Income (ChatGPT) v7

Asset Allocation

Position	Category/Sector	Target Weight
JEPI JPMorgan Equity Premium Income ETF	Dividend, Derivative Income	13%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Nasdaq-100, Derivative Income	13%
JPIE JPMorgan Income ETF	Multisector Bonds	12%
BSIIX BlackRock Strategic Income Opportunities Fund Class I	Total Bond Market	10%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	Corporate Bonds	10%
BND Vanguard Total Bond Market ETF	Total Bond Market	10%
LSYIX Lord Abbett Short Duration High Yield Fund	High Yield Bonds	8%
SRLN State Street Blackstone Senior Loan ETF	Bank Loan, High Yield Bonds	6%
NEA Nuveen AMT-Free Quality Municipal Income Fund	Financial Services	6%
QYLD Global X NASDAQ 100 Covered Call ETF	Nasdaq-100, Derivative Income	5%
PFF iShares Preferred and Income Securities ETF	Preferred Stock/Convertible Bonds	5%
BIZD VanEck BDC Income ETF	Financials Equities	2%

Benchmark Against

Benchmark

S&P 500 Index

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Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Income (ChatGPT) v7, 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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Returns By Period

Position	1D	1M	YTD	6M	1Y	3Y*	5Y*	10Y*
Benchmark S&P 500 Index	0.00%	-0.17%	8.39%	8.57%	24.06%	18.94%	12.24%	13.54%
Portfolio Income (ChatGPT) v7	0.51%	1.44%	3.04%	3.33%	10.66%	9.32%	—	—
Portfolio components:
BIZD VanEck BDC Income ETF	0.16%	-1.20%	-9.43%	-8.46%	-13.47%	4.52%	4.48%	7.66%
BND Vanguard Total Bond Market ETF	0.27%	1.01%	0.65%	0.69%	4.73%	4.05%	0.04%	1.60%
BSIIX BlackRock Strategic Income Opportunities Fund Class I	-0.10%	1.23%	2.00%	2.57%	6.95%	6.84%	3.01%	3.85%
JEPI JPMorgan Equity Premium Income ETF	0.20%	0.56%	1.40%	1.62%	9.04%	9.01%	7.73%	—
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	1.61%	3.22%	10.52%	10.65%	29.09%	20.83%	—	—
JPIE JPMorgan Income ETF	0.00%	0.57%	1.54%	1.70%	5.71%	6.52%	—	—
LSYIX Lord Abbett Short Duration High Yield Fund	0.10%	1.08%	2.45%	3.31%	8.26%	8.65%	4.68%	—
NEA Nuveen AMT-Free Quality Municipal Income Fund	0.61%	3.54%	3.22%	3.85%	15.57%	9.20%	-0.07%	3.01%
PFF iShares Preferred and Income Securities ETF	0.45%	0.83%	2.93%	2.33%	9.03%	7.05%	1.45%	3.30%
QYLD Global X NASDAQ 100 Covered Call ETF	2.43%	4.04%	10.20%	10.75%	25.53%	14.59%	8.95%	10.07%

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

Monthly Returns

Based on dividend-adjusted daily data since May 4, 2022, Income (ChatGPT) v7's average daily return is +0.03%, while the average monthly return is +0.59%. At this rate, an investment would double in approximately 9.8 years.

Historically, 68% of months were positive and 32% were negative. The best month was Nov 2023 with a return of +5.1%, while the worst month was Sep 2022 at -5.6%. The longest winning streak lasted 10 consecutive months, and the longest losing streak was 3 months.

On a daily basis, Income (ChatGPT) v7 closed higher 57% of trading days. The best single day was Apr 9, 2025 with a return of +3.5%, while the worst single day was Jun 13, 2022 at -2.4%.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2026	1.04%	0.42%	-2.28%	2.70%	0.75%	0.44%							3.04%
2025	1.42%	0.69%	-2.19%	-0.55%	1.41%	2.10%	0.58%	1.39%	1.38%	1.04%	0.79%	0.49%	8.82%
2024	1.07%	0.75%	1.45%	-1.92%	2.19%	1.25%	1.11%	1.58%	1.77%	-0.84%	2.34%	-1.11%	9.97%
2023	3.86%	-1.94%	2.29%	1.11%	-0.21%	1.51%	1.27%	-0.52%	-2.11%	-1.21%	5.07%	2.96%	12.45%
2022					-0.24%	-3.86%	4.61%	-2.89%	-5.62%	1.91%	4.15%	-1.73%	-4.08%

Benchmark Metrics

Income (ChatGPT) v7 has an annualized alpha of 1.85%, beta of 0.34, and R2 of 0.82 versus S&P 500 Index. Calculated based on daily prices since May 04, 2022.

