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Original Buffer+Income
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Original Buffer+Income

Currency in USD · Last updated May 23, 2025

Asset Allocation

FJUL 30%XRMI 30%SPMO 20%MLPD.L 20%AlternativesAlternativesEquityEquity
PositionCategory/SectorTarget Weight
FJUL
FT Cboe Vest U.S. Equity Buffer ETF - July		Options Trading
30%
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)		Energy Equities
20%
SPMO
Invesco S&P 500® Momentum ETF		Large Cap Growth Equities
20%
XRMI
Global X S&P 500 Risk Managed Income ETF		Hedge Fund
30%

S&P 500

Performance

Performance Chart

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The earliest data available for this chart is Aug 26, 2021, corresponding to the inception date of XRMI

Returns By Period

YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500		-0.67%10.48%-1.79%10.08%14.60%10.64%
Original Buffer+Income1.70%6.33%1.89%12.64%N/AN/A
Portfolio components:
FJUL
FT Cboe Vest U.S. Equity Buffer ETF - July		0.32%7.26%0.27%8.56%N/AN/A
SPMO
Invesco S&P 500® Momentum ETF		8.82%16.74%8.45%27.59%21.41%N/A
XRMI
Global X S&P 500 Risk Managed Income ETF		-3.84%1.38%-1.34%6.31%N/AN/A
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)		3.97%1.88%1.51%12.59%24.30%2.27%
*Annualized

Monthly Returns

The table below presents the monthly returns of Original Buffer+Income, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20253.98%-0.52%-3.00%-2.03%3.46%1.70%
20242.92%4.50%2.64%-1.89%2.79%3.05%0.14%2.01%1.04%-0.17%6.09%-1.66%23.32%
20233.51%-1.62%0.61%1.61%-1.30%4.31%2.94%-0.97%-1.13%-1.63%5.62%2.61%15.17%
2022-0.57%-0.73%3.26%-3.87%1.06%-6.69%7.43%-1.31%-5.81%6.94%2.19%-3.31%-2.50%
20210.94%-1.32%4.38%-2.46%1.84%3.28%

Expense Ratio

Original Buffer+Income has an expense ratio of 0.56%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.

FJUL
FT Cboe Vest U.S. Equity Buffer ETF - July
XRMI
Global X S&P 500 Risk Managed Income ETF
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)
SPMO
Invesco S&P 500® Momentum ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

With an overall rank of 77, Original Buffer+Income is among the top 23% 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.

The Risk-Adjusted Performance Rank of Original Buffer+Income is 7777
Overall Rank
The Sharpe Ratio Rank of Original Buffer+Income is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of Original Buffer+Income is 7676
Sortino Ratio Rank
The Omega Ratio Rank of Original Buffer+Income is 8383
Omega Ratio Rank
The Calmar Ratio Rank of Original Buffer+Income is 7575
Calmar Ratio Rank
The Martin Ratio Rank of Original Buffer+Income is 7373
Martin 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.

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
FJUL
FT Cboe Vest U.S. Equity Buffer ETF - July		0.651.051.170.692.86
SPMO
Invesco S&P 500® Momentum ETF		1.091.631.241.384.97
XRMI
Global X S&P 500 Risk Managed Income ETF		0.831.321.190.822.51
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)		0.600.951.140.782.90

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Original Buffer+Income Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 1.04
  • All Time: 0.94

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.47 to 0.99, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of Original Buffer+Income compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.

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Dividends

Dividend yield

Original Buffer+Income provided a 5.49% dividend yield over the last twelve months.

TTM20242023202220212020201920182017201620152014
Portfolio5.49%5.29%5.83%5.78%2.70%2.46%2.29%2.18%1.78%2.02%2.06%1.31%
Portfolio components:
FJUL
FT Cboe Vest U.S. Equity Buffer ETF - July		0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SPMO
Invesco S&P 500® Momentum ETF		0.49%0.48%1.63%1.66%0.52%1.27%1.39%1.05%0.77%1.94%0.36%0.00%
XRMI
Global X S&P 500 Risk Managed Income ETF		12.84%11.87%12.61%12.85%2.94%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MLPD.L
Invesco Morningstar US Energy Infrastructure MLP UCITS ETF (Dist)		7.71%8.18%8.60%7.98%8.57%11.03%10.06%9.87%8.15%8.14%9.96%6.55%

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 Original Buffer+Income. 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 Original Buffer+Income was 12.74%, occurring on Apr 7, 2025. The portfolio has not yet recovered.

The current Original Buffer+Income drawdown is 3.84%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.74%Feb 20, 202533Apr 7, 2025———
-11.72%Apr 21, 202242Jun 17, 2022250Jun 8, 2023292
-6.28%Jan 13, 202243Mar 14, 202212Mar 30, 202255
-6.05%Jul 17, 202414Aug 5, 202410Aug 19, 202424
-4.68%Sep 15, 202331Oct 27, 202312Nov 14, 202343

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 3.85, 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.
^GSPCMLPD.LXRMISPMOFJULPortfolio
^GSPC1.000.230.770.860.970.86
MLPD.L0.231.000.200.280.240.59
XRMI0.770.201.000.680.760.76
SPMO0.860.280.681.000.820.87
FJUL0.970.240.760.821.000.85
Portfolio0.860.590.760.870.851.00
The correlation results are calculated based on daily price changes starting from Aug 27, 2021