IDC-4-7-22
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in IDC-4-7-22, 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 2, 2023, the IDC-4-7-22 returned 0.30% Year-To-Date and -0.95% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 2.46% | 9.94% | 3.54% | 2.92% | -1.71% | -1.71% |
IDC-4-7-22 | -2.93% | 0.30% | -2.93% | 1.96% | -0.95% | -0.95% |
Portfolio components: | ||||||
VZ | -5.18% | -6.39% | -3.78% | -26.12% | -20.15% | -20.15% |
SCHW | 5.75% | -36.17% | -34.98% | -23.16% | -23.33% | -23.33% |
BAC Bank of America Corporation | -1.35% | -15.58% | -23.50% | -22.36% | -24.68% | -24.68% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | -4.80% | 17.71% | 21.56% | 35.61% | 36.30% | 36.30% |
BCS Barclays PLC | -1.54% | 1.02% | -0.13% | -6.59% | 0.79% | 0.79% |
ADM Archer-Daniels-Midland Company | -6.03% | -23.15% | -21.86% | -16.93% | -19.35% | -19.35% |
NEE | -3.31% | -11.60% | -12.88% | -2.01% | 2.55% | 2.55% |
MDT | -8.29% | 7.39% | 6.25% | -12.53% | -17.97% | -17.97% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 5.15% | 21.10% | 13.75% | 10.34% | 5.10% | 5.10% |
FRT Federal Realty Investment Trust | -8.78% | -12.23% | -17.78% | -19.35% | -23.12% | -23.12% |
MMM | -7.06% | -19.13% | -23.03% | -32.30% | -33.08% | -33.08% |
VTI | 2.73% | 9.89% | 3.39% | 3.83% | -1.17% | -1.17% |
JPM | -0.96% | 4.16% | 2.53% | 9.45% | 10.99% | 10.99% |
IBM International Business Machines Corporation | 5.14% | -5.45% | -10.70% | -2.11% | 0.51% | 0.51% |
SPGI | 3.91% | 10.73% | 2.29% | 12.23% | 2.35% | 2.35% |
PPG | -2.88% | 8.34% | 0.94% | 9.78% | 0.62% | 0.62% |
WMT | -2.12% | 4.79% | -2.76% | 19.40% | -2.58% | -2.58% |
PG | -7.97% | -3.82% | -2.33% | 1.45% | -5.69% | -5.69% |
ENB Enbridge Inc. | -4.48% | -4.25% | -8.60% | -15.95% | -12.34% | -12.34% |
F Ford Motor Company | 2.63% | 12.07% | -7.43% | -1.91% | -10.52% | -10.52% |
JEPI JPMorgan Equity Premium Income ETF | -0.86% | 2.83% | 0.89% | 5.12% | 2.21% | 2.21% |
JNJ | -5.65% | -11.22% | -12.26% | -10.59% | -10.51% | -10.51% |
TXN | 8.07% | 7.99% | 0.52% | 3.79% | 3.18% | 3.18% |
AFL Aflac Incorporated | -5.15% | -8.96% | -8.93% | 10.85% | 11.01% | 11.01% |
CME CME Group Inc. | -2.97% | 7.70% | 5.12% | -5.26% | -13.46% | -13.46% |
LIN | -3.58% | 9.79% | 6.18% | 13.32% | 11.48% | 11.48% |
TER | 11.81% | 18.28% | 11.95% | -2.88% | -8.57% | -8.57% |
ESS Essex Property Trust, Inc. | 0.92% | 4.60% | 1.85% | -19.35% | -27.77% | -27.77% |
ABT Abbott Laboratories | -7.78% | -5.45% | -3.82% | -8.97% | -8.83% | -8.83% |
ADP Automatic Data Processing, Inc. | -2.18% | -10.82% | -20.12% | -1.52% | -5.25% | -5.25% |
CVX Chevron Corporation | -3.99% | -13.64% | -15.06% | -10.60% | -4.82% | -4.82% |
WPC | -4.50% | -10.21% | -11.98% | -12.96% | -7.83% | -7.83% |
VXUS | -0.76% | 6.84% | 4.00% | 1.31% | -0.13% | -0.13% |
CAG Conagra Brands, Inc. | -10.48% | -9.47% | -7.38% | 9.77% | 0.02% | 0.02% |
ITW Illinois Tool Works Inc. | -5.29% | 1.32% | -1.27% | 10.51% | 6.37% | 6.37% |
LOW | -1.00% | 3.39% | -4.40% | 8.64% | 0.51% | 0.51% |
