Portfolio 2 (Revised): High volatility high growth
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 40% |
PFF iShares Preferred and Income Securities ETF | Preferred Stock/Convertible Bonds | 30% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | Volatility Hedged Equity, Dividend | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 2 (Revised): High volatility high growth, 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 | -10.18% | -6.79% | -9.92% | 6.35% | 14.12% | 9.63% |
| Portfolio 2 (Revised): High volatility high growth | -3.76% | -5.07% | -7.21% | 6.16% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | -4.83% | -5.19% | -6.76% | 4.47% | N/A | N/A |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | -1.64% | -4.85% | -6.19% | 12.77% | 13.44% | 7.77% |
PFF iShares Preferred and Income Securities ETF | -4.50% | -5.15% | -8.91% | 1.77% | 3.32% | 2.61% |
Monthly Returns
The table below presents the monthly returns of Portfolio 2 (Revised): High volatility high growth, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.67% | 1.95% | -2.31% | -4.97% | -3.76% | ||||||||
| 2024 | 1.27% | 1.68% | 2.56% | -2.77% | 3.16% | -0.28% | 3.20% | 3.40% | 2.39% | -0.70% | 3.06% | -4.65% | 12.64% |
| 2023 | 4.92% | -2.93% | -0.88% | 1.34% | -3.37% | 3.56% | 2.13% | -1.22% | -2.96% | -2.61% | 6.49% | 3.08% | 7.12% |
| 2022 | -2.49% | -1.62% | 3.10% | -3.76% | 1.61% | -5.10% | 4.56% | -3.07% | -7.05% | 4.98% | 5.70% | -2.85% | -6.79% |
| 2021 | -0.55% | 1.00% | 6.44% | 2.41% | 1.63% | 0.54% | 1.03% | 1.24% | -3.21% | 2.97% | -2.08% | 5.89% | 18.24% |
| 2020 | 3.34% | -0.67% | 4.45% | 2.07% | -1.17% | -0.92% | 8.30% | 2.64% | 19.12% |
Expense Ratio
Portfolio 2 (Revised): High volatility high growth has an expense ratio of 0.37%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Portfolio 2 (Revised): High volatility high growth is 66, 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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 0.30 | 0.51 | 1.08 | 0.30 | 1.54 |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 1.12 | 1.55 | 1.23 | 1.19 | 4.55 |
PFF iShares Preferred and Income Securities ETF | 0.28 | 0.46 | 1.06 | 0.24 | 0.84 |
Dividends
Dividend yield
Portfolio 2 (Revised): High volatility high growth provided a 6.29% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.29% | 5.85% | 6.69% | 7.50% | 5.01% | 5.22% | 2.81% | 3.21% | 2.62% | 2.90% | 2.78% | 2.87% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 8.06% | 7.33% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPHD Invesco S&P 500® High Dividend Low Volatility ETF | 3.46% | 3.41% | 4.48% | 3.89% | 3.45% | 4.89% | 4.07% | 4.40% | 3.14% | 3.83% | 3.49% | 3.24% |
PFF iShares Preferred and Income Securities ETF | 6.78% | 6.31% | 6.63% | 5.55% | 4.45% | 4.79% | 5.31% | 6.31% | 5.59% | 5.85% | 5.77% | 6.32% |
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 Portfolio 2 (Revised): High volatility high growth. 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 Portfolio 2 (Revised): High volatility high growth was 14.26%, occurring on Oct 12, 2022. Recovery took 306 trading sessions.
The current Portfolio 2 (Revised): High volatility high growth drawdown is 8.24%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.26% | Apr 21, 2022 | 121 | Oct 12, 2022 | 306 | Jan 2, 2024 | 427 |
| -12.12% | Dec 2, 2024 | 87 | Apr 8, 2025 | — | — | — |
| -7.36% | Jun 9, 2020 | 14 | Jun 26, 2020 | 29 | Aug 7, 2020 | 43 |
| -6.02% | Jan 3, 2022 | 36 | Feb 23, 2022 | 39 | Apr 20, 2022 | 75 |
| -4.46% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Portfolio 2 (Revised): High volatility high growth volatility is 8.24%, 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
| PFF | SPHD | JEPI | |
|---|---|---|---|
| PFF | 1.00 | 0.51 | 0.57 |
| SPHD | 0.51 | 1.00 | 0.70 |
| JEPI | 0.57 | 0.70 | 1.00 |