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income-medium yield
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


S&P 500 Index

Portfolio Optimizer

Find the right asset allocation for income-medium yield

Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in income-medium yield, 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 Every 3 months.


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Returns By Period


Position1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
0.50%0.31%8.56%8.85%24.33%19.37%11.84%13.61%
Portfolio
income-medium yield
0.90%2.93%10.63%11.90%33.40%26.16%
CII
BlackRock Enhanced Large Cap Core Fund
0.58%-1.09%7.72%10.66%39.37%20.94%13.51%14.94%
EUFN
iShares MSCI Europe Financials ETF
1.20%3.43%4.75%9.10%28.57%32.04%18.43%13.48%
EWO
iShares MSCI Austria ETF
1.37%6.75%18.55%23.71%48.35%33.19%15.56%15.10%
FLJH
Franklin FTSE Japan Hedged ETF
0.82%1.43%18.85%15.00%45.89%25.97%20.54%
IDVO
Amplify CWP International Enhanced Dividend Income ETF
0.52%0.18%14.60%15.00%35.61%22.78%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
0.62%0.68%7.85%8.80%26.60%19.91%
MAIN
Main Street Capital Corporation
0.54%3.63%-10.97%-12.92%-3.16%18.74%12.76%13.19%
OPPJ
WisdomTree Japan Opportunities ETF
1.04%-4.22%26.23%27.08%64.16%33.91%25.20%17.80%
SPG
Simon Property Group, Inc.
1.95%9.19%21.01%23.06%46.24%32.01%16.57%6.11%
STEW
SRH Total Return Fund Inc.
0.23%0.62%-2.05%-0.22%7.81%14.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Sep 8, 2022, income-medium yield's average daily return is +0.10%, while the average monthly return is +1.95%. At this rate, an investment would double in approximately 3.0 years.

Historically, 74% of months were positive and 26% were negative. The best month was Oct 2022 with a return of +9.1%, while the worst month was Sep 2022 at -9.1%. The longest winning streak lasted 11 consecutive months, and the longest losing streak was 3 months.

On a daily basis, income-medium yield closed higher 58% of trading days. The best single day was Apr 9, 2025 with a return of +8.3%, while the worst single day was Apr 4, 2025 at -6.5%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.21%1.85%-5.95%7.91%1.95%0.75%10.63%
20253.70%1.92%-1.52%0.29%5.69%3.09%2.20%5.06%2.37%0.24%3.65%2.44%33.08%
20241.71%3.48%4.22%-1.89%4.30%0.63%1.27%1.43%0.93%-0.76%3.76%0.41%21.09%
20238.05%-0.28%-1.38%2.89%-2.15%6.74%4.24%-2.38%-1.43%-2.11%8.16%4.68%26.95%
2022-9.08%9.14%8.22%-2.91%4.27%

Benchmark Metrics

income-medium yield has an annualized alpha of 10.30%, beta of 0.79, and R2 of 0.78 versus S&P 500 Index. Calculated based on daily prices since September 08, 2022.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (92.16%) than losses (45.92%) - typical of diversified or defensive assets.
  • This portfolio generated an annualized alpha of 10.30% versus S&P 500 Index - delivering returns beyond what market exposure alone would predict.

Alpha
10.30%
Beta
0.79
0.78
Upside Capture
92.16%
Downside Capture
45.92%

Expense Ratio

income-medium yield has an expense ratio of 0.58%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

income-medium yield ranks 79 for risk / return — better than 79% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.


income-medium yield Risk / Return Rank: 7979
Overall Rank
income-medium yield Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
income-medium yield Sortino Ratio Rank: 8686
Sortino Ratio Rank
income-medium yield Omega Ratio Rank: 8585
Omega Ratio Rank
income-medium yield Calmar Ratio Rank: 6969
Calmar Ratio Rank
income-medium yield Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below presents risk-adjusted performance metrics for income-medium yield and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PortfolioBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

2.58

1.86

+0.71

Sortino ratioReturn per unit of downside risk

3.57

2.53

+1.04

Omega ratioGain probability vs. loss probability

1.47

1.34

+0.14

Calmar ratioReturn relative to maximum drawdown

3.35

2.53

+0.82

Martin ratioReturn relative to average drawdown

14.34

11.37

+2.97


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Sharpe Ratio

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. Learn how to interpret the Sharpe ratio.

