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2024
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


VT 16.67%ARKF 16.67%XLV 16.67%XLK 16.67%VTI 16.67%JEPI 16.67%EquityEquity
PositionCategory/SectorWeight
ARKF
ARK Fintech Innovation ETF
Large Cap Growth Equities, Actively Managed, Innovation

16.67%

JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

16.67%

VT
Vanguard Total World Stock ETF
Large Cap Growth Equities

16.67%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

16.67%

XLK
Technology Select Sector SPDR Fund
Technology Equities

16.67%

XLV
Health Care Select Sector SPDR Fund
Health & Biotech Equities

16.67%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 2024, 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


30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2024FebruaryMarchApril
61.70%
68.47%
2024
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
20241.33%-6.09%19.85%21.68%N/AN/A
VT
Vanguard Total World Stock ETF
2.40%-4.59%16.95%15.50%9.21%8.16%
ARKF
ARK Fintech Innovation ETF
-3.26%-11.16%44.92%46.19%4.03%N/A
XLV
Health Care Select Sector SPDR Fund
2.25%-4.46%9.38%5.16%12.02%10.88%
XLK
Technology Select Sector SPDR Fund
0.19%-8.28%17.89%31.36%21.08%19.77%
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.38%11.62%
JEPI
JPMorgan Equity Premium Income ETF
2.56%-2.91%9.39%8.80%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.22%5.25%2.89%
2023-4.93%-2.77%11.85%6.79%

Expense Ratio

The 2024 has a high expense ratio of 0.24%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.75%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.13%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.07%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


2024
Sharpe ratio
The chart of Sharpe ratio for 2024, currently valued at 1.62, compared to the broader market-1.000.001.002.003.004.001.62
Sortino ratio
The chart of Sortino ratio for 2024, currently valued at 2.30, compared to the broader market-2.000.002.004.006.002.30
Omega ratio
The chart of Omega ratio for 2024, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for 2024, currently valued at 1.06, compared to the broader market0.002.004.006.008.001.06
Martin ratio
The chart of Martin ratio for 2024, currently valued at 5.37, compared to the broader market0.0010.0020.0030.0040.005.37
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF
1.301.921.231.014.38
ARKF
ARK Fintech Innovation ETF
1.371.971.230.604.12
XLV
Health Care Select Sector SPDR Fund
0.510.791.090.471.68
XLK
Technology Select Sector SPDR Fund
1.682.391.281.727.80
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
JEPI
JPMorgan Equity Premium Income ETF
1.231.751.221.355.47

Sharpe Ratio

The current 2024 Sharpe ratio is 1.62. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.62

The Sharpe ratio of 2024 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.62
1.66
2024
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2024 granted a 2.28% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
20242.28%2.38%3.01%1.93%1.94%1.44%1.29%1.11%1.27%1.27%1.21%1.17%
VT
Vanguard Total World Stock ETF
2.17%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%2.44%2.06%
ARKF
ARK Fintech Innovation ETF
0.00%0.00%0.00%0.00%0.37%1.25%0.00%0.00%0.00%0.00%0.00%0.00%
XLV
Health Care Select Sector SPDR Fund
1.59%1.59%1.47%1.33%1.49%2.16%1.56%1.46%1.59%1.43%1.34%1.51%
XLK
Technology Select Sector SPDR Fund
0.77%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
VTI
Vanguard Total Stock Market ETF
1.44%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%
JEPI
JPMorgan Equity Premium Income ETF
7.69%8.40%11.68%6.59%5.79%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-6.63%
-5.46%
2024
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 2024. 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 2024 was 31.32%, occurring on Oct 14, 2022. Recovery took 322 trading sessions.

The current 2024 drawdown is 6.63%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-31.32%Nov 17, 2021229Oct 14, 2022322Jan 29, 2024551
-8.08%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-7.87%Feb 17, 202114Mar 8, 202125Apr 13, 202139
-7.01%Sep 7, 202120Oct 4, 202120Nov 1, 202140
-6.76%Oct 13, 202014Oct 30, 20204Nov 5, 202018

Volatility

Volatility Chart

The current 2024 volatility is 3.35%, 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.


2.00%3.00%4.00%5.00%NovemberDecember2024FebruaryMarchApril
3.35%
3.15%
2024
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.

ARKFXLVJEPIXLKVTVTI
ARKF1.000.410.460.720.740.75
XLV0.411.000.790.550.660.68
JEPI0.460.791.000.660.780.80
XLK0.720.550.661.000.850.89
VT0.740.660.780.851.000.97
VTI0.750.680.800.890.971.00