1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in 1, 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) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
1 | 21.55% | 3.81% | 19.62% | 42.87% | N/A | N/A |
Portfolio components: | ||||||
JPMorgan Equity Premium Income ETF | 14.92% | 1.94% | 11.11% | 22.57% | N/A | N/A |
JPMorgan Nasdaq Equity Premium Income ETF | 19.29% | 2.61% | 13.58% | 31.91% | N/A | N/A |
Global X Russell 2000 Covered Call ETF | 7.76% | 2.24% | 6.90% | 14.46% | 3.49% | N/A |
Invesco KBW High Dividend Yield Financial ETF | 6.06% | -0.08% | 8.41% | 25.79% | 4.19% | 4.55% |
ARK Next Generation Internet ETF | 16.81% | 5.51% | 19.84% | 70.60% | 13.50% | 18.82% |
NVIDIA Corporation | 178.72% | 18.97% | 73.57% | 233.54% | 96.47% | 77.97% |
Tesla, Inc. | -11.18% | -7.37% | 55.37% | 4.11% | 66.86% | 30.33% |
Netflix, Inc. | 56.89% | 8.97% | 37.74% | 90.52% | 22.68% | 30.83% |
Schwab US Dividend Equity ETF | 16.66% | 3.22% | 14.10% | 29.49% | 13.48% | 12.17% |
Consumer Staples Select Sector SPDR Fund | 16.50% | -0.45% | 10.85% | 25.69% | 9.12% | 8.98% |
Berkshire Hathaway Inc. | 30.32% | 2.08% | 13.70% | 38.39% | 17.39% | 12.86% |
Ford Motor Company | -3.87% | 2.02% | -11.41% | 2.21% | 8.29% | 2.55% |
Unity Software Inc. | -45.93% | 6.25% | -3.41% | -18.62% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of 1, 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 | -0.42% | 6.43% | 2.97% | -4.58% | 2.87% | 2.51% | 1.23% | 2.32% | 5.23% | 21.55% | |||
2023 | 14.95% | 0.15% | 3.97% | -3.41% | 6.56% | 12.85% | 3.31% | -3.60% | -5.58% | -6.60% | 10.95% | 8.02% | 46.34% |
2022 | -9.48% | -9.99% | 13.09% | -3.21% | -10.94% | 7.74% | 6.83% | -10.18% | -17.89% |
Expense Ratio
1 has an expense ratio of 0.27%, 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 1 is 28, 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 | |
---|---|---|---|---|---|
JPMorgan Equity Premium Income ETF | 2.77 | 3.84 | 1.54 | 3.07 | 20.57 |
JPMorgan Nasdaq Equity Premium Income ETF | 2.36 | 3.05 | 1.47 | 2.77 | 11.86 |
Global X Russell 2000 Covered Call ETF | 1.18 | 1.67 | 1.23 | 0.67 | 6.96 |
Invesco KBW High Dividend Yield Financial ETF | 1.18 | 1.65 | 1.21 | 1.12 | 5.20 |
ARK Next Generation Internet ETF | 2.14 | 2.72 | 1.33 | 2.37 | 10.18 |
NVIDIA Corporation | 4.39 | 4.17 | 1.54 | 8.40 | 26.44 |
Tesla, Inc. | -0.16 | 0.15 | 1.02 | -0.16 | -0.40 |
Netflix, Inc. | 3.60 | 4.92 | 1.66 | 7.23 | 28.77 |
Schwab US Dividend Equity ETF | 2.34 | 3.35 | 1.41 | 2.20 | 13.15 |
Consumer Staples Select Sector SPDR Fund | 2.37 | 3.39 | 1.41 | 1.88 | 18.75 |
Berkshire Hathaway Inc. | 2.73 | 3.60 | 1.47 | 3.47 | 13.74 |
Ford Motor Company | 0.03 | 0.29 | 1.05 | 0.04 | 0.09 |
Unity Software Inc. | -0.35 | -0.17 | 0.98 | -0.25 | -0.45 |
Dividends
Dividend yield
1 granted a 4.09% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | 4.09% | 4.53% | 4.30% | 2.66% | 2.69% | 2.07% | 2.94% | 1.66% | 1.66% | 1.70% | 1.40% | 1.29% |
Portfolio components: | ||||||||||||
JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JPMorgan Nasdaq Equity Premium Income ETF | 9.44% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Global X Russell 2000 Covered Call ETF | 11.92% | 12.64% | 13.50% | 12.35% | 10.76% | 6.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco KBW High Dividend Yield Financial ETF | 11.83% | 11.45% | 11.32% | 7.26% | 9.68% | 8.63% | 9.47% | 8.77% | 8.68% | 8.89% | 8.31% | 7.68% |
ARK Next Generation Internet ETF | 0.00% | 0.00% | 0.00% | 2.79% | 1.29% | 0.00% | 13.06% | 2.05% | 0.00% | 2.29% | 0.00% | 0.00% |
NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
Tesla, 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% |
Netflix, 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% |
Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Consumer Staples Select Sector SPDR Fund | 2.57% | 2.63% | 2.47% | 2.28% | 2.50% | 2.57% | 3.04% | 2.62% | 2.53% | 2.52% | 2.40% | 2.39% |
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% |
Ford Motor Company | 7.01% | 10.20% | 4.03% | 0.45% | 1.60% | 6.05% | 9.18% | 5.20% | 7.01% | 4.26% | 3.23% | 2.35% |
Unity Software 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% |
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 1. 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 1 was 22.86%, occurring on Oct 14, 2022. Recovery took 84 trading sessions.
