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IDC-4-7-22

Last updated Jun 2, 2023

Asset Allocation


APD 3.9%MCD 3.9%SYK 3.9%MSFT 3.9%UGI 3.4%LOW 3.3%PEP 3.3%ABBV 3.3%WPC 3.1%VXUS 3.1%CAG 3.1%ITW 3.1%ADP 3%CVX 3%ESS 2.9%ABT 2.9%TER 2.8%AFL 2.7%CME 2.7%LIN 2.7%TXN 2.5%JEPI 2.3%JNJ 2.3%F 2.2%WMT 2.1%PG 2.1%ENB 2.1%SPGI 1.9%PPG 1.9%JPM 1.8%IBM 1.8%VTI 1.7%FRT 1.4%MMM 1.4%JEPQ 1.2%ADM 1.1%NEE 1.1%MDT 1.1%BBVA 1%BCS 1%BAC 0.8%SCHW 0.7%VZ 0.5%EquityEquity

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


-6.00%-4.00%-2.00%0.00%2.00%4.00%6.00%2023FebruaryMarchAprilMayJune
-1.80%
5.56%
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark2.46%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%
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%

Asset Correlations Table

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

CAGABBVCMEVZCVXJNJWMTADMSCHWPEPWPCMCDBCSPGESSTERBBVAMDTLOWIBMNEEENBMMMFMSFTUGITXNLINFRTBACAPDJPMSYKAFLABTPPGSPGIVXUSJEPQADPITWVTIJEPI
CAG1.000.380.230.380.180.480.420.290.270.590.330.460.140.540.240.070.180.300.280.330.400.290.270.210.180.350.120.280.320.270.280.310.310.410.360.290.240.180.210.370.330.270.48
ABBV0.381.000.250.300.260.570.310.220.190.430.320.380.210.480.240.210.240.420.230.330.270.320.330.190.200.320.270.310.310.260.310.360.480.350.440.330.270.260.260.380.300.330.49
CME0.230.251.000.270.150.290.300.160.290.320.360.380.270.310.430.250.300.320.250.260.440.260.270.310.380.360.310.340.350.330.350.380.390.360.430.350.420.330.390.410.360.440.47
VZ0.380.300.271.000.230.440.340.290.220.400.380.310.320.440.380.120.350.350.340.440.380.360.360.260.290.440.270.260.390.380.330.380.350.360.430.330.320.320.300.380.360.380.48
CVX0.180.260.150.231.000.180.230.570.400.200.340.300.470.190.250.370.440.280.260.420.270.690.270.420.320.420.370.440.380.460.430.460.330.490.240.320.290.520.380.320.430.500.47
JNJ0.480.570.290.440.181.000.390.240.160.600.410.510.210.590.410.230.280.420.340.480.440.290.370.230.360.410.280.360.370.280.370.330.470.330.530.340.430.300.340.490.410.420.60
WMT0.420.310.300.340.230.391.000.290.340.540.340.440.210.480.420.320.280.390.460.410.430.350.420.400.410.420.360.380.410.390.350.410.450.460.420.410.440.360.460.490.490.510.55
ADM0.290.220.160.290.570.240.291.000.460.370.350.420.430.360.320.360.430.360.330.460.330.530.410.400.310.480.410.440.380.490.460.460.380.540.340.340.320.500.430.460.510.490.55
SCHW0.270.190.290.220.400.160.340.461.000.340.350.340.420.300.370.450.470.320.390.380.390.370.370.480.400.400.500.460.460.630.430.560.390.600.370.470.410.460.500.520.480.580.54
PEP0.590.430.320.400.200.600.540.370.341.000.450.610.200.700.400.280.260.420.450.440.550.370.400.290.450.400.350.440.400.300.440.350.430.430.520.410.460.370.450.590.450.490.64
WPC0.330.320.360.380.340.410.340.350.350.451.000.430.330.380.620.320.320.440.370.470.480.440.440.450.370.560.400.460.690.380.490.380.450.460.450.440.530.450.420.520.530.510.62
MCD0.460.380.380.310.300.510.440.420.340.610.431.000.300.630.330.300.360.410.350.450.520.390.390.340.430.410.380.480.360.400.490.510.450.500.540.410.470.410.460.550.530.520.67
BCS0.140.210.270.320.470.210.210.430.420.200.330.301.000.240.340.460.780.420.400.450.320.560.440.560.450.480.450.490.510.700.460.660.420.560.480.530.470.730.550.410.500.630.54
