01.14.2026

Asset Allocation

Position	Category/Sector	Target Weight
COPX Global X Copper Miners ETF	Materials	0%
EEM iShares MSCI Emerging Markets ETF	Emerging Markets Diversified	0%
EFA iShares MSCI EAFE ETF	Foreign Large Cap Equities	0%
EWJ iShares MSCI Japan ETF	Japan Equities	12%
EWY iShares MSCI South Korea ETF	Asia Pacific Equities	0%
EWZ iShares MSCI Brazil ETF	Latin America Equities	0%
FXI iShares China Large-Cap ETF	China Equities	0%
GDX VanEck Gold Miners ETF	Gold, Precious Metals	33.82%
GDXJ VanEck Vectors Junior Gold Miners ETF	Materials	0%
HYG iShares iBoxx $ High Yield Corporate Bond ETF	High Yield Bonds	0%
ICLN iShares Global Clean Energy ETF	Alternative Energy Equities	0%
INDA iShares MSCI India ETF	Asia Pacific Equities	0%
ITB iShares U.S. Home Construction ETF	Building & Construction	13.79%
IWM iShares Russell 2000 ETF	Small Cap Blend Equities	0%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Derivative Income	0%
LQD iShares iBoxx $ Investment Grade Corporate Bond ETF	Corporate Bonds	0%
NAIL Direxion Daily Homebuilders & Supplies Bull 3X Shares	Leveraged Equities, Leveraged	0%
QQQ Invesco QQQ ETF	Large Cap Growth Equities	26.49%
SCHD Schwab U.S. Dividend Equity ETF	Dividend	0%
SILJ ETFMG Prime Junior Silver Miners ETF	Precious Metals	0%
SPY State Street SPDR S&P 500 ETF	S&P 500	12.81%
URA Global X Uranium ETF	Commodity Producers Equities	1.09%
XLB Materials Select Sector SPDR ETF	Materials	0%
XME SPDR S&P Metals & Mining ETF	Materials	0%

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 01.14.2026, 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 Every 3 months.

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

Returns By Period

	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.11%	-3.43%	-3.84%	-1.98%	16.08%	16.86%	10.37%	12.29%
Portfolio 01.14.2026	-0.77%	-6.95%	1.68%	5.47%	45.53%	28.67%	—	—
Portfolio components:
SPY State Street SPDR S&P 500 ETF	0.09%	-3.34%	-3.56%	-1.44%	17.51%	18.37%	11.88%	14.11%
QQQ Invesco QQQ ETF	0.11%	-2.64%	-4.65%	-3.18%	23.45%	22.97%	13.18%	19.05%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	0.13%	-1.64%	-1.76%	2.43%	19.67%	19.59%	—	—
SCHD Schwab U.S. Dividend Equity ETF	0.16%	-2.44%	12.35%	13.88%	13.89%	11.70%	8.35%	12.30%
FXI iShares China Large-Cap ETF	0.00%	-1.39%	-7.13%	-13.90%	2.57%	9.20%	-3.44%	3.15%
EEM iShares MSCI Emerging Markets ETF	-1.12%	-3.13%	3.44%	6.16%	32.02%	15.51%	3.38%	7.67%
EFA iShares MSCI EAFE ETF	-0.62%	-2.09%	2.05%	5.82%	23.73%	14.40%	8.29%	8.89%
EWZ iShares MSCI Brazil ETF	-0.05%	4.16%	20.71%	31.26%	54.68%	19.33%	11.79%	9.62%
EWY iShares MSCI South Korea ETF	-2.65%	-7.16%	26.38%	50.40%	129.96%	29.44%	8.51%	11.12%
INDA iShares MSCI India ETF	-0.13%	-7.11%	-13.69%	-10.80%	-9.52%	6.03%	3.41%	6.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 5, 2022, 01.14.2026's average daily return is +0.09%, while the average monthly return is +1.75%. At this rate, your investment would double in approximately 3.3 years.

Historically, 63% of months were positive and 38% were negative. The best month was Nov 2022 with a return of +11.6%, while the worst month was Mar 2026 at -13.2%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 3 months.

On a daily basis, 01.14.2026 closed higher 54% of trading days. The best single day was Apr 9, 2025 with a return of +9.3%, while the worst single day was Apr 4, 2025 at -6.0%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	5.71%	9.01%	-13.16%	1.61%									1.68%
2025	6.77%	-1.28%	2.89%	2.64%	4.76%	4.46%	1.08%	10.73%	9.48%	-0.59%	4.75%	0.38%	56.03%
2024	-2.40%	1.94%	8.19%	-2.13%	5.32%	-0.03%	6.82%	1.33%	2.84%	-1.49%	0.99%	-5.66%	15.87%
2023	10.72%	-6.24%	9.78%	2.74%	-0.98%	4.97%	3.79%	-3.59%	-5.96%	-0.59%	11.34%	5.07%	33.18%
2022					-6.66%	-10.86%	6.43%	-6.52%	-6.13%	3.55%	11.56%	-3.18%	-13.09%

Benchmark Metrics

01.14.2026 has an annualized alpha of 10.18%, beta of 0.96, and R² of 0.61 versus S&P 500 Index. Calculated based on daily prices since May 05, 2022.