PEP | -5.23% | 1.53% | -1.33% | 12.38% | 7.06% | 7.06% |
ABBV AbbVie Inc. | -11.99% | -15.88% | -15.89% | -5.07% | -7.98% | -7.98% |
UGI | -14.97% | -24.28% | -26.61% | -33.09% | -20.85% | -20.85% |
APD Air Products and Chemicals, Inc. | -6.65% | -10.83% | -11.44% | 15.04% | 12.21% | 12.21% |
MCD | -3.42% | 9.87% | 5.90% | 18.09% | 14.57% | 14.57% |
SYK | -5.21% | 14.25% | 16.37% | 23.74% | 13.60% | 13.60% |
MSFT | 9.13% | 39.33% | 31.20% | 23.26% | 14.86% | 14.86% |
Returns over 1 year are annualized |
Asset Correlations Table
CAG | ABBV | CME | VZ | CVX | JNJ | WMT | ADM | SCHW | PEP | WPC | MCD | BCS | PG | ESS | TER | BBVA | MDT | LOW | IBM | NEE | ENB | MMM | F | MSFT | UGI | TXN | LIN | FRT | BAC | APD | JPM | SYK | AFL | ABT | PPG | SPGI | VXUS | JEPQ | ADP | ITW | VTI | JEPI | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAG | 1.00 | 0.38 | 0.23 | 0.38 | 0.18 | 0.48 | 0.42 | 0.29 | 0.27 | 0.59 | 0.33 | 0.46 | 0.14 | 0.54 | 0.24 | 0.07 | 0.18 | 0.30 | 0.28 | 0.33 | 0.40 | 0.29 | 0.27 | 0.21 | 0.18 | 0.35 | 0.12 | 0.28 | 0.32 | 0.27 | 0.28 | 0.31 | 0.31 | 0.41 | 0.36 | 0.29 | 0.24 | 0.18 | 0.21 | 0.37 | 0.33 | 0.27 | 0.48 |
ABBV | 0.38 | 1.00 | 0.25 | 0.30 | 0.26 | 0.57 | 0.31 | 0.22 | 0.19 | 0.43 | 0.32 | 0.38 | 0.21 | 0.48 | 0.24 | 0.21 | 0.24 | 0.42 | 0.23 | 0.33 | 0.27 | 0.32 | 0.33 | 0.19 | 0.20 | 0.32 | 0.27 | 0.31 | 0.31 | 0.26 | 0.31 | 0.36 | 0.48 | 0.35 | 0.44 | 0.33 | 0.27 | 0.26 | 0.26 | 0.38 | 0.30 | 0.33 | 0.49 |
CME | 0.23 | 0.25 | 1.00 | 0.27 | 0.15 | 0.29 | 0.30 | 0.16 | 0.29 | 0.32 | 0.36 | 0.38 | 0.27 | 0.31 | 0.43 | 0.25 | 0.30 | 0.32 | 0.25 | 0.26 | 0.44 | 0.26 | 0.27 | 0.31 | 0.38 | 0.36 | 0.31 | 0.34 | 0.35 | 0.33 | 0.35 | 0.38 | 0.39 | 0.36 | 0.43 | 0.35 | 0.42 | 0.33 | 0.39 | 0.41 | 0.36 | 0.44 | 0.47 |
VZ | 0.38 | 0.30 | 0.27 | 1.00 | 0.23 | 0.44 | 0.34 | 0.29 | 0.22 | 0.40 | 0.38 | 0.31 | 0.32 | 0.44 | 0.38 | 0.12 | 0.35 | 0.35 | 0.34 | 0.44 | 0.38 | 0.36 | 0.36 | 0.26 | 0.29 | 0.44 | 0.27 | 0.26 | 0.39 | 0.38 | 0.33 | 0.38 | 0.35 | 0.36 | 0.43 | 0.33 | 0.32 | 0.32 | 0.30 | 0.38 | 0.36 | 0.38 | 0.48 |
CVX | 0.18 | 0.26 | 0.15 | 0.23 | 1.00 | 0.18 | 0.23 | 0.57 | 0.40 | 0.20 | 0.34 | 0.30 | 0.47 | 0.19 | 0.25 | 0.37 | 0.44 | 0.28 | 0.26 | 0.42 | 0.27 | 0.69 | 0.27 | 0.42 | 0.32 | 0.42 | 0.37 | 0.44 | 0.38 | 0.46 | 0.43 | 0.46 | 0.33 | 0.49 | 0.24 | 0.32 | 0.29 | 0.52 | 0.38 | 0.32 | 0.43 | 0.50 | 0.47 |
JNJ | 0.48 | 0.57 | 0.29 | 0.44 | 0.18 | 1.00 | 0.39 | 0.24 | 0.16 | 0.60 | 0.41 | 0.51 | 0.21 | 0.59 | 0.41 | 0.23 | 0.28 | 0.42 | 0.34 | 0.48 | 0.44 | 0.29 | 0.37 | 0.23 | 0.36 | 0.41 | 0.28 | 0.36 | 0.37 | 0.28 | 0.37 | 0.33 | 0.47 | 0.33 | 0.53 | 0.34 | 0.43 | 0.30 | 0.34 | 0.49 | 0.41 | 0.42 | 0.60 |
WMT | 0.42 | 0.31 | 0.30 | 0.34 | 0.23 | 0.39 | 1.00 | 0.29 | 0.34 | 0.54 | 0.34 | 0.44 | 0.21 | 0.48 | 0.42 | 0.32 | 0.28 | 0.39 | 0.46 | 0.41 | 0.43 | 0.35 | 0.42 | 0.40 | 0.41 | 0.42 | 0.36 | 0.38 | 0.41 | 0.39 | 0.35 | 0.41 | 0.45 | 0.46 | 0.42 | 0.41 | 0.44 | 0.36 | 0.46 | 0.49 | 0.49 | 0.51 | 0.55 |
