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Okay1
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 15%BIL 5%VTI 65%JEPI 15%BondBondEquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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 Quarterly


30.00%40.00%50.00%60.00%70.00%80.00%NovemberDecember2024FebruaryMarchApril
53.26%
68.47%
Okay1
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%
Okay12.51%-4.07%14.42%15.36%N/AN/A
VTI
Vanguard Total Stock Market ETF
3.74%-5.13%18.55%21.46%12.38%11.62%
BND
Vanguard Total Bond Market ETF
-2.91%-2.13%5.48%-0.42%-0.05%1.21%
JEPI
JPMorgan Equity Premium Income ETF
2.56%-2.91%9.39%8.80%N/AN/A
BIL
SPDR Barclays 1-3 Month T-Bill ETF
1.60%0.41%2.64%5.21%1.91%1.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.99%3.62%2.61%
2023-3.94%-2.09%7.50%4.32%

Expense Ratio

The Okay1 has an expense ratio of 0.08% which is considered to be low. 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%0.35%
0.50%1.00%1.50%2.00%0.14%
0.50%1.00%1.50%2.00%0.03%
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.


Okay1
Sharpe ratio
The chart of Sharpe ratio for Okay1, currently valued at 1.64, compared to the broader market-1.000.001.002.003.004.001.64
Sortino ratio
The chart of Sortino ratio for Okay1, currently valued at 2.41, compared to the broader market-2.000.002.004.006.002.41
Omega ratio
The chart of Omega ratio for Okay1, 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 Okay1, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for Okay1, currently valued at 6.13, compared to the broader market0.0010.0020.0030.0040.006.14
^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
VTI
Vanguard Total Stock Market ETF
1.722.491.301.336.68
BND
Vanguard Total Bond Market ETF
-0.020.011.00-0.01-0.06
JEPI
JPMorgan Equity Premium Income ETF
1.231.751.221.355.47
BIL
SPDR Barclays 1-3 Month T-Bill ETF
19.35166.3479.44241.162,555.57

Sharpe Ratio

The current Okay1 Sharpe ratio is 1.64. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.64

The Sharpe ratio of Okay1 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
1.64
1.66
Okay1
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Okay1 granted a 2.85% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Okay12.85%2.90%3.29%2.07%2.14%1.66%1.83%1.53%1.63%1.67%1.56%1.55%
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%
BND
Vanguard Total Bond Market ETF
3.36%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%
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%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.13%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.53%
-5.46%
Okay1
Benchmark (^GSPC)
Portfolio components

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 20.70%, occurring on Oct 14, 2022. Recovery took 293 trading sessions.

The current Okay1 drawdown is 4.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.7%Dec 28, 2021202Oct 14, 2022293Dec 14, 2023495
-6.79%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-5.28%Jun 9, 20203Jun 11, 202023Jul 15, 202026
-4.53%Apr 1, 202415Apr 19, 2024
-4.13%Sep 3, 202121Oct 4, 202115Oct 25, 202136

Volatility

Volatility Chart

The current Okay1 volatility is 2.43%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.43%
3.15%
Okay1
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.

BILBNDVTIJEPI
BIL1.000.050.01-0.02
BND0.051.000.150.16
VTI0.010.151.000.80
JEPI-0.020.160.801.00