Original Buffer+Income v2 JUL
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July | Options Trading | 50% |
GLD SPDR Gold Trust | Precious Metals, Gold | 15% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 35% |
Performance
Performance Chart
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The earliest data available for this chart is Jul 20, 2020, corresponding to the inception date of FJUL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| Original Buffer+Income v2 JUL | 7.05% | 8.85% | 6.62% | 19.56% | N/A | N/A |
| Portfolio components: | ||||||
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July | 0.32% | 7.26% | 0.27% | 8.56% | N/A | N/A |
SPMO Invesco S&P 500® Momentum ETF | 8.82% | 16.74% | 8.45% | 27.59% | 21.41% | N/A |
GLD SPDR Gold Trust | 25.18% | -2.57% | 22.89% | 37.71% | 13.18% | 10.12% |
Monthly Returns
The table below presents the monthly returns of Original Buffer+Income v2 JUL, 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 | 3.82% | -0.15% | -2.92% | 1.29% | 5.01% | 7.05% | |||||||
| 2024 | 2.31% | 6.01% | 3.71% | -2.39% | 4.70% | 3.41% | 0.68% | 2.58% | 2.15% | 0.29% | 3.69% | -1.33% | 28.70% |
| 2023 | 3.04% | -3.22% | 3.05% | 1.74% | -2.01% | 4.93% | 2.34% | 0.12% | -2.79% | -0.35% | 7.07% | 4.13% | 18.96% |
| 2022 | -3.61% | -0.62% | 2.76% | -6.26% | 0.25% | -4.59% | 6.05% | -2.68% | -6.12% | 7.21% | 4.29% | -2.49% | -6.77% |
| 2021 | -0.86% | -0.65% | 1.59% | 2.85% | 1.15% | 1.52% | 1.71% | 2.47% | -3.39% | 4.70% | -1.56% | 2.73% | 12.66% |
| 2020 | 2.03% | 4.56% | -2.02% | -2.42% | 5.13% | 2.81% | 10.25% |
Expense Ratio
Original Buffer+Income v2 JUL has an expense ratio of 0.53%, placing it in the medium range. 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
With an overall rank of 86, Original Buffer+Income v2 JUL is among the top 14% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July | 0.66 | 0.99 | 1.16 | 0.65 | 2.67 |
SPMO Invesco S&P 500® Momentum ETF | 1.11 | 1.63 | 1.23 | 1.38 | 4.98 |
GLD SPDR Gold Trust | 2.13 | 2.65 | 1.34 | 4.31 | 10.98 |
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Dividends
Dividend yield
Original Buffer+Income v2 JUL provided a 0.17% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.17% | 0.17% | 0.57% | 0.58% | 0.18% | 0.44% | 0.49% | 0.37% | 0.27% | 0.68% | 0.12% |
| Portfolio components: | |||||||||||
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500® Momentum ETF | 0.49% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Original Buffer+Income v2 JUL. 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 Original Buffer+Income v2 JUL was 14.95%, occurring on Sep 30, 2022. Recovery took 195 trading sessions.
The current Original Buffer+Income v2 JUL drawdown is 1.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -14.95% | Jan 5, 2022 | 186 | Sep 30, 2022 | 195 | Jul 13, 2023 | 381 |
| -13.23% | Feb 20, 2025 | 34 | Apr 8, 2025 | 24 | May 13, 2025 | 58 |
| -6.49% | Jul 17, 2024 | 14 | Aug 5, 2024 | 9 | Aug 16, 2024 | 23 |
| -6.14% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -5.61% | Oct 13, 2020 | 14 | Oct 30, 2020 | 4 | Nov 5, 2020 | 18 |
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 3 assets, with an effective number of assets of 2.53, 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 | GLD | SPMO | FJUL | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.13 | 0.85 | 0.95 | 0.92 |
| GLD | 0.13 | 1.00 | 0.12 | 0.13 | 0.31 |
| SPMO | 0.85 | 0.12 | 1.00 | 0.80 | 0.94 |
| FJUL | 0.95 | 0.13 | 0.80 | 1.00 | 0.90 |
| Portfolio | 0.92 | 0.31 | 0.94 | 0.90 | 1.00 |