ADM | 0.29 | 0.22 | 0.16 | 0.29 | 0.57 | 0.24 | 0.29 | 1.00 | 0.46 | 0.37 | 0.35 | 0.42 | 0.43 | 0.36 | 0.32 | 0.36 | 0.43 | 0.36 | 0.33 | 0.46 | 0.33 | 0.53 | 0.41 | 0.40 | 0.31 | 0.48 | 0.41 | 0.44 | 0.38 | 0.49 | 0.46 | 0.46 | 0.38 | 0.54 | 0.34 | 0.34 | 0.32 | 0.50 | 0.43 | 0.46 | 0.51 | 0.49 | 0.55 |
SCHW | 0.27 | 0.19 | 0.29 | 0.22 | 0.40 | 0.16 | 0.34 | 0.46 | 1.00 | 0.34 | 0.35 | 0.34 | 0.42 | 0.30 | 0.37 | 0.45 | 0.47 | 0.32 | 0.39 | 0.38 | 0.39 | 0.37 | 0.37 | 0.48 | 0.40 | 0.40 | 0.50 | 0.46 | 0.46 | 0.63 | 0.43 | 0.56 | 0.39 | 0.60 | 0.37 | 0.47 | 0.41 | 0.46 | 0.50 | 0.52 | 0.48 | 0.58 | 0.54 |
PEP | 0.59 | 0.43 | 0.32 | 0.40 | 0.20 | 0.60 | 0.54 | 0.37 | 0.34 | 1.00 | 0.45 | 0.61 | 0.20 | 0.70 | 0.40 | 0.28 | 0.26 | 0.42 | 0.45 | 0.44 | 0.55 | 0.37 | 0.40 | 0.29 | 0.45 | 0.40 | 0.35 | 0.44 | 0.40 | 0.30 | 0.44 | 0.35 | 0.43 | 0.43 | 0.52 | 0.41 | 0.46 | 0.37 | 0.45 | 0.59 | 0.45 | 0.49 | 0.64 |
WPC | 0.33 | 0.32 | 0.36 | 0.38 | 0.34 | 0.41 | 0.34 | 0.35 | 0.35 | 0.45 | 1.00 | 0.43 | 0.33 | 0.38 | 0.62 | 0.32 | 0.32 | 0.44 | 0.37 | 0.47 | 0.48 | 0.44 | 0.44 | 0.45 | 0.37 | 0.56 | 0.40 | 0.46 | 0.69 | 0.38 | 0.49 | 0.38 | 0.45 | 0.46 | 0.45 | 0.44 | 0.53 | 0.45 | 0.42 | 0.52 | 0.53 | 0.51 | 0.62 |
MCD | 0.46 | 0.38 | 0.38 | 0.31 | 0.30 | 0.51 | 0.44 | 0.42 | 0.34 | 0.61 | 0.43 | 1.00 | 0.30 | 0.63 | 0.33 | 0.30 | 0.36 | 0.41 | 0.35 | 0.45 | 0.52 | 0.39 | 0.39 | 0.34 | 0.43 | 0.41 | 0.38 | 0.48 | 0.36 | 0.40 | 0.49 | 0.51 | 0.45 | 0.50 | 0.54 | 0.41 | 0.47 | 0.41 | 0.46 | 0.55 | 0.53 | 0.52 | 0.67 |
BCS | 0.14 | 0.21 | 0.27 | 0.32 | 0.47 | 0.21 | 0.21 | 0.43 | 0.42 | 0.20 | 0.33 | 0.30 | 1.00 | 0.24 | 0.34 | 0.46 | 0.78 | 0.42 | 0.40 | 0.45 | 0.32 | 0.56 | 0.44 | 0.56 | 0.45 | 0.48 | 0.45 | 0.49 | 0.51 | 0.70 | 0.46 | 0.66 | 0.42 | 0.56 | 0.48 | 0.53 | 0.47 | 0.73 | 0.55 | 0.41 | 0.50 | 0.63 | 0.54 |
PG | 0.54 | 0.48 | 0.31 | 0.44 | 0.19 | 0.59 | 0.48 | 0.36 | 0.30 | 0.70 | 0.38 | 0.63 | 0.24 | 1.00 | 0.36 | 0.25 | 0.33 | 0.48 | 0.42 | 0.48 | 0.56 | 0.41 | 0.45 | 0.27 | 0.44 | 0.45 | 0.39 | 0.49 | 0.40 | 0.32 | 0.51 | 0.39 | 0.56 | 0.46 | 0.58 | 0.46 | 0.47 | 0.41 | 0.43 | 0.55 | 0.53 | 0.49 | 0.65 |
ESS | 0.24 | 0.24 | 0.43 | 0.38 | 0.25 | 0.41 | 0.42 | 0.32 | 0.37 | 0.40 | 0.62 | 0.33 | 0.34 | 0.36 | 1.00 | 0.41 | 0.36 | 0.51 | 0.50 | 0.39 | 0.54 | 0.40 | 0.47 | 0.50 | 0.52 | 0.52 | 0.44 | 0.44 | 0.69 | 0.46 | 0.51 | 0.42 | 0.54 | 0.44 | 0.55 | 0.55 | 0.61 | 0.49 | 0.54 | 0.56 | 0.55 | 0.62 | 0.62 |
TER | 0.07 | 0.21 | 0.25 | 0.12 | 0.37 | 0.23 | 0.32 | 0.36 | 0.45 | 0.28 | 0.32 | 0.30 | 0.46 | 0.25 | 0.41 | 1.00 | 0.49 | 0.37 | 0.51 | 0.44 | 0.38 | 0.47 | 0.54 | 0.63 | 0.64 | 0.43 | 0.83 | 0.58 | 0.49 | 0.51 | 0.53 | 0.52 | 0.54 | 0.43 | 0.50 | 0.60 | 0.60 | 0.70 | 0.76 | 0.58 | 0.62 | 0.77 | 0.58 |
BBVA | 0.18 | 0.24 | 0.30 | 0.35 | 0.44 | 0.28 | 0.28 | 0.43 | 0.47 | 0.26 | 0.32 | 0.36 | 0.78 | 0.33 | 0.36 | 0.49 | 1.00 | 0.43 | 0.41 | 0.46 | 0.36 | 0.52 | 0.46 | 0.50 | 0.51 | 0.45 | 0.48 | 0.54 | 0.46 | 0.65 | 0.50 | 0.66 | 0.49 | 0.59 | 0.53 | 0.51 | 0.48 | 0.72 | 0.60 | 0.48 | 0.56 | 0.66 | 0.58 |
