Roth IRA

Last updated Jun 1, 2023

Asset Allocation

Position	Category/Sector	Weight
TLT iShares 20+ Year Treasury Bond ETF	Government Bonds	4.8%
BND Vanguard Total Bond Market ETF	Total Bond Market	4%
VTI Vanguard Total Stock Market ETF	Large Cap Growth Equities	15.3%
JEPI JPMorgan Equity Premium Income ETF	Large Cap Blend Equities, Actively Managed, Dividend	11.4%
SCHD Schwab US Dividend Equity ETF	Large Cap Growth Equities, Dividend	9.3%
ABBV AbbVie Inc.	Healthcare	9.1%
QQQM Invesco NASDAQ 100 ETF	Large Cap Growth Equities	9%
VLO Valero Energy Corporation	Energy	7.8%
O Realty Income Corporation	Real Estate	6.6%
VEU Vanguard FTSE All-World ex-US ETF	Foreign Large Cap Equities	6%
RTM Invesco S&P 500® Equal Weight Materials ETF	Materials	4.4%
FUTY Fidelity MSCI Utilities Index ETF	Utilities Equities	4.3%
PID Invesco International Dividend Achievers™ ETF	Global Equities, Dividend	3.8%
BRK-B Berkshire Hathaway Inc.	Financial Services	2.2%
ENPH Enphase Energy, Inc.	Technology	1%
ET Energy Transfer LP	Energy	1%

Benchmark

Rebalance portfolio

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

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 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

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

	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

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.

Roth IRA

Benchmark (^GSPC)

Portfolio components

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.

BND

Vanguard Total Bond Market ETF

0.03%

0.00%2.15%

PID

Invesco International Dividend Achievers™ ETF

0.56%

0.00%2.15%

RTM

Invesco S&P 500® Equal Weight Materials ETF

0.40%

0.00%2.15%

JEPI

JPMorgan Equity Premium Income ETF

0.35%

0.00%2.15%

QQQM

Invesco NASDAQ 100 ETF

0.15%

0.00%2.15%

TLT

iShares 20+ Year Treasury Bond ETF

0.15%

0.00%2.15%

FUTY

Fidelity MSCI Utilities Index ETF

0.08%

0.00%2.15%

VEU

Vanguard FTSE All-World ex-US ETF

0.07%

0.00%2.15%

SCHD

Schwab US Dividend Equity ETF

0.06%

0.00%2.15%

VTI

Vanguard Total Stock Market ETF

0.03%

0.00%2.15%

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.

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, 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.

Roth IRA

Benchmark (^GSPC)

Portfolio components