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Dividend

Last updated Nov 13, 2024

Dividend Producing Entities

Asset Allocation

JEPI 33.33%JEPQ 33.33%QYLD 33.33%EquityEquity
PositionCategory/SectorWeight
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

-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
10.32%
12.76%
Dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.48%2.14%12.76%33.14%13.96%11.39%
Dividend19.17%2.57%10.32%23.34%N/AN/A
Portfolio components:
JEPI
JPMorgan Equity Premium Income ETF		15.89%1.17%8.81%19.32%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		23.39%3.77%10.52%28.15%N/AN/A
QYLD
Global X NASDAQ 100 Covered Call ETF		18.13%2.78%11.48%22.44%7.56%8.45%

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.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.48%3.02%1.97%-2.62%2.90%1.85%-0.01%2.41%2.12%0.09%19.17%
20235.08%-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.

QYLD
Global X NASDAQ 100 Covered Call ETF
Expense ratio chart for QYLD: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
JEPI
JPMorgan Equity Premium Income ETF
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dividend is 64, 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.

The Risk-Adjusted Performance Rank of Dividend is 6464
Combined Rank
The Sharpe Ratio Rank of Dividend is 5656Sharpe Ratio Rank
The Sortino Ratio Rank of Dividend is 5555Sortino Ratio Rank
The Omega Ratio Rank of Dividend is 8888Omega Ratio Rank
The Calmar Ratio Rank of Dividend is 5353Calmar Ratio Rank
The Martin Ratio Rank of Dividend is 6868Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.

Dividend
Sharpe ratio
The chart of Sharpe ratio for Dividend, currently valued at 2.65, compared to the broader market0.002.004.006.002.65
Sortino ratio
The chart of Sortino ratio for Dividend, currently valued at 3.58, compared to the broader market-2.000.002.004.006.003.58
Omega ratio
The chart of Omega ratio for Dividend, currently valued at 1.60, compared to the broader market0.801.001.201.401.601.802.001.60
Calmar ratio
The chart of Calmar ratio for Dividend, currently valued at 3.33, compared to the broader market0.005.0010.0015.003.33
Martin ratio
The chart of Martin ratio for Dividend, currently valued at 18.02, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.02
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.91, compared to the broader market0.002.004.006.002.91
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.88, compared to the broader market-2.000.002.004.006.003.88
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.801.001.201.401.601.802.001.55
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.20, compared to the broader market0.005.0010.0015.004.20
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.80, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.80
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF		2.894.021.585.2320.45
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		2.383.111.492.7111.74
QYLD
Global X NASDAQ 100 Covered Call ETF		2.243.081.552.9015.98

Sharpe Ratio

The current Dividend Sharpe ratio is 2.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 2.06 to 2.97, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Dividend with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.

Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.65
2.91
Dividend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend provided a 9.22% dividend yield over the last twelve months.

TTM2023202220212020201920182017201620152014
Portfolio9.22%10.07%11.62%6.48%5.65%3.28%4.15%2.56%3.05%3.14%3.58%
Portfolio components:
JEPI
JPMorgan Equity Premium Income ETF		7.06%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF		9.35%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		11.24%11.78%13.75%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. Drawdowns are calculated considering price movements and all distributions paid, if any.

-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-0.27%
Dividend
Benchmark (^GSPC)
Portfolio components

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.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.56%May 5, 2022113Oct 14, 2022134Apr 28, 2023247
-7.19%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-6.2%Aug 2, 202361Oct 26, 202317Nov 20, 202378
-4.23%Apr 12, 20246Apr 19, 202418May 15, 202424
-3.15%Sep 3, 20244Sep 6, 20244Sep 12, 20248

Volatility

Volatility Chart

The current Dividend volatility is 2.46%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.46%
3.75%
Dividend
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
JEPIQYLDJEPQ
JEPI1.000.660.71
QYLD0.661.000.91
JEPQ0.710.911.00
The correlation results are calculated based on daily price changes starting from May 5, 2022