Beta MEK
Beat the S&P 500 with reduced volatility.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 30% |
BRK-B Berkshire Hathaway Inc. | Financial Services | 25% |
JEPI JPMorgan Equity Premium Income ETF | Large Cap Blend Equities, Actively Managed, Dividend | 25% |
QQQ Invesco QQQ | Large Cap Blend Equities | 20% |
Performance
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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.06% | 11.82% | 14.66% | 14.17% | 12.81% | N/A |
| Beta MEK | 1.27% | 13.06% | 13.11% | 18.88% | 17.73% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -0.53% | 4.93% | -1.48% | 6.73% | 15.43% | N/A |
BRK-B Berkshire Hathaway Inc. | 4.18% | 22.38% | 18.75% | 32.36% | 24.94% | N/A |
JEPI JPMorgan Equity Premium Income ETF | 1.29% | 8.51% | 6.73% | 12.27% | 12.62% | N/A |
QQQ Invesco QQQ | 0.32% | 19.42% | 37.50% | 27.11% | 15.77% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| QQQ | BRK-B | JEPI | SCHD | |
|---|---|---|---|---|
| QQQ | 1.00 | 0.46 | 0.66 | 0.57 |
| BRK-B | 0.46 | 1.00 | 0.68 | 0.79 |
| JEPI | 0.66 | 0.68 | 1.00 | 0.79 |
| SCHD | 0.57 | 0.79 | 0.79 | 1.00 |
Dividend yield
Beta MEK granted a 3.90% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Beta MEK | 3.90% | 4.29% | 2.92% | 2.99% | 1.17% | 1.27% | 1.13% | 1.30% | 1.35% | 1.34% | 1.22% | 1.47% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.49% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
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 | 9.73% | 12.35% | 7.80% | 7.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.59% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
Expense Ratio
The Beta MEK features an expense ratio of 0.15%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.36 | ||||
BRK-B Berkshire Hathaway Inc. | 1.77 | ||||
JEPI JPMorgan Equity Premium Income ETF | 1.05 | ||||
QQQ Invesco QQQ | 1.14 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Beta MEK. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Beta MEK is 19.46%, recorded on Oct 12, 2022. It took 186 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.46% | Mar 30, 2022 | 136 | Oct 12, 2022 | 186 | Jul 12, 2023 | 322 |
| -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 |
| -4.52% | Sep 3, 2021 | 19 | Sep 30, 2021 | 14 | Oct 20, 2021 | 33 |
Volatility Chart
The current Beta MEK volatility is 2.65%, 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.