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Dividend
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Risk-Adjusted Performance
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Drawdowns
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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%

S&P 500

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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
12.53%
19.38%
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
6.30%-3.13%19.37%22.56%11.65%10.55%
Dividend5.06%-2.19%12.54%17.41%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
4.24%-1.32%10.81%10.42%N/AN/A
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
6.64%-3.21%16.44%28.05%N/AN/A
QYLD
Global X NASDAQ 100 Covered Call ETF
4.28%-2.04%10.35%14.25%6.47%7.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20242.48%3.02%1.97%
2023-3.15%-0.60%5.35%2.56%

Expense Ratio

The Dividend has a high expense ratio of 0.43%, 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.


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%
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%
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 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 2.11, compared to the broader market-1.000.001.002.003.004.005.002.11
Sortino ratio
The chart of Sortino ratio for Dividend, currently valued at 2.92, compared to the broader market0.002.004.006.002.92
Omega ratio
The chart of Omega ratio for Dividend, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for Dividend, currently valued at 2.82, compared to the broader market0.002.004.006.008.002.82
Martin ratio
The chart of Martin ratio for Dividend, currently valued at 10.94, compared to the broader market0.0010.0020.0030.0040.0050.0010.94
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF
1.422.021.261.586.34
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.523.421.474.2516.82
QYLD
Global X NASDAQ 100 Covered Call ETF
1.712.351.352.056.68

Sharpe Ratio

The current Dividend Sharpe ratio is 2.11. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.11

The Sharpe ratio of Dividend lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2024FebruaryMarchApril
2.11
1.92
Dividend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dividend granted a 9.58% dividend yield in the last twelve months.


TTM2023202220212020201920182017201620152014
Dividend9.58%10.06%11.46%6.48%5.65%3.28%4.15%2.56%3.05%3.14%3.58%
JEPI
JPMorgan Equity Premium Income ETF
7.57%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
9.26%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
11.92%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.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.43%
-3.50%
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.

The current Dividend drawdown is 2.43%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-15.56%May 5, 2022113Oct 14, 2022134Apr 28, 2023247
-6.2%Aug 2, 202361Oct 26, 202317Nov 20, 202378
-4.23%Apr 12, 20246Apr 19, 2024
-1.29%Dec 29, 20234Jan 4, 20242Jan 8, 20246
-1.24%May 19, 20234May 24, 20232May 26, 20236

Volatility

Volatility Chart

The current Dividend volatility is 2.94%, 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%NovemberDecember2024FebruaryMarchApril
2.94%
3.58%
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
JEPI1.000.680.73
QYLD0.681.000.91
JEPQ0.730.911.00