Current Income Portfolio
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
AMZN Amazon.com, Inc. | Consumer Cyclical | 25% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 25% |
PFE Pfizer Inc. | Healthcare | 25% |
VCTR Victory Capital Holdings, Inc. | Financial Services | 25% |
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 | -1.34% | 7.94% | -2.79% | 10.16% | 14.45% | 10.68% |
| Current Income Portfolio | -6.69% | 7.46% | -4.03% | 5.91% | N/A | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -4.05% | 6.07% | -2.74% | 7.10% | N/A | N/A |
PFE Pfizer Inc. | -8.94% | 6.14% | -5.82% | -13.28% | -3.79% | 0.85% |
AMZN Amazon.com, Inc. | -8.39% | 11.29% | 1.96% | 11.01% | 10.53% | 25.18% |
VCTR Victory Capital Holdings, Inc. | -6.04% | 6.37% | -9.43% | 18.78% | 35.09% | N/A |
Monthly Returns
The table below presents the monthly returns of Current Income Portfolio, 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 | 3.24% | -3.95% | -7.67% | -1.88% | 3.88% | -6.69% | |||||||
| 2024 | -0.36% | 7.60% | 5.09% | 1.48% | 5.14% | 0.28% | 3.70% | -0.97% | 2.19% | 1.60% | 7.02% | 0.32% | 37.99% |
| 2023 | 6.61% | -0.59% | 0.54% | 1.08% | 4.81% | 2.95% | 2.50% | 1.28% | -4.79% | -3.88% | 6.96% | 2.51% | 21.07% |
| 2022 | -0.23% | -8.23% | 11.59% | -6.10% | -9.07% | 6.50% | 2.27% | -5.36% | -10.08% |
Expense Ratio
Current Income Portfolio has an expense ratio of 0.09%, 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
The current rank of Current Income Portfolio is 14, meaning it’s performing worse than 86% of other 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 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.35 | 0.62 | 1.10 | 0.35 | 1.20 |
PFE Pfizer Inc. | -0.55 | -0.60 | 0.93 | -0.23 | -0.92 |
AMZN Amazon.com, Inc. | 0.32 | 0.64 | 1.08 | 0.32 | 0.82 |
VCTR Victory Capital Holdings, Inc. | 0.48 | 0.95 | 1.12 | 0.68 | 1.77 |
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Dividends
Dividend yield
Current Income Portfolio provided a 5.37% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.37% | 4.59% | 4.86% | 4.07% | 1.02% | 1.21% | 1.04% | 0.78% | 0.88% | 0.92% | 0.87% | 0.83% |
| Portfolio components: | ||||||||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.40% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
PFE Pfizer Inc. | 7.29% | 6.33% | 5.70% | 3.12% | 2.64% | 3.92% | 3.68% | 3.12% | 3.53% | 3.69% | 3.47% | 3.34% |
AMZN Amazon.com, 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% |
VCTR Victory Capital Holdings, Inc. | 2.77% | 2.38% | 3.72% | 3.73% | 1.45% | 0.93% | 0.48% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 Current Income Portfolio. 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 Current Income Portfolio was 21.98%, occurring on Apr 8, 2025. The portfolio has not yet recovered.
The current Current Income Portfolio drawdown is 9.97%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.98% | Feb 11, 2025 | 40 | Apr 8, 2025 | — | — | — |
| -18.19% | Aug 17, 2022 | 32 | Sep 30, 2022 | 195 | Jul 13, 2023 | 227 |
| -13.01% | Jun 3, 2022 | 7 | Jun 13, 2022 | 32 | Jul 29, 2022 | 39 |
| -11.26% | Sep 5, 2023 | 37 | Oct 25, 2023 | 38 | Dec 19, 2023 | 75 |
| -10.3% | Jul 17, 2024 | 16 | Aug 7, 2024 | 28 | Sep 17, 2024 | 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 4.00, 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 | PFE | VCTR | AMZN | JEPQ | Portfolio | |
|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.32 | 0.59 | 0.72 | 0.93 | 0.82 |
| PFE | 0.32 | 1.00 | 0.18 | 0.15 | 0.22 | 0.46 |
| VCTR | 0.59 | 0.18 | 1.00 | 0.42 | 0.51 | 0.77 |
| AMZN | 0.72 | 0.15 | 0.42 | 1.00 | 0.77 | 0.79 |
| JEPQ | 0.93 | 0.22 | 0.51 | 0.77 | 1.00 | 0.79 |
| Portfolio | 0.82 | 0.46 | 0.77 | 0.79 | 0.79 | 1.00 |