Tot
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Tot, 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
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Tot | 19.06% | -0.18% | 14.18% | 33.59% | N/A | N/A |
| Portfolio components: | ||||||
SPY SPDR S&P 500 ETF | 23.55% | 1.40% | 17.01% | 40.99% | 15.74% | 13.19% |
VOO Vanguard S&P 500 ETF | 23.64% | 1.35% | 17.05% | 41.16% | 15.81% | 13.26% |
KO The Coca-Cola Company | 13.79% | -8.77% | 7.41% | 19.65% | 7.08% | 7.97% |
PEP PepsiCo, Inc. | 0.92% | -1.50% | -2.88% | 5.78% | 7.10% | 8.83% |
SCHD Schwab US Dividend Equity ETF | 13.75% | -0.31% | 11.75% | 28.54% | 12.61% | 11.48% |
CSCO Cisco Systems, Inc. | 13.80% | 5.42% | 20.81% | 10.29% | 6.51% | 12.05% |
AAPL Apple Inc | 21.83% | 0.29% | 38.37% | 37.53% | 31.28% | 25.64% |
SPLG SPDR Portfolio S&P 500 ETF | 23.65% | 1.36% | 17.08% | 41.08% | 15.86% | 13.34% |
TU TELUS Corporation | -5.32% | -4.53% | 2.14% | 6.04% | 3.11% | 3.72% |
VZ Verizon Communications Inc. | 16.93% | -6.54% | 8.83% | 25.49% | -2.08% | 3.13% |
STAG STAG Industrial, Inc. | -2.73% | -5.17% | 8.25% | 15.72% | 8.08% | 9.63% |
JEPI JPMorgan Equity Premium Income ETF | 13.65% | 0.21% | 10.07% | 21.36% | N/A | N/A |
USB U.S. Bancorp | 15.36% | 5.45% | 20.26% | 58.38% | 0.90% | 4.73% |
MSFT Microsoft Corporation | 15.50% | 0.38% | 9.77% | 28.71% | 25.92% | 26.89% |
AVGO Broadcom Inc. | 62.30% | 3.91% | 45.15% | 116.32% | 48.19% | 39.10% |
ABT Abbott Laboratories | 5.09% | -0.06% | 7.77% | 22.34% | 8.18% | 12.18% |
MAIN Main Street Capital Corporation | 27.23% | 2.89% | 6.68% | 46.84% | 11.94% | 13.45% |
QYLD Global X NASDAQ 100 Covered Call ETF | 16.28% | 2.24% | 11.38% | 23.72% | 7.46% | 8.31% |
Monthly Returns
The table below presents the monthly returns of Tot, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.66% | 3.27% | 3.29% | -3.62% | 3.83% | 2.37% | 2.55% | 2.76% | 1.88% | 19.06% | |||
| 2023 | 4.60% | -2.75% | 2.94% | 1.49% | -1.29% | 5.48% | 2.61% | -1.39% | -4.77% | -1.57% | 7.85% | 4.04% | 17.75% |
| 2022 | -3.82% | -2.24% | 2.94% | -6.55% | 0.60% | -6.67% | 6.75% | -3.95% | -8.62% | 8.23% | 5.57% | -4.27% | -12.96% |
| 2021 | -2.08% | 2.62% | 5.77% | 4.19% | 1.11% | 1.46% | 2.63% | 2.25% | -4.51% | 6.24% | -1.43% | 5.90% | 26.23% |
| 2020 | 3.46% | 0.92% | 5.81% | 5.72% | -2.92% | -2.10% | 10.20% | 3.57% | 26.68% |
Expense Ratio
Tot has an expense ratio of 0.06%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Tot is 86, placing it in the top 14% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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.
| Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
|---|---|---|---|---|---|
SPY SPDR S&P 500 ETF | 3.62 | 4.77 | 1.68 | 4.11 | 23.79 |
VOO Vanguard S&P 500 ETF | 3.62 | 4.77 | 1.68 | 4.14 | 23.93 |
KO The Coca-Cola Company | 1.83 | 2.62 | 1.33 | 1.97 | 10.95 |
PEP PepsiCo, Inc. | 0.52 | 0.86 | 1.10 | 0.51 | 1.85 |
SCHD Schwab US Dividend Equity ETF | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
CSCO Cisco Systems, Inc. | 0.57 | 0.86 | 1.13 | 0.48 | 1.53 |
AAPL Apple Inc | 1.76 | 2.52 | 1.32 | 2.39 | 5.67 |
SPLG SPDR Portfolio S&P 500 ETF | 3.64 | 4.79 | 1.68 | 4.14 | 23.84 |
TU TELUS Corporation | 0.44 | 0.76 | 1.09 | 0.20 | 0.84 |
VZ Verizon Communications Inc. | 1.52 | 2.11 | 1.30 | 0.95 | 8.38 |
STAG STAG Industrial, Inc. | 0.97 | 1.53 | 1.17 | 0.75 | 3.38 |
JEPI JPMorgan Equity Premium Income ETF | 3.35 | 4.72 | 1.69 | 4.28 | 24.91 |
USB U.S. Bancorp | 2.36 | 3.33 | 1.39 | 1.40 | 10.08 |
MSFT Microsoft Corporation | 1.69 | 2.26 | 1.29 | 2.06 | 5.37 |
AVGO Broadcom Inc. | 2.57 | 3.10 | 1.41 | 4.64 | 14.31 |
ABT Abbott Laboratories | 1.40 | 1.99 | 1.25 | 0.77 | 3.09 |
MAIN Main Street Capital Corporation | 3.40 | 4.33 | 1.67 | 4.99 | 19.55 |
QYLD Global X NASDAQ 100 Covered Call ETF | 2.56 | 3.49 | 1.63 | 3.15 | 18.11 |
Dividends
Dividend yield
Tot provided a 2.54% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Tot | 2.54% | 2.78% | 3.13% | 2.25% | 2.45% | 2.14% | 2.40% | 2.09% | 2.31% | 2.39% | 2.12% | 2.05% |
| Portfolio components: | ||||||||||||
SPY SPDR S&P 500 ETF | 1.20% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
VOO Vanguard S&P 500 ETF | 1.27% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
KO The Coca-Cola Company | 2.92% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
PEP PepsiCo, Inc. | 3.13% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% | 2.68% | 2.70% |
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% |
CSCO Cisco Systems, Inc. | 2.86% | 3.07% | 3.17% | 2.32% | 3.20% | 2.88% | 2.95% | 2.95% | 3.28% | 3.02% | 2.66% | 2.27% |
AAPL Apple Inc | 0.42% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
SPLG SPDR Portfolio S&P 500 ETF | 1.26% | 1.44% | 1.69% | 1.25% | 1.54% | 1.79% | 2.23% | 1.75% | 1.97% | 1.98% | 1.79% | 1.71% |
TU TELUS Corporation | 7.03% | 6.02% | 5.39% | 4.31% | 4.51% | 4.73% | 4.84% | 4.01% | 4.42% | 4.68% | 3.81% | 3.78% |
VZ Verizon Communications Inc. | 6.47% | 6.96% | 6.53% | 4.85% | 4.21% | 3.95% | 4.22% | 4.39% | 4.26% | 4.79% | 4.57% | 4.22% |
STAG STAG Industrial, Inc. | 3.66% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USB U.S. Bancorp | 4.09% | 4.46% | 4.31% | 3.13% | 3.61% | 2.66% | 2.93% | 2.16% | 2.08% | 2.37% | 2.15% | 2.19% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AVGO Broadcom Inc. | 1.17% | 1.71% | 3.02% | 2.24% | 3.05% | 3.54% | 3.11% | 1.87% | 1.43% | 1.13% | 1.22% | 1.66% |
ABT Abbott Laboratories | 1.94% | 1.85% | 1.71% | 1.28% | 1.32% | 1.47% | 1.55% | 1.86% | 2.71% | 2.14% | 1.95% | 1.46% |
MAIN Main Street Capital Corporation | 7.99% | 8.61% | 7.97% | 5.74% | 6.99% | 6.76% | 8.43% | 7.02% | 7.42% | 9.15% | 8.72% | 8.18% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.42% | 11.78% | 13.26% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% | 0.00% |
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.
Worst Drawdowns
The table below displays the maximum drawdowns of the Tot. 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 Tot was 21.08%, occurring on Oct 12, 2022. Recovery took 294 trading sessions.
The current Tot drawdown is 1.65%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.08% | Jan 5, 2022 | 194 | Oct 12, 2022 | 294 | Dec 13, 2023 | 488 |
| -8.2% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -7.18% | Jun 9, 2020 | 14 | Jun 26, 2020 | 16 | Jul 21, 2020 | 30 |
| -5.42% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
| -4.96% | Sep 3, 2021 | 19 | Sep 30, 2021 | 17 | Oct 25, 2021 | 36 |
Volatility
Volatility Chart
The current Tot volatility is 2.26%, 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.
