port1
dersw
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in port1, 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
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| port1 | 22.50% | 1.05% | 6.20% | 45.43% | N/A | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.75% | 1.67% | 9.72% | 33.60% | 15.64% | 13.20% |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 12.48% | 0.24% | 2.05% | 18.52% | 10.63% | 8.70% |
GBTC Grayscale Bitcoin Trust (BTC) | 44.51% | 1.85% | -12.20% | 163.32% | 31.40% | N/A |
MSFT Microsoft Corporation | 16.38% | 2.62% | 1.89% | 37.24% | 26.77% | 27.08% |
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.31% | 7.55% | 21.69% | 12.91% | 11.59% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 16.26% | 1.90% | 5.51% | 28.16% | N/A | N/A |
SEIX Virtus Seix Senior Loan ETF | 5.51% | 0.73% | 3.60% | 8.52% | 5.39% | N/A |
FLRT Pacific Global Senior Loan ETF | 6.80% | 0.86% | 4.19% | 10.54% | 5.16% | N/A |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 3.89% | 0.48% | 2.67% | 5.39% | 2.18% | 1.48% |
QLD ProShares Ultra QQQ | 29.59% | -1.08% | 11.20% | 66.34% | 32.18% | 29.11% |
SSO ProShares Ultra S&P 500 | 36.84% | 2.50% | 15.20% | 63.65% | 22.75% | 20.15% |
Monthly Returns
The table below presents the monthly returns of port1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 2.80% | 8.86% | 4.15% | -5.64% | 6.47% | 3.15% | -0.58% | 0.71% | 22.50% | ||||
| 2023 | 11.94% | -2.05% | 10.48% | 1.65% | 1.76% | 8.85% | 3.14% | -2.07% | -4.28% | 1.31% | 10.89% | 6.23% | 57.34% |
| 2022 | -6.90% | -11.34% | 11.92% | -6.26% | -10.78% | 6.53% | 4.47% | -7.65% | -20.60% |
Expense Ratio
port1 features an expense ratio of 0.43%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of port1 is 75, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 3.15 | 15.54 |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 1.50 | 2.02 | 1.27 | 1.71 | 7.78 |
GBTC Grayscale Bitcoin Trust (BTC) | 2.73 | 3.02 | 1.37 | 4.50 | 11.60 |
MSFT Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
SCHD Schwab US Dividend Equity ETF | 1.68 | 2.45 | 1.29 | 1.62 | 8.79 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.99 | 2.60 | 1.39 | 2.42 | 10.12 |
SEIX Virtus Seix Senior Loan ETF | 3.14 | 4.62 | 1.82 | 6.96 | 23.26 |
FLRT Pacific Global Senior Loan ETF | 6.83 | 11.74 | 3.19 | 15.55 | 60.00 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.93 | 487.90 | 488.90 | 500.97 | 7,952.72 |
QLD ProShares Ultra QQQ | 1.69 | 2.17 | 1.28 | 2.29 | 7.70 |
SSO ProShares Ultra S&P 500 | 2.30 | 2.87 | 1.38 | 2.82 | 13.60 |
Dividends
Dividend yield
port1 granted a 2.05% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| port1 | 2.05% | 2.70% | 3.94% | 0.87% | 1.01% | 1.46% | 1.47% | 1.20% | 1.28% | 1.34% | 1.36% | 0.78% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
DBEF Xtrackers MSCI EAFE Hedged Equity ETF | 0.65% | 4.46% | 15.85% | 2.28% | 2.41% | 3.03% | 3.22% | 2.98% | 2.55% | 3.70% | 5.08% | 1.48% |
GBTC Grayscale Bitcoin Trust (BTC) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.34% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SEIX Virtus Seix Senior Loan ETF | 8.82% | 8.74% | 5.76% | 4.16% | 3.75% | 3.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FLRT Pacific Global Senior Loan ETF | 7.66% | 8.40% | 5.81% | 3.16% | 3.52% | 4.30% | 3.95% | 3.20% | 3.38% | 3.21% | 0.00% | 0.00% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 5.22% | 4.92% | 1.35% | 0.00% | 0.30% | 2.05% | 1.66% | 0.68% | 0.07% | 0.00% | 0.00% | 0.00% |
QLD ProShares Ultra QQQ | 0.24% | 0.33% | 0.31% | 0.00% | 0.00% | 0.13% | 0.06% | 0.02% | 0.90% | 0.11% | 0.19% | 0.13% |
SSO ProShares Ultra S&P 500 | 0.55% | 0.18% | 0.50% | 0.18% | 0.20% | 0.50% | 0.75% | 0.39% | 0.50% | 0.63% | 0.33% | 0.26% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the port1. 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 port1 was 23.50%, occurring on Oct 12, 2022. Recovery took 156 trading sessions.
The current port1 drawdown is 2.60%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -23.5% | May 5, 2022 | 111 | Oct 12, 2022 | 156 | May 26, 2023 | 267 |
| -12.54% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -7.65% | Jul 20, 2023 | 71 | Oct 27, 2023 | 10 | Nov 10, 2023 | 81 |
| -6.45% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -2.33% | Mar 5, 2024 | 1 | Mar 5, 2024 | 2 | Mar 7, 2024 | 3 |
Volatility
Volatility Chart
The current port1 volatility is 5.72%, 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.
Diversification
Asset Correlations Table
| BIL | SEIX | FLRT | GBTC | SCHD | MSFT | DBEF | JEPQ | QLD | VOO | SSO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | -0.02 | 0.04 | 0.04 | -0.03 | 0.02 | -0.02 | -0.02 | -0.00 | -0.01 | -0.02 |
| SEIX | -0.02 | 1.00 | 0.30 | 0.09 | 0.25 | 0.22 | 0.29 | 0.26 | 0.26 | 0.27 | 0.28 |
| FLRT | 0.04 | 0.30 | 1.00 | 0.14 | 0.33 | 0.24 | 0.30 | 0.31 | 0.29 | 0.34 | 0.35 |
| GBTC | 0.04 | 0.09 | 0.14 | 1.00 | 0.31 | 0.32 | 0.30 | 0.38 | 0.39 | 0.38 | 0.38 |
| SCHD | -0.03 | 0.25 | 0.33 | 0.31 | 1.00 | 0.47 | 0.74 | 0.62 | 0.63 | 0.80 | 0.80 |
| MSFT | 0.02 | 0.22 | 0.24 | 0.32 | 0.47 | 1.00 | 0.54 | 0.83 | 0.85 | 0.78 | 0.78 |
| DBEF | -0.02 | 0.29 | 0.30 | 0.30 | 0.74 | 0.54 | 1.00 | 0.70 | 0.70 | 0.80 | 0.80 |
| JEPQ | -0.02 | 0.26 | 0.31 | 0.38 | 0.62 | 0.83 | 0.70 | 1.00 | 0.97 | 0.92 | 0.92 |
| QLD | -0.00 | 0.26 | 0.29 | 0.39 | 0.63 | 0.85 | 0.70 | 0.97 | 1.00 | 0.94 | 0.94 |
| VOO | -0.01 | 0.27 | 0.34 | 0.38 | 0.80 | 0.78 | 0.80 | 0.92 | 0.94 | 1.00 | 1.00 |
| SSO | -0.02 | 0.28 | 0.35 | 0.38 | 0.80 | 0.78 | 0.80 | 0.92 | 0.94 | 1.00 | 1.00 |