Roth IRA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Roth IRA, 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 Oct 13, 2020, corresponding to the inception date of QQQM
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
S&P 500 | 22.95% | 4.39% | 18.07% | 37.09% | 14.48% | 11.71% |
Roth IRA | 17.07% | 1.56% | 12.04% | 30.50% | N/A | N/A |
Portfolio components: | ||||||
AbbVie Inc. | 26.33% | -1.60% | 14.44% | 33.88% | 25.12% | 17.68% |
Vanguard Total Bond Market ETF | 3.13% | -1.65% | 6.18% | 12.05% | 0.02% | 1.51% |
Berkshire Hathaway Inc. | 30.32% | 2.08% | 13.70% | 38.39% | 17.39% | 12.86% |
Enphase Energy, Inc. | -30.65% | -20.24% | -17.08% | -7.33% | 29.98% | 20.89% |
Energy Transfer LP | 26.51% | 1.30% | 7.86% | 27.64% | 15.42% | 2.16% |
Fidelity MSCI Utilities Index ETF | 31.76% | 2.78% | 25.36% | 45.35% | 7.91% | 9.86% |
JPMorgan Equity Premium Income ETF | 14.92% | 1.94% | 11.11% | 22.57% | N/A | N/A |
Realty Income Corporation | 17.54% | 5.44% | 24.74% | 38.79% | 1.26% | 9.01% |
Invesco International Dividend Achievers™ ETF | 11.83% | 1.67% | 14.98% | 29.14% | 8.46% | 4.81% |
Invesco NASDAQ 100 ETF | 21.37% | 2.64% | 18.46% | 40.53% | N/A | N/A |
Invesco S&P 500® Equal Weight Materials ETF | 12.91% | 3.94% | 9.44% | 29.62% | 13.93% | 10.54% |
Schwab US Dividend Equity ETF | 16.66% | 3.22% | 14.10% | 29.49% | 13.48% | 12.17% |
iShares 20+ Year Treasury Bond ETF | -2.22% | -4.76% | 7.59% | 17.30% | -5.35% | -0.02% |
Vanguard FTSE All-World ex-US ETF | 12.36% | 1.12% | 10.57% | 27.77% | 7.19% | 5.70% |
Valero Energy Corporation | 7.66% | 1.92% | -16.27% | 7.56% | 13.31% | 15.49% |
Vanguard Total Stock Market ETF | 23.02% | 2.96% | 17.43% | 40.59% | 15.59% | 13.17% |
Monthly Returns
The table below presents the monthly returns of Roth IRA, 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 | 0.86% | 3.06% | 4.63% | -4.31% | 3.02% | 0.94% | 4.12% | 2.39% | 1.10% | 17.07% | |||
2023 | 4.72% | -2.72% | 2.96% | -1.23% | -2.47% | 4.16% | 4.04% | -2.19% | -2.83% | -3.83% | 7.09% | 5.34% | 12.90% |
2022 | -2.16% | -0.48% | 5.82% | -5.34% | 2.28% | -6.73% | 5.89% | -3.12% | -8.20% | 7.35% | 6.64% | -3.61% | -3.30% |
2021 | -1.13% | 5.04% | 2.72% | 4.06% | 2.17% | 0.69% | 0.85% | 2.18% | -4.51% | 6.38% | -1.91% | 5.73% | 23.97% |
2020 | -4.93% | 13.51% | 3.70% | 11.91% |
Expense Ratio
Roth IRA has an expense ratio of 0.12%, 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 rank of Roth IRA is 64, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | |
---|---|---|---|---|---|
AbbVie Inc. | 1.64 | 2.15 | 1.30 | 1.96 | 6.23 |
Vanguard Total Bond Market ETF | 2.01 | 2.97 | 1.36 | 0.68 | 8.27 |
Berkshire Hathaway Inc. | 2.73 | 3.60 | 1.47 | 3.47 | 13.74 |
Enphase Energy, Inc. | -0.40 | -0.22 | 0.98 | -0.34 | -1.41 |
Energy Transfer LP | 1.75 | 2.58 | 1.32 | 4.60 | 13.38 |
