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Roth IRA Retirement

Last updated Sep 30, 2023

40% - JEPI 40% - SCHD 10% - VOO 5% - QQQM 5% - VGT

Asset Allocation


JEPI 40%SCHD 40%VOO 10%QQQM 5%VGT 5%EquityEquity
PositionCategory/SectorWeight
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend40%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend40%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities10%
QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities5%
VGT
Vanguard Information Technology ETF
Technology Equities5%

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


0.00%5.00%10.00%MayJuneJulyAugustSeptember
1.49%
3.97%
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 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
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

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20231.92%0.76%-1.46%4.65%3.01%-0.96%

Sharpe Ratio

The current Roth IRA Retirement Sharpe ratio is 0.94. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.94

The Sharpe ratio of Roth IRA Retirement lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.00MayJuneJulyAugustSeptember
0.94
0.89
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components

Dividend yield

Roth IRA Retirement granted a 5.71% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
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%
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.


0.35%
0.00%2.15%
0.15%
0.00%2.15%
0.10%
0.00%2.15%
0.06%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SCHDJEPIQQQMVGTVOO
SCHD1.000.820.600.620.83
JEPI0.821.000.660.660.83
QQQM0.600.661.000.980.92
VGT0.620.660.981.000.91
VOO0.830.830.920.911.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptember
-4.88%
-10.60%
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components

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, 2022186Sep 30, 2022201Jul 21, 2023387
-5.4%Oct 19, 20208Oct 28, 20206Nov 5, 202014
-5.12%Aug 1, 202341Sep 27, 2023
-4.44%Sep 3, 202119Sep 30, 202114Oct 20, 202133
-3.84%Nov 17, 202110Dec 1, 20217Dec 10, 202117

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.


2.00%3.00%4.00%5.00%MayJuneJulyAugustSeptember
2.67%
3.17%
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components