Income Growth Project
Divs reinvested through daily recurring.
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 50% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Income Growth Project, 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 | 25.82% | 3.20% | 14.94% | 35.92% | 14.22% | 11.43% |
| Income Growth Project | 19.65% | 2.87% | 10.47% | 24.66% | N/A | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 23.19% | 4.04% | 11.52% | 28.90% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 16.00% | 1.69% | 9.28% | 20.33% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Income Growth Project, 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 | 2.39% | 3.34% | 2.31% | -3.02% | 3.60% | 1.84% | -0.23% | 2.19% | 2.25% | -0.18% | 19.65% | ||
| 2023 | 4.03% | -1.48% | 4.69% | 2.42% | 1.31% | 3.13% | 2.31% | -0.07% | -3.20% | -0.92% | 6.22% | 2.51% | 22.59% |
| 2022 | -2.94% | -4.95% | 6.48% | -4.05% | -7.60% | 6.01% | 5.18% | -3.99% | -6.77% |
Expense Ratio
Income Growth Project features an expense ratio of 0.35%, 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 Income Growth Project is 67, 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 | 2.49 | 3.24 | 1.51 | 2.85 | 12.34 |
JEPI JPMorgan Equity Premium Income ETF | 3.04 | 4.23 | 1.62 | 5.53 | 21.64 |
Dividends
Dividend yield
Income Growth Project provided a 8.21% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|
| Portfolio | 8.21% | 9.21% | 10.56% | 3.29% | 2.90% |
| Portfolio components: | |||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.67% | 6.59% | 5.79% |
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 Growth Project. 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 Growth Project was 13.42%, occurring on Oct 12, 2022. Recovery took 121 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -13.42% | Aug 16, 2022 | 41 | Oct 12, 2022 | 121 | Apr 6, 2023 | 162 |
| -11.61% | May 5, 2022 | 30 | Jun 16, 2022 | 40 | Aug 15, 2022 | 70 |
| -6.93% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -6.38% | Sep 15, 2023 | 31 | Oct 27, 2023 | 12 | Nov 14, 2023 | 43 |
| -4.55% | Apr 1, 2024 | 15 | Apr 19, 2024 | 15 | May 10, 2024 | 30 |
Volatility
Volatility Chart
The current Income Growth Project volatility is 2.53%, 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
| JEPI | JEPQ | |
|---|---|---|
| JEPI | 1.00 | 0.71 |
| JEPQ | 0.71 | 1.00 |