PG0.540.480.310.440.190.590.480.360.300.700.380.630.241.000.360.250.330.480.420.480.560.410.450.270.440.450.390.490.400.320.510.390.560.460.580.460.470.410.430.550.530.490.65
ESS0.240.240.430.380.250.410.420.320.370.400.620.330.340.361.000.410.360.510.500.390.540.400.470.500.520.520.440.440.690.460.510.420.540.440.550.550.610.490.540.560.550.620.62
TER0.070.210.250.120.370.230.320.360.450.280.320.300.460.250.411.000.490.370.510.440.380.470.540.630.640.430.830.580.490.510.530.520.540.430.500.600.600.700.760.580.620.770.58
BBVA0.180.240.300.350.440.280.280.430.470.260.320.360.780.330.360.491.000.430.410.460.360.520.460.500.510.450.480.540.460.650.500.660.490.590.530.510.480.720.600.480.560.660.58
MDT0.300.420.320.350.280.420.390.360.320.420.440.410.420.480.510.370.431.000.390.420.430.430.530.460.470.550.420.470.490.510.420.480.680.510.680.550.540.510.540.560.530.620.62
LOW0.280.230.250.340.260.340.460.330.390.450.370.350.400.420.500.510.410.391.000.470.480.440.550.600.540.480.530.450.560.530.500.470.510.470.530.640.620.510.610.580.620.680.62
IBM0.330.330.260.440.420.480.410.460.380.440.470.450.450.480.390.440.460.420.471.000.470.510.510.460.460.560.520.480.500.500.480.520.460.560.500.460.490.510.530.560.590.590.66
NEE0.400.270.440.380.270.440.430.330.390.550.480.520.320.560.540.380.360.430.480.471.000.490.430.400.540.580.430.540.530.400.550.430.530.510.570.520.630.480.560.630.560.620.72
ENB0.290.320.260.360.690.290.350.530.370.370.440.390.560.410.400.470.520.430.440.510.491.000.500.570.440.590.500.570.530.550.540.540.520.550.490.530.510.720.530.480.590.650.65
MMM0.270.330.270.360.270.370.420.410.370.400.440.390.440.450.470.540.460.530.550.510.430.501.000.580.480.590.600.480.580.560.560.540.540.550.530.640.610.580.560.590.710.670.64
F0.210.190.310.260.420.230.400.400.480.290.450.340.560.270.500.630.500.460.600.460.400.570.581.000.550.570.650.490.620.630.520.570.510.550.480.680.590.670.690.570.620.770.62
MSFT0.180.200.380.290.320.360.410.310.400.450.370.430.450.440.520.640.510.470.540.460.540.440.480.551.000.450.680.560.500.490.500.470.570.450.580.560.670.650.870.670.560.820.66
UGI0.350.320.360.440.420.410.420.480.400.400.560.410.480.450.520.430.450.550.480.560.580.590.590.570.451.000.470.490.580.550.540.500.550.560.520.550.560.570.520.570.640.640.68
TXN0.120.270.310.270.370.280.360.410.500.350.400.380.450.390.440.830.480.420.530.520.430.500.600.650.680.471.000.550.550.530.550.540.560.500.550.590.610.680.780.700.670.800.65
LIN0.280.310.340.260.440.360.380.440.460.440.460.480.490.490.440.580.540.470.450.480.540.570.480.490.560.490.551.000.500.510.750.580.590.570.560.650.610.700.630.610.640.710.70
FRT0.320.310.350.390.380.370.410.380.460.400.690.360.510.400.690.490.460.490.560.500.530.530.580.620.500.580.550.501.000.570.550.550.540.560.520.620.630.630.580.590.660.700.68
BAC0.270.260.330.380.460.280.390.490.630.300.380.400.700.320.460.510.650.510.530.500.400.550.560.630.490.550.530.510.571.000.510.860.490.710.520.640.530.660.610.540.650.730.66
APD0.280.310.350.330.430.370.350.460.430.440.490.490.460.510.510.530.500.420.500.480.550.540.560.520.500.540.550.750.550.511.000.580.570.610.550.640.600.650.590.650.700.700.73
