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

Asset Allocation


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 every 3 months.


40.00%45.00%50.00%55.00%60.00%65.00%70.00%75.00%NovemberDecember2025FebruaryMarchApril
55.46%
57.43%
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*10Y*
^GSPC
S&P 500
-6.00%-0.94%-5.06%8.41%13.52%10.15%
Roth IRA Retirement -4.59%-3.50%-5.54%5.64%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
-2.48%-2.11%-3.59%5.48%N/AN/A
SCHD
Schwab US Dividend Equity ETF
-4.75%-6.49%-7.26%3.70%12.33%10.39%
VOO
Vanguard S&P 500 ETF
-5.69%-0.86%-4.52%9.85%15.26%12.13%
QQQM
Invesco NASDAQ 100 ETF
-7.43%0.74%-4.32%10.36%N/AN/A
VGT
Vanguard Information Technology ETF
-12.16%0.42%-9.34%8.83%18.47%18.74%
*Annualized

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
20252.05%1.05%-3.23%-4.39%-4.59%
20241.11%2.71%3.18%-3.84%2.96%1.30%3.17%2.42%1.56%-0.38%4.80%-4.48%15.00%
20232.96%-2.55%1.58%0.72%-1.63%4.65%3.02%-0.97%-3.97%-2.39%6.50%4.33%12.28%
2022-3.83%-2.01%3.30%-5.22%1.54%-6.46%5.47%-3.18%-7.49%9.02%5.97%-3.47%-7.66%
2021-1.11%3.12%6.75%2.95%2.00%1.02%1.79%2.21%-4.17%5.09%-1.32%5.87%26.41%
2020-5.10%10.42%3.16%8.10%

Expense Ratio

Roth IRA Retirement has an expense ratio of 0.18%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Expense ratio chart for JEPI: current value is 0.35%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
JEPI: 0.35%
Expense ratio chart for QQQM: current value is 0.15%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
QQQM: 0.15%
Expense ratio chart for VGT: current value is 0.10%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VGT: 0.10%
Expense ratio chart for SCHD: current value is 0.06%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
SCHD: 0.06%
Expense ratio chart for VOO: current value is 0.03%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
VOO: 0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Roth IRA Retirement is 22, meaning it’s performing worse than 78% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Roth IRA Retirement is 2222
Overall Rank
The Sharpe Ratio Rank of Roth IRA Retirement is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of Roth IRA Retirement is 1818
Sortino Ratio Rank
The Omega Ratio Rank of Roth IRA Retirement is 2222
Omega Ratio Rank
The Calmar Ratio Rank of Roth IRA Retirement is 2121
Calmar Ratio Rank
The Martin Ratio Rank of Roth IRA Retirement is 2525
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.


The chart of Sharpe ratio for Portfolio, currently valued at 0.35, compared to the broader market-4.00-2.000.002.00
Portfolio: 0.35
^GSPC: 0.46
The chart of Sortino ratio for Portfolio, currently valued at 0.60, compared to the broader market-6.00-4.00-2.000.002.004.00
Portfolio: 0.60
^GSPC: 0.78
The chart of Omega ratio for Portfolio, currently valued at 1.09, compared to the broader market0.400.600.801.001.201.401.60
Portfolio: 1.09
^GSPC: 1.11
The chart of Calmar ratio for Portfolio, currently valued at 0.34, compared to the broader market0.002.004.006.00
Portfolio: 0.34
^GSPC: 0.48
The chart of Martin ratio for Portfolio, currently valued at 1.48, compared to the broader market0.005.0010.0015.0020.00
Portfolio: 1.48
^GSPC: 1.94

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF
0.380.631.100.391.81
SCHD
Schwab US Dividend Equity ETF
0.180.361.050.180.63
VOO
Vanguard S&P 500 ETF
0.550.891.130.562.28
QQQM
Invesco NASDAQ 100 ETF
0.460.811.110.511.73
VGT
Vanguard Information Technology ETF
0.360.701.100.391.35

The current Roth IRA Retirement Sharpe ratio is 0.35. 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 0.39 to 0.89, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

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 Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.35
0.46
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Roth IRA Retirement provided a 4.96% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio4.96%4.57%4.97%6.28%3.92%3.79%1.43%1.50%1.28%1.42%1.46%1.29%
JEPI
JPMorgan Equity Premium Income ETF
7.86%7.33%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
VOO
Vanguard S&P 500 ETF
1.38%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%
QQQM
Invesco NASDAQ 100 ETF
0.64%0.61%0.65%0.83%0.40%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.58%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.86%
-10.02%
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 17.56%, occurring on Sep 30, 2022. Recovery took 207 trading sessions.

The current Roth IRA Retirement drawdown is 8.86%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.56%Jan 5, 2022186Sep 30, 2022207Jul 31, 2023393
-15.68%Dec 2, 202487Apr 8, 2025
-8.9%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-5.4%Oct 19, 20208Oct 28, 20206Nov 5, 202014
-4.95%Jul 18, 202413Aug 5, 202410Aug 19, 202423

Volatility

Volatility Chart

The current Roth IRA Retirement volatility is 11.98%, 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%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.98%
14.23%
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets
1.002.003.004.005.00
Effective Assets: 2.99

The portfolio contains 5 assets, with an effective number of assets of 2.99, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of 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.

^GSPCSCHDJEPIVGTQQQMVOOPortfolio
^GSPC1.000.760.820.910.921.000.92
SCHD0.761.000.810.540.540.760.93
JEPI0.820.811.000.640.650.820.92
VGT0.910.540.641.000.970.910.75
QQQM0.920.540.650.971.000.920.76
VOO1.000.760.820.910.921.000.92
Portfolio0.920.930.920.750.760.921.00
The correlation results are calculated based on daily price changes starting from Oct 14, 2020