Roth IRA
Asset Allocation
Performance
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
Returns
As of Jun 1, 2023, the Roth IRA returned 0.99% Year-To-Date and 12.26% of annualized return in the last 10 years.
1 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.29% | 8.86% | 2.44% | 1.15% | 6.85% | 6.85% |
Roth IRA | -2.45% | 0.99% | -2.65% | -2.11% | 12.26% | 12.26% |
Portfolio components: | ||||||
ABBV AbbVie Inc. | -10.25% | -13.03% | -12.80% | -2.75% | 24.17% | 24.17% |
BND Vanguard Total Bond Market ETF | -0.14% | 2.65% | 1.82% | -2.17% | -4.80% | -4.80% |
BRK-B Berkshire Hathaway Inc. | -2.75% | 3.94% | 0.78% | 1.61% | 17.05% | 17.05% |
ENPH Enphase Energy, Inc. | 8.28% | -34.37% | -45.76% | -6.61% | 20.45% | 20.45% |
ET Energy Transfer LP | -1.55% | 9.59% | 3.74% | 16.42% | 42.43% | 42.43% |
FUTY Fidelity MSCI Utilities Index ETF | -5.79% | -7.16% | -7.98% | -9.78% | 4.17% | 4.17% |
JEPI JPMorgan Equity Premium Income ETF | -1.91% | 2.32% | 0.31% | 4.11% | 9.49% | 9.49% |
O Realty Income Corporation | -4.50% | -4.80% | -3.88% | -9.08% | 4.23% | 4.23% |
PID Invesco International Dividend Achievers™ ETF | -4.02% | 5.34% | 2.07% | -4.75% | 14.86% | 14.86% |
QQQM Invesco NASDAQ 100 ETF | 8.01% | 30.90% | 19.04% | 13.66% | 7.22% | 7.22% |
RTM Invesco S&P 500® Equal Weight Materials ETF | -7.86% | -6.24% | -12.27% | -16.71% | 9.25% | 9.25% |
SCHD Schwab US Dividend Equity ETF | -4.19% | -7.11% | -10.28% | -8.18% | 10.33% | 10.33% |
TLT iShares 20+ Year Treasury Bond ETF | -0.14% | 4.49% | 1.76% | -9.19% | -14.11% | -14.11% |
VEU Vanguard FTSE All-World ex-US ETF | -3.20% | 5.18% | 2.88% | -0.78% | 3.19% | 3.19% |
VLO Valero Energy Corporation | -6.39% | -14.22% | -18.56% | -14.71% | 50.48% | 50.48% |
VTI Vanguard Total Stock Market ETF | 0.48% | 8.80% | 2.43% | 2.12% | 7.24% | 7.24% |
Returns over 1 year are annualized |
Asset Correlations Table
TLT | BND | ENPH | ABBV | VLO | ET | O | FUTY | QQQM | BRK-B | VEU | RTM | JEPI | PID | VTI | SCHD | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
TLT | 1.00 | 0.91 | 0.04 | -0.03 | -0.24 | -0.14 | 0.11 | 0.11 | 0.04 | -0.14 | -0.05 | -0.12 | 0.02 | -0.06 | -0.03 | -0.12 |
BND | 0.91 | 1.00 | 0.13 | 0.05 | -0.18 | -0.06 | 0.21 | 0.22 | 0.18 | -0.02 | 0.10 | 0.02 | 0.15 | 0.10 | 0.12 | 0.03 |
ENPH | 0.04 | 0.13 | 1.00 | 0.04 | 0.12 | 0.18 | 0.19 | 0.15 | 0.52 | 0.17 | 0.40 | 0.32 | 0.33 | 0.33 | 0.51 | 0.30 |
ABBV | -0.03 | 0.05 | 0.04 | 1.00 | 0.21 | 0.19 | 0.25 | 0.31 | 0.21 | 0.38 | 0.26 | 0.30 | 0.46 | 0.32 | 0.33 | 0.44 |
