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预计调仓
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

预计调仓

Currency in USD · Last updated Jun 2, 2025

Asset Allocation

BRK-B 30%VT 30%JEPQ 10%JEPI 10%QQQM 10%BTI 5%O 5%EquityEquity
PositionCategory/SectorTarget Weight
BRK-B
Berkshire Hathaway Inc.		Financial Services
30%
BTI
British American Tobacco p.l.c.		Consumer Defensive
5%
JEPI
JPMorgan Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
10%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income
10%
O
Realty Income Corporation		Real Estate
5%
QQQM
Invesco NASDAQ 100 ETF		Large Cap Growth Equities
10%
VT
Vanguard Total World Stock ETF		Large Cap Growth Equities
30%

S&P 500

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

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		0.51%3.96%-2.00%12.02%14.19%10.85%
预计调仓7.03%0.24%3.53%17.55%N/AN/A
Portfolio components:
BRK-B
Berkshire Hathaway Inc.		11.18%-6.64%5.58%21.61%22.12%13.42%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		-2.97%2.21%-3.20%8.36%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF		0.17%0.77%-3.77%6.67%10.94%N/A
VT
Vanguard Total World Stock ETF		5.36%3.62%2.05%12.87%13.37%9.24%
BTI
British American Tobacco p.l.c.		26.75%4.70%24.53%58.16%10.97%4.83%
O
Realty Income Corporation		8.56%-0.60%2.28%12.83%5.02%7.74%
QQQM
Invesco NASDAQ 100 ETF		1.73%6.22%1.09%15.71%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 预计调仓, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.20%2.62%-1.03%0.45%1.66%0.00%7.03%
20242.75%4.48%2.78%-4.02%4.29%1.04%3.94%4.63%0.33%-1.90%5.23%-3.50%21.30%
20234.60%-2.23%2.86%3.14%-1.00%5.17%3.24%-0.77%-3.85%-2.51%7.74%2.47%19.74%
2022-2.79%-8.48%7.78%-4.84%-8.09%7.62%6.77%-3.94%-7.42%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Expense Ratio

预计调仓 has an expense ratio of 0.11%, 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.

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
JEPI
JPMorgan Equity Premium Income ETF
VT
Vanguard Total World Stock ETF
QQQM
Invesco NASDAQ 100 ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 86, 预计调仓 is among the top 14% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.

The Risk-Adjusted Performance Rank of 预计调仓 is 8686
Overall Rank
The Sharpe Ratio Rank of 预计调仓 is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of 预计调仓 is 8282
Sortino Ratio Rank
The Omega Ratio Rank of 预计调仓 is 8787
Omega Ratio Rank
The Calmar Ratio Rank of 预计调仓 is 8888
Calmar Ratio Rank
The Martin Ratio Rank of 预计调仓 is 9292
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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
BRK-B
Berkshire Hathaway Inc.		1.111.771.252.816.60
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		0.410.681.100.391.33
JEPI
JPMorgan Equity Premium Income ETF		0.490.871.140.582.41
VT
Vanguard Total World Stock ETF		0.731.191.170.833.62
BTI
British American Tobacco p.l.c.		2.913.651.583.1413.58
O
Realty Income Corporation		0.711.361.170.711.78
QQQM
Invesco NASDAQ 100 ETF		0.630.971.130.642.06

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

预计调仓 Sharpe ratios as of Jun 2, 2025 (values are recalculated daily):

  • 1-Year: 1.15
  • All Time: 0.83

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.59 to 1.12, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 预计调仓 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

预计调仓 provided a 3.17% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio3.17%3.02%3.28%3.46%1.84%1.69%1.20%1.40%1.06%1.11%1.17%1.19%
Portfolio components:
BRK-B
Berkshire Hathaway Inc.		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		11.27%9.65%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPI
JPMorgan Equity Premium Income ETF		8.01%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
VT
Vanguard Total World Stock ETF		1.83%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%
BTI
British American Tobacco p.l.c.		6.59%8.18%9.57%7.40%7.98%7.22%6.35%8.52%4.18%3.79%4.21%4.55%
O
Realty Income Corporation		6.08%5.37%5.33%4.68%3.97%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
QQQM
Invesco NASDAQ 100 ETF		0.58%0.61%0.65%0.83%0.40%0.16%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 预计调仓. 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 预计调仓 was 16.61%, occurring on Oct 12, 2022. Recovery took 136 trading sessions.

The current 预计调仓 drawdown is 0.46%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.61%May 5, 2022111Oct 12, 2022136Apr 28, 2023247
-10.43%Mar 26, 202510Apr 8, 202517May 2, 202527
-8.87%Sep 15, 202331Oct 27, 202319Nov 24, 202350
-6.01%Jul 17, 202414Aug 5, 20249Aug 16, 202423
-4.92%Dec 2, 202427Jan 10, 202513Jan 30, 202540
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

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 7 assets, with an effective number of assets of 4.65, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCBTIOBRK-BQQQMJEPQJEPIVTPortfolio
^GSPC1.000.280.350.630.940.930.820.960.93
BTI0.281.000.370.350.160.170.380.350.42
O0.350.371.000.390.220.220.500.370.46
BRK-B0.630.350.391.000.470.480.690.630.83
QQQM0.940.160.220.471.000.970.670.890.82
JEPQ0.930.170.220.480.971.000.710.870.82
JEPI0.820.380.500.690.670.711.000.810.86
VT0.960.350.370.630.890.870.811.000.93
Portfolio0.930.420.460.830.820.820.860.931.00
The correlation results are calculated based on daily price changes starting from May 5, 2022
Go to the full Correlations tool for more customization options