Income (ChatGPT) v7

Asset Allocation

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

Benchmark Against

Benchmark

S&P 500 Index

Rebalance

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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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	0.72%	-3.54%	-3.95%	-2.09%	15.95%	16.96%	10.34%	12.24%
Portfolio Income (ChatGPT) v7	0.34%	-1.56%	-0.61%	1.45%	7.85%	8.68%	—	—
Portfolio components:
JEPI JPMorgan Equity Premium Income ETF	0.27%	-4.29%	0.46%	3.19%	8.06%	9.67%	8.32%	—
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	1.02%	-2.60%	-1.88%	2.46%	20.16%	19.46%	—	—
QYLD Global X NASDAQ 100 Covered Call ETF	0.58%	-1.11%	0.61%	7.46%	16.36%	13.19%	7.01%	8.96%
LSYIX Lord Abbett Short Duration High Yield Fund	0.53%	-1.95%	-1.17%	-0.02%	6.03%	7.64%	4.21%	—
JPIE JPMorgan Income ETF	0.10%	-0.44%	0.51%	2.07%	5.77%	6.27%	—	—
BSIIX BlackRock Strategic Income Opportunities Fund Class I	0.21%	-2.04%	-0.75%	0.61%	5.73%	5.82%	2.58%	3.64%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	0.14%	-1.52%	-0.31%	0.49%	5.98%	5.60%	1.45%	3.08%
BND Vanguard Total Bond Market ETF	0.04%	-1.30%	0.09%	0.74%	3.96%	3.60%	0.25%	1.68%
SRLN SPDR Blackstone Senior Loan ETF	0.20%	1.56%	-1.39%	0.39%	5.55%	7.49%	4.50%	4.50%
NEA Nuveen AMT-Free Quality Municipal Income Fund	1.60%	-3.55%	-0.17%	3.40%	9.39%	7.48%	0.39%	3.17%

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

Monthly Returns

Based on dividend-adjusted daily data since May 5, 2022, Income (ChatGPT) v7's average daily return is +0.03%, while the average monthly return is +0.52%. At this rate, your investment would double in approximately 11.1 years.

Historically, 67% of months were positive and 33% 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%	-2.37%	0.34%									-0.61%
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					-1.25%	-3.86%	4.61%	-2.89%	-5.62%	1.91%	4.15%	-1.73%	-5.05%

Benchmark Metrics

Income (ChatGPT) v7 has an annualized alpha of 2.12%, beta of 0.34, and R² of 0.81 versus S&P 500 Index. Calculated based on daily prices since May 05, 2022.

This portfolio participated in 48.91% of S&P 500 Index downside but only 43.00% of its upside — more exposed to losses than it benefited from rallies.
This portfolio generated an annualized alpha of 2.12% versus S&P 500 Index — delivering returns beyond what market exposure alone would predict.
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: 2.12%

Beta: 0.34

R²: 0.81

Upside Capture: 43.00%

Downside Capture: 48.91%

Expense Ratio

Income (ChatGPT) v7 has an expense ratio of 0.65%, 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 Vectors BDC Income ETF

NEA

Nuveen AMT-Free Quality Municipal Income Fund

SRLN

SPDR 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 45 for risk / return — on par with similar portfolios. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.

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	1.19	0.92	+0.28
Sortino ratio Return per unit of downside risk	1.75	1.41	+0.33
Omega ratio Gain probability vs. loss probability	1.29	1.21	+0.07
Calmar ratio Return relative to maximum drawdown	1.50	1.41	+0.08
Martin ratio Return relative to average drawdown	7.72	6.61	+1.10
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
JEPI JPMorgan Equity Premium Income ETF	34	0.61	0.95	1.16	0.79	3.83
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	68	1.09	1.66	1.27	1.82	8.93
QYLD Global X NASDAQ 100 Covered Call ETF	68	1.00	1.61	1.31	1.57	10.32
LSYIX Lord Abbett Short Duration High Yield Fund	74	1.45	2.00	1.36	1.62	6.66
JPIE JPMorgan Income ETF	96	2.74	3.66	1.69	3.41	18.78
BSIIX BlackRock Strategic Income Opportunities Fund Class I	90	2.07	3.02	1.42	2.20	9.37
VCIT Vanguard Intermediate-Term Corporate Bond ETF	68	1.24	1.73	1.23	2.08	7.27
BND Vanguard Total Bond Market ETF	50	0.93	1.32	1.16	1.75	4.78
SRLN SPDR Blackstone Senior Loan ETF	69	1.29	1.88	1.34	1.65	5.85
NEA Nuveen AMT-Free Quality Municipal Income Fund	66	0.83	1.20	1.17	1.16	4.81

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.