This portfolio participated in 46.70% of S&P 500 Index downside but only 39.48% of its upside - more exposed to losses than it benefited from rallies.
Beta of 0.34 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.

Alpha: 1.85%

Beta: 0.34

R²: 0.82

Upside Capture: 39.48%

Downside Capture: 46.70%

See how alpha, beta & R² have trended over time →

Expense Ratio

Income (ChatGPT) v7 has an expense ratio of 0.69%, 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

BIZD

VanEck BDC Income ETF

NEA

Nuveen AMT-Free Quality Municipal Income Fund

SRLN

State Street Blackstone Senior Loan ETF

BSIIX

BlackRock Strategic Income Opportunities Fund Class I

QYLD

Global X NASDAQ 100 Covered Call ETF

PFF

iShares Preferred and Income Securities ETF

LSYIX

Lord Abbett Short Duration High Yield Fund

JPIE

JPMorgan Income ETF

JEPI

JPMorgan Equity Premium Income ETF

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

Return for Risk

Risk / Return Rank

Income (ChatGPT) v7 ranks 66 for risk / return — better than 66% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.

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

The table below presents risk-adjusted performance metrics for Income (ChatGPT) v7 and compares them with S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	Portfolio	Benchmark	Difference
Sharpe ratioReturn per unit of total volatility	2.30	1.94	+0.36
Sortino ratioReturn per unit of downside risk	3.40	2.65	+0.76
Omega ratioGain probability vs. loss probability	1.47	1.35	+0.12
Calmar ratioReturn relative to maximum drawdown	2.84	2.66	+0.19
Martin ratioReturn relative to average drawdown	14.71	11.86	+2.84

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

Position	Risk / Return Rank	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
BIZD VanEck BDC Income ETF	4	-0.73	-0.95	0.89	-0.61	-1.02
BND Vanguard Total Bond Market ETF	36	1.27	1.91	1.22	1.77	5.10
BSIIX BlackRock Strategic Income Opportunities Fund Class I	69	2.36	3.73	1.50	2.46	9.49
JEPI JPMorgan Equity Premium Income ETF	31	1.13	1.68	1.21	1.36	4.06
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	76	2.28	3.02	1.45	3.31	15.77
JPIE JPMorgan Income ETF	94	3.54	5.50	1.80	5.00	24.56
LSYIX Lord Abbett Short Duration High Yield Fund	82	2.33	4.32	1.56	2.93	14.28
NEA Nuveen AMT-Free Quality Municipal Income Fund	81	1.46	2.18	1.29	2.15	8.57
PFF iShares Preferred and Income Securities ETF	37	1.31	1.90	1.23	1.72	5.21
QYLD Global X NASDAQ 100 Covered Call ETF	91	2.70	3.84	1.60	5.16	29.06

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. Learn how to interpret the Sharpe ratio.

The current Income (ChatGPT) v7 Sharpe ratio is 2.30 as of Jun 19, 2026 (the value is recalculated daily), calculated over the past 12 months.

Compared to the broad market, where average Sharpe ratios range from 1.65 to 2.56, this portfolio's current Sharpe ratio falls between the 25th and 75th percentiles. This indicates that its risk-adjusted performance is in line with the majority of portfolios, suggesting a balanced approach to risk and return—likely suitable for a wide range of investors.

The chart below shows the rolling Sharpe ratio of Income (ChatGPT) v7 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

Income (ChatGPT) v7 provided a 7.06% dividend yield over the last twelve months.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	7.06%	7.15%	6.95%	6.50%	6.49%	3.77%	3.51%	2.49%	2.75%	2.33%	2.37%	2.46%
Portfolio components:
BIZD VanEck BDC Income ETF	13.94%	11.78%	10.94%	10.96%	11.21%	8.14%	10.39%	9.13%	10.88%	9.13%	8.51%	9.12%
BND Vanguard Total Bond Market ETF	3.95%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
BSIIX BlackRock Strategic Income Opportunities Fund Class I	5.15%	5.07%	4.75%	3.33%	3.58%	2.98%	2.92%	3.54%	3.32%	3.45%	2.91%	3.19%
JEPI JPMorgan Equity Premium Income ETF	8.17%	8.25%	7.33%	8.40%	11.68%	6.59%	5.79%	0.00%	0.00%	0.00%	0.00%	0.00%
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	9.98%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JPIE JPMorgan Income ETF	5.61%	5.65%	6.11%	5.70%	4.49%	0.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LSYIX Lord Abbett Short Duration High Yield Fund	8.06%	8.11%	8.18%	6.51%	5.01%	5.96%	4.75%	0.00%	0.00%	0.00%	0.00%	0.00%
NEA Nuveen AMT-Free Quality Municipal Income Fund	7.13%	7.36%	6.63%	3.95%	5.49%	4.50%	4.45%	4.46%	5.40%	5.33%	5.70%	5.71%
PFF iShares Preferred and Income Securities ETF	5.47%	6.30%	6.32%	6.63%	6.01%	4.45%	4.79%	5.31%	6.32%	5.59%	5.85%	5.76%
QYLD Global X NASDAQ 100 Covered Call ETF	11.22%	11.55%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%

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 Income (ChatGPT) v7. 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 Income (ChatGPT) v7 was 9.74%, occurring on Oct 14, 2022. Recovery took 159 trading sessions.

