USincome+FgnDiversified
65% ETV (in practice JEPI) 25% QQQ 10% INDY (India Top 50)
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | Financial Services | 65% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
INDY iShares India 50 ETF | Asia Pacific Equities | 10% |
Performance
The chart shows the growth of an initial investment of $10,000 in USincome+FgnDiversified, 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 Oct 2, 2023, the USincome+FgnDiversified returned 11.93% Year-To-Date and 10.93% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -5.04% | 3.97% | 11.68% | 19.59% | 7.98% | 9.78% |
| USincome+FgnDiversified | -4.92% | 4.00% | 11.93% | 9.12% | 6.84% | 10.86% |
| Portfolio components: | ||||||
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | -5.62% | -0.14% | 4.26% | -0.37% | 3.07% | 8.40% |
QQQ Invesco QQQ | -4.98% | 12.22% | 35.14% | 34.96% | 14.87% | 17.35% |
INDY iShares India 50 ETF | -0.26% | 10.14% | 6.99% | 11.15% | 8.94% | 8.88% |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 1.14% | -0.44% | 1.89% | 5.60% | 4.08% | -2.74% |
Dividend yield
USincome+FgnDiversified granted a 6.79% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| USincome+FgnDiversified | 6.79% | 7.92% | 6.89% | 7.30% | 8.34% | 10.11% | 9.63% | 10.94% | 11.58% | 13.82% | 15.07% | 18.60% |
| Portfolio components: | ||||||||||||
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 9.65% | 11.30% | 9.30% | 11.01% | 12.44% | 15.09% | 14.44% | 16.31% | 17.32% | 20.59% | 22.62% | 28.01% |
QQQ Invesco QQQ | 0.60% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
INDY iShares India 50 ETF | 3.67% | 3.75% | 7.39% | 0.09% | 0.65% | 0.66% | 0.30% | 0.54% | 0.65% | 0.59% | 0.87% | 0.45% |
Expense Ratio
The USincome+FgnDiversified 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 | |
|---|---|---|---|---|---|
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | -0.07 | ||||
QQQ Invesco QQQ | 1.26 | ||||
INDY iShares India 50 ETF | 0.85 |
Asset Correlations Table
| INDY | ETV | QQQ | |
|---|---|---|---|
| INDY | 1.00 | 0.45 | 0.52 |
| ETV | 0.45 | 1.00 | 0.65 |
| QQQ | 0.52 | 0.65 | 1.00 |
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 USincome+FgnDiversified. 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 USincome+FgnDiversified is 38.33%, recorded on Mar 23, 2020. It took 82 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -38.33% | Feb 20, 2020 | 23 | Mar 23, 2020 | 82 | Jul 20, 2020 | 105 |
| -24.44% | Jan 4, 2022 | 248 | Dec 28, 2022 | — | — | — |
| -20.05% | Aug 30, 2018 | 80 | Dec 24, 2018 | 76 | Apr 15, 2019 | 156 |
| -17.84% | Jul 8, 2011 | 22 | Aug 8, 2011 | 117 | Jan 25, 2012 | 139 |
| -13.2% | Jul 22, 2015 | 24 | Aug 24, 2015 | 50 | Nov 3, 2015 | 74 |
Volatility Chart
The current USincome+FgnDiversified volatility is 3.06%, 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.