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Beta MEK

Last updated Sep 21, 2023

Beat the S&P 500 with reduced volatility.

Asset Allocation


SCHD 30%BRK-B 25%JEPI 25%QQQ 20%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend30%
BRK-B
Berkshire Hathaway Inc.
Financial Services25%
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend25%
QQQ
Invesco QQQ
Large Cap Blend Equities20%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
12.85%
11.48%
Beta MEK
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.06%11.82%14.66%14.17%12.81%N/A
Beta MEK1.27%13.06%13.11%18.88%17.73%N/A
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

QQQBRK-BJEPISCHD
QQQ1.000.460.660.57
BRK-B0.461.000.680.79
JEPI0.660.681.000.79
SCHD0.570.790.791.00

Sharpe Ratio

The current Beta MEK Sharpe ratio is 1.20. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.20

The Sharpe ratio of Beta MEK lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.20
0.74
Beta MEK
Benchmark (^GSPC)
Portfolio components

Dividend yield

Beta MEK granted a 3.90% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Beta MEK3.90%4.29%2.92%2.99%1.17%1.27%1.13%1.30%1.35%1.34%1.22%1.47%
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.


0.06%
0.00%2.15%
0.35%
0.00%2.15%
0.20%
0.00%2.15%

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
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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-1.58%
-8.22%
Beta MEK
Benchmark (^GSPC)
Portfolio components

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, 2022136Oct 12, 2022186Jul 12, 2023322
-7.57%Jan 13, 202228Feb 23, 202222Mar 25, 202250
-7.53%Jun 9, 202014Jun 26, 202016Jul 21, 202030
-7.17%Sep 3, 202014Sep 23, 202033Nov 9, 202047
-4.52%Sep 3, 202119Sep 30, 202114Oct 20, 202133

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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.65%
3.47%
Beta MEK
Benchmark (^GSPC)
Portfolio components