PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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
Large Cap Blend Equities, Actively Managed, Dividend

40%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

40%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

10%

QQQM
Invesco NASDAQ 100 ETF
Large Cap Growth Equities

5%

VGT
Vanguard Information Technology ETF
Technology Equities

5%

S&P 500

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


-5.00%0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
11.08%
17.14%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.41%-0.81%18.38%23.57%12.02%10.79%
Roth IRA Retirement 3.72%-0.81%11.08%13.80%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
3.94%-0.77%8.30%10.87%N/AN/A
SCHD
Schwab US Dividend Equity ETF
1.68%-1.47%9.91%8.23%11.24%11.13%
VOO
Vanguard S&P 500 ETF
7.85%0.23%18.09%25.78%13.89%12.85%
QQQM
Invesco NASDAQ 100 ETF
7.20%1.14%19.13%38.62%N/AN/A
VGT
Vanguard Information Technology ETF
6.59%0.07%20.77%36.36%20.96%20.54%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.13%2.71%3.16%
2023-3.96%-2.37%6.52%4.31%

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.


0.50%1.00%1.50%2.00%0.35%
0.50%1.00%1.50%2.00%0.15%
0.50%1.00%1.50%2.00%0.10%
0.50%1.00%1.50%2.00%0.06%
0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


Roth IRA Retirement
Sharpe ratio
The chart of Sharpe ratio for Roth IRA Retirement , currently valued at 1.52, compared to the broader market0.002.004.001.52
Sortino ratio
The chart of Sortino ratio for Roth IRA Retirement , currently valued at 2.18, compared to the broader market-2.000.002.004.006.002.18
Omega ratio
The chart of Omega ratio for Roth IRA Retirement , currently valued at 1.27, compared to the broader market0.801.001.201.401.601.801.27
Calmar ratio
The chart of Calmar ratio for Roth IRA Retirement , currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for Roth IRA Retirement , currently valued at 6.07, compared to the broader market0.0010.0020.0030.0040.0050.006.07
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.11, compared to the broader market-2.000.002.004.006.003.11
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.63, compared to the broader market0.002.004.006.008.0010.0012.001.63
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.76, compared to the broader market0.0010.0020.0030.0040.0050.008.76

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF
1.522.151.281.656.99
SCHD
Schwab US Dividend Equity ETF
0.751.141.130.662.43
VOO
Vanguard S&P 500 ETF
2.323.341.411.999.84
QQQM
Invesco NASDAQ 100 ETF
2.543.501.431.8313.14
VGT
Vanguard Information Technology ETF
2.152.971.361.918.84

Sharpe Ratio

The current Roth IRA Retirement Sharpe ratio is 1.52. A Sharpe ratio greater than 1.0 is considered acceptable.

0.002.004.001.52

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 Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.52
2.15
Roth IRA Retirement
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Roth IRA Retirement granted a 4.63% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Roth IRA Retirement 4.63%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
7.59%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.48%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
1.37%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
0.66%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
0.70%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.20%
-2.49%
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 3.20%.


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
-4.44%Sep 3, 202119Sep 30, 202114Oct 20, 202133
-3.84%Nov 17, 202110Dec 1, 20217Dec 10, 202117

Volatility

Volatility Chart

The current Roth IRA Retirement volatility is 2.89%, 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%NovemberDecember2024FebruaryMarchApril
2.89%
3.24%
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.

SCHDJEPIQQQMVGTVOO
SCHD1.000.820.600.610.82
JEPI0.821.000.660.650.82
QQQM0.600.661.000.970.92
VGT0.610.650.971.000.91
VOO0.820.820.920.911.00