portfolio 8.29.23

Last updated Sep 23, 2023

Asset Allocation

Position	Category/Sector	Weight
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	Actively Managed, Large Cap Growth Equities, Dividend	20%
QYLD Global X NASDAQ 100 Covered Call ETF	Large Cap Growth Equities	20%
PHT Pioneer High Income Fund, Inc.	Financial Services	15%
AMLP Alerian MLP ETF	MLPs	15%
LVHI Legg Mason International Low Volatility High Dividend ETF	Volatility Hedged Equity, Dividend	7%
ET Energy Transfer LP	Energy	5%
TSLX Sixth Street Specialty Lending, Inc.	Financial Services	5%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	5%
PDO Pimco Dynamic Income Opportunities Fund	Basic Materials	5%
NFG National Fuel Gas Company	Energy	3%

Benchmark

Rebalance portfolio

Performance

The chart shows the growth of an initial investment of $10,000 in portfolio 8.29.23, 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

portfolio 8.29.23

Benchmark (^GSPC)

Portfolio components

Returns

	1 month	6 months	Year-To-Date	1 year	5 years (annualized)	10 years (annualized)
Benchmark	-2.61%	8.79%	12.52%	14.96%	0.33%	N/A
portfolio 8.29.23	0.58%	10.91%	15.13%	17.12%	3.91%	N/A
Portfolio components:
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	-1.75%	11.69%	23.69%	22.56%	5.55%	N/A
PHT Pioneer High Income Fund, Inc.	2.75%	11.20%	13.16%	11.98%	1.96%	N/A
QYLD Global X NASDAQ 100 Covered Call ETF	-2.43%	4.98%	15.08%	17.26%	-1.48%	N/A
ET Energy Transfer LP	6.64%	24.01%	25.11%	34.06%	21.25%	N/A
TSLX Sixth Street Specialty Lending, Inc.	4.45%	21.31%	23.85%	32.26%	5.29%	N/A
TMF Direxion Daily 20-Year Treasury Bull 3X	-12.74%	-40.15%	-28.87%	-42.10%	-49.53%	N/A
BULZ MicroSectors Solactive FANG & Innovation 3X Leveraged ETN	-11.87%	49.66%	187.65%	98.19%	-22.13%	N/A
AMLP Alerian MLP ETF	3.24%	20.04%	17.41%	19.28%	11.70%	N/A
LVHI Legg Mason International Low Volatility High Dividend ETF	3.77%	9.41%	12.45%	19.07%	8.13%	N/A
NFG National Fuel Gas Company	-2.30%	-4.62%	-16.09%	-20.15%	-19.48%	N/A
SCHD Schwab US Dividend Equity ETF	-2.24%	2.48%	-3.10%	6.79%	-3.26%	N/A
PDO Pimco Dynamic Income Opportunities Fund	-2.20%	2.15%	3.92%	3.73%	-4.72%	N/A
Returns over 1 year are annualized

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

	TMF	PDO	NFG	TSLX	ET	AMLP	PHT	LVHI	BULZ	QYLD	JEPQ	SCHD
TMF	1.00	0.21	0.05	0.02	-0.07	-0.04	0.25	0.02	0.09	0.07	0.07	0.05
PDO	0.21	1.00	0.42	0.44	0.43	0.43	0.52	0.41	0.46	0.49	0.48	0.52
NFG	0.05	0.42	1.00	0.46	0.54	0.61	0.42	0.56	0.37	0.41	0.43	0.68
TSLX	0.02	0.44	0.46	1.00	0.47	0.53	0.52	0.52	0.52	0.50	0.53	0.60
ET	-0.07	0.43	0.54	0.47	1.00	0.86	0.42	0.53	0.41	0.41	0.43	0.59
AMLP	-0.04	0.43	0.61	0.53	0.86	1.00	0.45	0.55	0.40	0.43	0.43	0.64
PHT	0.25	0.52	0.42	0.52	0.42	0.45	1.00	0.57	0.56	0.53	0.54	0.61
LVHI	0.02	0.41	0.56	0.52	0.53	0.55	0.57	1.00	0.53	0.54	0.58	0.76
BULZ	0.09	0.46	0.37	0.52	0.41	0.40	0.56	0.53	1.00	0.86	0.94	0.67
QYLD	0.07	0.49	0.41	0.50	0.41	0.43	0.53	0.54	0.86	1.00	0.92	0.67
JEPQ	0.07	0.48	0.43	0.53	0.43	0.43	0.54	0.58	0.94	0.92	1.00	0.72
SCHD	0.05	0.52	0.68	0.60	0.59	0.64	0.61	0.76	0.67	0.67	0.72	1.00

Sharpe Ratio

The current portfolio 8.29.23 Sharpe ratio is 1.23. A Sharpe ratio greater than 1.0 is considered acceptable.

