Current portfolio

Asset Allocation

Position	Category/Sector	Target Weight
DGRW WisdomTree U.S. Dividend Growth Fund	Large Cap Growth Equities, Dividend	1.30%
DIA SPDR Dow Jones Industrial Average ETF	Large Cap Growth Equities	8.80%
DTD WisdomTree U.S. Total Dividend Fund	Large Cap Blend Equities, Dividend	7%
JEPI JPMorgan Equity Premium Income ETF	Actively Managed, Dividend, Derivative Income	9.10%
NVDA NVIDIA Corporation	Technology	1.60%
O Realty Income Corporation	Real Estate	10.40%
OCSL Oaktree Specialty Lending Corporation	Financial Services	2.60%
QYLD Global X NASDAQ 100 Covered Call ETF	Derivative Income	7.70%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	14.10%
TGT Target Corporation	Consumer Defensive	2.40%
TXN Texas Instruments Incorporated	Technology	2.90%
USD=X USD Cash		1.40%
VIG Vanguard Dividend Appreciation ETF	Dividend	13.10%
VOO Vanguard S&P 500 ETF	S&P 500	17.60%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Current portfolio, 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 never rebalanced.

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The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio Current portfolio	0.00%	-2.93%	1.11%	2.37%	17.90%	16.38%	11.22%	—
Portfolio components:
VOO Vanguard S&P 500 ETF	0.11%	-3.33%	-3.55%	-1.41%	17.60%	18.47%	11.96%	14.19%
VIG Vanguard Dividend Appreciation ETF	0.16%	-3.69%	-1.33%	0.36%	12.71%	13.72%	9.86%	12.36%
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
JEPI JPMorgan Equity Premium Income ETF	0.07%	-3.33%	0.53%	3.26%	7.70%	9.62%	8.34%	—
O Realty Income Corporation	0.53%	-6.12%	11.80%	6.39%	15.07%	5.34%	4.90%	5.14%
DIA SPDR Dow Jones Industrial Average ETF	-0.09%	-4.01%	-2.86%	0.75%	11.91%	13.36%	8.90%	12.30%
QYLD Global X NASDAQ 100 Covered Call ETF	0.23%	-0.20%	0.84%	7.58%	16.15%	13.21%	7.06%	8.97%
DTD WisdomTree U.S. Total Dividend Fund	0.28%	-3.07%	2.46%	4.31%	14.38%	14.95%	11.34%	11.64%
TXN Texas Instruments Incorporated	-0.73%	-3.85%	13.06%	8.54%	12.81%	5.02%	3.19%	16.09%
NVDA NVIDIA Corporation	0.93%	-1.47%	-4.88%	-6.08%	60.69%	85.17%	66.71%	70.07%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 22, 2020, Current portfolio's average daily return is +0.04%, while the average monthly return is +1.27%. At this rate, your investment would double in approximately 4.6 years.

Historically, 65% of months were positive and 35% were negative. The best month was Nov 2020 with a return of +10.5%, while the worst month was Sep 2022 at -8.9%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Current portfolio closed higher 38% of trading days. The best single day was Apr 9, 2025 with a return of +8.8%, while the worst single day was Apr 4, 2025 at -5.6%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	3.80%	0.83%	-4.03%	0.67%									1.11%
2025	1.17%	0.94%	-4.69%	-2.60%	5.41%	5.28%	1.95%	2.33%	2.23%	1.58%	-0.82%	0.84%	13.99%
2024	1.80%	4.18%	4.33%	-3.61%	5.06%	2.40%	2.43%	2.86%	1.47%	-0.11%	4.00%	-3.98%	22.38%
2023	4.76%	-2.39%	2.02%	0.60%	-0.92%	5.00%	3.36%	-1.99%	-4.92%	-2.74%	8.22%	4.98%	16.19%
2022	-4.14%	-2.75%	3.91%	-5.41%	-0.55%	-6.33%	7.42%	-4.32%	-8.94%	9.20%	5.97%	-3.80%	-11.05%
2021	-1.35%	2.85%	5.91%	3.92%	1.85%	1.05%	2.30%	2.44%	-4.77%	6.52%	-0.57%	4.24%	26.62%

Benchmark Metrics

Current portfolio has an annualized alpha of 2.93%, beta of 0.84, and R² of 0.94 versus S&P 500 Index. Calculated based on daily prices since May 22, 2020.