MDT | 0.30 | 0.42 | 0.32 | 0.35 | 0.28 | 0.42 | 0.39 | 0.36 | 0.32 | 0.42 | 0.44 | 0.41 | 0.42 | 0.48 | 0.51 | 0.37 | 0.43 | 1.00 | 0.39 | 0.42 | 0.43 | 0.43 | 0.53 | 0.46 | 0.47 | 0.55 | 0.42 | 0.47 | 0.49 | 0.51 | 0.42 | 0.48 | 0.68 | 0.51 | 0.68 | 0.55 | 0.54 | 0.51 | 0.54 | 0.56 | 0.53 | 0.62 | 0.62 |
LOW | 0.28 | 0.23 | 0.25 | 0.34 | 0.26 | 0.34 | 0.46 | 0.33 | 0.39 | 0.45 | 0.37 | 0.35 | 0.40 | 0.42 | 0.50 | 0.51 | 0.41 | 0.39 | 1.00 | 0.47 | 0.48 | 0.44 | 0.55 | 0.60 | 0.54 | 0.48 | 0.53 | 0.45 | 0.56 | 0.53 | 0.50 | 0.47 | 0.51 | 0.47 | 0.53 | 0.64 | 0.62 | 0.51 | 0.61 | 0.58 | 0.62 | 0.68 | 0.62 |
IBM | 0.33 | 0.33 | 0.26 | 0.44 | 0.42 | 0.48 | 0.41 | 0.46 | 0.38 | 0.44 | 0.47 | 0.45 | 0.45 | 0.48 | 0.39 | 0.44 | 0.46 | 0.42 | 0.47 | 1.00 | 0.47 | 0.51 | 0.51 | 0.46 | 0.46 | 0.56 | 0.52 | 0.48 | 0.50 | 0.50 | 0.48 | 0.52 | 0.46 | 0.56 | 0.50 | 0.46 | 0.49 | 0.51 | 0.53 | 0.56 | 0.59 | 0.59 | 0.66 |
NEE | 0.40 | 0.27 | 0.44 | 0.38 | 0.27 | 0.44 | 0.43 | 0.33 | 0.39 | 0.55 | 0.48 | 0.52 | 0.32 | 0.56 | 0.54 | 0.38 | 0.36 | 0.43 | 0.48 | 0.47 | 1.00 | 0.49 | 0.43 | 0.40 | 0.54 | 0.58 | 0.43 | 0.54 | 0.53 | 0.40 | 0.55 | 0.43 | 0.53 | 0.51 | 0.57 | 0.52 | 0.63 | 0.48 | 0.56 | 0.63 | 0.56 | 0.62 | 0.72 |
ENB | 0.29 | 0.32 | 0.26 | 0.36 | 0.69 | 0.29 | 0.35 | 0.53 | 0.37 | 0.37 | 0.44 | 0.39 | 0.56 | 0.41 | 0.40 | 0.47 | 0.52 | 0.43 | 0.44 | 0.51 | 0.49 | 1.00 | 0.50 | 0.57 | 0.44 | 0.59 | 0.50 | 0.57 | 0.53 | 0.55 | 0.54 | 0.54 | 0.52 | 0.55 | 0.49 | 0.53 | 0.51 | 0.72 | 0.53 | 0.48 | 0.59 | 0.65 | 0.65 |
MMM | 0.27 | 0.33 | 0.27 | 0.36 | 0.27 | 0.37 | 0.42 | 0.41 | 0.37 | 0.40 | 0.44 | 0.39 | 0.44 | 0.45 | 0.47 | 0.54 | 0.46 | 0.53 | 0.55 | 0.51 | 0.43 | 0.50 | 1.00 | 0.58 | 0.48 | 0.59 | 0.60 | 0.48 | 0.58 | 0.56 | 0.56 | 0.54 | 0.54 | 0.55 | 0.53 | 0.64 | 0.61 | 0.58 | 0.56 | 0.59 | 0.71 | 0.67 | 0.64 |
F | 0.21 | 0.19 | 0.31 | 0.26 | 0.42 | 0.23 | 0.40 | 0.40 | 0.48 | 0.29 | 0.45 | 0.34 | 0.56 | 0.27 | 0.50 | 0.63 | 0.50 | 0.46 | 0.60 | 0.46 | 0.40 | 0.57 | 0.58 | 1.00 | 0.55 | 0.57 | 0.65 | 0.49 | 0.62 | 0.63 | 0.52 | 0.57 | 0.51 | 0.55 | 0.48 | 0.68 | 0.59 | 0.67 | 0.69 | 0.57 | 0.62 | 0.77 | 0.62 |
MSFT | 0.18 | 0.20 | 0.38 | 0.29 | 0.32 | 0.36 | 0.41 | 0.31 | 0.40 | 0.45 | 0.37 | 0.43 | 0.45 | 0.44 | 0.52 | 0.64 | 0.51 | 0.47 | 0.54 | 0.46 | 0.54 | 0.44 | 0.48 | 0.55 | 1.00 | 0.45 | 0.68 | 0.56 | 0.50 | 0.49 | 0.50 | 0.47 | 0.57 | 0.45 | 0.58 | 0.56 | 0.67 | 0.65 | 0.87 | 0.67 | 0.56 | 0.82 | 0.66 |
UGI | 0.35 | 0.32 | 0.36 | 0.44 | 0.42 | 0.41 | 0.42 | 0.48 | 0.40 | 0.40 | 0.56 | 0.41 | 0.48 | 0.45 | 0.52 | 0.43 | 0.45 | 0.55 | 0.48 | 0.56 | 0.58 | 0.59 | 0.59 | 0.57 | 0.45 | 1.00 | 0.47 | 0.49 | 0.58 | 0.55 | 0.54 | 0.50 | 0.55 | 0.56 | 0.52 | 0.55 | 0.56 | 0.57 | 0.52 | 0.57 | 0.64 | 0.64 | 0.68 |
TXN | 0.12 | 0.27 | 0.31 | 0.27 | 0.37 | 0.28 | 0.36 | 0.41 | 0.50 | 0.35 | 0.40 | 0.38 | 0.45 | 0.39 | 0.44 | 0.83 | 0.48 | 0.42 | 0.53 | 0.52 | 0.43 | 0.50 | 0.60 | 0.65 | 0.68 | 0.47 | 1.00 | 0.55 | 0.55 | 0.53 | 0.55 | 0.54 | 0.56 | 0.50 | 0.55 | 0.59 | 0.61 | 0.68 | 0.78 | 0.70 | 0.67 | 0.80 | 0.65 |
