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Dividend Income Portfolio

Last updated Mar 2, 2024

Asset Allocation


HYG 14.29%PEY 14.29%SCHD 14.29%JEPI 14.29%JEPQ 14.29%EPR 14.29%VNQ 14.29%BondBondEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
High Yield Bonds

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%

JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

14.29%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Large Cap Growth Equities, Dividend

14.29%

EPR
EPR Properties
Real Estate

14.29%

VNQ
Vanguard Real Estate ETF
REIT

14.29%

S&P 500

Performance

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


-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%OctoberNovemberDecember2024FebruaryMarch
5.75%
19.46%
Dividend Income Portfolio
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Dividend Income Portfolio-0.61%0.89%5.44%12.26%N/AN/A
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
0.80%0.56%6.02%9.59%3.05%3.21%
VNQ
Vanguard Real Estate ETF
-2.03%2.63%7.24%3.98%4.46%6.04%
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
-5.94%-1.88%-2.40%0.65%6.68%9.45%
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.26%11.35%
JEPI
JPMorgan Equity Premium Income ETF
4.46%1.66%6.75%13.89%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
8.15%3.28%15.13%37.65%N/AN/A
EPR
EPR Properties
-12.71%-2.21%-3.21%9.29%-5.22%3.45%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.71%0.69%
2023-0.10%-4.70%-1.60%6.89%6.05%

Sharpe Ratio

The current Dividend Income Portfolio Sharpe ratio is 1.22. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.22

The Sharpe ratio of Dividend Income Portfolio is in the bottom 25%, suggesting that this portfolio isn't performing as well in terms of risk-adjusted returns compared to many others. This could be due to lower returns, higher volatility, or both. It might be an indication that the portfolio needs fine-tuning.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.22
2.44
Dividend Income Portfolio
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend Income Portfolio granted a 6.13% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend Income Portfolio6.13%6.14%6.65%3.28%3.82%3.07%3.49%3.06%3.06%3.21%3.01%3.23%
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
5.76%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
4.03%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
5.05%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
3.40%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
7.68%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
9.11%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
7.90%6.81%8.62%3.16%4.66%6.37%6.75%6.23%5.35%6.21%5.93%6.43%

Expense Ratio

The Dividend Income Portfolio has a high expense ratio of 0.27%, indicating higher-than-average management fees. 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%0.53%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.12%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
Dividend Income Portfolio
1.22
HYG
iShares iBoxx $ High Yield Corporate Bond ETF
1.63
VNQ
Vanguard Real Estate ETF
0.35
PEY
Invesco High Yield Equity Dividend Achievers™ ETF
0.08
SCHD
Schwab US Dividend Equity ETF
0.72
JEPI
JPMorgan Equity Premium Income ETF
1.97
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
3.75
EPR
EPR Properties
0.46

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

EPRJEPQHYGPEYVNQJEPISCHD
EPR1.000.490.510.630.710.570.63
JEPQ0.491.000.670.510.590.720.68
HYG0.510.671.000.590.670.640.67
PEY0.630.510.591.000.790.750.88
VNQ0.710.590.670.791.000.750.79
JEPI0.570.720.640.750.751.000.86
SCHD0.630.680.670.880.790.861.00

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.14%
0
Dividend Income Portfolio
Benchmark (^GSPC)
Portfolio components

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 1.14%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.11%Aug 17, 202238Oct 10, 2022288Dec 1, 2023326
-11.69%May 5, 202230Jun 16, 202239Aug 12, 202269
-3.46%Dec 29, 202331Feb 13, 2024
-0.98%Dec 20, 20231Dec 20, 20232Dec 22, 20233
-0.7%Dec 15, 20231Dec 15, 20232Dec 19, 20233

Volatility Chart

The current Dividend Income Portfolio volatility is 2.68%, 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%OctoberNovemberDecember2024FebruaryMarch
2.68%
3.47%
Dividend Income Portfolio
Benchmark (^GSPC)
Portfolio components
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