GLOBAL X MONTHLY {{7*7}}
qdaADASD
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QDIV Global X S&P 500 Quality Dividend ETF | Large Cap Blend Equities, Dividend | 60% |
QYLD Global X NASDAQ 100 Covered Call ETF | Large Cap Growth Equities | 10% |
PFFV Global X Variable Rate Preferred ETF | Preferred Stock/Convertible Bonds | 30% |
Performance
The chart shows the growth of an initial investment of $10,000 in **GLOBAL X MONTHLY {{7*7}}**, 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
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 11.33% | N/A |
| GLOBAL X MONTHLY {{7*7}} | -0.47% | 4.59% | 2.90% | 10.02% | 11.07% | N/A |
| Portfolio components: | ||||||
QDIV Global X S&P 500 Quality Dividend ETF | -1.71% | 2.38% | -1.10% | 10.71% | 15.55% | N/A |
PFFV Global X Variable Rate Preferred ETF | 2.49% | 8.94% | 6.98% | 4.91% | 3.44% | N/A |
QYLD Global X NASDAQ 100 Covered Call ETF | -1.92% | 4.98% | 15.08% | 18.51% | 5.63% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| PFFV | QDIV | QYLD | |
|---|---|---|---|
| PFFV | 1.00 | 0.43 | 0.45 |
| QDIV | 0.43 | 1.00 | 0.54 |
| QYLD | 0.45 | 0.54 | 1.00 |
Dividend yield
**GLOBAL X MONTHLY {{7*7}} granted a 5.18%** dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|
| GLOBAL X MONTHLY {{7*7}} | 5.18% | 5.37% | 4.86% | 4.48% | 3.45% | 3.24% | 1.49% | 1.92% | 2.17% | 2.72% |
| Portfolio components: | ||||||||||
QDIV Global X S&P 500 Quality Dividend ETF | 3.34% | 3.08% | 2.57% | 3.30% | 3.18% | 1.80% | 0.00% | 0.00% | 0.00% | 0.00% |
PFFV Global X Variable Rate Preferred ETF | 6.56% | 6.90% | 5.81% | 3.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QYLD Global X NASDAQ 100 Covered Call ETF | 12.14% | 14.51% | 15.80% | 15.58% | 15.45% | 21.64% | 14.92% | 19.21% | 21.71% | 27.22% |
Expense Ratio
The **GLOBAL X MONTHLY {{7*7}} has a high expense ratio of 0.26%**, indicating higher-than-average management fees. 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 | |
|---|---|---|---|---|---|
QDIV Global X S&P 500 Quality Dividend ETF | 0.45 | ||||
PFFV Global X Variable Rate Preferred ETF | 0.21 | ||||
QYLD Global X NASDAQ 100 Covered Call ETF | 1.33 |
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 **GLOBAL X MONTHLY {{7*7}}**. 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 **GLOBAL X MONTHLY {{7*7}} is 16.17%, recorded on Sep 30, 2022**. The portfolio has not recovered from it yet.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.17% | Jan 18, 2022 | 178 | Sep 30, 2022 | — | — | — |
| -6.12% | Sep 3, 2020 | 14 | Sep 23, 2020 | 11 | Oct 8, 2020 | 25 |
| -5.47% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -4.29% | Nov 9, 2021 | 16 | Dec 1, 2021 | 17 | Dec 27, 2021 | 33 |
| -3.52% | Jun 7, 2021 | 30 | Jul 19, 2021 | 17 | Aug 11, 2021 | 47 |
Volatility Chart
The current GLOBAL X MONTHLY {{7*7}} volatility is 2.21%, 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.