…ETV/QQQ-60/40 income + growth
ETV/QQQ 60/40
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | Financial Services | 60% |
QQQ Invesco QQQ | Large Cap Blend Equities | 40% |
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 1.46% | 8.86% | 2.53% | 1.92% | 8.88% | 9.82% |
| …ETV/QQQ-60/40 income + growth | 4.31% | 13.80% | 4.94% | 2.22% | 9.05% | 12.39% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| ETV | QQQ | |
|---|---|---|
| ETV | 1.00 | 0.61 |
| QQQ | 0.61 | 1.00 |
Dividend yield
…ETV/QQQ-60/40 income + growth granted a 9.00% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| …ETV/QQQ-60/40 income + growth | 9.00% | 6.90% | 5.59% | 6.64% | 7.55% | 9.16% | 8.76% | 9.94% | 10.50% | 12.60% | 13.61% | 16.86% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2007 | 285 | Nov 20, 2008 | 267 | Dec 14, 2009 | 552 |
| -36.2% | Feb 20, 2020 | 23 | Mar 23, 2020 | 55 | Jun 10, 2020 | 78 |
| -27.74% | Dec 28, 2021 | 253 | Dec 28, 2022 | — | — | — |
| -21.89% | Oct 2, 2018 | 58 | Dec 24, 2018 | 77 | Apr 16, 2019 | 135 |
| -17.35% | Jul 8, 2011 | 22 | Aug 8, 2011 | 112 | Jan 18, 2012 | 134 |
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.