Test 3: dividend focused
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
0700.HK Tencent Holdings Ltd | Communication Services | 20% |
EPR EPR Properties | Real Estate | 10% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 30% |
O Realty Income Corporation | Real Estate | 20% |
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 10% |
VALE Vale S.A. | Basic Materials | 10% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Test 3: dividend focused, 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 | -0.34% | -3.40% | 4.82% | 15.62% | 14.74% | 10.75% |
| Test 3: dividend focused | 7.09% | 6.29% | 7.98% | 22.49% | N/A | N/A |
| Portfolio components: | ||||||
O Realty Income Corporation | 6.96% | 5.15% | -6.41% | 14.27% | 0.51% | 6.16% |
EPR EPR Properties | 18.43% | 13.26% | 13.22% | 36.19% | 3.37% | 4.59% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -1.45% | -3.15% | 7.67% | 14.56% | N/A | N/A |
TLT iShares 20+ Year Treasury Bond ETF | 4.93% | 4.12% | -3.39% | 0.97% | -7.74% | -0.77% |
0700.HK Tencent Holdings Ltd | 18.71% | 23.67% | 29.99% | 81.53% | 6.02% | 14.66% |
VALE Vale S.A. | 8.57% | 6.17% | -7.64% | -21.53% | 9.42% | 9.72% |
Monthly Returns
The table below presents the monthly returns of Test 3: dividend focused, 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 | 1.14% | 7.09% | |||||||||||
| 2024 | -3.64% | 0.27% | 3.23% | 0.11% | 2.93% | 1.78% | 0.76% | 3.99% | 6.06% | -4.60% | 1.03% | -1.35% | 10.53% |
| 2023 | 9.36% | -5.71% | 4.21% | -1.66% | -2.87% | 4.24% | 3.04% | -4.11% | -5.32% | -2.00% | 10.30% | 2.59% | 10.99% |
| 2022 | -1.01% | -5.14% | 2.41% | -4.80% | -11.26% | -1.32% | 12.08% | 0.51% | -9.69% |
Expense Ratio
Test 3: dividend focused has an expense ratio of 0.12%, 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
With an overall rank of 77, Test 3: dividend focused is among the top 23% 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 | |
|---|---|---|---|---|---|
O Realty Income Corporation | 0.73 | 1.10 | 1.14 | 0.49 | 1.50 |
EPR EPR Properties | 1.72 | 2.30 | 1.30 | 1.73 | 6.59 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.05 | 1.42 | 1.21 | 1.30 | 5.32 |
TLT iShares 20+ Year Treasury Bond ETF | -0.07 | -0.00 | 1.00 | -0.04 | -0.14 |
0700.HK Tencent Holdings Ltd | 2.75 | 3.58 | 1.46 | 2.67 | 8.84 |
VALE Vale S.A. | -0.75 | -1.01 | 0.88 | -0.42 | -1.18 |
Dividends
Dividend yield
Test 3: dividend focused provided a 6.29% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.29% | 6.47% | 6.19% | 5.95% | 3.20% | 1.72% | 1.83% | 2.15% | 2.02% | 1.64% | 2.59% | 2.38% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.10% | 5.38% | 5.33% | 4.69% | 3.50% | 3.98% | 3.26% | 3.69% | 3.93% | 3.69% | 3.90% | 4.05% |
EPR EPR Properties | 6.56% | 7.68% | 6.81% | 8.62% | 3.16% | 4.66% | 6.37% | 6.75% | 6.23% | 5.35% | 6.22% | 5.93% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.07% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TLT iShares 20+ Year Treasury Bond ETF | 4.11% | 4.30% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% |
0700.HK Tencent Holdings Ltd | 0.69% | 0.82% | 1.63% | 0.93% | 0.32% | 0.20% | 0.25% | 0.27% | 0.14% | 0.23% | 0.22% | 0.20% |
VALE Vale S.A. | 10.48% | 11.38% | 7.75% | 8.65% | 19.70% | 2.73% | 2.63% | 4.16% | 3.39% | 0.64% | 8.84% | 6.69% |
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 Test 3: dividend focused. 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 Test 3: dividend focused was 21.18%, occurring on Oct 14, 2022. Recovery took 72 trading sessions.
The current Test 3: dividend focused drawdown is 2.07%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.18% | May 5, 2022 | 117 | Oct 14, 2022 | 72 | Jan 26, 2023 | 189 |
| -12.86% | Jan 30, 2023 | 193 | Oct 26, 2023 | 40 | Dec 21, 2023 | 233 |
| -8.98% | Oct 7, 2024 | 68 | Jan 10, 2025 | 25 | Feb 14, 2025 | 93 |
| -5.09% | Jul 15, 2024 | 16 | Aug 5, 2024 | 12 | Aug 21, 2024 | 28 |
| -4.75% | Dec 22, 2023 | 36 | Feb 13, 2024 | 53 | Apr 29, 2024 | 89 |
Volatility
Volatility Chart
The current Test 3: dividend focused volatility is 3.60%, 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
| 0700.HK | TLT | VALE | JEPQ | O | EPR | |
|---|---|---|---|---|---|---|
| 0700.HK | 1.00 | -0.01 | 0.22 | 0.18 | 0.07 | 0.04 |
| TLT | -0.01 | 1.00 | 0.07 | 0.08 | 0.27 | 0.18 |
| VALE | 0.22 | 0.07 | 1.00 | 0.27 | 0.25 | 0.32 |
| JEPQ | 0.18 | 0.08 | 0.27 | 1.00 | 0.23 | 0.38 |
| O | 0.07 | 0.27 | 0.25 | 0.23 | 1.00 | 0.58 |
| EPR | 0.04 | 0.18 | 0.32 | 0.38 | 0.58 | 1.00 |