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…ETV/QQQ-60/40 income + growth

Last updated Jun 1, 2023

ETV/QQQ 60/40

Asset Allocation


Performance

The chart shows the growth of an initial investment of $10,000 in …ETV/QQQ-60/40 income + growth, 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


-10.00%-5.00%0.00%5.00%2023FebruaryMarchAprilMay
5.58%
2.65%
…ETV/QQQ-60/40 income + growth
Benchmark (^GSPC)
Portfolio components

Returns

As of Jun 1, 2023, the …ETV/QQQ-60/40 income + growth returned 13.80% Year-To-Date and 12.30% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark1.46%8.86%2.53%1.92%8.88%9.82%
…ETV/QQQ-60/40 income + growth4.31%13.80%4.94%2.22%9.05%12.39%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
1.19%3.31%-3.81%-5.80%4.38%8.61%
QQQ
Invesco QQQ
8.96%30.89%18.94%14.59%15.90%17.95%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

ETVQQQ
ETV1.000.61
QQQ0.611.00

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current …ETV/QQQ-60/40 income + growth Sharpe ratio is 0.06. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.500.002023FebruaryMarchAprilMay
0.06
0.02
…ETV/QQQ-60/40 income + growth
Benchmark (^GSPC)
Portfolio components

Dividend yield

…ETV/QQQ-60/40 income + growth granted a 9.00% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
…ETV/QQQ-60/40 income + growth9.00%6.90%5.59%6.64%7.55%9.16%8.76%9.94%10.50%12.60%13.61%16.86%
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
14.50%10.97%9.02%10.68%12.08%14.64%14.01%15.83%16.81%19.99%21.96%27.19%
QQQ
Invesco QQQ
0.75%0.80%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.38%

Expense Ratio

The …ETV/QQQ-60/40 income + growth has an expense ratio of 0.08% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
0.00%2.15%

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
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund
-0.32
QQQ
Invesco QQQ
0.50

Drawdowns Chart

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


-25.00%-20.00%-15.00%2023FebruaryMarchAprilMay
-15.32%
-12.86%
…ETV/QQQ-60/40 income + growth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the …ETV/QQQ-60/40 income + growth. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the …ETV/QQQ-60/40 income + growth is 49.92%, recorded on Nov 20, 2008. It took 267 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.92%Oct 8, 2007285Nov 20, 2008267Dec 14, 2009552
-36.2%Feb 20, 202023Mar 23, 202055Jun 10, 202078
-27.74%Dec 28, 2021253Dec 28, 2022
-21.89%Oct 2, 201858Dec 24, 201877Apr 16, 2019135
-17.35%Jul 8, 201122Aug 8, 2011112Jan 18, 2012134

Volatility Chart

The current …ETV/QQQ-60/40 income + growth volatility is 3.47%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMay
3.47%
3.67%
…ETV/QQQ-60/40 income + growth
Benchmark (^GSPC)
Portfolio components