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Dividend Portfolio for Roth

Last updated Mar 2, 2024

Asset Allocation


SCHD 40%VIG 20%JEPI 15%QQQ 10%DIVO 15%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

40%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

20%

JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

15%

QQQ
Invesco QQQ
Large Cap Blend Equities

10%

DIVO
Amplify CWP Enhanced Dividend Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

15%

S&P 500

Performance

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


40.00%50.00%60.00%70.00%OctoberNovemberDecember2024FebruaryMarch
73.82%
74.23%
Dividend Portfolio for Roth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
Dividend Portfolio for Roth4.32%2.01%8.83%15.16%N/AN/A
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%7.27%12.26%11.35%
JEPI
JPMorgan Equity Premium Income ETF
4.46%1.66%6.75%13.89%N/AN/A
VIG
Vanguard Dividend Appreciation ETF
5.23%2.84%10.82%18.73%12.54%11.28%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.42%1.34%7.62%11.44%11.66%N/A
QQQ
Invesco QQQ
8.81%3.87%18.48%49.72%21.49%18.26%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.00%2.75%
2023-1.46%-3.93%-2.35%6.37%4.77%

Sharpe Ratio

The current Dividend Portfolio for Roth Sharpe ratio is 1.66. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.66

The Sharpe ratio of Dividend Portfolio for Roth 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 Ratio0.501.001.502.002.50OctoberNovemberDecember2024FebruaryMarch
1.66
2.44
Dividend Portfolio for Roth
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dividend Portfolio for Roth granted a 3.61% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dividend Portfolio for Roth3.61%3.80%4.29%3.17%3.24%2.83%2.52%2.09%1.69%1.76%1.58%1.46%
SCHD
Schwab US Dividend Equity ETF
3.40%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
7.68%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
1.79%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
4.55%4.67%4.76%4.79%4.85%8.16%5.27%3.83%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.57%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Expense Ratio

The Dividend Portfolio for Roth features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.55%
0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.20%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.06%

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
^GSPC
S&P 500
2.44
Dividend Portfolio for Roth
1.66
SCHD
Schwab US Dividend Equity ETF
0.72
JEPI
JPMorgan Equity Premium Income ETF
1.97
VIG
Vanguard Dividend Appreciation ETF
2.00
DIVO
Amplify CWP Enhanced Dividend Income ETF
1.46
QQQ
Invesco QQQ
3.28

Asset Correlations Table

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

QQQSCHDJEPIDIVOVIG
QQQ1.000.570.650.640.75
SCHD0.571.000.790.860.89
JEPI0.650.791.000.830.91
DIVO0.640.860.831.000.90
VIG0.750.890.910.901.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch00
Dividend Portfolio for Roth
Benchmark (^GSPC)
Portfolio components

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.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-18%Jan 5, 2022186Sep 30, 2022206Jul 28, 2023392
-9.19%Aug 1, 202363Oct 27, 202331Dec 12, 202394
-7.27%Jun 9, 202014Jun 26, 202017Jul 22, 202031
-7.02%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-6.49%Oct 13, 202012Oct 28, 20208Nov 9, 202020

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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%OctoberNovemberDecember2024FebruaryMarch
2.41%
3.47%
Dividend Portfolio for Roth
Benchmark (^GSPC)
Portfolio components
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