Roth IRA (Dividend ver.)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | Large Cap Blend Equities, Actively Managed, Dividend | 33.33% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
O Realty Income Corporation | Real Estate | 33.33% |
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.86% | 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| O | SCHD | JEPI | |
|---|---|---|---|
| O | 1.00 | 0.53 | 0.57 |
| SCHD | 0.53 | 1.00 | 0.80 |
| JEPI | 0.57 | 0.80 | 1.00 |
Dividend yield
Roth IRA (Dividend ver.) granted a 8.88% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 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% |
| Portfolio components: | ||||||||||||
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2022 | 123 | Oct 14, 2022 | — | — | — |
| -7.92% | Jan 5, 2022 | 43 | Mar 8, 2022 | 29 | Apr 19, 2022 | 72 |
| -7.78% | Jun 9, 2020 | 14 | Jun 26, 2020 | 27 | Aug 5, 2020 | 41 |
| -6.49% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -6.32% | Sep 3, 2021 | 19 | Sep 30, 2021 | 16 | Oct 22, 2021 | 35 |
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.