This portfolio captured 133.71% of S&P 500 Index gains but only 94.27% of its losses — a favorable profile for investors.
This portfolio generated an annualized alpha of 10.18% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
With beta of 0.96 and R² of 0.61, this portfolio moves broadly in line with S&P 500 Index — much of its variation is explained by market exposure rather than independent behavior.

Alpha: 10.18%

Beta: 0.96

R²: 0.61

Upside Capture: 133.71%

Downside Capture: 94.27%

Expense Ratio

01.14.2026 has an expense ratio of 0.36%, 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.

Top 10 holdings

NAIL

Direxion Daily Homebuilders & Supplies Bull 3X Shares

FXI

iShares China Large-Cap ETF

EEM

iShares MSCI Emerging Markets ETF

INDA

iShares MSCI India ETF

URA

Global X Uranium ETF

SILJ

ETFMG Prime Junior Silver Miners ETF

COPX

Global X Copper Miners ETF

EWZ

iShares MSCI Brazil ETF

EWY

iShares MSCI South Korea ETF

GDXJ

VanEck Vectors Junior Gold Miners ETF

Return for Risk

Risk / Return Rank

01.14.2026 ranks 81 for risk / return — in the top 81% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.

Overall Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

Martin Ratio Rank

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

	Portfolio	Benchmark	Difference
Sharpe ratio Return per unit of total volatility	1.93	0.88	+1.05
Sortino ratio Return per unit of downside risk	2.53	1.37	+1.16
Omega ratio Gain probability vs. loss probability	1.37	1.21	+0.16
Calmar ratio Return relative to maximum drawdown	2.61	1.39	+1.22
Martin ratio Return relative to average drawdown	10.67	6.43	+4.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
SPY State Street SPDR S&P 500 ETF	53	0.92	1.45	1.22	1.51	7.11
QQQ Invesco QQQ ETF	59	1.04	1.62	1.23	1.93	7.00
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	63	1.07	1.63	1.26	1.75	8.55
SCHD Schwab U.S. Dividend Equity ETF	40	0.89	1.34	1.19	1.09	3.69
FXI iShares China Large-Cap ETF	14	0.11	0.32	1.04	0.12	0.33
EEM iShares MSCI Emerging Markets ETF	77	1.59	2.16	1.32	2.38	8.92
EFA iShares MSCI EAFE ETF	70	1.34	1.92	1.28	2.10	7.89
EWZ iShares MSCI Brazil ETF	90	2.12	2.68	1.36	4.78	12.71
EWY iShares MSCI South Korea ETF	97	3.59	3.80	1.54	5.59	21.99
INDA iShares MSCI India ETF	3	-0.62	-0.80	0.91	-0.46	-1.49

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

01.14.2026 Sharpe ratios as of Apr 3, 2026 (values are recalculated daily):

1-Year: 1.93
All Time: 1.01

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.98 to 1.66, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of 01.14.2026 compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.

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Dividends

Dividend yield

01.14.2026 provided a 1.23% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	1.23%	1.33%	1.08%	1.27%	1.26%	1.20%	0.73%	0.98%	0.97%	0.92%	1.00%	1.03%
Portfolio components:
SPY State Street SPDR S&P 500 ETF	1.13%	1.07%	1.21%	1.40%	1.65%	1.20%	1.52%	1.75%	2.04%	1.80%	2.03%	2.06%
QQQ Invesco QQQ ETF	0.48%	0.45%	0.56%	0.62%	0.80%	0.43%	0.55%	0.74%	0.91%	0.84%	1.06%	0.99%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.12%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
SCHD Schwab U.S. Dividend Equity ETF	3.45%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%
FXI iShares China Large-Cap ETF	2.60%	2.42%	1.76%	3.17%	2.61%	1.60%	2.19%	2.74%	2.69%	2.31%	2.69%	2.90%
EEM iShares MSCI Emerging Markets ETF	2.15%	2.22%	2.43%	2.63%	2.50%	1.99%	1.45%	2.76%	2.24%	1.89%	1.89%	2.49%
EFA iShares MSCI EAFE ETF	3.31%	3.38%	3.24%	2.98%	2.69%	3.33%	2.13%	3.10%	3.39%	2.57%	3.07%	2.76%
EWZ iShares MSCI Brazil ETF	4.30%	5.19%	8.91%	5.66%	12.59%	9.87%	1.71%	2.54%	2.89%	1.71%	1.81%	4.08%
EWY iShares MSCI South Korea ETF	1.66%	2.10%	2.55%	2.52%	1.23%	2.16%	0.73%	2.10%	1.34%	2.90%	1.21%	2.42%
INDA iShares MSCI India ETF	0.00%	0.00%	0.76%	0.16%	0.00%	6.44%	0.27%	0.99%	0.94%	1.09%	0.90%	1.19%

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.