LIN | 0.28 | 0.31 | 0.34 | 0.26 | 0.44 | 0.36 | 0.38 | 0.44 | 0.46 | 0.44 | 0.46 | 0.48 | 0.49 | 0.49 | 0.44 | 0.58 | 0.54 | 0.47 | 0.45 | 0.48 | 0.54 | 0.57 | 0.48 | 0.49 | 0.56 | 0.49 | 0.55 | 1.00 | 0.50 | 0.51 | 0.75 | 0.58 | 0.59 | 0.57 | 0.56 | 0.65 | 0.61 | 0.70 | 0.63 | 0.61 | 0.64 | 0.71 | 0.70 |
FRT | 0.32 | 0.31 | 0.35 | 0.39 | 0.38 | 0.37 | 0.41 | 0.38 | 0.46 | 0.40 | 0.69 | 0.36 | 0.51 | 0.40 | 0.69 | 0.49 | 0.46 | 0.49 | 0.56 | 0.50 | 0.53 | 0.53 | 0.58 | 0.62 | 0.50 | 0.58 | 0.55 | 0.50 | 1.00 | 0.57 | 0.55 | 0.55 | 0.54 | 0.56 | 0.52 | 0.62 | 0.63 | 0.63 | 0.58 | 0.59 | 0.66 | 0.70 | 0.68 |
BAC | 0.27 | 0.26 | 0.33 | 0.38 | 0.46 | 0.28 | 0.39 | 0.49 | 0.63 | 0.30 | 0.38 | 0.40 | 0.70 | 0.32 | 0.46 | 0.51 | 0.65 | 0.51 | 0.53 | 0.50 | 0.40 | 0.55 | 0.56 | 0.63 | 0.49 | 0.55 | 0.53 | 0.51 | 0.57 | 1.00 | 0.51 | 0.86 | 0.49 | 0.71 | 0.52 | 0.64 | 0.53 | 0.66 | 0.61 | 0.54 | 0.65 | 0.73 | 0.66 |
APD | 0.28 | 0.31 | 0.35 | 0.33 | 0.43 | 0.37 | 0.35 | 0.46 | 0.43 | 0.44 | 0.49 | 0.49 | 0.46 | 0.51 | 0.51 | 0.53 | 0.50 | 0.42 | 0.50 | 0.48 | 0.55 | 0.54 | 0.56 | 0.52 | 0.50 | 0.54 | 0.55 | 0.75 | 0.55 | 0.51 | 1.00 | 0.58 | 0.57 | 0.61 | 0.55 | 0.64 | 0.60 | 0.65 | 0.59 | 0.65 | 0.70 | 0.70 | 0.73 |
JPM | 0.31 | 0.36 | 0.38 | 0.38 | 0.46 | 0.33 | 0.41 | 0.46 | 0.56 | 0.35 | 0.38 | 0.51 | 0.66 | 0.39 | 0.42 | 0.52 | 0.66 | 0.48 | 0.47 | 0.52 | 0.43 | 0.54 | 0.54 | 0.57 | 0.47 | 0.50 | 0.54 | 0.58 | 0.55 | 0.86 | 0.58 | 1.00 | 0.54 | 0.72 | 0.56 | 0.63 | 0.52 | 0.65 | 0.59 | 0.54 | 0.66 | 0.71 | 0.69 |
SYK | 0.31 | 0.48 | 0.39 | 0.35 | 0.33 | 0.47 | 0.45 | 0.38 | 0.39 | 0.43 | 0.45 | 0.45 | 0.42 | 0.56 | 0.54 | 0.54 | 0.49 | 0.68 | 0.51 | 0.46 | 0.53 | 0.52 | 0.54 | 0.51 | 0.57 | 0.55 | 0.56 | 0.59 | 0.54 | 0.49 | 0.57 | 0.54 | 1.00 | 0.51 | 0.74 | 0.64 | 0.68 | 0.61 | 0.65 | 0.60 | 0.64 | 0.73 | 0.70 |
AFL | 0.41 | 0.35 | 0.36 | 0.36 | 0.49 | 0.33 | 0.46 | 0.54 | 0.60 | 0.43 | 0.46 | 0.50 | 0.56 | 0.46 | 0.44 | 0.43 | 0.59 | 0.51 | 0.47 | 0.56 | 0.51 | 0.55 | 0.55 | 0.55 | 0.45 | 0.56 | 0.50 | 0.57 | 0.56 | 0.71 | 0.61 | 0.72 | 0.51 | 1.00 | 0.51 | 0.61 | 0.53 | 0.59 | 0.56 | 0.62 | 0.64 | 0.68 | 0.74 |
ABT | 0.36 | 0.44 | 0.43 | 0.43 | 0.24 | 0.53 | 0.42 | 0.34 | 0.37 | 0.52 | 0.45 | 0.54 | 0.48 | 0.58 | 0.55 | 0.50 | 0.53 | 0.68 | 0.53 | 0.50 | 0.57 | 0.49 | 0.53 | 0.48 | 0.58 | 0.52 | 0.55 | 0.56 | 0.52 | 0.52 | 0.55 | 0.56 | 0.74 | 0.51 | 1.00 | 0.61 | 0.63 | 0.59 | 0.63 | 0.67 | 0.61 | 0.70 | 0.72 |
PPG | 0.29 | 0.33 | 0.35 | 0.33 | 0.32 | 0.34 | 0.41 | 0.34 | 0.47 | 0.41 | 0.44 | 0.41 | 0.53 | 0.46 | 0.55 | 0.60 | 0.51 | 0.55 | 0.64 | 0.46 | 0.52 | 0.53 | 0.64 | 0.68 | 0.56 | 0.55 | 0.59 | 0.65 | 0.62 | 0.64 | 0.64 | 0.63 | 0.64 | 0.61 | 0.61 | 1.00 | 0.65 | 0.68 | 0.66 | 0.64 | 0.70 | 0.77 | 0.71 |
SPGI | 0.24 | 0.27 | 0.42 | 0.32 | 0.29 | 0.43 | 0.44 | 0.32 | 0.41 | 0.46 | 0.53 | 0.47 | 0.47 | 0.47 | 0.61 | 0.60 | 0.48 | 0.54 | 0.62 | 0.49 | 0.63 | 0.51 | 0.61 | 0.59 | 0.67 | 0.56 | 0.61 | 0.61 | 0.63 | 0.53 | 0.60 | 0.52 | 0.68 | 0.53 | 0.63 | 0.65 | 1.00 | 0.65 | 0.73 | 0.67 | 0.70 | 0.80 | 0.76 |
