Roth IRA Retirement
40% - JEPI 40% - SCHD 10% - VOO 5% - QQQM 5% - VGT
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Roth IRA Retirement , 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -4.87% | 4.35% | 11.68% | 19.59% | 6.99% | N/A |
| Roth IRA Retirement | -3.96% | 1.81% | 4.47% | 16.21% | 9.72% | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | -3.06% | 2.15% | 3.98% | 15.33% | 8.98% | N/A |
SCHD Schwab US Dividend Equity ETF | -4.20% | -1.51% | -3.82% | 10.38% | 10.42% | N/A |
VOO Vanguard S&P 500 ETF | -4.74% | 5.23% | 13.10% | 21.62% | 8.68% | N/A |
QQQM Invesco NASDAQ 100 ETF | -5.01% | 12.01% | 35.27% | 35.08% | 7.57% | N/A |
VGT Vanguard Information Technology ETF | -6.54% | 8.03% | 30.65% | 36.11% | 8.92% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.92% | 0.76% | -1.46% | 4.65% | 3.01% | -0.96% |
Dividend yield
Roth IRA Retirement granted a 5.71% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Roth IRA Retirement | 5.71% | 6.59% | 4.48% | 4.54% | 1.61% | 1.73% | 1.52% | 1.73% | 1.84% | 1.67% | 1.62% | 1.93% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 9.99% | 12.35% | 7.80% | 7.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.70% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
VOO Vanguard S&P 500 ETF | 1.59% | 1.71% | 1.28% | 1.61% | 2.00% | 2.23% | 1.97% | 2.27% | 2.42% | 2.18% | 2.20% | 2.66% |
QQQM Invesco NASDAQ 100 ETF | 0.67% | 0.84% | 0.41% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VGT Vanguard Information Technology ETF | 0.77% | 0.92% | 0.65% | 0.84% | 1.15% | 1.35% | 1.04% | 1.40% | 1.39% | 1.23% | 1.17% | 1.35% |
Expense Ratio
The Roth IRA Retirement features an expense ratio of 0.18%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 1.18 | ||||
SCHD Schwab US Dividend Equity ETF | 0.49 | ||||
VOO Vanguard S&P 500 ETF | 1.01 | ||||
QQQM Invesco NASDAQ 100 ETF | 1.27 | ||||
VGT Vanguard Information Technology ETF | 1.22 |
Asset Correlations Table
| SCHD | JEPI | QQQM | VGT | VOO | |
|---|---|---|---|---|---|
| SCHD | 1.00 | 0.82 | 0.60 | 0.62 | 0.83 |
| JEPI | 0.82 | 1.00 | 0.66 | 0.66 | 0.83 |
| QQQM | 0.60 | 0.66 | 1.00 | 0.98 | 0.92 |
| VGT | 0.62 | 0.66 | 0.98 | 1.00 | 0.91 |
| VOO | 0.83 | 0.83 | 0.92 | 0.91 | 1.00 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Roth IRA Retirement . A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Roth IRA Retirement is 17.54%, recorded on Sep 30, 2022. It took 201 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.54% | Jan 5, 2022 | 186 | Sep 30, 2022 | 201 | Jul 21, 2023 | 387 |
| -5.4% | Oct 19, 2020 | 8 | Oct 28, 2020 | 6 | Nov 5, 2020 | 14 |
| -5.12% | Aug 1, 2023 | 41 | Sep 27, 2023 | — | — | — |
| -4.44% | Sep 3, 2021 | 19 | Sep 30, 2021 | 14 | Oct 20, 2021 | 33 |
| -3.84% | Nov 17, 2021 | 10 | Dec 1, 2021 | 7 | Dec 10, 2021 | 17 |
Volatility Chart
The current Roth IRA Retirement volatility is 2.67%, 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.