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Roth IRA

Last updated Jun 1, 2023

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


-8.00%-6.00%-4.00%-2.00%0.00%2.00%4.00%2023FebruaryMarchAprilMayJune
-2.73%
2.53%
Roth IRA
Benchmark (^GSPC)
Portfolio components

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 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.29%8.86%2.44%1.15%6.85%6.85%
Roth IRA-2.45%0.99%-2.65%-2.11%12.26%12.26%
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%

Asset Correlations Table

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

TLTBNDENPHABBVVLOETOFUTYQQQMBRK-BVEURTMJEPIPIDVTISCHD
TLT1.000.910.04-0.03-0.24-0.140.110.110.04-0.14-0.05-0.120.02-0.06-0.03-0.12
BND0.911.000.130.05-0.18-0.060.210.220.18-0.020.100.020.150.100.120.03
ENPH0.040.131.000.040.120.180.190.150.520.170.400.320.330.330.510.30
ABBV-0.030.050.041.000.210.190.250.310.210.380.260.300.460.320.330.44
VLO-0.24-0.180.120.211.000.530.190.130.170.400.390.500.260.500.360.49
ET-0.14-0.060.180.190.531.000.230.230.290.460.470.540.350.580.460.53
O0.110.210.190.250.190.231.000.590.380.430.390.430.590.460.490.53
FUTY0.110.220.150.310.130.230.591.000.360.520.370.450.700.490.490.56
QQQM0.040.180.520.210.170.290.380.361.000.490.710.560.670.590.910.61
BRK-B-0.14-0.020.170.380.400.460.430.520.491.000.590.740.700.670.680.81
VEU-0.050.100.400.260.390.470.390.370.710.591.000.730.650.840.810.71
RTM-0.120.020.320.300.500.540.430.450.560.740.731.000.700.780.760.85
JEPI0.020.150.330.460.260.350.590.700.670.700.650.701.000.690.800.82
PID-0.060.100.330.320.500.580.460.490.590.670.840.780.691.000.760.80
VTI-0.030.120.510.330.360.460.490.490.910.680.810.760.800.761.000.83
SCHD-0.120.030.300.440.490.530.530.560.610.810.710.850.820.800.831.00

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 Roth IRA Sharpe ratio is -0.13. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.80-0.60-0.40-0.200.000.200.402023FebruaryMarchAprilMayJune
-0.13
0.06
Roth IRA
Benchmark (^GSPC)
Portfolio components

Dividend yield

Roth IRA granted a 5.08% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Roth IRA5.08%3.75%3.18%3.60%2.71%2.88%2.49%2.82%2.95%2.69%2.64%2.36%
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.


Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%2023FebruaryMarchAprilMayJune
-5.94%
-12.86%
Roth IRA
Benchmark (^GSPC)
Portfolio components

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, 2022127Sep 30, 2022
-5.8%Oct 14, 202011Oct 28, 20206Nov 5, 202017
-5.41%Jan 13, 20229Jan 26, 202238Mar 22, 202247
-4.53%Aug 31, 202122Sep 30, 202113Oct 19, 202135
-4.32%Nov 17, 202110Dec 1, 202115Dec 22, 202125

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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2023FebruaryMarchAprilMayJune
2.78%
3.57%
Roth IRA
Benchmark (^GSPC)
Portfolio components