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

Asset Allocation


S&P 500

Performance

Performance Chart


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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
0.12%6.51%-1.84%10.98%14.10%10.82%
Roth IRA Retirement -1.36%3.12%-5.47%7.40%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
-0.17%2.37%-4.08%6.76%10.87%N/A
SCHD
Schwab US Dividend Equity ETF
-3.83%0.97%-9.92%4.76%12.11%10.50%
VOO
Vanguard S&P 500 ETF
0.61%6.68%-1.22%12.39%15.83%12.79%
QQQM
Invesco NASDAQ 100 ETF
1.69%9.85%3.04%13.64%N/AN/A
VGT
Vanguard Information Technology ETF
-2.26%11.26%-1.35%10.96%19.28%19.80%
*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
20252.08%1.15%-3.14%-3.82%2.55%-1.36%
20241.13%2.71%3.16%-3.81%2.92%1.26%3.25%2.45%1.55%-0.39%4.77%-4.50%14.97%
20233.20%-2.45%1.92%0.76%-1.46%4.65%3.01%-0.96%-3.96%-2.37%6.52%4.31%13.32%
2022-3.83%-1.98%3.30%-5.25%1.42%-6.39%5.67%-3.24%-7.56%8.88%5.93%-3.56%-7.90%
2021-1.12%3.06%6.74%3.00%1.92%1.16%1.84%2.21%-4.18%5.10%-1.30%5.83%26.49%
2020-5.10%10.42%3.17%8.10%
Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

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.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Roth IRA Retirement is 20, meaning it’s performing worse than 80% 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 2020
Overall Rank
The Sharpe Ratio Rank of Roth IRA Retirement is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of Roth IRA Retirement is 1717
Sortino Ratio Rank
The Omega Ratio Rank of Roth IRA Retirement is 2020
Omega Ratio Rank
The Calmar Ratio Rank of Roth IRA Retirement is 2020
Calmar Ratio Rank
The Martin Ratio Rank of Roth IRA Retirement is 2121
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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
JEPI
JPMorgan Equity Premium Income ETF
0.490.721.110.461.94
SCHD
Schwab US Dividend Equity ETF
0.290.461.060.250.76
VOO
Vanguard S&P 500 ETF
0.641.071.160.712.69
QQQM
Invesco NASDAQ 100 ETF
0.541.001.140.672.16
VGT
Vanguard Information Technology ETF
0.360.801.110.481.54

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

Roth IRA Retirement Sharpe ratios as of May 29, 2025 (values are recalculated daily):

  • 1-Year: 0.48
  • All Time: 0.80

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.52 to 1.05, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests weaker risk-adjusted returns than most portfolios, possibly due to lower returns, higher volatility, or both. It may be worth reviewing the allocation. You can use the Portfolio Optimization tool to explore options for improving the Sharpe ratio.

The chart below shows the rolling Sharpe ratio of Roth IRA Retirement compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

Dividend yield

Roth IRA Retirement provided a 5.00% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio5.00%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
8.04%7.33%8.40%11.67%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
3.99%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
1.29%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
0.58%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
0.52%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.


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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 5.80%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.54%Jan 5, 2022186Sep 30, 2022201Jul 21, 2023387
-15.47%Dec 2, 202487Apr 8, 2025
-8.86%Aug 1, 202363Oct 27, 202330Dec 11, 202393
-5.4%Oct 19, 20208Oct 28, 20206Nov 5, 202014
-4.82%Jul 18, 202413Aug 5, 20249Aug 16, 202422
Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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Diversification

Diversification Metrics


Number of Effective Assets

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
^GSPC1.000.760.810.910.921.000.92
SCHD0.761.000.810.540.540.760.93
JEPI0.810.811.000.640.650.820.92
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
Go to the full Correlations tool for more customization options