Dividend Portfolio for Roth
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend Portfolio for Roth, 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
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Dividend Portfolio for Roth | 9.25% | 2.06% | 7.47% | 13.33% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.22% |
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
VIG Vanguard Dividend Appreciation ETF | 10.22% | 1.78% | 8.53% | 14.74% | 11.43% | 11.37% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 10.24% | 1.56% | 8.37% | 12.29% | 11.15% | N/A |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.83% |
Monthly Returns
The table below presents the monthly returns of Dividend Portfolio for Roth, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.00% | 2.67% | 3.35% | -3.90% | 2.83% | 1.16% | 9.25% | ||||||
| 2023 | 2.89% | -2.57% | 1.55% | 0.86% | -2.29% | 5.27% | 3.20% | -1.46% | -3.93% | -2.35% | 6.37% | 4.76% | 12.28% |
| 2022 | -3.88% | -2.28% | 3.33% | -5.15% | 1.51% | -6.83% | 5.66% | -2.97% | -7.65% | 9.70% | 6.12% | -3.66% | -7.54% |
| 2021 | -1.36% | 3.17% | 6.85% | 3.10% | 2.06% | 0.54% | 1.91% | 1.93% | -4.29% | 5.64% | -1.44% | 6.03% | 26.26% |
| 2020 | 3.13% | 0.38% | 5.09% | 5.79% | -2.05% | -1.34% | 10.94% | 3.03% | 27.12% |
Expense Ratio
Dividend Portfolio for Roth has an expense ratio of 0.19%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dividend Portfolio for Roth is 33, 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.
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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
VIG Vanguard Dividend Appreciation ETF | 1.44 | 2.08 | 1.25 | 1.41 | 4.54 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 1.43 | 2.11 | 1.24 | 1.55 | 4.67 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
Dividends
Dividend yield
Dividend Portfolio for Roth granted a 3.54% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend Portfolio for Roth | 3.54% | 3.80% | 4.29% | 3.17% | 3.25% | 2.83% | 2.52% | 2.09% | 1.69% | 1.76% | 1.58% | 1.46% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.80% | 1.88% | 1.96% | 1.55% | 1.63% | 1.71% | 2.08% | 1.88% | 2.14% | 2.34% | 1.95% | 1.84% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.14% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQ Invesco QQQ | 0.63% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.01% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dividend Portfolio for Roth. 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 Dividend Portfolio for Roth was 18.00%, occurring on Sep 30, 2022. Recovery took 206 trading sessions.
The current Dividend Portfolio for Roth drawdown is 2.29%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18% | Jan 5, 2022 | 186 | Sep 30, 2022 | 206 | Jul 28, 2023 | 392 |
| -9.19% | Aug 1, 2023 | 63 | Oct 27, 2023 | 31 | Dec 12, 2023 | 94 |
| -7.27% | Jun 9, 2020 | 14 | Jun 26, 2020 | 17 | Jul 22, 2020 | 31 |
| -7.02% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -6.49% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
Volatility
Volatility Chart
The current Dividend Portfolio for Roth volatility is 2.41%, 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.
Diversification
Asset Correlations Table
| QQQ | SCHD | JEPI | DIVO | VIG | |
|---|---|---|---|---|---|
| QQQ | 1.00 | 0.54 | 0.64 | 0.62 | 0.74 |
| SCHD | 0.54 | 1.00 | 0.79 | 0.86 | 0.88 |
| JEPI | 0.64 | 0.79 | 1.00 | 0.83 | 0.90 |
| DIVO | 0.62 | 0.86 | 0.83 | 1.00 | 0.90 |
| VIG | 0.74 | 0.88 | 0.90 | 0.90 | 1.00 |