1
Asset Allocation
Performance
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
Returns
1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | -5.04% | 3.97% | 11.69% | 19.60% | -0.20% | N/A |
1 | -5.68% | 9.23% | 30.15% | 34.55% | 4.84% | N/A |
Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | -4.34% | 0.81% | 2.81% | 14.04% | 1.68% | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.66% | 10.71% | 24.61% | 28.55% | 6.02% | N/A |
RYLD Global X Russell 2000 Covered Call ETF | -3.36% | -0.74% | -2.04% | 3.07% | -9.66% | N/A |
KBWD Invesco KBW High Dividend Yield Financial ETF | -7.23% | 7.73% | 8.96% | 20.13% | -4.95% | N/A |
ARKW ARK Next Generation Internet ETF | -7.36% | 2.58% | 40.13% | 18.36% | -16.85% | N/A |
NVDA NVIDIA Corporation | -7.68% | 60.17% | 206.54% | 269.14% | 75.56% | N/A |
TSLA Tesla, Inc. | 2.69% | 29.18% | 104.25% | -5.15% | -15.27% | N/A |
NFLX Netflix, Inc. | -13.54% | 9.20% | 28.98% | 61.54% | 55.80% | N/A |
SCHD Schwab US Dividend Equity ETF | -5.17% | -2.85% | -4.61% | 9.48% | -4.28% | N/A |
XLP Consumer Staples Select Sector SPDR Fund | -4.63% | -7.72% | -6.60% | 5.10% | -6.48% | N/A |
BRK-B Berkshire Hathaway Inc. | -3.97% | 12.17% | 12.68% | 30.36% | 4.59% | N/A |
F Ford Motor Company | 1.40% | -0.64% | 15.17% | 20.80% | -6.36% | N/A |
U Unity Software Inc. | -17.66% | -5.07% | 6.82% | -4.14% | -44.26% | N/A |
Returns over 1 year are annualized |
Monthly Returns Heatmap
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
2023 | 3.97% | -3.40% | 6.56% | 12.85% | 3.31% | -3.60% | -5.51% |
Dividend yield
1 granted a 4.98% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
1 | 4.98% | 4.64% | 3.12% | 3.41% | 2.78% | 3.65% | 2.35% | 2.52% | 2.73% | 2.45% | 2.38% | 2.67% |
Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 10.10% | 12.35% | 7.80% | 7.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 12.71% | 10.25% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RYLD Global X Russell 2000 Covered Call ETF | 13.06% | 14.76% | 15.24% | 15.01% | 10.08% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
KBWD Invesco KBW High Dividend Yield Financial ETF | 12.23% | 12.38% | 8.77% | 12.58% | 12.54% | 15.04% | 15.13% | 16.33% | 18.41% | 18.61% | 18.68% | 23.72% |
ARKW ARK Next Generation Internet ETF | 0.00% | 0.00% | 2.79% | 1.33% | 0.00% | 13.59% | 2.42% | 0.00% | 2.75% | 0.00% | 0.00% | 0.00% |
NVDA NVIDIA Corporation | 0.04% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.23% | 1.77% | 2.06% | 0.66% |
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 | 3.73% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
XLP Consumer Staples Select Sector SPDR Fund | 2.76% | 2.52% | 2.38% | 2.68% | 2.83% | 3.44% | 3.05% | 3.03% | 3.10% | 3.02% | 3.09% | 4.05% |
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 | 10.10% | 4.45% | 0.51% | 1.83% | 7.04% | 11.28% | 6.50% | 9.30% | 6.24% | 4.92% | 3.75% | 2.29% |
