Okay1
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BIL SPDR Barclays 1-3 Month T-Bill ETF | Government Bonds | 5% |
BND Vanguard Total Bond Market ETF | Total Bond Market | 15% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 15% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 65% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Okay1, 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.
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.77% | -3.55% | 3.64% | 22.00% | 12.20% | 11.23% |
| Okay1 | -0.67% | -3.36% | 3.39% | 18.57% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -0.70% | -3.75% | 3.76% | 23.00% | 13.27% | 12.68% |
BND Vanguard Total Bond Market ETF | -1.03% | -1.75% | -0.73% | 0.47% | -0.73% | 1.04% |
JEPI JPMorgan Equity Premium Income ETF | -0.45% | -2.97% | 4.01% | 11.43% | N/A | N/A |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 0.13% | 0.32% | 2.43% | 5.12% | 2.37% | 1.63% |
Monthly Returns
The table below presents the monthly returns of Okay1, 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 | 1.08% | 4.09% | 2.79% | -3.79% | 3.97% | 2.41% | 1.90% | 2.13% | 1.90% | -0.85% | 5.71% | -2.99% | 19.43% |
| 2023 | 5.44% | -2.30% | 2.55% | 1.20% | -0.08% | 5.23% | 2.87% | -1.43% | -4.13% | -2.18% | 7.85% | 4.45% | 20.40% |
| 2022 | -5.09% | -2.08% | 2.53% | -7.49% | -0.10% | -6.52% | 7.47% | -3.36% | -7.88% | 6.67% | 4.83% | -4.49% | -15.87% |
| 2021 | -0.57% | 2.09% | 3.30% | 4.02% | 0.59% | 2.09% | 1.73% | 2.27% | -3.90% | 5.43% | -1.27% | 3.50% | 20.64% |
| 2020 | 2.56% | 1.53% | 4.81% | 4.95% | -2.53% | -1.60% | 9.14% | 3.58% | 24.19% |
Expense Ratio
Okay1 has an expense ratio of 0.08%, which is considered low compared to other funds. 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 Okay1 is 67, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 1.77 | 2.38 | 1.32 | 2.68 | 10.85 |
BND Vanguard Total Bond Market ETF | 0.22 | 0.34 | 1.04 | 0.09 | 0.58 |
JEPI JPMorgan Equity Premium Income ETF | 1.51 | 2.06 | 1.29 | 2.39 | 8.28 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.81 | 267.89 | 155.67 | 475.17 | 4,361.49 |
Dividends
Dividend yield
Okay1 provided a 2.74% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.74% | 2.73% | 2.90% | 3.29% | 2.07% | 2.14% | 1.66% | 1.83% | 1.53% | 1.63% | 1.67% | 1.56% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.28% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
BND Vanguard Total Bond Market ETF | 3.71% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
JEPI JPMorgan Equity Premium Income ETF | 7.36% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.02% | 5.03% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 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 Okay1. 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 Okay1 was 21.62%, occurring on Oct 12, 2022. Recovery took 297 trading sessions.
The current Okay1 drawdown is 4.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.62% | Dec 28, 2021 | 200 | Oct 12, 2022 | 297 | Dec 18, 2023 | 497 |
| -6.84% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.71% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
| -5.28% | Jun 9, 2020 | 3 | Jun 11, 2020 | 23 | Jul 15, 2020 | 26 |
| -4.86% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current Okay1 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
| BIL | BND | VTI | JEPI | |
|---|---|---|---|---|
| BIL | 1.00 | 0.06 | 0.00 | -0.03 |
| BND | 0.06 | 1.00 | 0.16 | 0.18 |
| VTI | 0.00 | 0.16 | 1.00 | 0.80 |
| JEPI | -0.03 | 0.18 | 0.80 | 1.00 |