Income (ChatGPT) v7 Sharpe ratios as of Apr 2, 2026 (values are recalculated daily):

1-Year: 1.19
All Time: 0.97

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 1.00 to 1.70, 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 7.25% dividend yield over the last twelve months.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
Portfolio	7.25%	7.15%	6.95%	6.50%	6.49%	3.77%	3.51%	2.49%	2.75%	2.33%	2.37%	2.46%
Portfolio components:
JEPI JPMorgan Equity Premium Income ETF	8.46%	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	11.14%	10.53%	9.65%	10.03%	9.44%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
QYLD Global X NASDAQ 100 Covered Call ETF	11.85%	11.55%	12.50%	11.78%	13.75%	12.85%	11.16%	9.84%	12.44%	7.69%	9.15%	9.42%
LSYIX Lord Abbett Short Duration High Yield Fund	7.57%	8.11%	8.18%	6.51%	5.01%	5.96%	4.75%	0.00%	0.00%	0.00%	0.00%	0.00%
JPIE JPMorgan Income ETF	5.65%	5.65%	6.11%	5.70%	4.49%	0.63%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BSIIX BlackRock Strategic Income Opportunities Fund Class I	4.78%	5.07%	4.75%	3.33%	3.58%	2.98%	2.92%	3.54%	3.32%	3.45%	2.91%	3.19%
VCIT Vanguard Intermediate-Term Corporate Bond ETF	4.76%	4.62%	4.43%	3.72%	3.03%	2.87%	2.78%	3.37%	3.61%	3.21%	3.29%	3.34%
BND Vanguard Total Bond Market ETF	3.93%	3.86%	3.67%	3.09%	2.60%	2.12%	2.38%	2.72%	2.81%	2.54%	2.51%	2.57%
SRLN SPDR Blackstone Senior Loan ETF	7.70%	7.67%	8.58%	8.44%	5.72%	4.45%	4.91%	5.39%	4.98%	4.01%	3.94%	4.43%
NEA Nuveen AMT-Free Quality Municipal Income Fund	7.37%	7.36%	6.63%	3.95%	5.49%	4.50%	4.45%	4.46%	5.40%	5.33%	5.70%	5.71%

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 2.20%.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-9.74%	Aug 16, 2022	43	Oct 14, 2022	159	Jun 5, 2023	202
-7.48%	Feb 20, 2025	34	Apr 8, 2025	54	Jun 26, 2025	88
-6.54%	May 5, 2022	30	Jun 16, 2022	40	Aug 12, 2022	70
-4.45%	Aug 1, 2023	63	Oct 27, 2023	15	Nov 17, 2023	78
-3.76%	Feb 26, 2026	22	Mar 27, 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. This number of effective assets suggests that the portfolio's investments are spread across a variety of assets, indicating a well-diversified allocation. However, true diversification also depends on the correlations between assets.

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	NEA	BIZD	BND	SRLN	BSIIX	VCIT	QYLD	JEPI	JPIE	JEPQ	LSYIX	PFF	Portfolio
Benchmark	1.00	0.29	0.59	0.21	0.65	0.30	0.32	0.86	0.81	0.39	0.93	0.56	0.61	0.86
NEA	0.29	1.00	0.23	0.52	0.24	0.52	0.53	0.23	0.28	0.50	0.25	0.41	0.41	0.54
BIZD	0.59	0.23	1.00	0.14	0.53	0.23	0.23	0.47	0.56	0.32	0.49	0.44	0.53	0.59
BND	0.21	0.52	0.14	1.00	0.17	0.77	0.96	0.16	0.24	0.73	0.17	0.39	0.48	0.55
SRLN	0.65	0.24	0.53	0.17	1.00	0.27	0.26	0.57	0.55	0.35	0.59	0.55	0.54	0.64
BSIIX	0.30	0.52	0.23	0.77	0.27	1.00	0.78	0.24	0.28	0.74	0.25	0.63	0.48	0.60
VCIT	0.32	0.53	0.23	0.96	0.26	0.78	1.00	0.25	0.34	0.78	0.27	0.46	0.55	0.64
QYLD	0.86	0.23	0.47	0.16	0.57	0.24	0.25	1.00	0.65	0.33	0.92	0.48	0.49	0.77
JEPI	0.81	0.28	0.56	0.24	0.55	0.28	0.34	0.65	1.00	0.38	0.68	0.49	0.58	0.79
JPIE	0.39	0.50	0.32	0.73	0.35	0.74	0.78	0.33	0.38	1.00	0.34	0.59	0.56	0.67
JEPQ	0.93	0.25	0.49	0.17	0.59	0.25	0.27	0.92	0.68	0.34	1.00	0.51	0.52	0.81
LSYIX	0.56	0.41	0.44	0.39	0.55	0.63	0.46	0.48	0.49	0.59	0.51	1.00	0.59	0.71
PFF	0.61	0.41	0.53	0.48	0.54	0.48	0.55	0.49	0.58	0.56	0.52	0.59	1.00	0.76
Portfolio	0.86	0.54	0.59	0.55	0.64	0.60	0.64	0.77	0.79	0.67	0.81	0.71	0.76	1.00

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

Income (ChatGPT) v7

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