Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

1

Currency in USD · Last updated May 11, 2025

Asset Allocation

Position	Category/Sector	Target Weight
ARKW ARK Next Generation Internet ETF	All Cap Equities, Actively Managed	7.69%
BRK-B Berkshire Hathaway Inc.	Financial Services	7.69%
F Ford Motor Company	Consumer Cyclical	7.69%
JEPI JPMorgan Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	7.69%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	7.69%
KBWD Invesco KBW High Dividend Yield Financial ETF	Financials Equities, Dividend	7.69%
NFLX Netflix, Inc.	Communication Services	7.69%
NVDA NVIDIA Corporation	Technology	7.69%
RYLD Global X Russell 2000 Covered Call ETF	Hedge Fund	7.69%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	7.69%
TSLA Tesla, Inc.	Consumer Cyclical	7.69%
U Unity Software Inc.	Technology	7.69%
XLP Consumer Staples Select Sector SPDR Fund	Consumer Staples Equities	7.69%

Benchmark

Rebalance

Performance

Performance Chart

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

Returns By Period

	YTD	1M	6M	1Y	5Y*	10Y*
^GSPC S&P 500	-3.77%	7.44%	-5.60%	8.37%	14.12%	10.46%
1	-0.80%	9.44%	1.51%	22.60%	N/A	N/A
Portfolio components:
JEPI JPMorgan Equity Premium Income ETF	-0.61%	5.02%	-3.46%	5.33%	N/A	N/A
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	-4.81%	6.91%	-3.46%	7.71%	N/A	N/A
RYLD Global X Russell 2000 Covered Call ETF	-6.83%	5.96%	-7.48%	-0.19%	7.83%	N/A
KBWD Invesco KBW High Dividend Yield Financial ETF	-3.59%	9.85%	-5.86%	-1.26%	13.50%	3.63%
ARKW ARK Next Generation Internet ETF	-1.21%	17.80%	8.04%	44.25%	9.16%	19.30%
NVDA NVIDIA Corporation	-13.13%	8.44%	-20.97%	29.82%	71.04%	72.60%
TSLA Tesla, Inc.	-26.14%	18.17%	-7.15%	77.04%	40.86%	33.91%
NFLX Netflix, Inc.	27.92%	23.78%	43.42%	86.66%	21.02%	30.07%
SCHD Schwab US Dividend Equity ETF	-4.97%	3.04%	-9.89%	1.08%	12.64%	10.39%
XLP Consumer Staples Select Sector SPDR Fund	3.47%	1.97%	1.41%	6.95%	9.75%	8.03%
BRK-B Berkshire Hathaway Inc.	13.34%	-0.40%	10.86%	24.68%	24.17%	13.58%
F Ford Motor Company	8.80%	14.11%	-1.81%	-7.53%	20.96%	1.41%
U Unity Software Inc.	-8.50%	7.76%	0.29%	-5.21%	N/A	N/A

*Annualized

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
2025	2.23%	-0.28%	-6.09%	2.17%	1.43%								-0.80%
2024	-0.42%	6.43%	2.97%	-4.58%	2.87%	2.51%	1.23%	2.32%	5.23%	-0.63%	11.46%	-1.72%	30.26%
2023	14.95%	0.15%	3.97%	-3.40%	6.56%	12.85%	3.31%	-3.60%	-5.58%	-6.60%	10.95%	8.02%	46.35%
2022					-9.48%	-9.99%	13.09%	-3.20%	-10.94%	7.74%	6.83%	-10.18%	-17.88%

Expense Ratio

1 has an expense ratio of 0.27%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

KBWD

Invesco KBW High Dividend Yield Financial ETF

ARKW

ARK Next Generation Internet ETF

RYLD

Global X Russell 2000 Covered Call ETF

JEPI

JPMorgan Equity Premium Income ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

XLP

Consumer Staples Select Sector SPDR Fund

SCHD

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 75, 1 is among the top 25% 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.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
JEPI JPMorgan Equity Premium Income ETF	0.40	0.72	1.12	0.47	2.02
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	0.39	0.70	1.11	0.41	1.46
RYLD Global X Russell 2000 Covered Call ETF	-0.01	0.11	1.02	-0.01	-0.03
KBWD Invesco KBW High Dividend Yield Financial ETF	-0.08	0.08	1.01	-0.04	-0.13
ARKW ARK Next Generation Internet ETF	1.05	1.50	1.19	1.12	3.40
NVDA NVIDIA Corporation	0.53	1.05	1.13	0.78	1.94
TSLA Tesla, Inc.	1.03	1.74	1.21	1.26	2.83
NFLX Netflix, Inc.	2.69	3.51	1.47	4.60	15.07
SCHD Schwab US Dividend Equity ETF	0.08	0.32	1.04	0.15	0.49
XLP Consumer Staples Select Sector SPDR Fund	0.58	0.95	1.12	0.98	2.60
BRK-B Berkshire Hathaway Inc.	1.31	1.87	1.27	3.01	7.59
F Ford Motor Company	-0.23	-0.06	0.99	-0.24	-0.37
U Unity Software Inc.	-0.21	0.09	1.01	-0.24	-0.80

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

1 Sharpe ratios as of May 11, 2025 (values are recalculated daily):

1-Year: 0.93
All Time: 0.64

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.41 to 0.94, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of 1 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

1 provided a 4.50% dividend yield over the last twelve months.

