Dividend
Dividend Producing Entities
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 33.33% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 33.33% |
QYLD Global X NASDAQ 100 Covered Call ETF | Derivative Income | 33.33% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend, 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Dividend | 7.49% | -2.19% | 4.50% | 11.75% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.06% | -4.70% | 6.11% | 18.20% | N/A | N/A |
QYLD Global X NASDAQ 100 Covered Call ETF | 6.22% | -1.74% | 3.01% | 8.13% | 5.82% | 7.12% |
Monthly Returns
The table below presents the monthly returns of Dividend, 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 | 2.48% | 3.02% | 1.97% | -2.62% | 2.90% | 1.85% | 7.49% | ||||||
| 2023 | 5.08% | -1.61% | 5.01% | 2.23% | 1.87% | 2.63% | 2.41% | -0.76% | -3.15% | -0.60% | 5.35% | 2.56% | 22.68% |
| 2022 | -5.26% | -4.07% | 6.47% | -4.87% | -7.51% | 5.36% | 4.71% | -3.68% | -9.52% |
Expense Ratio
Dividend features an expense ratio of 0.43%, 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 Dividend is 59, 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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.56 | 2.08 | 1.30 | 2.74 | 9.65 |
QYLD Global X NASDAQ 100 Covered Call ETF | 0.98 | 1.32 | 1.20 | 1.15 | 3.60 |
Dividends
Dividend yield
Dividend granted a 9.55% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend | 9.55% | 10.06% | 11.46% | 6.48% | 5.65% | 3.28% | 4.15% | 2.56% | 3.05% | 3.14% | 3.58% |
| Portfolio components: | |||||||||||
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.37% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.95% | 11.78% | 13.26% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dividend. 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 Dividend was 15.56%, occurring on Oct 14, 2022. Recovery took 134 trading sessions.
The current Dividend drawdown is 3.10%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.56% | May 5, 2022 | 113 | Oct 14, 2022 | 134 | Apr 28, 2023 | 247 |
| -6.2% | Aug 2, 2023 | 61 | Oct 26, 2023 | 17 | Nov 20, 2023 | 78 |
| -4.23% | Apr 12, 2024 | 6 | Apr 19, 2024 | 18 | May 15, 2024 | 24 |
| -3.72% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
| -1.29% | Dec 29, 2023 | 4 | Jan 4, 2024 | 2 | Jan 8, 2024 | 6 |
Volatility
Volatility Chart
The current Dividend volatility is 2.78%, 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 | QYLD | JEPQ | |
|---|---|---|---|
| JEPI | 1.00 | 0.65 | 0.70 |
| QYLD | 0.65 | 1.00 | 0.91 |
| JEPQ | 0.70 | 0.91 | 1.00 |