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LTP2
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


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 Every 3 months.


70.00%80.00%90.00%100.00%110.00%120.00%December2025FebruaryMarchAprilMay
102.25%
90.22%
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


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
LTP2-3.37%12.39%-6.26%6.33%16.16%N/A
AVUV
Avantis U.S. Small Cap Value ETF
-10.14%14.97%-15.34%-4.10%20.39%N/A
COWZ
Pacer US Cash Cows 100 ETF
-6.41%10.91%-11.21%-2.84%18.44%N/A
DGRO
iShares Core Dividend Growth ETF
-0.61%9.85%-3.82%8.54%13.53%11.22%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
-5.60%14.39%-8.37%1.72%13.45%12.37%
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
0.37%12.14%-1.26%2.75%14.18%N/A
VIG
Vanguard Dividend Appreciation ETF
-1.11%10.94%-3.59%9.58%13.26%11.20%
QQQ
Invesco QQQ
-4.34%17.36%-4.62%11.64%17.57%17.21%
DIVO
Amplify CWP Enhanced Dividend Income ETF
1.74%9.45%-0.65%10.58%13.61%N/A
DVY
iShares Select Dividend ETF
-0.38%9.63%-3.96%9.54%14.46%9.02%
SCHD
Schwab US Dividend Equity ETF
-4.79%6.00%-9.18%2.30%12.67%10.38%
SSO
ProShares Ultra S&P 500
-10.85%27.04%-14.12%10.56%24.52%17.87%
*Annualized

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
20252.98%-0.78%-4.37%-2.77%1.71%-3.37%
20240.01%3.60%4.41%-4.59%3.96%0.86%3.69%2.05%1.68%-1.15%6.29%-4.65%16.67%
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%-13.76%13.97%4.64%1.17%4.57%6.86%-3.41%-1.14%13.93%4.33%18.18%
20190.12%1.96%3.51%2.85%8.68%

Expense Ratio

LTP2 has an expense ratio of 0.31%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LTP2 is 22, meaning it’s performing worse than 78% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of LTP2 is 2222
Overall Rank
The Sharpe Ratio Rank of LTP2 is 2020
Sharpe Ratio Rank
The Sortino Ratio Rank of LTP2 is 2020
Sortino Ratio Rank
The Omega Ratio Rank of LTP2 is 2323
Omega Ratio Rank
The Calmar Ratio Rank of LTP2 is 2323
Calmar Ratio Rank
The Martin Ratio Rank of LTP2 is 2424
Martin 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.



Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AVUV
Avantis U.S. Small Cap Value ETF
-0.16-0.070.99-0.15-0.41
COWZ
Pacer US Cash Cows 100 ETF
-0.15-0.080.99-0.13-0.41
DGRO
iShares Core Dividend Growth ETF
0.580.961.140.662.64
MOAT
VanEck Vectors Morningstar Wide Moat ETF
0.090.311.040.110.39
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
0.150.341.040.170.52
VIG
Vanguard Dividend Appreciation ETF
0.611.021.140.692.85
QQQ
Invesco QQQ
0.470.811.110.511.67
DIVO
Amplify CWP Enhanced Dividend Income ETF
0.761.221.180.923.50
DVY
iShares Select Dividend ETF
0.590.981.140.652.14
SCHD
Schwab US Dividend Equity ETF
0.140.351.050.170.57
SSO
ProShares Ultra S&P 500
0.280.651.100.311.09

The current LTP2 Sharpe ratio is 0.36. 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 0.44 to 0.96, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

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 Ratio0.001.002.003.00December2025FebruaryMarchAprilMay
0.36
0.48
LTP2
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

LTP2 provided a 2.32% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio2.32%2.21%2.20%2.25%1.88%2.19%2.42%2.20%1.75%1.30%1.44%1.21%
AVUV
Avantis U.S. Small Cap Value ETF
1.84%1.61%1.65%1.74%1.28%1.21%0.38%0.00%0.00%0.00%0.00%0.00%
COWZ
Pacer US Cash Cows 100 ETF
1.93%1.82%1.92%1.96%1.48%2.54%1.96%1.67%1.94%0.13%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.28%2.26%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%
MOAT
VanEck Vectors Morningstar Wide Moat ETF
1.45%1.37%0.86%1.25%1.08%1.46%1.31%1.79%1.07%1.17%2.13%1.34%
OMFL
Invesco Russell 1000 Dynamic Multifactor ETF
0.98%1.22%1.37%1.55%0.95%1.48%1.53%1.39%0.32%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.84%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%
QQQ
Invesco QQQ
0.61%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%
DIVO
Amplify CWP Enhanced Dividend Income ETF
4.82%4.70%4.67%4.76%4.79%4.91%8.16%5.27%3.83%0.00%0.00%0.00%
DVY
iShares Select Dividend ETF
3.73%3.65%3.82%3.43%3.12%3.66%3.41%3.58%3.00%3.04%3.45%3.03%
SCHD
Schwab US Dividend Equity ETF
4.03%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
SSO
ProShares Ultra S&P 500
0.94%0.85%0.18%0.50%0.18%0.20%0.50%0.75%0.39%0.51%0.63%0.32%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-7.87%
-7.82%
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 109 trading sessions.

The current LTP2 drawdown is 7.87%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.23%Feb 20, 202023Mar 23, 2020109Aug 26, 2020132
-21.23%Jan 5, 2022186Sep 30, 2022199Jul 19, 2023385
-18.02%Dec 3, 202486Apr 8, 2025
-11.18%Aug 1, 202363Oct 27, 202332Dec 13, 202395
-8.98%Sep 3, 202014Sep 23, 202013Oct 12, 202027

Volatility

Volatility Chart

The current LTP2 volatility is 10.27%, 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%4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.27%
11.21%
LTP2
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 11 assets, with an effective number of assets of 9.88, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.

Asset Correlations Table

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

^GSPCQQQAVUVDVYCOWZDIVOSCHDOMFLMOATSSOVIGDGROPortfolio
^GSPC1.000.920.730.700.760.840.780.860.891.000.920.890.95
QQQ0.921.000.540.450.570.650.560.710.760.910.760.690.79
AVUV0.730.541.000.860.900.740.830.840.790.730.740.800.87
DVY0.700.450.861.000.860.800.930.800.790.710.800.890.86
COWZ0.760.570.900.861.000.810.880.830.820.760.800.860.89
DIVO0.840.650.740.800.811.000.860.800.800.840.900.910.89
SCHD0.780.560.830.930.880.861.000.830.850.790.880.940.91
OMFL0.860.710.840.800.830.800.831.000.850.860.860.870.93
MOAT0.890.760.790.790.820.800.850.851.000.890.880.900.94
SSO1.000.910.730.710.760.840.790.860.891.000.920.890.95
VIG0.920.760.740.800.800.900.880.860.880.921.000.960.94
DGRO0.890.690.800.890.860.910.940.870.900.890.961.000.96
Portfolio0.950.790.870.860.890.890.910.930.940.950.940.961.00
The correlation results are calculated based on daily price changes starting from Sep 27, 2019