Income Investing
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
GOOD Gladstone Commercial Corporation | Real Estate | 25% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
O Realty Income Corporation | Real Estate | 25% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Income Investing , 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 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Income Investing | 17.36% | 4.30% | 13.54% | 24.82% | N/A | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 16.28% | 2.11% | 5.71% | 25.98% | N/A | N/A |
O Realty Income Corporation | 9.80% | 0.66% | 18.96% | 19.54% | 0.87% | 9.03% |
GOOD Gladstone Commercial Corporation | 29.39% | 11.68% | 23.11% | 35.04% | 0.96% | 7.69% |
JEPI JPMorgan Equity Premium Income ETF | 12.85% | 3.08% | 6.53% | 16.12% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Income Investing , 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 | -0.60% | 0.20% | 5.24% | -2.31% | 3.65% | 0.88% | 3.77% | 3.92% | 17.36% | ||||
| 2023 | 1.94% | -6.46% | 1.10% | -0.08% | -0.89% | 3.45% | 3.80% | -2.02% | -5.78% | -1.86% | 8.04% | 4.68% | 5.05% |
| 2022 | -2.62% | -3.92% | 8.42% | -6.02% | -11.87% | 8.49% | 5.25% | -2.21% | -6.18% |
Expense Ratio
Income Investing has an expense ratio of 0.17%, which is considered low compared to other funds. 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 Income Investing is 47, 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 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.00 | 2.60 | 1.39 | 2.42 | 10.12 |
O Realty Income Corporation | 0.99 | 1.47 | 1.19 | 0.57 | 2.91 |
GOOD Gladstone Commercial Corporation | 1.42 | 2.06 | 1.25 | 0.89 | 8.46 |
JEPI JPMorgan Equity Premium Income ETF | 2.02 | 2.77 | 1.38 | 2.40 | 13.55 |
Dividends
Dividend yield
Income Investing granted a 7.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Income Investing | 7.22% | 8.08% | 8.48% | 4.07% | 4.66% | 2.64% | 3.14% | 2.89% | 2.91% | 3.67% | 3.33% | 3.54% |
| Portfolio components: | ||||||||||||
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% |
O Realty Income Corporation | 5.11% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
GOOD Gladstone Commercial Corporation | 7.33% | 8.57% | 8.13% | 5.83% | 8.34% | 6.86% | 8.37% | 7.12% | 7.46% | 10.28% | 8.74% | 8.35% |
JEPI JPMorgan Equity Premium Income ETF | 7.08% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Income Investing . 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 Investing was 19.09%, occurring on Oct 14, 2022. Recovery took 364 trading sessions.
The current Income Investing drawdown is 0.49%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.09% | Aug 16, 2022 | 43 | Oct 14, 2022 | 364 | Mar 28, 2024 | 407 |
| -11.28% | May 5, 2022 | 30 | Jun 16, 2022 | 28 | Jul 28, 2022 | 58 |
| -4.42% | Apr 1, 2024 | 12 | Apr 16, 2024 | 14 | May 6, 2024 | 26 |
| -3.83% | May 17, 2024 | 8 | May 29, 2024 | 29 | Jul 11, 2024 | 37 |
| -3.38% | Jul 18, 2024 | 13 | Aug 5, 2024 | 6 | Aug 13, 2024 | 19 |
Volatility
Volatility Chart
The current Income Investing volatility is 2.39%, 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
| JEPQ | O | GOOD | JEPI | |
|---|---|---|---|---|
| JEPQ | 1.00 | 0.29 | 0.40 | 0.71 |
| O | 0.29 | 1.00 | 0.58 | 0.53 |
| GOOD | 0.40 | 0.58 | 1.00 | 0.57 |
| JEPI | 0.71 | 0.53 | 0.57 | 1.00 |