Portfolio 1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Portfolio 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 every 3 months.
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 | 1.24% | -1.40% | 5.42% | 16.84% | 15.09% | 10.97% |
| Portfolio 1 | 3.73% | 0.63% | 10.26% | 21.73% | N/A | N/A |
| Portfolio components: | ||||||
SPMO Invesco S&P 500® Momentum ETF | 5.04% | 0.71% | 12.13% | 30.05% | 21.89% | N/A |
SCHD Schwab US Dividend Equity ETF | 4.47% | 1.89% | 3.15% | 14.38% | 14.67% | 11.33% |
VYM Vanguard High Dividend Yield ETF | 5.06% | 1.65% | 6.77% | 19.49% | 13.74% | 10.14% |
UTES Virtus Reaves Utilities ETF | 4.31% | -0.11% | 16.80% | 50.08% | 13.84% | N/A |
XLU Utilities Select Sector SPDR Fund | 4.66% | 3.23% | 5.41% | 31.62% | 8.39% | 9.45% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 5.11% | 2.62% | 6.32% | 17.18% | 11.50% | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.07% | -1.65% | 9.33% | 16.33% | N/A | N/A |
AMLP Alerian MLP ETF | 9.83% | 1.92% | 14.02% | 22.97% | 19.26% | 3.65% |
CTA Simplify Managed Futures Strategy ETF | 3.01% | -0.03% | 14.52% | 19.81% | N/A | N/A |
SWVXX Schwab Value Advantage Money Fund | 0.37% | 0.37% | 2.19% | 4.85% | 2.46% | 1.67% |
Monthly Returns
The table below presents the monthly returns of Portfolio 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 | 3.26% | 3.73% | |||||||||||
| 2024 | 1.90% | 5.58% | 2.85% | 0.36% | 3.37% | 1.47% | -0.23% | 2.20% | 1.87% | 0.73% | 5.00% | -1.34% | 26.26% |
| 2023 | 0.24% | 0.12% | -2.28% | 3.01% | -1.55% | 3.08% | 2.14% | -0.50% | 0.83% | -1.97% | 4.29% | 2.49% | 10.08% |
| 2022 | -0.32% | -4.14% | 5.39% | -0.39% | -5.07% | 6.84% | 1.34% | -2.62% | 0.40% |
Expense Ratio
Portfolio 1 features an expense ratio of 0.36%, falling within the medium range. 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
With an overall rank of 95, Portfolio 1 is among the top 5% 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 | |
|---|---|---|---|---|---|
SPMO Invesco S&P 500® Momentum ETF | 1.51 | 2.06 | 1.27 | 2.09 | 8.26 |
SCHD Schwab US Dividend Equity ETF | 1.19 | 1.76 | 1.21 | 1.71 | 4.29 |
VYM Vanguard High Dividend Yield ETF | 1.71 | 2.44 | 1.31 | 3.13 | 8.89 |
UTES Virtus Reaves Utilities ETF | 2.22 | 2.68 | 1.40 | 4.84 | 13.91 |
XLU Utilities Select Sector SPDR Fund | 2.11 | 2.85 | 1.36 | 2.03 | 9.22 |
LVHI Legg Mason International Low Volatility High Dividend ETF | 1.82 | 2.40 | 1.34 | 2.67 | 12.30 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.16 | 1.56 | 1.23 | 1.45 | 5.96 |
AMLP Alerian MLP ETF | 1.51 | 2.12 | 1.26 | 2.58 | 7.74 |
CTA Simplify Managed Futures Strategy ETF | 1.69 | 2.63 | 1.30 | 2.58 | 5.17 |
SWVXX Schwab Value Advantage Money Fund | 3.57 | — | — | — | — |
Dividends
Dividend yield
