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Mixed

Last updated Feb 21, 2024

Asset Allocation


VOO 25%QQQ 25%JEPI 20%AAPL 4.29%MSFT 4.29%META 4.29%TSLA 4.29%AMZN 4.29%GOOGL 4.29%NVDA 4.29%EquityEquity
PositionCategory/SectorWeight
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

25%

QQQ
Invesco QQQ
Large Cap Blend Equities

25%

JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

20%

AAPL
Apple Inc.
Technology

4.29%

MSFT
Microsoft Corporation
Technology

4.29%

META
Meta Platforms, Inc.
Communication Services

4.29%

TSLA
Tesla, Inc.
Consumer Cyclical

4.29%

AMZN
Amazon.com, Inc.
Consumer Cyclical

4.29%

GOOGL
Alphabet Inc.
Communication Services

4.29%

NVDA
NVIDIA Corporation
Technology

4.29%

Performance

The chart shows the growth of an initial investment of $10,000 in Mixed, 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


-5.00%0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2024February
16.15%
13.40%
Mixed
Benchmark (^GSPC)
Portfolio components

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

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Mixed5.41%2.94%16.15%40.28%N/AN/A
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
QQQ
Invesco QQQ
4.35%1.46%18.06%42.87%20.90%17.94%
AAPL
Apple Inc.
-5.58%-5.10%2.71%19.65%34.65%27.15%
MSFT
Microsoft Corporation
7.31%1.22%25.40%57.36%31.15%28.82%
META
Meta Platforms, Inc.
33.28%23.03%64.03%172.88%24.18%21.30%
TSLA
Tesla, Inc.
-22.02%-8.69%-16.91%-6.98%58.60%30.14%
AMZN
Amazon.com, Inc.
9.96%7.56%24.45%71.89%15.63%25.48%
GOOGL
Alphabet Inc.
1.02%-3.59%9.33%49.57%20.70%16.73%
NVDA
NVIDIA Corporation
40.24%16.74%52.11%224.87%78.45%66.07%
JEPI
JPMorgan Equity Premium Income ETF
2.88%1.99%7.43%11.25%N/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.84%
20233.71%-1.00%-4.73%-2.11%9.43%4.11%

Sharpe Ratio

The current Mixed Sharpe ratio is 2.66. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.002.66

The Sharpe ratio of Mixed 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 Ratio0.000.501.001.502.002.503.003.50SeptemberOctoberNovemberDecember2024February
2.66
1.75
Mixed
Benchmark (^GSPC)
Portfolio components

Dividend yield

Mixed granted a 2.15% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Mixed2.15%2.25%3.04%1.79%1.75%0.76%0.91%0.81%0.97%1.01%1.07%1.00%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
AAPL
Apple Inc.
0.53%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
MSFT
Microsoft Corporation
0.71%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
META
Meta Platforms, Inc.
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TSLA
Tesla, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
AMZN
Amazon.com, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GOOGL
Alphabet Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%1.94%
JEPI
JPMorgan Equity Premium Income ETF
7.95%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The Mixed features an expense ratio of 0.13%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%
0.03%
0.00%2.15%
0.35%
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
VOO
Vanguard S&P 500 ETF
1.91
QQQ
Invesco QQQ
2.53
AAPL
Apple Inc.
0.97
MSFT
Microsoft Corporation
2.40
META
Meta Platforms, Inc.
4.65
TSLA
Tesla, Inc.
-0.08
AMZN
Amazon.com, Inc.
2.30
GOOGL
Alphabet Inc.
1.74
NVDA
NVIDIA Corporation
4.70
JEPI
JPMorgan Equity Premium Income ETF
1.41

Asset Correlations Table

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

TSLAJEPIMETANVDAAMZNAAPLGOOGLMSFTVOOQQQ
TSLA1.000.340.410.510.480.510.440.460.540.63
JEPI0.341.000.460.410.460.550.520.570.820.66
META0.410.461.000.590.640.580.670.630.670.75
NVDA0.510.410.591.000.630.620.610.680.670.80
AMZN0.480.460.640.631.000.660.700.700.690.81
AAPL0.510.550.580.620.661.000.650.720.750.83
GOOGL0.440.520.670.610.700.651.000.750.740.80
MSFT0.460.570.630.680.700.720.751.000.770.86
VOO0.540.820.670.670.690.750.740.771.000.91
QQQ0.630.660.750.800.810.830.800.860.911.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.62%
-1.08%
Mixed
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Mixed. 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 Mixed was 30.68%, occurring on Oct 14, 2022. Recovery took 184 trading sessions.

The current Mixed drawdown is 1.62%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-30.68%Dec 28, 2021202Oct 14, 2022184Jul 12, 2023386
-11.53%Sep 3, 202014Sep 23, 202045Nov 25, 202059
-9.65%Jul 20, 202370Oct 26, 202313Nov 14, 202383
-7.66%Feb 16, 202115Mar 8, 202119Apr 5, 202134
-6.32%Sep 8, 202119Oct 4, 202113Oct 21, 202132

Volatility Chart

The current Mixed volatility is 4.25%, 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
4.25%
3.37%
Mixed
Benchmark (^GSPC)
Portfolio components
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