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Roth IRA Retirement
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


JEPI 40%SCHD 40%VOO 10%QQQM 5%VGT 5%EquityEquity
PositionCategory/SectorWeight
JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income
40%
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities
5%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
40%
VGT
Vanguard Information Technology ETF
Technology Equities
5%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
10%

Performance

Performance Chart

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


50.00%55.00%60.00%65.00%70.00%JulyAugustSeptemberOctoberNovemberDecember
69.78%
72.35%
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 13, 2020, corresponding to the inception date of QQQM

Returns By Period


YTD1M6M1Y5Y (annualized)10Y (annualized)
^GSPC
S&P 500
26.90%0.96%12.91%31.46%14.06%11.73%
Roth IRA Retirement 18.96%-0.06%12.05%22.28%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
15.98%0.06%9.64%17.48%N/AN/A
SCHD
Schwab US Dividend Equity ETF
16.58%-1.00%13.63%21.21%12.41%11.86%
VOO
Vanguard S&P 500 ETF
28.53%1.08%13.39%32.78%15.87%13.75%
QQQM
Invesco NASDAQ 100 ETF
28.24%1.62%12.00%33.10%N/AN/A
VGT
Vanguard Information Technology ETF
32.87%2.44%14.67%36.85%23.27%21.45%

Monthly Returns

The table below presents the monthly returns of Roth IRA Retirement , with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.13%2.71%3.16%-3.81%2.92%1.26%3.25%2.45%1.55%-0.39%4.77%18.96%
20233.20%-2.45%1.92%0.76%-1.46%4.65%3.01%-0.96%-3.96%-2.37%6.52%4.31%13.32%
2022-3.83%-1.98%3.30%-5.25%1.42%-6.39%5.67%-3.24%-7.56%8.88%5.93%-3.56%-7.90%
2021-1.12%3.06%6.74%3.00%1.92%1.16%1.84%2.21%-4.18%5.10%-1.30%5.83%26.49%
2020-5.10%10.42%3.17%8.10%

Expense Ratio

Roth IRA Retirement has an expense ratio of 0.18%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


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 QQQM: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Roth IRA Retirement is 70, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of Roth IRA Retirement is 7070
Overall Rank
The Sharpe Ratio Rank of Roth IRA Retirement is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of Roth IRA Retirement is 6868
Sortino Ratio Rank
The Omega Ratio Rank of Roth IRA Retirement is 6767
Omega Ratio Rank
The Calmar Ratio Rank of Roth IRA Retirement is 8383
Calmar Ratio Rank
The Martin Ratio Rank of Roth IRA Retirement is 7070
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.


Sharpe ratio
The chart of Sharpe ratio for Roth IRA Retirement , currently valued at 2.59, compared to the broader market-6.00-4.00-2.000.002.004.006.002.592.62
The chart of Sortino ratio for Roth IRA Retirement , currently valued at 3.62, compared to the broader market-6.00-4.00-2.000.002.004.006.003.623.48
The chart of Omega ratio for Roth IRA Retirement , currently valued at 1.49, compared to the broader market0.501.001.501.491.48
The chart of Calmar ratio for Roth IRA Retirement , currently valued at 4.84, compared to the broader market0.005.0010.0015.004.843.77
The chart of Martin ratio for Roth IRA Retirement , currently valued at 17.04, compared to the broader market0.0010.0020.0030.0040.0050.0060.0017.0416.74
Roth IRA Retirement
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF
2.533.521.494.6417.87
SCHD
Schwab US Dividend Equity ETF
2.032.961.363.7810.93
VOO
Vanguard S&P 500 ETF
2.783.691.524.0118.18
QQQM
Invesco NASDAQ 100 ETF
2.002.631.362.579.33
VGT
Vanguard Information Technology ETF
1.852.391.332.569.20

The current Roth IRA Retirement Sharpe ratio is 2.59. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.87 to 2.71, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of Roth IRA Retirement with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
2.59
2.62
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Roth IRA Retirement provided a 4.04% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio4.04%4.97%6.28%3.92%3.79%1.43%1.50%1.28%1.42%1.46%1.29%1.22%
JEPI
JPMorgan Equity Premium Income ETF
7.12%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
2.54%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
VOO
Vanguard S&P 500 ETF
1.22%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
QQQM
Invesco NASDAQ 100 ETF
0.63%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.58%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%

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.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-1.19%
-0.61%
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Roth IRA Retirement . 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 Roth IRA Retirement was 17.54%, occurring on Sep 30, 2022. Recovery took 201 trading sessions.

The current Roth IRA Retirement drawdown is 1.19%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.54%Jan 5, 2022186Sep 30, 2022201Jul 21, 2023387
-8.86%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-5.4%Oct 19, 20208Oct 28, 20206Nov 5, 202014
-4.82%Jul 18, 202413Aug 5, 20249Aug 16, 202422
-4.8%Apr 1, 202414Apr 18, 202419May 15, 202433

Volatility

Volatility Chart

The current Roth IRA Retirement volatility is 2.02%, 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%6.00%JulyAugustSeptemberOctoberNovemberDecember
2.02%
2.24%
Roth IRA Retirement
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.

SCHDJEPIVGTQQQMVOO
SCHD1.000.810.550.550.77
JEPI0.811.000.630.640.81
VGT0.550.631.000.970.91
QQQM0.550.640.971.000.92
VOO0.770.810.910.921.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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