Buffered60 Momentum40 I July
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July | Options Trading | 60% |
SPMO Invesco S&P 500® Momentum ETF | Large Cap Growth Equities | 40% |
Performance
Performance Chart
Loading data...
The earliest data available for this chart is Jul 20, 2020, corresponding to the inception date of FJUL
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -0.67% | 10.48% | -1.79% | 10.08% | 14.60% | 10.64% |
| Buffered60 Momentum40 I July | 3.71% | 11.04% | 3.54% | 15.95% | N/A | N/A |
| Portfolio components: | ||||||
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July | 0.32% | 7.26% | 0.27% | 8.56% | N/A | N/A |
SPMO Invesco S&P 500® Momentum ETF | 8.82% | 16.74% | 8.45% | 27.59% | 21.41% | N/A |
Monthly Returns
The table below presents the monthly returns of Buffered60 Momentum40 I July, 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 | 3.25% | -0.51% | -5.18% | 0.52% | 5.93% | 3.71% | |||||||
| 2024 | 2.92% | 6.86% | 2.89% | -3.31% | 5.24% | 4.00% | -0.12% | 2.65% | 1.59% | -0.42% | 4.91% | -1.32% | 28.57% |
| 2023 | 2.62% | -2.79% | 2.17% | 1.87% | -2.06% | 6.18% | 2.37% | 0.32% | -2.47% | -1.70% | 7.90% | 4.61% | 19.99% |
| 2022 | -3.91% | -1.85% | 3.05% | -6.97% | 0.89% | -5.08% | 7.57% | -2.63% | -6.63% | 8.72% | 3.62% | -3.40% | -7.84% |
| 2021 | -0.45% | 0.35% | 2.03% | 2.67% | 0.00% | 3.10% | 1.55% | 2.89% | -3.41% | 5.25% | -1.69% | 2.62% | 15.62% |
| 2020 | 0.87% | 5.43% | -1.63% | -2.72% | 6.99% | 2.13% | 11.20% |
Expense Ratio
Buffered60 Momentum40 I July has an expense ratio of 0.56%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Buffered60 Momentum40 I July is 74, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July | 0.66 | 0.99 | 1.16 | 0.65 | 2.67 |
SPMO Invesco S&P 500® Momentum ETF | 1.11 | 1.63 | 1.23 | 1.38 | 4.98 |
Loading data...
Dividends
Dividend yield
Buffered60 Momentum40 I July provided a 0.20% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 0.20% | 0.19% | 0.65% | 0.67% | 0.21% | 0.51% | 0.56% | 0.42% | 0.31% | 0.78% | 0.14% |
| Portfolio components: | |||||||||||
FJUL FT Cboe Vest U.S. Equity Buffer ETF - July | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPMO Invesco S&P 500® Momentum ETF | 0.49% | 0.48% | 1.63% | 1.66% | 0.52% | 1.27% | 1.39% | 1.05% | 0.77% | 1.94% | 0.36% |
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.
Loading data...
Worst Drawdowns
The table below displays the maximum drawdowns of the Buffered60 Momentum40 I July. 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 Buffered60 Momentum40 I July was 16.33%, occurring on Jun 17, 2022. Recovery took 271 trading sessions.
The current Buffered60 Momentum40 I July drawdown is 1.68%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.33% | Jan 5, 2022 | 114 | Jun 17, 2022 | 271 | Jul 19, 2023 | 385 |
| -15.79% | Feb 20, 2025 | 34 | Apr 8, 2025 | 27 | May 16, 2025 | 61 |
| -7.68% | Jul 11, 2024 | 18 | Aug 5, 2024 | 10 | Aug 19, 2024 | 28 |
| -6.41% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -6.39% | Sep 15, 2023 | 31 | Oct 27, 2023 | 12 | Nov 14, 2023 | 43 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
Loading data...
Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.92, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SPMO | FJUL | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.85 | 0.95 | 0.94 |
| SPMO | 0.85 | 1.00 | 0.80 | 0.96 |
| FJUL | 0.95 | 0.80 | 1.00 | 0.93 |
| Portfolio | 0.94 | 0.96 | 0.93 | 1.00 |