JPM0.310.360.380.380.460.330.410.460.560.350.380.510.660.390.420.520.660.480.470.520.430.540.540.570.470.500.540.580.550.860.581.000.540.720.560.630.520.650.590.540.660.710.69
SYK0.310.480.390.350.330.470.450.380.390.430.450.450.420.560.540.540.490.680.510.460.530.520.540.510.570.550.560.590.540.490.570.541.000.510.740.640.680.610.650.600.640.730.70
AFL0.410.350.360.360.490.330.460.540.600.430.460.500.560.460.440.430.590.510.470.560.510.550.550.550.450.560.500.570.560.710.610.720.511.000.510.610.530.590.560.620.640.680.74
ABT0.360.440.430.430.240.530.420.340.370.520.450.540.480.580.550.500.530.680.530.500.570.490.530.480.580.520.550.560.520.520.550.560.740.511.000.610.630.590.630.670.610.700.72
PPG0.290.330.350.330.320.340.410.340.470.410.440.410.530.460.550.600.510.550.640.460.520.530.640.680.560.550.590.650.620.640.640.630.640.610.611.000.650.680.660.640.700.770.71
SPGI0.240.270.420.320.290.430.440.320.410.460.530.470.470.470.610.600.480.540.620.490.630.510.610.590.670.560.610.610.630.530.600.520.680.530.630.651.000.650.730.670.700.800.76
VXUS0.180.260.330.320.520.300.360.500.460.370.450.410.730.410.490.700.720.510.510.510.480.720.580.670.650.570.680.700.630.660.650.650.610.590.590.680.651.000.750.630.680.830.71
JEPQ0.210.260.390.300.380.340.460.430.500.450.420.460.550.430.540.760.600.540.610.530.560.530.560.690.870.520.780.630.580.610.590.590.650.560.630.660.730.751.000.710.650.930.77
ADP0.370.380.410.380.320.490.490.460.520.590.520.550.410.550.560.580.480.560.580.560.630.480.590.570.670.570.700.610.590.540.650.540.600.620.670.640.670.630.711.000.670.780.81
ITW0.330.300.360.360.430.410.490.510.480.450.530.530.500.530.550.620.560.530.620.590.560.590.710.620.560.640.670.640.660.650.700.660.640.640.610.700.700.680.650.671.000.770.76
VTI0.270.330.440.380.500.420.510.490.580.490.510.520.630.490.620.770.660.620.680.590.620.650.670.770.820.640.800.710.700.730.700.710.730.680.700.770.800.830.930.780.771.000.86
JEPI0.480.490.470.480.470.600.550.550.540.640.620.670.540.650.620.580.580.620.620.660.720.650.640.620.660.680.650.700.680.660.730.690.700.740.720.710.760.710.770.810.760.861.00

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 IDC-4-7-22 Sharpe ratio is 0.11. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


0.000.100.200.300.40Tue 09Thu 11Sat 13Mon 15Wed 17Fri 19May 21Tue 23Thu 25Sat 27Mon 29Wed 31Fri 02
0.11
0.14
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

Dividend yield

IDC-4-7-22 granted a 4.74% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
IDC-4-7-224.74%3.13%2.52%2.93%2.82%3.27%2.83%3.29%3.47%3.14%3.27%3.68%
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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%2023FebruaryMarchAprilMayJune
-4.41%
-1.96%
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components

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, 202232Sep 30, 202239Nov 25, 202271
-11.74%May 5, 202231Jun 17, 202238Aug 12, 202269
-6.68%Feb 3, 202325Mar 10, 2023
-4.28%Dec 14, 202210Dec 28, 20229Jan 11, 202319
-3.03%Jan 17, 20233Jan 19, 20239Feb 1, 202312

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
3.16%
3.56%
IDC-4-7-22
Benchmark (^GSPC)
Portfolio components