VLO | -0.24 | -0.18 | 0.12 | 0.21 | 1.00 | 0.53 | 0.19 | 0.13 | 0.17 | 0.40 | 0.39 | 0.50 | 0.26 | 0.50 | 0.36 | 0.49 |
ET | -0.14 | -0.06 | 0.18 | 0.19 | 0.53 | 1.00 | 0.23 | 0.23 | 0.29 | 0.46 | 0.47 | 0.54 | 0.35 | 0.58 | 0.46 | 0.53 |
O | 0.11 | 0.21 | 0.19 | 0.25 | 0.19 | 0.23 | 1.00 | 0.59 | 0.38 | 0.43 | 0.39 | 0.43 | 0.59 | 0.46 | 0.49 | 0.53 |
FUTY | 0.11 | 0.22 | 0.15 | 0.31 | 0.13 | 0.23 | 0.59 | 1.00 | 0.36 | 0.52 | 0.37 | 0.45 | 0.70 | 0.49 | 0.49 | 0.56 |
QQQM | 0.04 | 0.18 | 0.52 | 0.21 | 0.17 | 0.29 | 0.38 | 0.36 | 1.00 | 0.49 | 0.71 | 0.56 | 0.67 | 0.59 | 0.91 | 0.61 |
BRK-B | -0.14 | -0.02 | 0.17 | 0.38 | 0.40 | 0.46 | 0.43 | 0.52 | 0.49 | 1.00 | 0.59 | 0.74 | 0.70 | 0.67 | 0.68 | 0.81 |
VEU | -0.05 | 0.10 | 0.40 | 0.26 | 0.39 | 0.47 | 0.39 | 0.37 | 0.71 | 0.59 | 1.00 | 0.73 | 0.65 | 0.84 | 0.81 | 0.71 |
RTM | -0.12 | 0.02 | 0.32 | 0.30 | 0.50 | 0.54 | 0.43 | 0.45 | 0.56 | 0.74 | 0.73 | 1.00 | 0.70 | 0.78 | 0.76 | 0.85 |
JEPI | 0.02 | 0.15 | 0.33 | 0.46 | 0.26 | 0.35 | 0.59 | 0.70 | 0.67 | 0.70 | 0.65 | 0.70 | 1.00 | 0.69 | 0.80 | 0.82 |
PID | -0.06 | 0.10 | 0.33 | 0.32 | 0.50 | 0.58 | 0.46 | 0.49 | 0.59 | 0.67 | 0.84 | 0.78 | 0.69 | 1.00 | 0.76 | 0.80 |
VTI | -0.03 | 0.12 | 0.51 | 0.33 | 0.36 | 0.46 | 0.49 | 0.49 | 0.91 | 0.68 | 0.81 | 0.76 | 0.80 | 0.76 | 1.00 | 0.83 |
SCHD | -0.12 | 0.03 | 0.30 | 0.44 | 0.49 | 0.53 | 0.53 | 0.56 | 0.61 | 0.81 | 0.71 | 0.85 | 0.82 | 0.80 | 0.83 | 1.00 |
Dividend yield
Roth IRA granted a 5.08% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Roth IRA | 5.08% | 3.75% | 3.18% | 3.60% | 2.71% | 2.88% | 2.49% | 2.82% | 2.95% | 2.69% | 2.64% | 2.36% |
Portfolio components: | ||||||||||||
ABBV AbbVie Inc. | 6.23% | 3.56% | 4.07% | 4.89% | 5.66% | 4.82% | 3.40% | 4.85% | 4.72% | 3.62% | 4.47% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.77% | 2.62% | 2.04% | 2.34% | 2.93% | 3.12% | 2.90% | 2.94% | 3.09% | 3.43% | 3.52% | 4.21% |
BRK-B 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% |
ENPH 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% |
ET Energy Transfer LP | 11.96% | 7.69% | 8.40% | 21.01% | 13.22% | 14.00% | 10.86% | 10.26% | 14.23% | 5.20% | 6.54% | 11.77% |
FUTY Fidelity MSCI Utilities Index ETF | 3.81% | 2.74% | 2.80% | 3.28% | 3.11% | 3.53% | 3.55% | 4.05% | 5.41% | 3.96% | 1.15% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 14.97% | 12.05% | 7.61% | 7.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
O Realty Income Corporation | 7.55% | 4.76% | 4.12% | 5.00% | 4.29% | 5.05% | 5.63% | 5.53% | 6.07% | 6.61% | 8.83% | 7.04% |