Fidelity MSCI Utilities Index ETF | 2.68 | 3.70 | 1.47 | 1.81 | 14.10 |
JPMorgan Equity Premium Income ETF | 2.77 | 3.84 | 1.54 | 3.07 | 20.57 |
Realty Income Corporation | 1.95 | 2.68 | 1.35 | 1.08 | 5.67 |
Invesco International Dividend Achievers™ ETF | 2.14 | 3.05 | 1.38 | 1.76 | 12.71 |
Invesco NASDAQ 100 ETF | 2.13 | 2.79 | 1.38 | 2.70 | 10.00 |
Invesco S&P 500® Equal Weight Materials ETF | 1.63 | 2.32 | 1.28 | 1.21 | 8.43 |
Schwab US Dividend Equity ETF | 2.34 | 3.35 | 1.41 | 2.05 | 13.15 |
iShares 20+ Year Treasury Bond ETF | 1.00 | 1.50 | 1.17 | 0.34 | 2.77 |
Vanguard FTSE All-World ex-US ETF | 2.00 | 2.82 | 1.35 | 1.43 | 13.54 |
Valero Energy Corporation | 0.18 | 0.46 | 1.05 | 0.20 | 0.39 |
Vanguard Total Stock Market ETF | 2.96 | 3.93 | 1.54 | 2.67 | 19.15 |
Dividends
Dividend yield
Roth IRA granted a 3.14% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Roth IRA | 3.14% | 3.44% | 3.68% | 2.96% | 3.20% | 2.38% | 2.45% | 2.05% | 2.25% | 2.27% | 2.03% | 1.90% |
Portfolio components: | ||||||||||||
AbbVie Inc. | 3.28% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
Vanguard Total Bond Market ETF | 3.48% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
Berkshire Hathaway Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Enphase Energy, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Energy Transfer LP | 7.71% | 8.95% | 7.33% | 7.41% | 17.27% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
Fidelity MSCI Utilities Index ETF | 2.65% | 3.31% | 2.72% | 2.70% | 3.07% | 2.82% | 3.11% | 3.03% | 3.35% | 4.33% | 3.04% | 0.86% |
JPMorgan Equity Premium Income ETF | 7.05% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Realty Income Corporation | 4.81% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
Invesco International Dividend Achievers™ ETF | 3.58% | 3.31% | 3.30% | 3.30% | 3.16% | 4.00% | 3.87% | 3.46% | 3.90% | 4.48% | 3.92% | 2.16% |
Invesco NASDAQ 100 ETF | 0.66% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Invesco S&P 500® Equal Weight Materials ETF | 1.81% | 2.05% | 2.19% | 1.43% | 1.57% | 1.81% | 1.83% | 1.50% | 1.28% | 1.57% | 1.45% | 1.36% |
Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
iShares 20+ Year Treasury Bond ETF | 3.89% | 3.38% | 2.67% | 1.50% | 1.50% | 2.27% | 2.63% | 2.43% | 2.60% | 2.61% | 2.67% | 3.26% |
Vanguard FTSE All-World ex-US ETF | 2.84% | 3.32% | 3.12% | 3.08% | 2.00% | 3.10% | 3.27% | 2.66% | 2.96% | 2.95% | 3.52% | 2.66% |
Valero Energy Corporation | 3.09% | 3.14% | 3.09% | 5.22% | 6.93% | 3.84% | 4.27% | 3.05% | 3.51% | 2.40% | 2.12% | 1.29% |
Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
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 Roth IRA. 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 Roth IRA was 15.60%, occurring on Sep 30, 2022. Recovery took 199 trading sessions.
