收息增值与稳健(全球版)
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BRK-B Berkshire Hathaway Inc. | Financial Services | 35% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 20% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
VT Vanguard Total World Stock ETF | Large Cap Growth Equities | 20% |
Performance
Performance Chart
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The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 0.51% | 3.96% | -2.00% | 12.02% | 14.19% | 10.85% |
| 收息增值与稳健(全球版) | 4.66% | -0.91% | 1.30% | 14.18% | N/A | N/A |
| Portfolio components: | ||||||
BRK-B Berkshire Hathaway Inc. | 11.18% | -6.64% | 5.58% | 21.61% | 22.12% | 13.42% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -2.97% | 2.21% | -3.20% | 8.36% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 0.17% | 0.77% | -3.77% | 6.67% | 10.94% | N/A |
VT Vanguard Total World Stock ETF | 5.36% | 3.62% | 2.05% | 12.87% | 13.37% | 9.24% |
Monthly Returns
The table below presents the monthly returns of 收息增值与稳健(全球版), 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.79% | 3.13% | -1.57% | -0.20% | 0.51% | 4.66% | |||||||
| 2024 | 3.76% | 4.82% | 2.63% | -4.07% | 4.17% | 0.58% | 2.90% | 4.51% | 0.14% | -1.20% | 5.57% | -3.44% | 21.68% |
| 2023 | 3.75% | -1.98% | 3.24% | 3.62% | -0.33% | 4.74% | 2.94% | 0.22% | -3.23% | -1.88% | 6.59% | 1.90% | 20.85% |
| 2022 | -3.06% | -8.67% | 7.94% | -5.01% | -7.10% | 7.59% | 6.80% | -3.84% | -6.83% |
Expense Ratio
收息增值与稳健(全球版) has an expense ratio of 0.17%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
With an overall rank of 76, 收息增值与稳健(全球版) is among the top 24% of portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
BRK-B Berkshire Hathaway Inc. | 1.19 | 1.77 | 1.25 | 2.81 | 6.66 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.43 | 0.67 | 1.10 | 0.38 | 1.30 |
JEPI JPMorgan Equity Premium Income ETF | 0.56 | 0.81 | 1.13 | 0.54 | 2.23 |
VT Vanguard Total World Stock ETF | 0.78 | 1.09 | 1.16 | 0.75 | 3.29 |
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Dividends
Dividend yield
收息增值与稳健(全球版) provided a 4.79% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.79% | 4.27% | 4.60% | 5.14% | 1.68% | 1.49% | 0.46% | 0.51% | 0.42% | 0.48% | 0.49% | 0.49% |
| Portfolio components: | ||||||||||||
BRK-B Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.27% | 9.65% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 8.01% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VT Vanguard Total World Stock ETF | 1.83% | 1.95% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the 收息增值与稳健(全球版). 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 收息增值与稳健(全球版) was 16.26%, occurring on Oct 12, 2022. Recovery took 127 trading sessions.
The current 收息增值与稳健(全球版) drawdown is 1.27%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.26% | May 5, 2022 | 111 | Oct 12, 2022 | 127 | Apr 17, 2023 | 238 |
| -10.83% | Mar 3, 2025 | 27 | Apr 8, 2025 | — | — | — |
| -8.15% | Sep 15, 2023 | 31 | Oct 27, 2023 | 18 | Nov 22, 2023 | 49 |
| -6.91% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -4.78% | Dec 2, 2024 | 27 | Jan 10, 2025 | 17 | Feb 5, 2025 | 44 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 4 assets, with an effective number of assets of 3.77, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BRK-B | JEPQ | JEPI | VT | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.63 | 0.93 | 0.82 | 0.96 | 0.91 |
| BRK-B | 0.63 | 1.00 | 0.48 | 0.69 | 0.63 | 0.86 |
| JEPQ | 0.93 | 0.48 | 1.00 | 0.71 | 0.87 | 0.81 |
| JEPI | 0.82 | 0.69 | 0.71 | 1.00 | 0.81 | 0.87 |
| VT | 0.96 | 0.63 | 0.87 | 0.81 | 1.00 | 0.90 |
| Portfolio | 0.91 | 0.86 | 0.81 | 0.87 | 0.90 | 1.00 |