The current income-medium yield Sharpe ratio is 2.58 as of Jun 13, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.53 to 2.41, 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 income-medium yield compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

income-medium yield provided a 5.76% dividend yield over the last twelve months.


PositionTTM20252024202320222021202020192018201720162015
Portfolio5.76%5.94%5.89%7.84%7.86%2.52%2.55%2.79%3.87%2.44%2.71%2.95%
CII
BlackRock Enhanced Large Cap Core Fund
15.35%16.65%6.15%6.28%12.27%4.98%6.03%5.79%7.06%6.07%8.38%8.49%
EUFN
iShares MSCI Europe Financials ETF
3.41%3.57%5.36%5.00%4.24%4.15%1.38%4.55%6.48%3.04%4.03%3.65%
EWO
iShares MSCI Austria ETF
2.01%2.38%7.40%5.66%4.75%2.42%0.98%3.11%4.04%2.03%1.99%1.51%
FLJH
Franklin FTSE Japan Hedged ETF
3.28%3.90%5.06%25.59%26.67%1.29%0.00%0.00%5.92%0.10%0.00%0.00%
IDVO
Amplify CWP International Enhanced Dividend Income ETF
5.46%5.42%6.14%5.72%1.96%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
10.22%10.53%9.65%10.03%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MAIN
Main Street Capital Corporation
8.25%7.00%7.02%8.55%7.97%5.74%6.99%6.76%8.43%7.49%7.42%9.15%
OPPJ
WisdomTree Japan Opportunities ETF
1.50%1.78%4.02%2.71%2.63%2.96%3.04%2.17%2.06%1.53%1.66%3.61%
SPG
Simon Property Group, Inc.
4.02%4.62%4.70%5.22%5.87%3.66%7.04%5.57%4.70%4.16%3.66%3.11%
STEW
SRH Total Return Fund Inc.
4.11%3.56%3.43%3.60%2.83%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 income-medium yield. 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-medium yield was 14.55%, occurring on Apr 8, 2025. Recovery took 23 trading sessions.


Related event

Drawdown

Fall

Recovery

Underwater

2025 selloff2025
-14.55%Apr 2025
1mo 18d1mo 4d
2mo 22dFeb 2025 - May 2025
Bear market2022
-12.03%Oct 2022
29d29d
1mo 28dSep 2022 - Nov 2022
2026 pullback2026
-9.66%Mar 2026
1mo 14d18d
2mo 2dFeb 2026 - Apr 2026
2024 pullback2024
-9.29%Aug 2024
19d25d
1mo 14dJul 2024 - Aug 2024
2023 pullback2023
-8.05%Oct 2023
2mo 27d21d
3mo 18dAug 2023 - Nov 2023

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 10 assets, with an effective number of assets of 10.00, reflecting the diversification based on asset allocation. Your capital is spread almost evenly across your holdings, indicating a well-balanced allocation. Note that true diversification also depends on the correlations between assets — check the diversification ratio below.


Diversification Ratio
1Y
3Y
All Time
Diversification Ratio

1.41

1.32

1.30

The portfolio has a diversification ratio of 1.30, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

income-medium yield correlation to the S&P 500 Index

income-medium yield has a 0.78 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.78

Correlation (3Y)
Calculated over the trailing 3-year period

0.80

Correlation (All Time)
Calculated using the full available price history since Sep 8, 2022

0.83


Benchmark Correlations

Correlation vs. S&P 500 Index. JEPQ has the highest benchmark correlation at 0.92, while OPPJ has the lowest at 0.43.

OPPJ
0.43
SPG
0.51
MAIN
0.51
EWO
0.57
FLJH
0.58
EUFN
0.63
STEW
0.68
IDVO
0.72
CII
0.74
JEPQ
0.92

Portfolio Correlations

Correlation vs. income-medium yield. IDVO has the highest portfolio correlation at 0.83, while MAIN has the lowest at 0.60.

MAIN
0.60
SPG
0.63
OPPJ
0.63
CII
0.72
JEPQ
0.72
FLJH
0.73
STEW
0.74
EWO
0.77
EUFN
0.81
IDVO
0.83

Asset Correlations Table

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

The correlation results are calculated based on daily price changes starting from Sep 8, 2022
Diversification Analysis

Find what income-medium yield is missing

See which holdings overlap, where income-medium yield is concentrated, and which low-correlation assets could fill the gaps.

Analyze Diversification