The current Roth IRA drawdown is 0.42%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-15.6% | Mar 31, 2022 | 127 | Sep 30, 2022 | 199 | Jul 19, 2023 | 326 |
-9.69% | Aug 1, 2023 | 63 | Oct 27, 2023 | 32 | Dec 13, 2023 | 95 |
-5.8% | Oct 14, 2020 | 11 | Oct 28, 2020 | 6 | Nov 5, 2020 | 17 |
-5.41% | Jan 13, 2022 | 9 | Jan 26, 2022 | 38 | Mar 22, 2022 | 47 |
-4.92% | Apr 1, 2024 | 14 | Apr 18, 2024 | 21 | May 17, 2024 | 35 |
Volatility
Volatility Chart
The current Roth IRA volatility is 1.83%, 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
TLT | BND | ABBV | ENPH | VLO | ET | O | FUTY | QQQM | BRK-B | VEU | RTM | JEPI | PID | VTI | SCHD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLT | 1.00 | 0.92 | -0.01 | 0.10 | -0.18 | -0.12 | 0.19 | 0.18 | 0.07 | -0.08 | 0.05 | -0.03 | 0.07 | 0.06 | 0.04 | -0.02 |
BND | 0.92 | 1.00 | 0.04 | 0.17 | -0.14 | -0.05 | 0.26 | 0.25 | 0.19 | 0.01 | 0.18 | 0.08 | 0.18 | 0.19 | 0.16 | 0.09 |
ABBV | -0.01 | 0.04 | 1.00 | 0.03 | 0.20 | 0.17 | 0.25 | 0.30 | 0.17 | 0.36 | 0.23 | 0.26 | 0.44 | 0.29 | 0.28 | 0.43 |
ENPH | 0.10 | 0.17 | 0.03 | 1.00 | 0.12 | 0.18 | 0.20 | 0.18 | 0.47 | 0.16 | 0.42 | 0.37 | 0.33 | 0.36 | 0.49 | 0.33 |
VLO | -0.18 | -0.14 | 0.20 | 0.12 | 1.00 | 0.50 | 0.15 | 0.14 | 0.15 | 0.36 | 0.35 | 0.46 | 0.26 | 0.43 | 0.33 | 0.47 |
ET | -0.12 | -0.05 | 0.17 | 0.18 | 0.50 | 1.00 | 0.21 | 0.24 | 0.26 | 0.43 | 0.44 | 0.50 | 0.35 | 0.54 | 0.43 | 0.51 |
O | 0.19 | 0.26 | 0.25 | 0.20 | 0.15 | 0.21 | 1.00 | 0.57 | 0.29 | 0.39 | 0.36 | 0.42 | 0.53 | 0.46 | 0.42 | 0.51 |
FUTY | 0.18 | 0.25 | 0.30 | 0.18 | 0.14 | 0.24 | 0.57 | 1.00 | 0.28 | 0.46 | 0.37 | 0.45 | 0.65 | 0.51 | 0.43 | 0.55 |
QQQM | 0.07 | 0.19 | 0.17 | 0.47 | 0.15 | 0.26 | 0.29 | 0.28 | 1.00 | 0.43 | 0.70 | 0.52 | 0.65 | 0.54 | 0.91 | 0.56 |
BRK-B | -0.08 | 0.01 | 0.36 | 0.16 | 0.36 | 0.43 | 0.39 | 0.46 | 0.43 | 1.00 | 0.54 | 0.66 | 0.66 | 0.62 | 0.62 | 0.75 |
VEU | 0.05 | 0.18 | 0.23 | 0.42 | 0.35 | 0.44 | 0.36 | 0.37 | 0.70 | 0.54 | 1.00 | 0.72 | 0.65 | 0.84 | 0.80 | 0.70 |
RTM | -0.03 | 0.08 | 0.26 | 0.37 | 0.46 | 0.50 | 0.42 | 0.45 | 0.52 | 0.66 | 0.72 | 1.00 | 0.69 | 0.76 | 0.74 | 0.82 |
JEPI | 0.07 | 0.18 | 0.44 | 0.33 | 0.26 | 0.35 | 0.53 | 0.65 | 0.65 | 0.66 | 0.65 | 0.69 | 1.00 | 0.68 | 0.80 | 0.81 |
PID | 0.06 | 0.19 | 0.29 | 0.36 | 0.43 | 0.54 | 0.46 | 0.51 | 0.54 | 0.62 | 0.84 | 0.76 | 0.68 | 1.00 | 0.73 | 0.78 |
VTI | 0.04 | 0.16 | 0.28 | 0.49 | 0.33 | 0.43 | 0.42 | 0.43 | 0.91 | 0.62 | 0.80 | 0.74 | 0.80 | 0.73 | 1.00 | 0.79 |
SCHD | -0.02 | 0.09 | 0.43 | 0.33 | 0.47 | 0.51 | 0.51 | 0.55 | 0.56 | 0.75 | 0.70 | 0.82 | 0.81 | 0.78 | 0.79 | 1.00 |