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My ETF Portfolio
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Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

My ETF Portfolio

Last updated Jul 25, 2024

An 80k USD Portfolio

Asset Allocation

QQQ 53%VUG 41%JEPQ 6%EquityEquity
PositionCategory/SectorWeight
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		Actively Managed, Dividend, Derivative Income

6%

QQQ
Invesco QQQ		Large Cap Blend Equities

53%

VUG
Vanguard Growth ETF		Large Cap Growth Equities

41%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in My ETF Portfolio, 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

10.00%20.00%30.00%40.00%50.00%FebruaryMarchAprilMayJuneJuly
39.73%
25.56%
My ETF Portfolio
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
My ETF Portfolio13.51%-4.61%9.51%23.50%N/AN/A
Portfolio components:
VUG
Vanguard Growth ETF		15.67%-4.61%11.39%25.54%16.92%14.85%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		10.06%-4.70%6.11%18.20%N/AN/A
QQQ
Invesco QQQ		12.23%-4.60%8.45%22.52%19.44%17.83%

Monthly Returns

The table below presents the monthly returns of My ETF Portfolio, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.03%5.96%1.39%-4.23%6.15%6.41%13.51%
202310.27%-0.82%8.64%0.85%6.55%6.36%3.60%-1.24%-5.25%-1.86%10.96%4.91%50.40%
2022-6.48%-8.56%12.49%-5.08%-10.40%4.07%5.14%-8.57%-18.15%

Expense Ratio

My ETF Portfolio has an expense ratio of 0.14%, 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.

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
QQQ
Invesco QQQ
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
VUG
Vanguard Growth ETF
Expense ratio chart for VUG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of My ETF Portfolio is 61, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.

The Risk-Adjusted Performance Rank of My ETF Portfolio is 6161
My ETF Portfolio
The Sharpe Ratio Rank of My ETF Portfolio is 5454Sharpe Ratio Rank
The Sortino Ratio Rank of My ETF Portfolio is 4949Sortino Ratio Rank
The Omega Ratio Rank of My ETF Portfolio is 5555Omega Ratio Rank
The Calmar Ratio Rank of My ETF Portfolio is 7777Calmar Ratio Rank
The Martin Ratio Rank of My ETF Portfolio is 7171Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

My ETF Portfolio
Sharpe ratio
The chart of Sharpe ratio for My ETF Portfolio, currently valued at 1.45, compared to the broader market-1.000.001.002.003.004.001.45
Sortino ratio
The chart of Sortino ratio for My ETF Portfolio, currently valued at 1.99, compared to the broader market-2.000.002.004.006.001.99
Omega ratio
The chart of Omega ratio for My ETF Portfolio, currently valued at 1.26, compared to the broader market0.801.001.201.401.601.801.26
Calmar ratio
The chart of Calmar ratio for My ETF Portfolio, currently valued at 2.17, compared to the broader market0.002.004.006.008.002.17
Martin ratio
The chart of Martin ratio for My ETF Portfolio, currently valued at 7.32, compared to the broader market0.0010.0020.0030.0040.007.32
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, 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 ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VUG
Vanguard Growth ETF		1.542.111.282.287.79
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		1.562.081.302.749.65
QQQ
Invesco QQQ		1.351.871.242.026.75

Sharpe Ratio

The current My ETF Portfolio Sharpe ratio is 1.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of My ETF Portfolio with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.45
1.58
My ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

My ETF Portfolio granted a 1.11% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
My ETF Portfolio1.11%1.17%1.28%0.42%0.57%0.79%1.02%0.91%1.13%1.06%1.24%1.02%
Portfolio components:
VUG
Vanguard Growth ETF		0.53%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.37%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ		0.63%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

Drawdowns Chart

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

-8.00%-6.00%-4.00%-2.00%0.00%FebruaryMarchAprilMayJuneJuly
-8.58%
-4.73%
My ETF Portfolio
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the My ETF Portfolio. 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 My ETF Portfolio was 21.30%, occurring on Nov 3, 2022. Recovery took 134 trading sessions.

The current My ETF Portfolio drawdown is 7.54%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.3%Aug 16, 202257Nov 3, 2022134May 18, 2023191
-17.49%May 5, 202230Jun 16, 202239Aug 12, 202269
-10.49%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-8.58%Jul 11, 202411Jul 25, 2024———
-6.92%Mar 25, 202419Apr 19, 202418May 15, 202437

Volatility

Volatility Chart

The current My ETF Portfolio volatility is 6.01%, 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%6.00%FebruaryMarchAprilMayJuneJuly
6.01%
3.80%
My ETF Portfolio
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.
JEPQVUGQQQ
JEPQ1.000.960.97
VUG0.961.000.99
QQQ0.970.991.00
The correlation results are calculated based on daily price changes starting from May 5, 2022