Beta MEK
Beat the S&P 500 with reduced volatility.
Asset Allocation
| Position | Category/Sector | Target 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
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The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| Beta MEK | 0.98% | 3.92% | -1.93% | 10.36% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -4.97% | 3.04% | -9.89% | 1.08% | 12.64% | 10.39% |
BRK-B Berkshire Hathaway Inc. | 13.34% | -0.40% | 10.86% | 24.68% | 24.17% | 13.58% |
JEPI JPMorgan Equity Premium Income ETF | -0.61% | 5.02% | -3.46% | 5.33% | N/A | N/A |
QQQ Invesco QQQ | -4.41% | 9.37% | -4.80% | 11.06% | 17.35% | 17.24% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.47% | 2.99% | -1.61% | -2.50% | -0.25% | 0.98% | |||||||
| 2024 | 2.75% | 3.92% | 2.82% | -4.33% | 3.50% | 0.97% | 3.98% | 3.84% | 0.31% | -0.81% | 5.30% | -4.46% | 18.64% |
| 2023 | 3.42% | -2.11% | 2.60% | 2.03% | -0.66% | 5.20% | 3.25% | -0.17% | -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. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Beta MEK is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.08 | 0.32 | 1.04 | 0.15 | 0.49 |
BRK-B Berkshire Hathaway Inc. | 1.31 | 1.87 | 1.27 | 3.01 | 7.59 |
JEPI JPMorgan Equity Premium Income ETF | 0.40 | 0.72 | 1.12 | 0.47 | 2.02 |
QQQ Invesco QQQ | 0.45 | 0.81 | 1.11 | 0.51 | 1.65 |
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Dividends
Dividend yield
Beta MEK provided a 3.35% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.35% | 3.04% | 3.27% | 4.10% | 2.57% | 2.51% | 1.04% | 1.10% | 0.96% | 1.08% | 1.09% | 1.07% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.04% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
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 | 8.07% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.61% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
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.
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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 4.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.46% | Mar 30, 2022 | 136 | Oct 12, 2022 | 186 | Jul 12, 2023 | 322 |
| -11.94% | Mar 3, 2025 | 27 | Apr 8, 2025 | — | — | — |
| -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 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | QQQ | BRK-B | SCHD | JEPI | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.92 | 0.62 | 0.76 | 0.81 | 0.92 |
| QQQ | 0.92 | 1.00 | 0.40 | 0.52 | 0.65 | 0.75 |
| BRK-B | 0.62 | 0.40 | 1.00 | 0.74 | 0.65 | 0.83 |
| SCHD | 0.76 | 0.52 | 0.74 | 1.00 | 0.79 | 0.90 |
| JEPI | 0.81 | 0.65 | 0.65 | 0.79 | 1.00 | 0.88 |
| Portfolio | 0.92 | 0.75 | 0.83 | 0.90 | 0.88 | 1.00 |