This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (91.44%) than losses (84.99%) — typical of diversified or defensive assets.
This portfolio generated an annualized alpha of 2.93% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.

Alpha: 2.93%

Beta: 0.84

R²: 0.94

Upside Capture: 91.44%

Downside Capture: 84.99%

Expense Ratio

Current portfolio has an expense ratio of 0.13%, 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.

QYLD

Global X NASDAQ 100 Covered Call ETF

JEPI

JPMorgan Equity Premium Income ETF

DTD

WisdomTree U.S. Total Dividend Fund

DGRW

WisdomTree U.S. Dividend Growth Fund

DIA

SPDR Dow Jones Industrial Average ETF

SCHD

Schwab U.S. Dividend Equity ETF

VIG

Vanguard Dividend Appreciation ETF

VOO

Vanguard S&P 500 ETF

Return for Risk

Risk / Return Rank

Current portfolio ranks 30 for risk / return — below 30% of portfolios on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.46	0.88	+0.57
Sortino ratio Return per unit of downside risk	2.19	1.37	+0.82
Omega ratio Gain probability vs. loss probability	1.34	1.21	+0.13
Calmar ratio Return relative to maximum drawdown	1.19	1.39	-0.19
Martin ratio Return relative to average drawdown	4.37	6.43	-2.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
VOO Vanguard S&P 500 ETF	54	0.98	1.49	1.23	1.53	7.13
VIG Vanguard Dividend Appreciation ETF	43	0.84	1.28	1.19	1.24	5.41
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
JEPI JPMorgan Equity Premium Income ETF	30	0.58	0.92	1.15	0.79	3.80
O Realty Income Corporation	66	0.90	1.29	1.16	1.35	4.03
DIA SPDR Dow Jones Industrial Average ETF	36	0.71	1.13	1.16	1.16	4.21
QYLD Global X NASDAQ 100 Covered Call ETF	63	0.99	1.60	1.31	1.53	10.09
DTD WisdomTree U.S. Total Dividend Fund	51	1.01	1.46	1.22	1.32	6.30
TXN Texas Instruments Incorporated	49	0.32	0.75	1.11	0.44	0.89
NVDA NVIDIA Corporation	81	1.47	2.17	1.27	3.02	7.54

Sharpe Ratio

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.

Current portfolio Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.46
5-Year: 0.77
All Time: 1.06

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 1.00 to 1.69, 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 Current portfolio compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

Current portfolio provided a 3.96% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	3.96%	4.06%	3.99%	4.02%	4.48%	3.40%	3.46%	2.79%	3.30%	2.72%	3.09%	3.16%
Portfolio components:
VOO Vanguard S&P 500 ETF	1.18%	1.13%	1.24%	1.46%	1.69%	1.25%	1.54%	1.88%	2.06%	1.78%	2.02%	2.10%
VIG Vanguard Dividend Appreciation ETF	1.60%	1.62%	1.73%	1.88%	1.96%	1.55%	1.63%	1.71%	2.08%	1.88%	2.14%	2.34%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
JEPI JPMorgan Equity Premium Income ETF	8.46%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%
O Realty Income Corporation	5.20%	6.19%	5.37%	5.33%	4.68%	3.87%	4.51%	3.69%	4.19%	4.45%	4.18%	4.41%
DIA SPDR Dow Jones Industrial Average ETF	1.51%	1.43%	1.61%	1.81%	1.91%	1.58%	1.87%	1.85%	2.24%	1.97%	2.26%	2.33%
QYLD Global X NASDAQ 100 Covered Call ETF	11.83%	11.55%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%
DTD WisdomTree U.S. Total Dividend Fund	1.98%	1.99%	2.07%	2.43%	2.62%	2.04%	2.73%	2.50%	2.93%	2.36%	2.66%	2.81%
TXN Texas Instruments Incorporated	2.85%	3.17%	2.81%	2.94%	2.84%	2.23%	2.27%	2.50%	2.78%	2.03%	2.25%	2.55%
NVDA NVIDIA Corporation	0.02%	0.02%	0.03%	0.03%	0.11%	0.05%	0.12%	0.27%	0.46%	0.29%	0.45%	1.20%

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 Current portfolio. 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 Current portfolio was 20.64%, occurring on Sep 30, 2022. Recovery took 439 trading sessions.

