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LTP2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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
AVUV
Avantis U.S. Small Cap Value ETF
Small Cap Value Equities, Actively Managed

7.50%

COWZ
Pacer US Cash Cows 100 ETF
All Cap Equities

7.50%

DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

7.50%

DIVO
Amplify CWP Enhanced Dividend Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

10.67%

DVY
iShares Select Dividend ETF
Large Cap Value Equities, Dividend

10.67%

MOAT
VanEck Vectors Morningstar Wide Moat ETF
Large Cap Blend Equities

7.50%

OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
Small Cap Blend Equities

7.50%

QQQ
Invesco QQQ
Large Cap Blend Equities

16.66%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

12%

SSO
ProShares Ultra S&P 500
Leveraged Equities, Leveraged

5%

VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend

7.50%

S&P 500

Performance

Performance Chart

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


60.00%70.00%80.00%90.00%100.00%FebruaryMarchAprilMayJuneJuly
98.48%
84.88%
LTP2
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
LTP210.65%2.27%10.22%16.45%N/AN/A
AVUV
Avantis U.S. Small Cap Value ETF
7.36%8.35%9.12%19.58%N/AN/A
COWZ
Pacer US Cash Cows 100 ETF
8.83%2.29%9.83%14.42%16.60%N/A
DGRO
iShares Core Dividend Growth ETF
11.44%2.68%10.64%14.78%11.67%11.56%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
3.98%1.40%4.96%7.91%13.78%12.51%
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
-1.19%-4.40%1.21%2.57%12.61%N/A
VIG
Vanguard Dividend Appreciation ETF
10.97%1.91%9.61%15.24%11.94%11.36%
QQQ
Invesco QQQ
16.39%-0.87%13.02%27.39%20.83%18.27%
DIVO
Amplify CWP Enhanced Dividend Income ETF
11.47%2.70%10.62%13.45%11.41%N/A
DVY
iShares Select Dividend ETF
9.92%5.13%11.75%12.68%8.74%9.01%
SCHD
Schwab US Dividend Equity ETF
8.51%4.93%7.39%12.32%12.46%11.15%
SSO
ProShares Ultra S&P 500
29.25%1.21%25.58%39.77%21.47%19.51%

Monthly Returns

The table below presents the monthly returns of LTP2, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.01%3.60%4.41%-4.59%3.96%0.86%10.65%
20236.57%-2.61%1.77%0.84%-1.75%6.68%4.34%-2.41%-4.48%-3.08%8.20%6.18%20.91%
2022-3.92%-1.97%3.58%-6.85%1.83%-9.19%8.00%-3.51%-9.29%10.01%6.36%-5.38%-12.05%
20210.17%4.53%6.86%4.15%1.69%0.82%1.45%2.67%-4.10%5.78%-1.34%5.49%31.35%
2020-1.70%-8.91%-13.77%13.97%4.64%1.17%4.57%6.86%-3.42%-1.14%13.93%4.33%18.17%
20190.12%1.96%3.51%2.85%8.68%

Expense Ratio

LTP2 features an expense ratio of 0.31%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for SSO: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for MOAT: current value at 0.48% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.48%
Expense ratio chart for DVY: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
Expense ratio chart for OMFL: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
Expense ratio chart for AVUV: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LTP2 is 39, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of LTP2 is 3939
LTP2
The Sharpe Ratio Rank of LTP2 is 3838Sharpe Ratio Rank
The Sortino Ratio Rank of LTP2 is 3838Sortino Ratio Rank
The Omega Ratio Rank of LTP2 is 3636Omega Ratio Rank
The Calmar Ratio Rank of LTP2 is 5050Calmar Ratio Rank
The Martin Ratio Rank of LTP2 is 3434Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

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.


LTP2
Sharpe ratio
The chart of Sharpe ratio for LTP2, currently valued at 1.44, compared to the broader market-1.000.001.002.003.004.001.44
Sortino ratio
The chart of Sortino ratio for LTP2, currently valued at 2.08, compared to the broader market-2.000.002.004.006.002.08
Omega ratio
The chart of Omega ratio for LTP2, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for LTP2, currently valued at 1.44, compared to the broader market0.002.004.006.008.0010.001.44
Martin ratio
The chart of Martin ratio for LTP2, currently valued at 4.55, compared to the broader market0.0010.0020.0030.0040.004.55
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVUV
Avantis U.S. Small Cap Value ETF
0.951.541.171.453.61
COWZ
Pacer US Cash Cows 100 ETF
1.211.831.201.864.25
DGRO
iShares Core Dividend Growth ETF
1.652.381.291.354.88
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.550.861.100.471.35
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
0.130.281.030.130.34
VIG
Vanguard Dividend Appreciation ETF
1.712.451.301.665.25
QQQ
Invesco QQQ
1.522.101.261.747.71
DIVO
Amplify CWP Enhanced Dividend Income ETF
1.842.701.321.985.93
DVY
iShares Select Dividend ETF
1.011.511.180.763.03
SCHD
Schwab US Dividend Equity ETF
1.171.741.200.993.63
SSO
ProShares Ultra S&P 500
1.682.301.281.135.98

Sharpe Ratio

The current LTP2 Sharpe ratio is 1.44. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of LTP2 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.44
1.82
LTP2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

LTP2 granted a 2.17% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
LTP22.17%2.20%2.25%1.88%2.19%2.42%2.20%1.75%1.30%1.44%1.21%1.00%
AVUV
Avantis U.S. Small Cap Value ETF
1.60%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
2.04%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.30%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.83%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%0.79%
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
1.59%1.37%1.55%0.95%1.48%1.53%1.39%0.32%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.79%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
QQQ
Invesco QQQ
0.61%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.47%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%0.00%0.00%0.00%
DVY
iShares Select Dividend ETF
3.61%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%3.06%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SSO
ProShares Ultra S&P 500
0.58%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.50%0.63%0.33%0.26%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-2.00%
-2.86%
LTP2
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the LTP2. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the LTP2 was 35.23%, occurring on Mar 23, 2020. Recovery took 108 trading sessions.

The current LTP2 drawdown is 2.00%.


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
-11.18%Aug 1, 202363Oct 27, 202332Dec 13, 202395
-8.98%Sep 3, 202014Sep 23, 202013Oct 12, 202027
-7.55%Oct 13, 202012Oct 28, 20208Nov 9, 202020

Volatility

Volatility Chart

The current LTP2 volatility is 2.45%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.45%
2.76%
LTP2
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

QQQAVUVDVYDIVOCOWZOMFLSSOMOATSCHDVIGDGRO
QQQ1.000.520.460.650.560.680.910.780.590.760.70
AVUV0.521.000.870.730.900.860.730.800.840.740.81
DVY0.460.871.000.800.870.840.720.790.930.800.89
DIVO0.650.730.801.000.810.800.840.800.860.900.91
COWZ0.560.900.870.811.000.860.770.820.880.800.86
OMFL0.680.860.840.800.861.000.850.870.870.860.89
SSO0.910.730.720.840.770.851.000.910.810.930.90
MOAT0.780.800.790.800.820.870.911.000.850.890.90
SCHD0.590.840.930.860.880.870.810.851.000.890.95
VIG0.760.740.800.900.800.860.930.890.891.000.96
DGRO0.700.810.890.910.860.890.900.900.950.961.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019