LTP2
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in LTP2, 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 | 0.33% | 11.48% | 14.66% | 16.16% | 10.33% | N/A |
| LTP2 | 0.15% | 9.78% | 11.00% | 16.47% | 13.37% | N/A |
| Portfolio components: | ||||||
AVUV Avantis U.S. Small Cap Value ETF | -1.30% | 11.12% | 5.78% | 13.19% | 13.45% | N/A |
COWZ Pacer US Cash Cows 100 ETF | -0.40% | 12.68% | 9.15% | 19.24% | 17.37% | N/A |
DGRO iShares Core Dividend Growth ETF | 0.27% | 7.65% | 3.86% | 11.52% | 9.56% | N/A |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.40% | 10.21% | 19.90% | 25.95% | 13.24% | N/A |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | -1.54% | 5.14% | 10.14% | 17.01% | 12.71% | N/A |
VIG Vanguard Dividend Appreciation ETF | 0.25% | 8.84% | 6.67% | 14.72% | 9.62% | N/A |
QQQ Invesco QQQ | 0.46% | 18.02% | 37.50% | 29.43% | 18.67% | N/A |
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.43% | 5.83% | 2.51% | 11.46% | 10.10% | N/A |
DVY iShares Select Dividend ETF | 1.48% | 2.78% | -4.83% | 0.46% | 6.22% | N/A |
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | 11.24% | N/A |
SSO ProShares Ultra S&P 500 | 0.23% | 21.47% | 26.75% | 27.17% | 15.47% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| QQQ | AVUV | DVY | DIVO | COWZ | OMFL | MOAT | SSO | SCHD | VIG | DGRO | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| QQQ | 1.00 | 0.54 | 0.49 | 0.67 | 0.59 | 0.70 | 0.81 | 0.91 | 0.62 | 0.77 | 0.72 |
| AVUV | 0.54 | 1.00 | 0.87 | 0.74 | 0.91 | 0.86 | 0.80 | 0.75 | 0.85 | 0.74 | 0.81 |
| DVY | 0.49 | 0.87 | 1.00 | 0.82 | 0.88 | 0.84 | 0.79 | 0.75 | 0.94 | 0.81 | 0.89 |
| DIVO | 0.67 | 0.74 | 0.82 | 1.00 | 0.81 | 0.82 | 0.81 | 0.86 | 0.87 | 0.91 | 0.91 |
| COWZ | 0.59 | 0.91 | 0.88 | 0.81 | 1.00 | 0.86 | 0.83 | 0.80 | 0.89 | 0.81 | 0.87 |
| OMFL | 0.70 | 0.86 | 0.84 | 0.82 | 0.86 | 1.00 | 0.87 | 0.87 | 0.88 | 0.86 | 0.89 |
| MOAT | 0.81 | 0.80 | 0.79 | 0.81 | 0.83 | 0.87 | 1.00 | 0.93 | 0.86 | 0.89 | 0.90 |
| SSO | 0.91 | 0.75 | 0.75 | 0.86 | 0.80 | 0.87 | 0.93 | 1.00 | 0.84 | 0.94 | 0.92 |
| SCHD | 0.62 | 0.85 | 0.94 | 0.87 | 0.89 | 0.88 | 0.86 | 0.84 | 1.00 | 0.90 | 0.95 |
| VIG | 0.77 | 0.74 | 0.81 | 0.91 | 0.81 | 0.86 | 0.89 | 0.94 | 0.90 | 1.00 | 0.97 |
| DGRO | 0.72 | 0.81 | 0.89 | 0.91 | 0.87 | 0.89 | 0.90 | 0.92 | 0.95 | 0.97 | 1.00 |
Dividend yield
LTP2 granted a 2.20% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| LTP2 | 2.20% | 2.29% | 1.98% | 2.36% | 2.75% | 2.58% | 2.10% | 1.54% | 1.74% | 1.49% | 1.29% | 1.58% |
| Portfolio components: | ||||||||||||
AVUV Avantis U.S. Small Cap Value ETF | 1.42% | 1.76% | 1.31% | 1.26% | 0.40% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
COWZ Pacer US Cash Cows 100 ETF | 1.89% | 1.97% | 1.52% | 2.65% | 2.12% | 1.84% | 2.18% | 0.15% | 0.00% | 0.00% | 0.00% | 0.00% |
DGRO iShares Core Dividend Growth ETF | 2.39% | 2.36% | 2.00% | 2.43% | 2.40% | 2.72% | 2.31% | 2.64% | 3.00% | 1.19% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 1.04% | 1.25% | 1.09% | 1.49% | 1.36% | 1.89% | 1.15% | 1.27% | 2.34% | 1.50% | 0.90% | 0.70% |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 1.68% | 1.57% | 0.98% | 1.54% | 1.62% | 1.50% | 0.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VIG Vanguard Dividend Appreciation ETF | 1.49% | 1.98% | 1.60% | 1.70% | 1.83% | 2.26% | 2.09% | 2.43% | 2.71% | 2.31% | 2.23% | 2.92% |
QQQ Invesco QQQ | 0.59% | 0.81% | 0.43% | 0.56% | 0.76% | 0.94% | 0.87% | 1.11% | 1.05% | 1.51% | 1.10% | 1.39% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.78% | 4.92% | 5.19% | 5.53% | 9.81% | 6.88% | 5.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DVY iShares Select Dividend ETF | 3.73% | 3.49% | 3.28% | 3.98% | 3.87% | 4.21% | 3.65% | 3.82% | 4.46% | 4.06% | 4.24% | 5.30% |
SCHD Schwab US Dividend Equity ETF | 3.61% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
SSO ProShares Ultra S&P 500 | 0.32% | 0.50% | 0.18% | 0.20% | 0.51% | 0.76% | 0.39% | 0.52% | 0.65% | 0.34% | 0.27% | 0.74% |
Expense Ratio
The LTP2 has a high expense ratio of 0.31%, 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 | |
|---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | 0.43 | ||||
COWZ Pacer US Cash Cows 100 ETF | 0.77 | ||||
DGRO iShares Core Dividend Growth ETF | 0.56 | ||||
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.99 | ||||
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.91 | ||||
VIG Vanguard Dividend Appreciation ETF | 0.77 | ||||
QQQ Invesco QQQ | 1.14 | ||||
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.79 | ||||
DVY iShares Select Dividend ETF | -0.13 | ||||
SCHD Schwab US Dividend Equity ETF | 0.36 | ||||
SSO ProShares Ultra S&P 500 | 0.57 |
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 LTP2. 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 LTP2 is 35.23%, recorded on Mar 23, 2020. It took 108 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.23% | Feb 20, 2020 | 23 | Mar 23, 2020 | 108 | Aug 25, 2020 | 131 |
| -21.23% | Jan 5, 2022 | 186 | Sep 30, 2022 | 199 | Jul 19, 2023 | 385 |
| -8.98% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
| -7.55% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -5.18% | Nov 17, 2021 | 10 | Dec 1, 2021 | 17 | Dec 27, 2021 | 27 |
Volatility Chart
The current LTP2 volatility is 3.30%, 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.