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Worst Drawdowns

The table below displays the maximum drawdowns of the 01.14.2026. 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 01.14.2026 was 24.48%, occurring on Oct 14, 2022. Recovery took 117 trading sessions.

The current 01.14.2026 drawdown is 11.76%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-24.48%	May 5, 2022	113	Oct 14, 2022	117	Apr 4, 2023	230
-17.7%	Mar 2, 2026	15	Mar 20, 2026	—	—	—
-12.69%	Jul 19, 2023	54	Oct 3, 2023	42	Dec 1, 2023	96
-12.37%	Feb 14, 2025	37	Apr 8, 2025	11	Apr 24, 2025	48
-10.38%	Jul 17, 2024	16	Aug 7, 2024	12	Aug 23, 2024	28

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.

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Diversification

Diversification Metrics

Number of Effective Assets

The portfolio contains 24 assets, with an effective number of assets of 4.26, 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

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

	Benchmark	LQD	EWZ	INDA	FXI	GDX	GDXJ	SILJ	URA	ITB	NAIL	SCHD	EWY	ICLN	EWJ	COPX	HYG	JEPQ	QQQ	XME	XLB	EEM	IWM	SPY	EFA	Portfolio
Benchmark	1.00	0.34	0.41	0.49	0.41	0.30	0.31	0.35	0.54	0.61	0.61	0.69	0.60	0.58	0.64	0.51	0.71	0.93	0.94	0.61	0.71	0.66	0.82	1.00	0.75	0.73
LQD	0.34	1.00	0.25	0.21	0.16	0.31	0.30	0.27	0.16	0.46	0.46	0.31	0.26	0.34	0.35	0.23	0.67	0.29	0.30	0.22	0.32	0.28	0.35	0.34	0.42	0.43
EWZ	0.41	0.25	1.00	0.33	0.36	0.33	0.35	0.37	0.37	0.29	0.29	0.39	0.44	0.48	0.43	0.50	0.40	0.34	0.34	0.45	0.45	0.55	0.45	0.41	0.51	0.44
INDA	0.49	0.21	0.33	1.00	0.30	0.30	0.31	0.30	0.35	0.33	0.33	0.40	0.42	0.42	0.50	0.39	0.43	0.44	0.45	0.36	0.42	0.55	0.46	0.50	0.54	0.48
FXI	0.41	0.16	0.36	0.30	1.00	0.34	0.34	0.36	0.38	0.29	0.29	0.34	0.50	0.45	0.39	0.57	0.35	0.39	0.40	0.43	0.43	0.81	0.41	0.41	0.53	0.46
GDX	0.30	0.31	0.33	0.30	0.34	1.00	0.98	0.92	0.45	0.23	0.24	0.27	0.42	0.39	0.38	0.63	0.34	0.25	0.26	0.57	0.46	0.48	0.32	0.30	0.48	0.82
GDXJ	0.31	0.30	0.35	0.31	0.34	0.98	1.00	0.95	0.48	0.24	0.24	0.27	0.43	0.40	0.39	0.65	0.36	0.27	0.27	0.60	0.46	0.50	0.35	0.31	0.50	0.81
SILJ	0.35	0.27	0.37	0.30	0.36	0.92	0.95	1.00	0.51	0.25	0.25	0.28	0.45	0.42	0.39	0.69	0.36	0.31	0.31	0.66	0.49	0.52	0.39	0.35	0.50	0.80
URA	0.54	0.16	0.37	0.35	0.38	0.45	0.48	0.51	1.00	0.28	0.28	0.33	0.49	0.50	0.48	0.57	0.43	0.51	0.51	0.66	0.46	0.56	0.54	0.54	0.53	0.60
ITB	0.61	0.46	0.29	0.33	0.29	0.23	0.24	0.25	0.28	1.00	1.00	0.66	0.38	0.46	0.50	0.38	0.61	0.50	0.51	0.47	0.68	0.44	0.70	0.61	0.59	0.60
NAIL	0.61	0.46	0.29	0.33	0.29	0.24	0.24	0.25	0.28	1.00	1.00	0.66	0.38	0.46	0.51	0.38	0.61	0.50	0.51	0.47	0.68	0.44	0.70	0.61	0.59	0.60