The current 1 drawdown is 0.32%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-22.86% | May 5, 2022 | 113 | Oct 14, 2022 | 84 | Feb 15, 2023 | 197 |
-17.63% | Jul 20, 2023 | 71 | Oct 27, 2023 | 36 | Dec 19, 2023 | 107 |
-12.57% | Jul 17, 2024 | 14 | Aug 5, 2024 | 32 | Sep 19, 2024 | 46 |
-11.41% | Feb 16, 2023 | 16 | Mar 10, 2023 | 55 | May 30, 2023 | 71 |
-8.1% | Mar 26, 2024 | 18 | Apr 19, 2024 | 40 | Jun 17, 2024 | 58 |
Volatility
Volatility Chart
The current 1 volatility is 3.78%, 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
XLP | NFLX | NVDA | TSLA | U | BRK-B | F | KBWD | ARKW | JEPI | RYLD | SCHD | JEPQ | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLP | 1.00 | 0.26 | 0.17 | 0.25 | 0.29 | 0.56 | 0.37 | 0.47 | 0.31 | 0.72 | 0.43 | 0.68 | 0.44 |
NFLX | 0.26 | 1.00 | 0.51 | 0.46 | 0.47 | 0.35 | 0.33 | 0.35 | 0.59 | 0.41 | 0.42 | 0.35 | 0.60 |
NVDA | 0.17 | 0.51 | 1.00 | 0.47 | 0.42 | 0.32 | 0.41 | 0.41 | 0.62 | 0.40 | 0.48 | 0.37 | 0.78 |
TSLA | 0.25 | 0.46 | 0.47 | 1.00 | 0.53 | 0.32 | 0.44 | 0.45 | 0.67 | 0.37 | 0.47 | 0.37 | 0.59 |
U | 0.29 | 0.47 | 0.42 | 0.53 | 1.00 | 0.34 | 0.49 | 0.53 | 0.77 | 0.44 | 0.56 | 0.48 | 0.56 |
BRK-B | 0.56 | 0.35 | 0.32 | 0.32 | 0.34 | 1.00 | 0.54 | 0.61 | 0.41 | 0.70 | 0.57 | 0.73 | 0.53 |
F | 0.37 | 0.33 | 0.41 | 0.44 | 0.49 | 0.54 | 1.00 | 0.63 | 0.55 | 0.53 | 0.59 | 0.65 | 0.50 |
KBWD | 0.47 | 0.35 | 0.41 | 0.45 | 0.53 | 0.61 | 0.63 | 1.00 | 0.61 | 0.65 | 0.75 | 0.78 | 0.58 |
ARKW | 0.31 | 0.59 | 0.62 | 0.67 | 0.77 | 0.41 | 0.55 | 0.61 | 1.00 | 0.52 | 0.68 | 0.54 | 0.73 |
JEPI | 0.72 | 0.41 | 0.40 | 0.37 | 0.44 | 0.70 | 0.53 | 0.65 | 0.52 | 1.00 | 0.71 | 0.85 | 0.71 |
RYLD | 0.43 | 0.42 | 0.48 | 0.47 | 0.56 | 0.57 | 0.59 | 0.75 | 0.68 | 0.71 | 1.00 | 0.73 | 0.67 |
SCHD | 0.68 | 0.35 | 0.37 | 0.37 | 0.48 | 0.73 | 0.65 | 0.78 | 0.54 | 0.85 | 0.73 | 1.00 | 0.61 |
JEPQ | 0.44 | 0.60 | 0.78 | 0.59 | 0.56 | 0.53 | 0.50 | 0.58 | 0.73 | 0.71 | 0.67 | 0.61 | 1.00 |