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Lazy DIV-Biased Growth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 40%SCHG 40%JEPQ 20%EquityEquity
PositionCategory/SectorWeight
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

20%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

40%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

40%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Lazy DIV-Biased Growth, 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


-10.00%0.00%10.00%20.00%30.00%NovemberDecember2024FebruaryMarchApril
18.83%
15.51%
Lazy DIV-Biased Growth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.14%-4.93%17.59%20.28%11.33%10.22%
Lazy DIV-Biased Growth3.43%-5.20%16.41%22.00%N/AN/A
SCHD
Schwab US Dividend Equity ETF
1.47%-3.44%12.63%8.62%10.94%10.92%
SCHG
Schwab U.S. Large-Cap Growth ETF
5.03%-6.73%20.82%34.53%17.09%15.25%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
4.06%-5.55%15.08%24.92%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.70%4.38%3.13%
2023-4.46%-2.28%8.55%4.85%

Expense Ratio

The Lazy DIV-Biased Growth features an expense ratio of 0.11%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.04%

Risk-Adjusted Performance

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.


Lazy DIV-Biased Growth
Sharpe ratio
The chart of Sharpe ratio for Lazy DIV-Biased Growth, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for Lazy DIV-Biased Growth, currently valued at 2.60, compared to the broader market-2.000.002.004.006.002.60
Omega ratio
The chart of Omega ratio for Lazy DIV-Biased Growth, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for Lazy DIV-Biased Growth, currently valued at 2.31, compared to the broader market0.002.004.006.008.002.31
Martin ratio
The chart of Martin ratio for Lazy DIV-Biased Growth, currently valued at 8.49, compared to the broader market0.0010.0020.0030.0040.008.49
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.66, compared to the broader market-1.000.001.002.003.004.001.66
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.44, compared to the broader market-2.000.002.004.006.002.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.801.001.201.401.601.801.29
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.27, compared to the broader market0.002.004.006.008.001.27
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.65, compared to the broader market0.0010.0020.0030.0040.006.65

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.661.011.120.632.18
SCHG
Schwab U.S. Large-Cap Growth ETF
2.132.951.373.3511.63
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.233.041.423.7115.15

Sharpe Ratio

The current Lazy DIV-Biased Growth Sharpe ratio is 1.82. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.82

The Sharpe ratio of Lazy DIV-Biased Growth 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.82
1.66
Lazy DIV-Biased Growth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Lazy DIV-Biased Growth granted a 3.47% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Lazy DIV-Biased Growth3.47%3.59%3.46%1.28%1.47%1.52%1.74%1.46%1.48%1.68%1.49%1.42%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.46%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.49%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.53%
-5.46%
Lazy DIV-Biased Growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Lazy DIV-Biased Growth. 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 Lazy DIV-Biased Growth was 16.75%, occurring on Oct 12, 2022. Recovery took 160 trading sessions.

The current Lazy DIV-Biased Growth drawdown is 5.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.75%Aug 17, 202240Oct 12, 2022160Jun 2, 2023200
-13.95%May 5, 202230Jun 16, 202239Aug 12, 202269
-9.18%Aug 1, 202363Oct 27, 202319Nov 24, 202382
-5.53%Apr 1, 202415Apr 19, 2024
-2.16%Jun 16, 20236Jun 26, 20234Jun 30, 202310

Volatility

Volatility Chart

The current Lazy DIV-Biased Growth volatility is 3.15%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.15%
3.15%
Lazy DIV-Biased Growth
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHDJEPQSCHG
SCHD1.000.670.68
JEPQ0.671.000.97
SCHG0.680.971.00