The current Income (ChatGPT) v7 drawdown is 0.01%.

Related event	Drawdown	Fall	Recovery	Underwater
Bear market2022	-9.74%Oct 2022	1mo 29d	7mo 24d	9mo 23dAug 2022 - Jun 2023
2025 selloff2025	-7.48%Apr 2025	1mo 17d	2mo 19d	4mo 6dFeb 2025 - Jun 2025
Bear market2022	-6.58%Jun 2022	1mo 12d	1mo 27d	3mo 9dMay 2022 - Aug 2022
2023 pullback2023	-4.45%Oct 2023	2mo 27d	21d	3mo 18dAug 2023 - Nov 2023
2026 pullback2026	-3.76%Mar 2026	29d	21d	1mo 20dFeb 2026 - Apr 2026

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 12 assets, with an effective number of assets of 10.29, reflecting the diversification based on asset allocation. Your capital is well-distributed across most of your holdings, with only mild concentration in a few names. True diversification also depends on the correlations between assets — check the diversification ratio below.

Diversification Ratio

	1Y	3Y	All Time
Diversification Ratio	1.35	1.34	1.32

The portfolio has a diversification ratio of 1.32, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.

Income (ChatGPT) v7 correlation to the S&P 500 Index

Income (ChatGPT) v7 has a 0.87 correlation to S&P 500 Index over the trailing 12 months. This section compares each holding's correlation to the benchmark and to the portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.87
Correlation (3Y) Calculated over the trailing 3-year period	0.84
Correlation (All Time) Calculated using the full available price history since May 4, 2022	0.86

Benchmark Correlations

Correlation vs. S&P 500 Index. JEPQ has the highest benchmark correlation at 0.92, while BND has the lowest at 0.23.

0.23

0.31

0.32

0.34

0.41

0.58

0.58

0.63

0.65

0.78

Portfolio Correlations

Correlation vs. Income (ChatGPT) v7. JEPQ has the highest portfolio correlation at 0.81, while NEA has the lowest at 0.55.

0.55

0.56

0.58

0.61

0.64

0.65

0.68

0.72

0.76

0.77

Asset Correlations Table

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

	NEA	BIZD	BND	SRLN	BSIIX	QYLD	JEPI	VCIT	JEPQ	JPIE	LSYIX	PFF
NEA	1.00	0.23	0.53	0.24	0.53	0.24	0.28	0.53	0.26	0.51	0.43	0.42
BIZD	0.23	1.00	0.16	0.52	0.24	0.46	0.54	0.24	0.47	0.32	0.44	0.52
BND	0.53	0.16	1.00	0.18	0.77	0.18	0.25	0.96	0.18	0.74	0.40	0.49
SRLN	0.24	0.52	0.18	1.00	0.29	0.56	0.53	0.27	0.59	0.36	0.55	0.54
BSIIX	0.53	0.24	0.77	0.29	1.00	0.26	0.28	0.78	0.27	0.74	0.64	0.50
QYLD	0.24	0.46	0.18	0.56	0.26	1.00	0.63	0.27	0.91	0.34	0.49	0.51
JEPI	0.28	0.54	0.25	0.53	0.28	0.63	1.00	0.34	0.66	0.38	0.49	0.57
VCIT	0.53	0.24	0.96	0.27	0.78	0.27	0.34	1.00	0.28	0.79	0.48	0.56
JEPQ	0.26	0.47	0.18	0.59	0.27	0.91	0.66	0.28	1.00	0.35	0.52	0.53
JPIE	0.51	0.32	0.74	0.36	0.74	0.34	0.38	0.79	0.35	1.00	0.60	0.57
LSYIX	0.43	0.44	0.40	0.55	0.64	0.49	0.49	0.48	0.52	0.60	1.00	0.61
PFF	0.42	0.52	0.49	0.54	0.50	0.51	0.57	0.56	0.53	0.57	0.61	1.00

The correlation results are calculated based on daily price changes starting from May 4, 2022

Diversification Analysis

Find what Income (ChatGPT) v7 is missing

See which holdings overlap, where Income (ChatGPT) v7 is concentrated, and which low-correlation assets could fill the gaps.

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