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Equity

Last updated Feb 24, 2024

Asset Allocation


QQQ 47%VUG 36%JEPQ 17%EquityEquity
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities

47%

VUG
Vanguard Growth ETF
Large Cap Growth Equities

36%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Large Cap Growth Equities, Dividend

17%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in Equity, 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%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2024February
31.87%
18.34%
Equity
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.69%4.52%15.50%26.83%12.76%10.70%
Equity7.52%3.73%20.27%47.72%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
6.82%2.98%16.85%39.00%N/AN/A
QQQ
Invesco QQQ
6.66%3.06%20.46%50.69%21.21%18.14%
VUG
Vanguard Growth ETF
8.99%4.96%21.60%47.95%18.29%14.78%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.14%
20233.53%-1.11%-5.02%-1.73%10.57%4.70%

Sharpe Ratio

The current Equity Sharpe ratio is 3.05. A Sharpe ratio of 3.0 or higher is considered excellent.

0.002.004.003.05

The Sharpe ratio of Equity is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2024February
3.05
2.23
Equity
Benchmark (^GSPC)
Portfolio components

Dividend yield

Equity granted a 2.04% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Equity2.04%2.20%2.23%0.37%0.50%0.69%0.90%0.80%1.00%0.93%1.10%0.90%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.25%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
VUG
Vanguard Growth ETF
0.53%0.58%0.70%0.48%0.66%0.95%1.32%1.14%1.39%1.30%1.21%1.19%

Expense Ratio

The Equity features an expense ratio of 0.17%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.04%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.23
Equity
3.05
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
3.48
QQQ
Invesco QQQ
2.99
VUG
Vanguard Growth ETF
2.92

Asset Correlations Table

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

JEPQVUGQQQ
JEPQ1.000.970.97
VUG0.971.000.99
QQQ0.970.991.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.20%
0
Equity
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Equity. 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 Equity was 20.79%, occurring on Oct 14, 2022. Recovery took 148 trading sessions.

The current Equity drawdown is 0.20%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-20.79%Aug 16, 202243Oct 14, 2022148May 18, 2023191
-16.98%May 5, 202230Jun 16, 202239Aug 12, 202269
-9.98%Jul 19, 202371Oct 26, 202313Nov 14, 202384
-3.32%Dec 29, 20234Jan 4, 20246Jan 12, 202410
-2.67%Jun 16, 20236Jun 26, 20234Jun 30, 202310

Volatility Chart

The current Equity volatility is 4.97%, 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.


2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2024February
4.97%
3.90%
Equity
Benchmark (^GSPC)
Portfolio components
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