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LTP2

Last updated Sep 21, 2023

Asset Allocation


QQQ 16.66%SCHD 12%DVY 10.67%AVUV 7.5%COWZ 7.5%DGRO 7.5%MOAT 7.5%OMFL 7.5%VIG 7.5%SSO 5%DIVO 10.67%EquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
QQQ
Invesco QQQ
Large Cap Blend Equities16.66%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend12%
DVY
iShares Select Dividend ETF
Large Cap Value Equities, Dividend10.67%
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed7.5%
COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities7.5%
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend7.5%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities7.5%
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
Small Cap Blend Equities7.5%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend7.5%
SSO
ProShares Ultra S&P 500
Leveraged Equities, Leveraged5%
DIVO
Amplify CWP Enhanced Dividend Income ETF
Large Cap Blend Equities, Actively Managed, Dividend10.67%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
8.97%
10.86%
LTP2
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%10.33%N/A
LTP20.15%9.78%11.00%16.47%13.37%N/A
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

Asset Correlations Table

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

QQQAVUVDVYDIVOCOWZOMFLMOATSSOSCHDVIGDGRO
QQQ1.000.540.490.670.590.700.810.910.620.770.72
AVUV0.541.000.870.740.910.860.800.750.850.740.81
DVY0.490.871.000.820.880.840.790.750.940.810.89
DIVO0.670.740.821.000.810.820.810.860.870.910.91
COWZ0.590.910.880.811.000.860.830.800.890.810.87
OMFL0.700.860.840.820.861.000.870.870.880.860.89
MOAT0.810.800.790.810.830.871.000.930.860.890.90
SSO0.910.750.750.860.800.870.931.000.840.940.92
SCHD0.620.850.940.870.890.880.860.841.000.900.95
VIG0.770.740.810.910.810.860.890.940.901.000.97
DGRO0.720.810.890.910.870.890.900.920.950.971.00

Sharpe Ratio

The current LTP2 Sharpe ratio is 0.76. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.76

The Sharpe ratio of LTP2 lies between the 25th and 75th percentiles. It indicates that the portfolio's risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.


Rolling 12-month Sharpe Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
0.76
0.74
LTP2
Benchmark (^GSPC)
Portfolio components

Dividend yield

LTP2 granted a 2.20% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
LTP22.20%2.29%1.98%2.36%2.75%2.58%2.10%1.54%1.74%1.49%1.29%1.58%
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.


0.90%
0.00%2.15%
0.55%
0.00%2.15%
0.49%
0.00%2.15%
0.48%
0.00%2.15%
0.39%
0.00%2.15%
0.29%
0.00%2.15%
0.25%
0.00%2.15%
0.20%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%

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
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.


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.71%
-8.22%
LTP2
Benchmark (^GSPC)
Portfolio components

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, 202023Mar 23, 2020108Aug 25, 2020131
-21.23%Jan 5, 2022186Sep 30, 2022199Jul 19, 2023385
-8.98%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-7.55%Oct 13, 202012Oct 28, 20208Nov 9, 202020
-5.18%Nov 17, 202110Dec 1, 202117Dec 27, 202127

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.


2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.30%
3.47%
LTP2
Benchmark (^GSPC)
Portfolio components