Dividend Income Portfolio
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
EPR EPR Properties | Real Estate | 14.29% |
HYG iShares iBoxx $ High Yield Corporate Bond ETF | High Yield Bonds | 14.29% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 14.29% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 14.29% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | All Cap Equities, Dividend | 14.29% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 14.29% |
VNQ Vanguard Real Estate ETF | REIT | 14.29% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend Income 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
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.39% | 4.02% | 5.56% | 21.51% | 12.69% | 10.55% |
Dividend Income Portfolio | 7.97% | 3.78% | 7.78% | 16.04% | N/A | N/A |
Portfolio components: | ||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 7.06% | 2.48% | 5.91% | 13.29% | 3.39% | 3.77% |
VNQ Vanguard Real Estate ETF | 9.72% | 4.72% | 10.51% | 21.48% | 4.19% | 6.28% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 3.60% | 2.58% | 8.33% | 11.42% | 8.23% | 9.63% |
SCHD Schwab US Dividend Equity ETF | 9.70% | 2.22% | 6.48% | 15.56% | 12.41% | 11.31% |
JEPI JPMorgan Equity Premium Income ETF | 9.64% | 3.04% | 4.45% | 12.41% | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.74% | 1.83% | 1.60% | 17.59% | N/A | N/A |
EPR EPR Properties | 3.00% | 9.21% | 15.64% | 15.74% | -4.39% | 4.27% |
Monthly Returns
The table below presents the monthly returns of Dividend Income Portfolio, 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 | -1.71% | 0.43% | 3.04% | -3.82% | 2.70% | 0.95% | 4.89% | 3.06% | 7.97% | ||||
2023 | 5.89% | -3.00% | -0.11% | 2.32% | -2.06% | 5.49% | 1.86% | -0.10% | -4.70% | -1.60% | 6.89% | 6.05% | 17.31% |
2022 | -1.72% | -6.72% | 7.25% | -6.24% | -9.17% | 7.11% | 5.75% | -4.37% | -9.29% |
Expense Ratio
Dividend Income Portfolio has an expense ratio of 0.27%, 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 Dividend Income Portfolio is 42, 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.
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 | |
---|---|---|---|---|---|
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 2.48 | 3.85 | 1.48 | 3.51 | 13.15 |
VNQ Vanguard Real Estate ETF | 1.17 | 1.75 | 1.22 | 0.80 | 3.98 |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 0.66 | 1.08 | 1.13 | 0.75 | 2.18 |
SCHD Schwab US Dividend Equity ETF | 1.35 | 2.00 | 1.24 | 1.29 | 5.35 |
JEPI JPMorgan Equity Premium Income ETF | 1.59 | 2.19 | 1.30 | 1.89 | 7.26 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.33 | 1.79 | 1.26 | 1.61 | 6.40 |
EPR EPR Properties | 0.77 | 1.21 | 1.14 | 0.79 | 1.63 |
Dividends
Dividend yield
Dividend Income Portfolio granted a 6.10% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dividend Income Portfolio | 6.10% | 6.14% | 6.65% | 3.28% | 3.82% | 3.07% | 3.49% | 3.06% | 3.06% | 3.21% | 3.01% | 3.23% |
Portfolio components: | ||||||||||||
HYG iShares iBoxx $ High Yield Corporate Bond ETF | 6.37% | 5.74% | 5.30% | 4.02% | 4.88% | 4.99% | 5.54% | 5.12% | 5.27% | 5.90% | 5.69% | 6.10% |
VNQ Vanguard Real Estate ETF | 3.75% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
PEY Invesco High Yield Equity Dividend Achievers™ ETF | 4.81% | 4.58% | 4.22% | 3.83% | 4.30% | 3.78% | 4.33% | 3.21% | 3.12% | 3.44% | 3.24% | 3.28% |
SCHD Schwab US Dividend Equity ETF | 3.45% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
JEPI JPMorgan Equity Premium Income ETF | 7.29% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.90% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EPR EPR Properties | 7.10% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 6.75% | 6.23% | 5.35% | 6.21% | 5.93% | 6.43% |
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 Dividend Income 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 Dividend Income Portfolio was 17.11%, occurring on Oct 10, 2022. Recovery took 288 trading sessions.
The current Dividend Income Portfolio drawdown is 1.52%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-17.11% | Aug 17, 2022 | 38 | Oct 10, 2022 | 288 | Dec 1, 2023 | 326 |
-11.69% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
-5.07% | Apr 1, 2024 | 13 | Apr 17, 2024 | 20 | May 15, 2024 | 33 |
-3.72% | Aug 1, 2024 | 3 | Aug 5, 2024 | 10 | Aug 19, 2024 | 13 |
-3.54% | May 16, 2024 | 9 | May 29, 2024 | 29 | Jul 11, 2024 | 38 |
Volatility
Volatility Chart
The current Dividend Income Portfolio volatility is 2.63%, 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
JEPQ | EPR | HYG | PEY | VNQ | JEPI | SCHD | |
---|---|---|---|---|---|---|---|
JEPQ | 1.00 | 0.44 | 0.64 | 0.46 | 0.55 | 0.71 | 0.62 |
EPR | 0.44 | 1.00 | 0.50 | 0.63 | 0.71 | 0.56 | 0.62 |
HYG | 0.64 | 0.50 | 1.00 | 0.58 | 0.65 | 0.62 | 0.65 |
PEY | 0.46 | 0.63 | 0.58 | 1.00 | 0.77 | 0.73 | 0.88 |
VNQ | 0.55 | 0.71 | 0.65 | 0.77 | 1.00 | 0.74 | 0.77 |
JEPI | 0.71 | 0.56 | 0.62 | 0.73 | 0.74 | 1.00 | 0.85 |
SCHD | 0.62 | 0.62 | 0.65 | 0.88 | 0.77 | 0.85 | 1.00 |