Portfolio 1 provided a 3.46% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.46% | 3.53% | 4.81% | 4.39% | 1.33% | 1.76% | 1.72% | 1.91% | 1.30% | 1.58% | 1.18% | 0.83% |
| Portfolio components: | ||||||||||||
SPMO Invesco S&P 500® Momentum ETF | 0.46% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
VYM Vanguard High Dividend Yield ETF | 2.61% | 2.74% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% |
UTES Virtus Reaves Utilities ETF | 1.44% | 1.51% | 2.44% | 2.13% | 1.94% | 2.09% | 1.84% | 2.16% | 2.81% | 3.28% | 0.61% | 0.00% |
XLU Utilities Select Sector SPDR Fund | 2.83% | 2.96% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.71% | 4.95% | 8.12% | 7.74% | 4.13% | 3.97% | 6.67% | 10.66% | 1.97% | 1.16% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.92% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AMLP Alerian MLP ETF | 7.32% | 7.70% | 7.86% | 7.70% | 8.55% | 12.31% | 9.12% | 9.30% | 7.97% | 8.09% | 9.84% | 6.45% |
CTA Simplify Managed Futures Strategy ETF | 4.66% | 4.80% | 7.78% | 6.58% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SWVXX Schwab Value Advantage Money Fund | 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 Portfolio 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 Portfolio 1 was 7.97%, occurring on Sep 30, 2022. Recovery took 202 trading sessions.
The current Portfolio 1 drawdown is 2.71%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.97% | Aug 19, 2022 | 30 | Sep 30, 2022 | 202 | Jul 20, 2023 | 232 |
| -7.73% | May 31, 2022 | 14 | Jun 17, 2022 | 28 | Jul 29, 2022 | 42 |
| -5.13% | Jul 11, 2024 | 18 | Aug 5, 2024 | 10 | Aug 19, 2024 | 28 |
| -4.4% | Sep 20, 2023 | 28 | Oct 27, 2023 | 15 | Nov 17, 2023 | 43 |
| -3.48% | Feb 20, 2025 | 6 | Feb 27, 2025 | — | — | — |
Volatility
Volatility Chart
The current Portfolio 1 volatility is 2.69%, 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
| SWVXX | CTA | AMLP | JEPQ | XLU | LVHI | UTES | SPMO | SCHD | VYM | |
|---|---|---|---|---|---|---|---|---|---|---|
| SWVXX | 1.00 | -0.06 | 0.01 | 0.01 | 0.00 | 0.03 | -0.00 | -0.02 | 0.04 | 0.04 |
| CTA | -0.06 | 1.00 | -0.10 | -0.09 | -0.14 | -0.11 | -0.12 | -0.09 | -0.16 | -0.14 |
| AMLP | 0.01 | -0.10 | 1.00 | 0.34 | 0.37 | 0.50 | 0.43 | 0.50 | 0.57 | 0.62 |
| JEPQ | 0.01 | -0.09 | 0.34 | 1.00 | 0.30 | 0.47 | 0.39 | 0.74 | 0.56 | 0.61 |
| XLU | 0.00 | -0.14 | 0.37 | 0.30 | 1.00 | 0.46 | 0.92 | 0.38 | 0.57 | 0.62 |
| LVHI | 0.03 | -0.11 | 0.50 | 0.47 | 0.46 | 1.00 | 0.47 | 0.53 | 0.68 | 0.70 |
| UTES | -0.00 | -0.12 | 0.43 | 0.39 | 0.92 | 0.47 | 1.00 | 0.48 | 0.55 | 0.63 |
| SPMO | -0.02 | -0.09 | 0.50 | 0.74 | 0.38 | 0.53 | 0.48 | 1.00 | 0.62 | 0.73 |
| SCHD | 0.04 | -0.16 | 0.57 | 0.56 | 0.57 | 0.68 | 0.55 | 0.62 | 1.00 | 0.95 |
| VYM | 0.04 | -0.14 | 0.62 | 0.61 | 0.62 | 0.70 | 0.63 | 0.73 | 0.95 | 1.00 |