PID Invesco International Dividend Achievers™ ETF | 4.18% | 3.33% | 3.44% | 3.42% | 4.48% | 4.52% | 4.19% | 4.90% | 5.86% | 5.33% | 3.06% | 3.90% |
QQQM Invesco NASDAQ 100 ETF | 0.82% | 0.84% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RTM Invesco S&P 500® Equal Weight Materials ETF | 2.91% | 2.21% | 1.47% | 1.64% | 1.93% | 1.98% | 1.66% | 1.44% | 1.79% | 1.67% | 1.60% | 1.98% |
SCHD Schwab US Dividend Equity ETF | 4.54% | 3.42% | 2.90% | 3.40% | 3.33% | 3.53% | 3.12% | 3.53% | 3.74% | 3.41% | 3.28% | 3.91% |
TLT iShares 20+ Year Treasury Bond ETF | 3.61% | 2.70% | 1.55% | 1.57% | 2.42% | 2.87% | 2.73% | 2.99% | 3.07% | 3.22% | 4.04% | 3.43% |
VEU Vanguard FTSE All-World ex-US ETF | 3.19% | 3.13% | 3.18% | 2.13% | 3.38% | 3.68% | 3.09% | 3.54% | 3.64% | 4.46% | 3.48% | 3.96% |
VLO Valero Energy Corporation | 5.57% | 3.14% | 5.50% | 7.71% | 4.55% | 5.27% | 3.89% | 4.66% | 3.33% | 3.02% | 2.40% | 2.83% |
VTI Vanguard Total Stock Market ETF | 1.92% | 1.67% | 1.24% | 1.47% | 1.87% | 2.19% | 1.87% | 2.14% | 2.25% | 2.04% | 2.06% | 2.57% |
Expense Ratio
The Roth IRA features an expense ratio of 0.12%, falling within the medium range. 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 | |
---|---|---|---|---|---|
ABBV AbbVie Inc. | -0.20 | ||||
BND Vanguard Total Bond Market ETF | -0.27 | ||||
BRK-B Berkshire Hathaway Inc. | 0.03 | ||||
ENPH Enphase Energy, Inc. | -0.12 | ||||
ET Energy Transfer LP | 0.58 | ||||
FUTY Fidelity MSCI Utilities Index ETF | -0.51 | ||||
JEPI JPMorgan Equity Premium Income ETF | 0.25 | ||||
O Realty Income Corporation | -0.49 | ||||
PID Invesco International Dividend Achievers™ ETF | -0.26 | ||||
QQQM Invesco NASDAQ 100 ETF | 0.50 | ||||
RTM Invesco S&P 500® Equal Weight Materials ETF | -0.74 | ||||
SCHD Schwab US Dividend Equity ETF | -0.50 | ||||
TLT iShares 20+ Year Treasury Bond ETF | -0.55 | ||||
VEU Vanguard FTSE All-World ex-US ETF | -0.04 | ||||
VLO Valero Energy Corporation | -0.37 | ||||
VTI Vanguard Total Stock Market ETF | 0.06 |
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 Roth IRA. 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 Roth IRA is 15.60%, recorded on Sep 30, 2022. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-15.6% | Mar 31, 2022 | 127 | Sep 30, 2022 | — | — | — |
-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 |
-4.53% | Aug 31, 2021 | 22 | Sep 30, 2021 | 13 | Oct 19, 2021 | 35 |
-4.32% | Nov 17, 2021 | 10 | Dec 1, 2021 | 15 | Dec 22, 2021 | 25 |
Volatility Chart
The current Roth IRA volatility is 2.78%, 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.