VXUS | 0.18 | 0.26 | 0.33 | 0.32 | 0.52 | 0.30 | 0.36 | 0.50 | 0.46 | 0.37 | 0.45 | 0.41 | 0.73 | 0.41 | 0.49 | 0.70 | 0.72 | 0.51 | 0.51 | 0.51 | 0.48 | 0.72 | 0.58 | 0.67 | 0.65 | 0.57 | 0.68 | 0.70 | 0.63 | 0.66 | 0.65 | 0.65 | 0.61 | 0.59 | 0.59 | 0.68 | 0.65 | 1.00 | 0.75 | 0.63 | 0.68 | 0.83 | 0.71 |
JEPQ | 0.21 | 0.26 | 0.39 | 0.30 | 0.38 | 0.34 | 0.46 | 0.43 | 0.50 | 0.45 | 0.42 | 0.46 | 0.55 | 0.43 | 0.54 | 0.76 | 0.60 | 0.54 | 0.61 | 0.53 | 0.56 | 0.53 | 0.56 | 0.69 | 0.87 | 0.52 | 0.78 | 0.63 | 0.58 | 0.61 | 0.59 | 0.59 | 0.65 | 0.56 | 0.63 | 0.66 | 0.73 | 0.75 | 1.00 | 0.71 | 0.65 | 0.93 | 0.77 |
ADP | 0.37 | 0.38 | 0.41 | 0.38 | 0.32 | 0.49 | 0.49 | 0.46 | 0.52 | 0.59 | 0.52 | 0.55 | 0.41 | 0.55 | 0.56 | 0.58 | 0.48 | 0.56 | 0.58 | 0.56 | 0.63 | 0.48 | 0.59 | 0.57 | 0.67 | 0.57 | 0.70 | 0.61 | 0.59 | 0.54 | 0.65 | 0.54 | 0.60 | 0.62 | 0.67 | 0.64 | 0.67 | 0.63 | 0.71 | 1.00 | 0.67 | 0.78 | 0.81 |
ITW | 0.33 | 0.30 | 0.36 | 0.36 | 0.43 | 0.41 | 0.49 | 0.51 | 0.48 | 0.45 | 0.53 | 0.53 | 0.50 | 0.53 | 0.55 | 0.62 | 0.56 | 0.53 | 0.62 | 0.59 | 0.56 | 0.59 | 0.71 | 0.62 | 0.56 | 0.64 | 0.67 | 0.64 | 0.66 | 0.65 | 0.70 | 0.66 | 0.64 | 0.64 | 0.61 | 0.70 | 0.70 | 0.68 | 0.65 | 0.67 | 1.00 | 0.77 | 0.76 |
VTI | 0.27 | 0.33 | 0.44 | 0.38 | 0.50 | 0.42 | 0.51 | 0.49 | 0.58 | 0.49 | 0.51 | 0.52 | 0.63 | 0.49 | 0.62 | 0.77 | 0.66 | 0.62 | 0.68 | 0.59 | 0.62 | 0.65 | 0.67 | 0.77 | 0.82 | 0.64 | 0.80 | 0.71 | 0.70 | 0.73 | 0.70 | 0.71 | 0.73 | 0.68 | 0.70 | 0.77 | 0.80 | 0.83 | 0.93 | 0.78 | 0.77 | 1.00 | 0.86 |
JEPI | 0.48 | 0.49 | 0.47 | 0.48 | 0.47 | 0.60 | 0.55 | 0.55 | 0.54 | 0.64 | 0.62 | 0.67 | 0.54 | 0.65 | 0.62 | 0.58 | 0.58 | 0.62 | 0.62 | 0.66 | 0.72 | 0.65 | 0.64 | 0.62 | 0.66 | 0.68 | 0.65 | 0.70 | 0.68 | 0.66 | 0.73 | 0.69 | 0.70 | 0.74 | 0.72 | 0.71 | 0.76 | 0.71 | 0.77 | 0.81 | 0.76 | 0.86 | 1.00 |
Dividend yield
IDC-4-7-22 granted a 4.74% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
IDC-4-7-22 | 4.74% | 3.13% | 2.52% | 2.93% | 2.82% | 3.27% | 2.83% | 3.29% | 3.47% | 3.14% | 3.27% | 3.68% |
Portfolio components: | ||||||||||||
VZ | 10.86% | 6.74% | 5.29% | 4.79% | 4.69% | 5.23% | 5.69% | 5.79% | 6.81% | 6.82% | 6.58% | 7.57% |
SCHW | 2.54% | 1.02% | 0.87% | 1.40% | 1.50% | 1.18% | 0.67% | 0.74% | 0.80% | 0.88% | 1.03% | 1.88% |
BAC Bank of America Corporation | 4.68% | 2.61% | 1.81% | 2.49% | 2.02% | 2.42% | 1.48% | 1.29% | 1.38% | 0.79% | 0.30% | 0.41% |
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 10.62% | 6.59% | 3.15% | 4.09% | 6.38% | 7.32% | 5.29% | 8.48% | 6.45% | 8.87% | 7.21% | 9.62% |
BCS Barclays PLC | 7.32% | 4.14% | 1.71% | 4.23% | 4.23% | 3.78% | 1.69% | 2.83% | 3.79% | 3.65% | 2.90% | 3.08% |
ADM Archer-Daniels-Midland Company | 3.54% | 1.74% | 2.26% | 3.02% | 3.30% | 3.69% | 3.72% | 3.15% | 3.78% | 2.34% | 2.27% | 3.38% |
NEE | 3.61% | 2.06% | 1.71% | 1.91% | 2.22% | 2.82% | 2.85% | 3.39% | 3.55% | 3.37% | 3.93% | 4.57% |
