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Long Term ETFs
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


XLK 33.33%IWY 33.33%JEPI 33.33%EquityEquity
PositionCategory/SectorWeight
IWY
iShares Russell Top 200 Growth ETF
Large Cap Growth Equities

33.33%

JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

33.33%

XLK
Technology Select Sector SPDR Fund
Technology Equities

33.33%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Long Term ETFs, 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


0.00%5.00%10.00%15.00%20.00%25.00%NovemberDecember2024FebruaryMarchApril
16.82%
18.82%
Long Term ETFs
Benchmark (^GSPC)
Portfolio components

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

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
5.05%-4.27%18.82%21.22%11.38%10.42%
Long Term ETFs3.48%-5.16%16.82%25.35%N/AN/A
XLK
Technology Select Sector SPDR Fund
1.09%-7.46%18.81%32.53%21.01%20.09%
IWY
iShares Russell Top 200 Growth ETF
5.87%-5.87%20.68%34.33%17.71%16.55%
JEPI
JPMorgan Equity Premium Income ETF
3.43%-2.09%10.69%9.72%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.46%4.58%1.49%
2023-5.04%-0.65%9.47%3.44%

Expense Ratio

The Long Term ETFs has a high expense ratio of 0.23%, 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.


Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IWY: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%

Risk-Adjusted Performance

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.


Long Term ETFs
Sharpe ratio
The chart of Sharpe ratio for Long Term ETFs, currently valued at 1.98, compared to the broader market-1.000.001.002.003.004.005.001.98
Sortino ratio
The chart of Sortino ratio for Long Term ETFs, currently valued at 2.83, compared to the broader market0.002.004.006.002.83
Omega ratio
The chart of Omega ratio for Long Term ETFs, currently valued at 1.35, compared to the broader market0.801.001.201.401.601.801.35
Calmar ratio
The chart of Calmar ratio for Long Term ETFs, currently valued at 1.94, compared to the broader market0.002.004.006.008.001.94
Martin ratio
The chart of Martin ratio for Long Term ETFs, currently valued at 10.42, compared to the broader market0.0010.0020.0030.0040.0010.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.007.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
XLK
Technology Select Sector SPDR Fund
1.792.531.301.838.27
IWY
iShares Russell Top 200 Growth ETF
2.223.101.381.5913.20
JEPI
JPMorgan Equity Premium Income ETF
1.341.911.241.485.97

Sharpe Ratio

The current Long Term ETFs Sharpe ratio is 1.98. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.98

The Sharpe ratio of Long Term ETFs 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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.98
1.81
Long Term ETFs
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Long Term ETFs granted a 3.01% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Long Term ETFs3.01%3.28%4.53%2.58%2.47%0.74%0.97%0.88%1.09%1.12%1.06%1.09%
XLK
Technology Select Sector SPDR Fund
0.76%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
IWY
iShares Russell Top 200 Growth ETF
0.63%0.68%0.88%0.50%0.71%1.06%1.32%1.26%1.51%1.58%1.44%1.56%
JEPI
JPMorgan Equity Premium Income ETF
7.63%8.40%11.68%6.59%5.79%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-5.17%
-4.64%
Long Term ETFs
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Long Term ETFs. 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 Long Term ETFs was 26.45%, occurring on Oct 12, 2022. Recovery took 189 trading sessions.

The current Long Term ETFs drawdown is 5.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-26.45%Dec 28, 2021200Oct 12, 2022189Jul 17, 2023389
-9.62%Sep 3, 202014Sep 23, 202048Dec 1, 202062
-8.27%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-6.48%Feb 16, 202113Mar 4, 202120Apr 1, 202133
-6.17%Sep 7, 202120Oct 4, 202115Oct 25, 202135

Volatility

Volatility Chart

The current Long Term ETFs volatility is 3.66%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.66%
3.30%
Long Term ETFs
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

JEPIXLKIWY
JEPI1.000.660.69
XLK0.661.000.97
IWY0.690.971.00