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% |
Expense Ratio
The 1 has a high expense ratio of 0.27%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 1.20 | ||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.68 | ||||
RYLD Global X Russell 2000 Covered Call ETF | 0.20 | ||||
KBWD Invesco KBW High Dividend Yield Financial ETF | 0.86 | ||||
ARKW ARK Next Generation Internet ETF | 0.40 | ||||
NVDA NVIDIA Corporation | 4.87 | ||||
TSLA Tesla, Inc. | -0.10 | ||||
NFLX Netflix, Inc. | 1.34 | ||||
SCHD Schwab US Dividend Equity ETF | 0.54 | ||||
XLP Consumer Staples Select Sector SPDR Fund | 0.26 | ||||
BRK-B Berkshire Hathaway Inc. | 1.66 | ||||
F Ford Motor Company | 0.51 | ||||
U Unity Software Inc. | -0.05 |
Asset Correlations Table
XLP | NFLX | TSLA | U | NVDA | F | BRK-B | JEPI | KBWD | ARKW | RYLD | SCHD | JEPQ | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
XLP | 1.00 | 0.34 | 0.30 | 0.31 | 0.33 | 0.41 | 0.63 | 0.80 | 0.56 | 0.37 | 0.50 | 0.75 | 0.56 |
NFLX | 0.34 | 1.00 | 0.56 | 0.62 | 0.55 | 0.47 | 0.42 | 0.44 | 0.45 | 0.67 | 0.50 | 0.46 | 0.62 |
TSLA | 0.30 | 0.56 | 1.00 | 0.59 | 0.60 | 0.52 | 0.43 | 0.41 | 0.50 | 0.71 | 0.52 | 0.43 | 0.64 |
U | 0.31 | 0.62 | 0.59 | 1.00 | 0.59 | 0.53 | 0.43 | 0.44 | 0.52 | 0.84 | 0.56 | 0.47 | 0.65 |
NVDA | 0.33 | 0.55 | 0.60 | 0.59 | 1.00 | 0.58 | 0.50 | 0.48 | 0.55 | 0.70 | 0.59 | 0.54 | 0.81 |
F | 0.41 | 0.47 | 0.52 | 0.53 | 0.58 | 1.00 | 0.63 | 0.57 | 0.68 | 0.59 | 0.62 | 0.68 | 0.62 |
BRK-B | 0.63 | 0.42 | 0.43 | 0.43 | 0.50 | 0.63 | 1.00 | 0.78 | 0.69 | 0.50 | 0.68 | 0.82 | 0.68 |
JEPI | 0.80 | 0.44 | 0.41 | 0.44 | 0.48 | 0.57 | 0.78 | 1.00 | 0.70 | 0.52 | 0.74 | 0.89 | 0.74 |
KBWD | 0.56 | 0.45 | 0.50 | 0.52 | 0.55 | 0.68 | 0.69 | 0.70 | 1.00 | 0.63 | 0.77 | 0.80 | 0.67 |
ARKW | 0.37 | 0.67 | 0.71 | 0.84 | 0.70 | 0.59 | 0.50 | 0.52 | 0.63 | 1.00 | 0.68 | 0.57 | 0.76 |
RYLD | 0.50 | 0.50 | 0.52 | 0.56 | 0.59 | 0.62 | 0.68 | 0.74 | 0.77 | 0.68 | 1.00 | 0.77 | 0.73 |
SCHD | 0.75 | 0.46 | 0.43 | 0.47 | 0.54 | 0.68 | 0.82 | 0.89 | 0.80 | 0.57 | 0.77 | 1.00 | 0.72 |
JEPQ | 0.56 | 0.62 | 0.64 | 0.65 | 0.81 | 0.62 | 0.68 | 0.74 | 0.67 | 0.76 | 0.73 | 0.72 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the 1. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the 1 is 22.86%, recorded on Oct 14, 2022. It took 84 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-22.86% | May 5, 2022 | 113 | Oct 14, 2022 | 84 | Feb 15, 2023 | 197 |
-11.41% | Feb 16, 2023 | 16 | Mar 10, 2023 | 55 | May 30, 2023 | 71 |
-11.34% | Jul 20, 2023 | 49 | Sep 27, 2023 | — | — | — |
-3.79% | Jun 16, 2023 | 6 | Jun 26, 2023 | 4 | Jun 30, 2023 | 10 |
-1.6% | Jul 5, 2023 | 2 | Jul 6, 2023 | 3 | Jul 11, 2023 | 5 |
Volatility Chart
The current 1 volatility is 3.44%, 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.