MDT | 4.05% | 3.46% | 2.48% | 2.07% | 2.03% | 2.39% | 2.54% | 2.72% | 2.23% | 2.00% | 2.36% | 3.88% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 12.81% | 9.91% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
FRT Federal Realty Investment Trust | 7.35% | 4.30% | 3.30% | 5.42% | 3.69% | 4.05% | 3.65% | 3.41% | 3.21% | 3.28% | 4.06% | 3.83% |
MMM | 9.50% | 5.11% | 3.57% | 3.72% | 3.75% | 3.39% | 2.43% | 3.10% | 3.48% | 2.73% | 2.44% | 3.50% |
VTI | 1.90% | 1.67% | 1.24% | 1.47% | 1.87% | 2.19% | 1.87% | 2.14% | 2.25% | 2.04% | 2.06% | 2.57% |
JPM | 4.36% | 3.03% | 2.45% | 3.04% | 2.63% | 2.91% | 2.24% | 2.56% | 3.14% | 3.16% | 3.03% | 3.50% |
IBM International Business Machines Corporation | 7.63% | 4.80% | 5.10% | 5.84% | 5.71% | 6.81% | 5.01% | 4.48% | 5.10% | 3.84% | 2.93% | 2.61% |
SPGI | 1.39% | 1.00% | 0.66% | 0.83% | 0.86% | 1.23% | 1.02% | 1.42% | 1.44% | 1.47% | 1.59% | 7.28% |
PPG | 2.71% | 1.94% | 1.35% | 1.52% | 1.58% | 1.97% | 1.60% | 1.84% | 1.62% | 1.30% | 1.49% | 2.04% |
WMT | 2.29% | 1.59% | 1.56% | 1.56% | 1.89% | 2.41% | 2.28% | 3.28% | 3.73% | 2.68% | 2.93% | 2.93% |
PG | 3.80% | 2.41% | 2.16% | 2.38% | 2.58% | 3.46% | 3.46% | 3.80% | 4.10% | 3.55% | 3.83% | 4.42% |
ENB Enbridge Inc. | 10.96% | 7.01% | 7.63% | 8.88% | 7.04% | 7.02% | 6.67% | 5.58% | 6.94% | 3.93% | 4.63% | 4.39% |
F Ford Motor Company | 11.78% | 4.41% | 0.51% | 1.81% | 6.96% | 11.16% | 6.43% | 9.20% | 6.17% | 4.86% | 3.70% | 2.26% |
JEPI JPMorgan Equity Premium Income ETF | 15.68% | 12.13% | 7.66% | 7.22% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JNJ | 4.38% | 2.56% | 2.55% | 2.70% | 2.82% | 3.09% | 2.75% | 3.25% | 3.51% | 3.32% | 3.66% | 4.56% |
TXN | 4.08% | 2.88% | 2.33% | 2.42% | 2.75% | 3.15% | 2.35% | 2.67% | 3.12% | 2.91% | 3.14% | 3.09% |
AFL Aflac Incorporated | 3.77% | 2.25% | 2.35% | 2.68% | 2.23% | 2.55% | 2.27% | 2.79% | 3.16% | 3.02% | 2.68% | 3.26% |
CME CME Group Inc. | 5.33% | 5.09% | 3.16% | 3.52% | 3.08% | 2.79% | 4.98% | 6.06% | 7.04% | 6.00% | 8.05% | 11.08% |
LIN | 2.03% | 1.45% | 1.25% | 1.52% | 1.74% | 2.27% | 2.24% | 2.88% | 3.23% | 2.38% | 2.23% | 2.48% |
TER | 0.64% | 0.50% | 0.25% | 0.34% | 0.54% | 1.17% | 0.69% | 0.98% | 1.22% | 0.97% | 0.00% | 0.00% |
ESS Essex Property Trust, Inc. | 6.02% | 4.20% | 2.48% | 3.76% | 2.89% | 3.47% | 3.43% | 3.35% | 3.01% | 3.17% | 4.45% | 4.09% |
ABT Abbott Laboratories | 2.82% | 1.73% | 1.31% | 1.37% | 1.56% | 1.67% | 2.04% | 3.04% | 2.46% | 2.29% | 1.75% | 3.73% |
ADP Automatic Data Processing, Inc. | 2.65% | 1.84% | 1.59% | 2.17% | 2.06% | 2.33% | 2.23% | 2.39% | 2.76% | 2.53% | 2.72% | 3.60% |
CVX Chevron Corporation | 5.72% | 3.22% | 4.78% | 6.79% | 4.64% | 5.03% | 4.38% | 4.81% | 6.55% | 5.40% | 4.66% | 5.00% |
WPC | 7.67% | 5.50% | 5.48% | 6.68% | 6.23% | 7.93% | 7.86% | 9.55% | 9.91% | 8.55% | 9.80% | 8.49% |
VXUS | 3.12% | 3.10% | 3.20% | 2.28% | 3.34% | 3.58% | 3.17% | 3.50% | 3.48% | 4.30% | 3.52% | 3.98% |
CAG Conagra Brands, Inc. | 5.65% | 3.38% | 3.63% | 2.75% | 2.78% | 4.61% | 2.59% | 2.38% | 2.94% | 3.50% | 3.89% | 4.44% |
