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1

Last updated Oct 3, 2023

Asset Allocation


JEPI 7.69%JEPQ 7.69%KBWD 7.69%ARKW 7.69%NVDA 7.69%TSLA 7.69%NFLX 7.69%SCHD 7.69%XLP 7.69%BRK-B 7.69%F 7.69%U 7.69%RYLD 7.69%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend7.69%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Large Cap Growth Equities, Dividend7.69%
KBWD
Invesco KBW High Dividend Yield Financial ETF
Financials Equities, Dividend7.69%
ARKW
ARK Next Generation Internet ETF
All Cap Equities, Actively Managed7.69%
NVDA
NVIDIA Corporation
Technology7.69%
TSLA
Tesla, Inc.
Consumer Cyclical7.69%
NFLX
Netflix, Inc.
Communication Services7.69%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend7.69%
XLP
Consumer Staples Select Sector SPDR Fund
Consumer Staples Equities7.69%
BRK-B
Berkshire Hathaway Inc.
Financial Services7.69%
F
Ford Motor Company
Consumer Cyclical7.69%
U
Unity Software Inc.
Technology7.69%
RYLD
Global X Russell 2000 Covered Call ETF
Hedge Fund7.69%

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


-5.00%0.00%5.00%10.00%15.00%20.00%MayJuneJulyAugustSeptemberOctober
9.64%
4.58%
1
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 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
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

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20233.97%-3.40%6.56%12.85%3.31%-3.60%-5.51%

Sharpe Ratio

The current 1 Sharpe ratio is 1.35. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.35

The Sharpe ratio of 1 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctober
1.35
1.04
1
Benchmark (^GSPC)
Portfolio components

Dividend yield

1 granted a 4.98% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
14.98%4.64%3.12%3.41%2.78%3.65%2.35%2.52%2.73%2.45%2.38%2.67%
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.


1.24%
0.00%2.15%
0.76%
0.00%2.15%
0.60%
0.00%2.15%
0.35%
0.00%2.15%
0.13%
0.00%2.15%
0.06%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

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

XLPNFLXTSLAUNVDAFBRK-BJEPIKBWDARKWRYLDSCHDJEPQ
XLP1.000.340.300.310.330.410.630.800.560.370.500.750.56
NFLX0.341.000.560.620.550.470.420.440.450.670.500.460.62
TSLA0.300.561.000.590.600.520.430.410.500.710.520.430.64
U0.310.620.591.000.590.530.430.440.520.840.560.470.65
NVDA0.330.550.600.591.000.580.500.480.550.700.590.540.81
F0.410.470.520.530.581.000.630.570.680.590.620.680.62
BRK-B0.630.420.430.430.500.631.000.780.690.500.680.820.68
JEPI0.800.440.410.440.480.570.781.000.700.520.740.890.74
KBWD0.560.450.500.520.550.680.690.701.000.630.770.800.67
ARKW0.370.670.710.840.700.590.500.520.631.000.680.570.76
RYLD0.500.500.520.560.590.620.680.740.770.681.000.770.73
SCHD0.750.460.430.470.540.680.820.890.800.570.771.000.72
JEPQ0.560.620.640.650.810.620.680.740.670.760.730.721.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-10.91%
-6.55%
1
Benchmark (^GSPC)
Portfolio components

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, 2022113Oct 14, 202284Feb 15, 2023197
-11.41%Feb 16, 202316Mar 10, 202355May 30, 202371
-11.34%Jul 20, 202349Sep 27, 2023
-3.79%Jun 16, 20236Jun 26, 20234Jun 30, 202310
-1.6%Jul 5, 20232Jul 6, 20233Jul 11, 20235

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.


2.00%3.00%4.00%5.00%6.00%7.00%MayJuneJulyAugustSeptemberOctober
3.44%
3.15%
1
Benchmark (^GSPC)
Portfolio components