11 | 0.92 | 1.00 |