Defined Outcome Portfolio
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Defined Outcome 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 rebalanced Quarterly
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.55% | 9.05% | 12.97% | 17.44% | 0.63% | N/A |
| Defined Outcome Portfolio | -0.45% | 8.55% | 15.95% | 18.27% | 5.75% | N/A |
| Portfolio components: | ||||||
BJAN Innovator U.S. Equity Buffer ETF - January | -1.22% | 7.99% | 12.29% | 16.63% | 4.55% | N/A |
JEPI JPMorgan Equity Premium Income ETF | -0.51% | 5.67% | 5.39% | 14.01% | 3.54% | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -0.30% | 12.32% | 24.19% | 24.78% | 5.85% | N/A |
NJAN Innovator Growth-100 Power Buffer ETF - January | 0.67% | 8.50% | 17.72% | 15.23% | 3.46% | N/A |
NAPR Innovator Growth-100 Power Buffer ETF - April | 0.04% | 8.55% | 22.75% | 22.36% | 8.40% | N/A |
NJUL Innovator Growth-100 Power Buffer ETF - July | -0.29% | 8.34% | 19.50% | 18.92% | 8.43% | N/A |
NOCT Innovator Growth-100 Power Buffer ETF- October | 0.76% | 10.11% | 21.12% | 19.60% | 8.62% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| JEPI | NOCT | NJUL | NJAN | BJAN | JEPQ | NAPR | |
|---|---|---|---|---|---|---|---|
| JEPI | 1.00 | 0.69 | 0.71 | 0.70 | 0.85 | 0.74 | 0.70 |
| NOCT | 0.69 | 1.00 | 0.93 | 0.96 | 0.90 | 0.92 | 0.95 |
| NJUL | 0.71 | 0.93 | 1.00 | 0.94 | 0.92 | 0.95 | 0.96 |
| NJAN | 0.70 | 0.96 | 0.94 | 1.00 | 0.91 | 0.94 | 0.96 |
| BJAN | 0.85 | 0.90 | 0.92 | 0.91 | 1.00 | 0.92 | 0.93 |
| JEPQ | 0.74 | 0.92 | 0.95 | 0.94 | 0.92 | 1.00 | 0.96 |
| NAPR | 0.70 | 0.95 | 0.96 | 0.96 | 0.93 | 0.96 | 1.00 |
Dividend yield
Defined Outcome Portfolio granted a 2.16% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|
| Defined Outcome Portfolio | 2.16% | 2.25% | 0.78% | 0.74% | 1.97% |
| Portfolio components: | |||||
BJAN Innovator U.S. Equity Buffer ETF - January | 0.00% | 0.00% | 0.00% | 0.00% | 4.66% |
JEPI JPMorgan Equity Premium Income ETF | 9.85% | 12.35% | 7.80% | 7.35% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.75% | 10.16% | 0.00% | 0.00% | 0.00% |
NJAN Innovator Growth-100 Power Buffer ETF - January | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NAPR Innovator Growth-100 Power Buffer ETF - April | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NJUL Innovator Growth-100 Power Buffer ETF - July | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
NOCT Innovator Growth-100 Power Buffer ETF- October | 0.00% | 0.00% | 0.00% | 0.00% | 1.07% |
Expense Ratio
The Defined Outcome Portfolio has a high expense ratio of 0.70%, 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 | |
|---|---|---|---|---|---|
BJAN Innovator U.S. Equity Buffer ETF - January | 1.05 | ||||
JEPI JPMorgan Equity Premium Income ETF | 1.19 | ||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.44 | ||||
NJAN Innovator Growth-100 Power Buffer ETF - January | 0.92 | ||||
NAPR Innovator Growth-100 Power Buffer ETF - April | 1.60 | ||||
NJUL Innovator Growth-100 Power Buffer ETF - July | 1.38 | ||||
NOCT Innovator Growth-100 Power Buffer ETF- October | 1.55 |
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 Defined Outcome Portfolio. 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 Defined Outcome Portfolio is 12.43%, recorded on Oct 14, 2022. It took 115 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -12.43% | Aug 17, 2022 | 42 | Oct 14, 2022 | 115 | Mar 31, 2023 | 157 |
| -10.4% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
| -2.55% | Aug 1, 2023 | 14 | Aug 18, 2023 | 18 | Sep 14, 2023 | 32 |
| -2.51% | Sep 15, 2023 | 6 | Sep 22, 2023 | — | — | — |
| -1.53% | May 2, 2023 | 3 | May 4, 2023 | 4 | May 10, 2023 | 7 |
Volatility Chart
The current Defined Outcome Portfolio volatility is 2.13%, 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.