	TTM	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014
Portfolio	4.50%	4.29%	4.53%	4.32%	2.66%	2.69%	2.10%	2.97%	1.66%	1.66%	1.70%	1.40%
Portfolio components:
JEPI JPMorgan Equity Premium Income ETF	8.07%	7.33%	8.40%	11.67%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.50%	9.66%	10.02%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
RYLD Global X Russell 2000 Covered Call ETF	13.23%	12.03%	12.64%	13.49%	12.35%	10.76%	6.43%	0.00%	0.00%	0.00%	0.00%	0.00%
KBWD Invesco KBW High Dividend Yield Financial ETF	13.38%	12.45%	11.45%	11.32%	7.26%	9.68%	8.63%	9.47%	8.77%	8.68%	8.89%	8.31%
ARKW ARK Next Generation Internet ETF	0.00%	0.00%	0.00%	0.00%	2.79%	1.29%	0.00%	13.06%	2.05%	0.00%	2.29%	0.00%
NVDA NVIDIA Corporation	0.03%	0.02%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%	1.70%
TSLA 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%
NFLX 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%
SCHD Schwab US Dividend Equity ETF	4.04%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%	2.63%
XLP Consumer Staples Select Sector SPDR Fund	2.52%	2.77%	2.63%	2.47%	2.28%	2.50%	2.57%	3.04%	2.62%	2.53%	2.53%	2.40%
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%
F Ford Motor Company	5.75%	7.88%	10.25%	4.30%	0.48%	1.71%	6.45%	9.54%	5.20%	7.01%	4.26%	3.23%
U 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.

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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 22.85%, occurring on Oct 14, 2022. Recovery took 84 trading sessions.

The current 1 drawdown is 6.23%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-22.85%	May 5, 2022	113	Oct 14, 2022	84	Feb 15, 2023	197
-19.65%	Feb 21, 2025	33	Apr 8, 2025	—	—	—
-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

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 13 assets, with an effective number of assets of 13.00, reflecting the diversification based on asset allocation. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

Asset Correlations Table

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

	^GSPC	XLP	NFLX	NVDA	TSLA	BRK-B	U	F	KBWD	SCHD	ARKW	JEPI	RYLD	JEPQ	Portfolio
^GSPC	1.00	0.51	0.59	0.70	0.59	0.63	0.57	0.59	0.70	0.75	0.75	0.83	0.77	0.93	0.88
XLP	0.51	1.00	0.22	0.12	0.20	0.53	0.23	0.37	0.45	0.67	0.26	0.69	0.41	0.38	0.39
NFLX	0.59	0.22	1.00	0.52	0.47	0.33	0.47	0.31	0.34	0.32	0.60	0.41	0.43	0.61	0.66
NVDA	0.70	0.12	0.52	1.00	0.46	0.29	0.44	0.36	0.39	0.33	0.62	0.41	0.49	0.78	0.71
TSLA	0.59	0.20	0.47	0.46	1.00	0.31	0.50	0.42	0.44	0.35	0.68	0.38	0.48	0.60	0.74
BRK-B	0.63	0.53	0.33	0.29	0.31	1.00	0.30	0.54	0.60	0.73	0.39	0.69	0.55	0.48	0.53
U	0.57	0.23	0.47	0.44	0.50	0.30	1.00	0.45	0.51	0.43	0.74	0.42	0.56	0.57	0.76
F	0.59	0.37	0.31	0.36	0.42	0.54	0.45	1.00	0.63	0.66	0.52	0.55	0.59	0.48	0.66
KBWD	0.70	0.45	0.34	0.39	0.44	0.60	0.51	0.63	1.00	0.77	0.60	0.66	0.74	0.57	0.70
SCHD	0.75	0.67	0.32	0.33	0.35	0.73	0.43	0.66	0.77	1.00	0.50	0.84	0.71	0.57	0.65
ARKW	0.75	0.26	0.60	0.62	0.68	0.39	0.74	0.52	0.60	0.50	1.00	0.53	0.68	0.75	0.88
JEPI	0.83	0.69	0.41	0.41	0.38	0.69	0.42	0.55	0.66	0.84	0.53	1.00	0.73	0.71	0.67
RYLD	0.77	0.41	0.43	0.49	0.48	0.55	0.56	0.59	0.74	0.71	0.68	0.73	1.00	0.69	0.76
JEPQ	0.93	0.38	0.61	0.78	0.60	0.48	0.57	0.48	0.57	0.57	0.75	0.71	0.69	1.00	0.86
Portfolio	0.88	0.39	0.66	0.71	0.74	0.53	0.76	0.66	0.70	0.65	0.88	0.67	0.76	0.86	1.00

The correlation results are calculated based on daily price changes starting from May 5, 2022

Performance Analysis

Risk Analysis

Optimization

Factor Model

1

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

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