Beta MEK
Beat the S&P 500 with reduced volatility.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 25% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 30% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Beta MEK, 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 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Beta MEK | 19.07% | 0.49% | 13.36% | 32.17% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
BRK-B Berkshire Hathaway Inc. | 27.47% | -0.62% | 14.59% | 34.74% | 16.48% | 12.52% |
JEPI JPMorgan Equity Premium Income ETF | 13.65% | 0.38% | 9.87% | 22.53% | N/A | N/A |
QQQ Invesco QQQ | 22.66% | 2.76% | 18.15% | 44.21% | 21.34% | 18.30% |
Monthly Returns
The table below presents the monthly returns of Beta MEK, 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 | 2.75% | 3.92% | 2.82% | -4.33% | 3.50% | 0.97% | 3.98% | 3.84% | 0.31% | 19.07% | |||
| 2023 | 3.42% | -2.11% | 2.60% | 2.03% | -0.66% | 5.20% | 3.25% | -0.16% | -3.70% | -2.47% | 6.60% | 3.32% | 18.08% |
| 2022 | -2.27% | -1.00% | 5.28% | -7.00% | 0.37% | -8.38% | 7.38% | -4.27% | -7.17% | 8.68% | 6.48% | -4.02% | -7.64% |
| 2021 | -1.05% | 3.34% | 6.25% | 4.40% | 2.47% | 0.31% | 1.44% | 2.58% | -4.41% | 5.33% | -1.51% | 5.80% | 27.27% |
| 2020 | 3.65% | -0.06% | 6.85% | 7.21% | -2.71% | -2.15% | 11.35% | 2.88% | 29.41% |
Expense Ratio
Beta MEK has an expense ratio of 0.15%, 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 risk-adjusted rank of Beta MEK is 84, placing it in the top 16% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
BRK-B Berkshire Hathaway Inc. | 2.78 | 3.68 | 1.48 | 4.15 | 13.56 |
JEPI JPMorgan Equity Premium Income ETF | 3.35 | 4.72 | 1.69 | 4.28 | 24.91 |
QQQ Invesco QQQ | 2.67 | 3.42 | 1.47 | 3.38 | 12.40 |
Dividends
Dividend yield
Beta MEK provided a 2.95% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Beta MEK | 2.95% | 3.27% | 4.10% | 2.57% | 2.51% | 1.04% | 1.10% | 0.96% | 1.08% | 1.09% | 1.07% | 0.94% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.61% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Beta MEK. 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 Beta MEK was 19.46%, occurring on Oct 12, 2022. Recovery took 186 trading sessions.
The current Beta MEK drawdown is 1.35%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.46% | Mar 30, 2022 | 136 | Oct 12, 2022 | 186 | Jul 12, 2023 | 322 |
| -8.65% | Sep 15, 2023 | 31 | Oct 27, 2023 | 30 | Dec 11, 2023 | 61 |
| -7.57% | Jan 13, 2022 | 28 | Feb 23, 2022 | 22 | Mar 25, 2022 | 50 |
| -7.53% | Jun 9, 2020 | 14 | Jun 26, 2020 | 16 | Jul 21, 2020 | 30 |
| -7.17% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
Volatility
Volatility Chart
The current Beta MEK volatility is 2.25%, 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
| QQQ | BRK-B | SCHD | JEPI | |
|---|---|---|---|---|
| QQQ | 1.00 | 0.42 | 0.54 | 0.64 |
| BRK-B | 0.42 | 1.00 | 0.75 | 0.65 |
| SCHD | 0.54 | 0.75 | 1.00 | 0.79 |
| JEPI | 0.64 | 0.65 | 0.79 | 1.00 |