PortfoliosLab logo

Roth IRA (Dividend ver.)

Last updated May 27, 2023

Asset Allocation


Performance

The chart shows the growth of an initial investment of $10,000 in Roth IRA (Dividend ver.), 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


30.00%35.00%40.00%45.00%50.00%55.00%December2023FebruaryMarchAprilMay
44.37%
42.63%
Roth IRA (Dividend ver.)
Benchmark (^GSPC)
Portfolio components

Returns

As of May 27, 2023, the Roth IRA (Dividend ver.) returned -3.20% Year-To-Date and 12.97% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.09%1.14%12.51%12.51%
Roth IRA (Dividend ver.)-3.96%-3.20%-2.85%-5.11%12.97%12.97%
JEPI
JPMorgan Equity Premium Income ETF
-2.27%2.55%1.62%3.57%12.52%12.52%
SCHD
Schwab US Dividend Equity ETF
-2.95%-5.99%-7.30%-7.69%15.36%15.36%
O
Realty Income Corporation
-6.65%-6.05%-2.71%-11.42%10.13%10.13%

Asset Correlations Table

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

OSCHDJEPI
O1.000.530.57
SCHD0.531.000.80
JEPI0.570.801.00

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 (Dividend ver.) Sharpe ratio is -0.21. 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.


-0.80-0.60-0.40-0.200.000.200.40December2023FebruaryMarchAprilMay
-0.21
0.27
Roth IRA (Dividend ver.)
Benchmark (^GSPC)
Portfolio components

Dividend yield

Roth IRA (Dividend ver.) granted a 8.88% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Roth IRA (Dividend ver.)8.88%6.74%4.88%5.19%2.54%2.86%2.92%3.02%3.27%3.34%4.04%3.65%
JEPI
JPMorgan Equity Premium Income ETF
14.94%12.05%7.61%7.18%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHD
Schwab US Dividend Equity ETF
4.48%3.42%2.90%3.40%3.33%3.53%3.12%3.53%3.74%3.41%3.28%3.91%
O
Realty Income Corporation
7.22%4.76%4.12%5.00%4.29%5.05%5.63%5.53%6.07%6.61%8.83%7.04%

Expense Ratio

The Roth IRA (Dividend ver.) features an expense ratio of 0.14%, 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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
JEPI
JPMorgan Equity Premium Income ETF
0.46
SCHD
Schwab US Dividend Equity ETF
-0.28
O
Realty Income Corporation
-0.53

Drawdowns Chart

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


-20.00%-15.00%-10.00%-5.00%December2023FebruaryMarchAprilMay
-9.52%
-12.32%
Roth IRA (Dividend ver.)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Roth IRA (Dividend ver.). 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 (Dividend ver.) is 16.98%, recorded on Oct 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.98%Apr 21, 2022123Oct 14, 2022
-7.92%Jan 5, 202243Mar 8, 202229Apr 19, 202272
-7.78%Jun 9, 202014Jun 26, 202027Aug 5, 202041
-6.49%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-6.32%Sep 3, 202119Sep 30, 202116Oct 22, 202135

Volatility Chart

The current Roth IRA (Dividend ver.) volatility is 3.40%, 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%December2023FebruaryMarchAprilMay
3.40%
3.82%
Roth IRA (Dividend ver.)
Benchmark (^GSPC)
Portfolio components