Diversification
Asset Correlations Table
| VZ | PEP | USB | ABT | TU | MAIN | KO | AVGO | STAG | AAPL | MSFT | CSCO | QYLD | SCHD | JEPI | SPLG | VOO | SPY | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| VZ | 1.00 | 0.35 | 0.33 | 0.28 | 0.39 | 0.23 | 0.41 | 0.07 | 0.29 | 0.12 | 0.10 | 0.32 | 0.13 | 0.47 | 0.41 | 0.28 | 0.29 | 0.29 |
| PEP | 0.35 | 1.00 | 0.21 | 0.43 | 0.34 | 0.25 | 0.70 | 0.20 | 0.41 | 0.31 | 0.33 | 0.40 | 0.29 | 0.47 | 0.58 | 0.41 | 0.41 | 0.41 |
| USB | 0.33 | 0.21 | 1.00 | 0.24 | 0.37 | 0.45 | 0.35 | 0.26 | 0.42 | 0.22 | 0.21 | 0.38 | 0.31 | 0.74 | 0.48 | 0.52 | 0.52 | 0.52 |
| ABT | 0.28 | 0.43 | 0.24 | 1.00 | 0.34 | 0.25 | 0.40 | 0.29 | 0.42 | 0.33 | 0.40 | 0.42 | 0.39 | 0.44 | 0.56 | 0.49 | 0.49 | 0.49 |
| TU | 0.39 | 0.34 | 0.37 | 0.34 | 1.00 | 0.36 | 0.41 | 0.24 | 0.43 | 0.30 | 0.28 | 0.41 | 0.34 | 0.55 | 0.52 | 0.49 | 0.49 | 0.49 |
| MAIN | 0.23 | 0.25 | 0.45 | 0.25 | 0.36 | 1.00 | 0.33 | 0.34 | 0.44 | 0.35 | 0.33 | 0.35 | 0.43 | 0.56 | 0.48 | 0.55 | 0.55 | 0.55 |
| KO | 0.41 | 0.70 | 0.35 | 0.40 | 0.41 | 0.33 | 1.00 | 0.18 | 0.42 | 0.27 | 0.27 | 0.42 | 0.25 | 0.58 | 0.58 | 0.44 | 0.44 | 0.44 |
| AVGO | 0.07 | 0.20 | 0.26 | 0.29 | 0.24 | 0.34 | 0.18 | 1.00 | 0.36 | 0.56 | 0.62 | 0.49 | 0.70 | 0.48 | 0.50 | 0.72 | 0.72 | 0.72 |
| STAG | 0.29 | 0.41 | 0.42 | 0.42 | 0.43 | 0.44 | 0.42 | 0.36 | 1.00 | 0.38 | 0.38 | 0.42 | 0.42 | 0.59 | 0.61 | 0.57 | 0.57 | 0.57 |
| AAPL | 0.12 | 0.31 | 0.22 | 0.33 | 0.30 | 0.35 | 0.27 | 0.56 | 0.38 | 1.00 | 0.68 | 0.47 | 0.71 | 0.42 | 0.51 | 0.73 | 0.73 | 0.73 |
| MSFT | 0.10 | 0.33 | 0.21 | 0.40 | 0.28 | 0.33 | 0.27 | 0.62 | 0.38 | 0.68 | 1.00 | 0.48 | 0.76 | 0.41 | 0.55 | 0.76 | 0.76 | 0.76 |
| CSCO | 0.32 | 0.40 | 0.38 | 0.42 | 0.41 | 0.35 | 0.42 | 0.49 | 0.42 | 0.47 | 0.48 | 1.00 | 0.52 | 0.65 | 0.62 | 0.65 | 0.65 | 0.65 |
| QYLD | 0.13 | 0.29 | 0.31 | 0.39 | 0.34 | 0.43 | 0.25 | 0.70 | 0.42 | 0.71 | 0.76 | 0.52 | 1.00 | 0.52 | 0.63 | 0.84 | 0.84 | 0.84 |
| SCHD | 0.47 | 0.47 | 0.74 | 0.44 | 0.55 | 0.56 | 0.58 | 0.48 | 0.59 | 0.42 | 0.41 | 0.65 | 0.52 | 1.00 | 0.79 | 0.78 | 0.78 | 0.78 |
| JEPI | 0.41 | 0.58 | 0.48 | 0.56 | 0.52 | 0.48 | 0.58 | 0.50 | 0.61 | 0.51 | 0.55 | 0.62 | 0.63 | 0.79 | 1.00 | 0.81 | 0.81 | 0.81 |
| SPLG | 0.28 | 0.41 | 0.52 | 0.49 | 0.49 | 0.55 | 0.44 | 0.72 | 0.57 | 0.73 | 0.76 | 0.65 | 0.84 | 0.78 | 0.81 | 1.00 | 1.00 | 1.00 |
| VOO | 0.29 | 0.41 | 0.52 | 0.49 | 0.49 | 0.55 | 0.44 | 0.72 | 0.57 | 0.73 | 0.76 | 0.65 | 0.84 | 0.78 | 0.81 | 1.00 | 1.00 | 1.00 |
| SPY | 0.29 | 0.41 | 0.52 | 0.49 | 0.49 | 0.55 | 0.44 | 0.72 | 0.57 | 0.73 | 0.76 | 0.65 | 0.84 | 0.78 | 0.81 | 1.00 | 1.00 | 1.00 |