The Sharpe ratio of portfolio 8.29.23 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

portfolio 8.29.23

Benchmark (^GSPC)

Portfolio components

Dividend yield

portfolio 8.29.23 granted a 10.19% dividend yield in the last twelve months.

	TTM	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013	2012
portfolio 8.29.23	10.19%	10.79%	8.51%	9.71%	9.04%	11.58%	9.37%	10.53%	13.84%	12.49%	6.28%	7.49%
Portfolio components:
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	11.80%	10.16%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
PHT Pioneer High Income Fund, Inc.	9.99%	12.26%	9.68%	11.93%	12.15%	15.29%	14.82%	17.54%	29.62%	22.18%	24.51%	28.89%
QYLD Global X NASDAQ 100 Covered Call ETF	12.14%	14.51%	15.80%	15.58%	15.45%	21.64%	14.92%	19.21%	21.71%	27.22%	0.00%	0.00%
ET Energy Transfer LP	8.59%	7.88%	8.60%	21.52%	13.54%	14.34%	11.12%	10.51%	14.57%	5.33%	6.70%	12.05%
TSLX Sixth Street Specialty Lending, Inc.	9.94%	11.20%	18.26%	15.53%	13.30%	16.92%	20.47%	17.68%	22.29%	23.07%	0.00%	0.00%
TMF Direxion Daily 20-Year Treasury Bull 3X	3.37%	1.65%	0.13%	2.31%	1.00%	1.59%	0.44%	0.00%	0.00%	0.00%	0.62%	0.18%
BULZ MicroSectors Solactive FANG & Innovation 3X Leveraged ETN	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
AMLP Alerian MLP ETF	7.64%	8.19%	9.82%	15.42%	12.80%	14.20%	13.15%	14.35%	19.20%	13.60%	13.47%	14.89%
LVHI Legg Mason International Low Volatility High Dividend ETF	7.50%	8.04%	4.62%	4.63%	8.11%	13.87%	4.86%	3.00%	0.00%	0.00%	0.00%	0.00%
NFG National Fuel Gas Company	3.68%	3.02%	2.97%	4.66%	4.21%	3.87%	3.64%	3.54%	4.71%	2.91%	2.82%	3.95%
SCHD Schwab US Dividend Equity ETF	3.67%	3.48%	2.96%	3.46%	3.39%	3.60%	3.18%	3.59%	3.81%	3.47%	3.34%	3.98%
PDO Pimco Dynamic Income Opportunities Fund	20.32%	20.04%	10.42%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Expense Ratio

The portfolio 8.29.23 has a high expense ratio of 0.36%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

JEPQ

JPMorgan Nasdaq Equity Premium Income ETF

0.35%

0.00%2.15%

QYLD

Global X NASDAQ 100 Covered Call ETF

0.60%

0.00%2.15%

TMF

Direxion Daily 20-Year Treasury Bull 3X

1.09%

0.00%2.15%

BULZ

MicroSectors Solactive FANG & Innovation 3X Leveraged ETN

0.95%

0.00%2.15%

AMLP

Alerian MLP ETF

0.90%

0.00%2.15%

LVHI

Legg Mason International Low Volatility High Dividend ETF

0.40%

0.00%2.15%

SCHD

Schwab US Dividend Equity ETF

0.06%

0.00%2.15%

Risk-Adjusted Performance

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	Ulcer Index
JEPQ JPMorgan Nasdaq Equity Premium Income ETF	1.32
PHT Pioneer High Income Fund, Inc.	0.84
QYLD Global X NASDAQ 100 Covered Call ETF	1.33
ET Energy Transfer LP	1.23
TSLX Sixth Street Specialty Lending, Inc.	1.37
TMF Direxion Daily 20-Year Treasury Bull 3X	-0.84
BULZ MicroSectors Solactive FANG & Innovation 3X Leveraged ETN	1.03
AMLP Alerian MLP ETF	0.79
LVHI Legg Mason International Low Volatility High Dividend ETF	1.81
NFG National Fuel Gas Company	-0.87
SCHD Schwab US Dividend Equity ETF	0.42
PDO Pimco Dynamic Income Opportunities Fund	0.15

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.

portfolio 8.29.23

Benchmark (^GSPC)

Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the portfolio 8.29.23. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the portfolio 8.29.23 is 13.77%, recorded on Sep 26, 2022. It took 162 trading sessions for the portfolio to recover.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-13.77%	May 5, 2022	99	Sep 26, 2022	162	May 18, 2023	261
-2.68%	Aug 1, 2023	13	Aug 17, 2023	11	Sep 1, 2023	24
-1.93%	Sep 15, 2023	5	Sep 21, 2023	—	—	—
-1.39%	Jun 16, 2023	5	Jun 23, 2023	5	Jun 30, 2023	10
-0.89%	Sep 5, 2023	2	Sep 6, 2023	6	Sep 14, 2023	8

Volatility Chart

The current portfolio 8.29.23 volatility is 2.21%, 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.

portfolio 8.29.23

Benchmark (^GSPC)

Portfolio components