SCHD	0.69	0.31	0.39	0.40	0.34	0.27	0.27	0.28	0.33	0.66	0.66	1.00	0.41	0.50	0.50	0.45	0.59	0.50	0.51	0.57	0.78	0.49	0.75	0.69	0.65	0.56
EWY	0.60	0.26	0.44	0.42	0.50	0.42	0.43	0.45	0.49	0.38	0.38	0.41	1.00	0.51	0.55	0.57	0.51	0.58	0.59	0.51	0.49	0.79	0.54	0.60	0.64	0.62
ICLN	0.58	0.34	0.48	0.42	0.45	0.39	0.40	0.42	0.50	0.46	0.46	0.50	0.51	1.00	0.51	0.54	0.55	0.51	0.53	0.58	0.57	0.63	0.65	0.58	0.63	0.59
EWJ	0.64	0.35	0.43	0.50	0.39	0.38	0.39	0.39	0.48	0.50	0.51	0.50	0.55	0.51	1.00	0.54	0.58	0.59	0.59	0.51	0.56	0.61	0.61	0.64	0.82	0.67
COPX	0.51	0.23	0.50	0.39	0.57	0.63	0.65	0.69	0.57	0.38	0.38	0.45	0.57	0.54	0.54	1.00	0.45	0.47	0.46	0.75	0.64	0.72	0.54	0.52	0.69	0.72
HYG	0.71	0.67	0.40	0.43	0.35	0.34	0.36	0.36	0.43	0.61	0.61	0.59	0.51	0.55	0.58	0.45	1.00	0.63	0.65	0.50	0.59	0.56	0.71	0.72	0.70	0.64
JEPQ	0.93	0.29	0.34	0.44	0.39	0.25	0.27	0.31	0.51	0.50	0.50	0.50	0.58	0.51	0.59	0.47	0.63	1.00	0.97	0.53	0.57	0.64	0.70	0.93	0.67	0.67
QQQ	0.94	0.30	0.34	0.45	0.40	0.26	0.27	0.31	0.51	0.51	0.51	0.51	0.59	0.53	0.59	0.46	0.65	0.97	1.00	0.53	0.57	0.65	0.71	0.94	0.67	0.68
XME	0.61	0.22	0.45	0.36	0.43	0.57	0.60	0.66	0.66	0.47	0.47	0.57	0.51	0.58	0.51	0.75	0.50	0.53	0.53	1.00	0.74	0.62	0.73	0.61	0.63	0.74
XLB	0.71	0.32	0.45	0.42	0.43	0.46	0.46	0.49	0.46	0.68	0.68	0.78	0.49	0.57	0.56	0.64	0.59	0.57	0.57	0.74	1.00	0.60	0.77	0.71	0.73	0.72
EEM	0.66	0.28	0.55	0.55	0.81	0.48	0.50	0.52	0.56	0.44	0.44	0.49	0.79	0.63	0.61	0.72	0.56	0.64	0.65	0.62	0.60	1.00	0.62	0.66	0.76	0.70
IWM	0.82	0.35	0.45	0.46	0.41	0.32	0.35	0.39	0.54	0.70	0.70	0.75	0.54	0.65	0.61	0.54	0.71	0.70	0.71	0.73	0.77	0.62	1.00	0.82	0.73	0.69
SPY	1.00	0.34	0.41	0.50	0.41	0.30	0.31	0.35	0.54	0.61	0.61	0.69	0.60	0.58	0.64	0.52	0.72	0.93	0.94	0.61	0.71	0.66	0.82	1.00	0.76	0.73
EFA	0.75	0.42	0.51	0.54	0.53	0.48	0.50	0.50	0.53	0.59	0.59	0.65	0.64	0.63	0.82	0.69	0.70	0.67	0.67	0.63	0.73	0.76	0.73	0.76	1.00	0.77
Portfolio	0.73	0.43	0.44	0.48	0.46	0.82	0.81	0.80	0.60	0.60	0.60	0.56	0.62	0.59	0.67	0.72	0.64	0.67	0.68	0.74	0.72	0.70	0.69	0.73	0.77	1.00

The correlation results are calculated based on daily price changes starting from May 5, 2022

01.14.2026

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Benchmark Metrics

Expense Ratio

Top 10 holdings

Return for Risk

Risk / Return Rank

Return / Risk — by metrics

Sharpe ratio

Sortino ratio

Omega ratio

Calmar ratio

Martin ratio

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Diversification Metrics

Number of Effective Assets

Asset Correlations Table