VOO/QQQM/JEPI/JEPQ
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
QQQM Invesco NASDAQ 100 ETF | Large Cap Growth Equities | 25% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in VOO/QQQM/JEPI/JEPQ, 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 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| VOO/QQQM/JEPI/JEPQ | 15.71% | 0.63% | 6.73% | 23.97% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 19.30% | 0.63% | 8.62% | 28.62% | 15.26% | 12.92% |
QQQM Invesco NASDAQ 100 ETF | 16.05% | -1.60% | 6.92% | 28.82% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 12.46% | 2.77% | 6.30% | 15.33% | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 14.70% | 0.64% | 4.73% | 22.88% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of VOO/QQQM/JEPI/JEPQ, 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 | 2.05% | 4.29% | 2.30% | -3.61% | 4.65% | 3.38% | -0.25% | 2.00% | 15.71% | ||||
| 2023 | 6.26% | -1.44% | 5.70% | 1.73% | 2.72% | 4.79% | 2.96% | -0.84% | -4.04% | -1.53% | 8.10% | 3.83% | 31.25% |
| 2022 | -4.00% | -6.80% | 8.69% | -4.33% | -8.77% | 6.04% | 5.36% | -5.68% | -10.55% |
Expense Ratio
VOO/QQQM/JEPI/JEPQ has an expense ratio of 0.22%, 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 rank of VOO/QQQM/JEPI/JEPQ is 57, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.26 | 3.03 | 1.41 | 2.86 | 12.14 |
QQQM Invesco NASDAQ 100 ETF | 1.63 | 2.19 | 1.29 | 2.12 | 7.60 |
JEPI JPMorgan Equity Premium Income ETF | 1.92 | 2.63 | 1.36 | 2.28 | 9.70 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.77 | 2.32 | 1.35 | 2.14 | 8.67 |
Dividends
Dividend yield
VOO/QQQM/JEPI/JEPQ granted a 4.60% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VOO/QQQM/JEPI/JEPQ | 4.60% | 5.13% | 5.91% | 2.06% | 1.87% | 0.47% | 0.52% | 0.45% | 0.50% | 0.53% | 0.46% | 0.46% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
QQQM Invesco NASDAQ 100 ETF | 0.54% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.11% | 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 | 9.47% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 VOO/QQQM/JEPI/JEPQ. 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 VOO/QQQM/JEPI/JEPQ was 16.24%, occurring on Oct 14, 2022. Recovery took 134 trading sessions.
The current VOO/QQQM/JEPI/JEPQ drawdown is 0.70%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.24% | Aug 16, 2022 | 43 | Oct 14, 2022 | 134 | Apr 28, 2023 | 177 |
| -13.85% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
| -8.64% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -7.98% | Aug 1, 2023 | 63 | Oct 27, 2023 | 12 | Nov 14, 2023 | 75 |
| -5.29% | Mar 28, 2024 | 16 | Apr 19, 2024 | 17 | May 14, 2024 | 33 |
Volatility
Volatility Chart
The current VOO/QQQM/JEPI/JEPQ volatility is 3.83%, 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
| JEPI | QQQM | JEPQ | VOO | |
|---|---|---|---|---|
| JEPI | 1.00 | 0.67 | 0.71 | 0.82 |
| QQQM | 0.67 | 1.00 | 0.97 | 0.94 |
| JEPQ | 0.71 | 0.97 | 1.00 | 0.92 |
| VOO | 0.82 | 0.94 | 0.92 | 1.00 |