ITW Illinois Tool Works Inc. | 2.87% | 2.31% | 1.97% | 2.28% | 2.49% | 3.12% | 1.95% | 2.27% | 2.65% | 2.32% | 2.36% | 3.08% |
LOW | 2.84% | 1.88% | 1.11% | 1.46% | 1.83% | 2.09% | 1.80% | 1.99% | 1.54% | 1.38% | 1.62% | 2.03% |
PEP | 3.81% | 2.52% | 2.53% | 2.89% | 3.04% | 3.66% | 3.08% | 3.39% | 3.41% | 3.40% | 3.52% | 4.17% |
ABBV AbbVie Inc. | 6.44% | 3.56% | 4.07% | 4.89% | 5.66% | 4.82% | 3.40% | 4.85% | 4.72% | 3.62% | 4.47% | 0.00% |
UGI | 6.43% | 3.88% | 3.12% | 4.07% | 3.02% | 2.23% | 2.48% | 2.46% | 3.28% | 2.73% | 3.49% | 4.36% |
APD Air Products and Chemicals, Inc. | 3.56% | 2.12% | 2.04% | 2.07% | 2.13% | 3.03% | 2.62% | 2.67% | 2.96% | 2.60% | 3.17% | 3.91% |
MCD | 3.02% | 2.16% | 2.01% | 2.47% | 2.58% | 2.61% | 2.52% | 3.44% | 3.49% | 4.33% | 4.12% | 4.30% |
SYK | 1.29% | 1.16% | 0.98% | 0.99% | 1.06% | 1.29% | 1.20% | 1.40% | 1.66% | 1.48% | 1.64% | 1.88% |
MSFT | 1.17% | 1.06% | 0.69% | 0.96% | 1.24% | 1.78% | 1.98% | 2.58% | 2.61% | 2.85% | 3.07% | 3.79% |
Expense Ratio
The IDC-4-7-22 has an expense ratio of 0.01% 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 | |
---|---|---|---|---|---|
VZ | N/A | ||||
SCHW | N/A | ||||
BAC Bank of America Corporation | -0.78 | ||||
BBVA Banco Bilbao Vizcaya Argentaria, S.A. | 0.89 | ||||
BCS Barclays PLC | -0.22 | ||||
ADM Archer-Daniels-Midland Company | -0.71 | ||||
NEE | N/A | ||||
MDT | N/A | ||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.49 | ||||
FRT Federal Realty Investment Trust | -0.74 | ||||
MMM | N/A | ||||
VTI | N/A | ||||
JPM | N/A | ||||
IBM International Business Machines Corporation | -0.08 | ||||
SPGI | N/A | ||||
PPG | N/A | ||||
WMT | N/A | ||||
PG | N/A | ||||
ENB Enbridge Inc. | -0.69 | ||||
F Ford Motor Company | -0.07 | ||||
JEPI JPMorgan Equity Premium Income ETF | 0.35 | ||||
JNJ | N/A | ||||
TXN | N/A | ||||
AFL Aflac Incorporated | 0.41 | ||||
CME CME Group Inc. | -0.24 | ||||
LIN | N/A | ||||
TER | N/A | ||||
ESS Essex Property Trust, Inc. | -0.72 | ||||
ABT Abbott Laboratories | -0.44 | ||||
ADP Automatic Data Processing, Inc. | -0.13 | ||||
CVX Chevron Corporation | -0.32 | ||||
WPC | N/A | ||||
VXUS | N/A | ||||
CAG Conagra Brands, Inc. | 0.43 | ||||
ITW Illinois Tool Works Inc. | 0.37 | ||||
LOW | N/A | ||||
PEP | N/A | ||||
ABBV AbbVie Inc. | -0.26 | ||||
UGI | N/A | ||||
APD Air Products and Chemicals, Inc. | 0.51 | ||||
MCD | N/A | ||||
SYK | N/A | ||||
MSFT | N/A |
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 IDC-4-7-22. 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 IDC-4-7-22 is 14.70%, recorded on Sep 30, 2022. It took 39 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.7% | Aug 17, 2022 | 32 | Sep 30, 2022 | 39 | Nov 25, 2022 | 71 |
-11.74% | May 5, 2022 | 31 | Jun 17, 2022 | 38 | Aug 12, 2022 | 69 |
-6.68% | Feb 3, 2023 | 25 | Mar 10, 2023 | — | — | — |
-4.28% | Dec 14, 2022 | 10 | Dec 28, 2022 | 9 | Jan 11, 2023 | 19 |
-3.03% | Jan 17, 2023 | 3 | Jan 19, 2023 | 9 | Feb 1, 2023 | 12 |
Volatility Chart
The current IDC-4-7-22 volatility is 3.16%, 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.