The current Current portfolio drawdown is 5.11%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-20.64%	Jan 5, 2022	269	Sep 30, 2022	439	Dec 13, 2023	708
-17.36%	Nov 11, 2024	149	Apr 8, 2025	80	Jun 27, 2025	229
-7.72%	Feb 26, 2026	33	Mar 30, 2026	—	—	—
-7.01%	Jul 17, 2024	20	Aug 5, 2024	14	Aug 19, 2024	34
-7.01%	Jun 9, 2020	18	Jun 26, 2020	38	Aug 3, 2020	56

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 14 assets, with an effective number of assets of 9.22, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

	Benchmark	USD=X	O	OCSL	TGT	NVDA	TXN	QYLD	SCHD	JEPI	DIA	DTD	VOO	VIG	DGRW	Portfolio
Benchmark	1.00	0.00	0.36	0.46	0.46	0.67	0.69	0.85	0.72	0.80	0.88	0.87	1.00	0.91	0.93	0.96
USD=X	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00	0.00
O	0.36	0.00	1.00	0.25	0.26	0.06	0.26	0.20	0.46	0.44	0.39	0.46	0.32	0.42	0.39	0.43
OCSL	0.46	0.00	0.25	1.00	0.27	0.24	0.31	0.36	0.43	0.39	0.44	0.46	0.42	0.43	0.42	0.46
TGT	0.46	0.00	0.26	0.27	1.00	0.20	0.33	0.30	0.49	0.44	0.45	0.49	0.41	0.47	0.46	0.47
NVDA	0.67	0.00	0.06	0.24	0.20	1.00	0.48	0.68	0.22	0.32	0.39	0.36	0.60	0.41	0.48	0.60
TXN	0.69	0.00	0.26	0.31	0.33	0.48	1.00	0.58	0.53	0.53	0.55	0.57	0.64	0.60	0.63	0.65
QYLD	0.85	0.00	0.20	0.36	0.30	0.68	0.58	1.00	0.44	0.57	0.61	0.58	0.81	0.63	0.69	0.74
SCHD	0.72	0.00	0.46	0.43	0.49	0.22	0.53	0.44	1.00	0.73	0.79	0.88	0.66	0.79	0.77	0.74
JEPI	0.80	0.00	0.44	0.39	0.44	0.32	0.53	0.57	0.73	1.00	0.80	0.83	0.74	0.87	0.84	0.78
DIA	0.88	0.00	0.39	0.44	0.45	0.39	0.55	0.61	0.79	0.80	1.00	0.88	0.84	0.89	0.87	0.84
DTD	0.87	0.00	0.46	0.46	0.49	0.36	0.57	0.58	0.88	0.83	0.88	1.00	0.82	0.90	0.89	0.87
VOO	1.00	0.00	0.32	0.42	0.41	0.60	0.64	0.81	0.66	0.74	0.84	0.82	1.00	0.86	0.90	0.92
VIG	0.91	0.00	0.42	0.43	0.47	0.41	0.60	0.63	0.79	0.87	0.89	0.90	0.86	1.00	0.93	0.89
DGRW	0.93	0.00	0.39	0.42	0.46	0.48	0.63	0.69	0.77	0.84	0.87	0.89	0.90	0.93	1.00	0.91
Portfolio	0.96	0.00	0.43	0.46	0.47	0.60	0.65	0.74	0.74	0.78	0.84	0.87	0.92	0.89	0.91	1.00

The correlation results are calculated based on daily price changes starting from May 22, 2020

Current portfolio

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table