LTP2

Performance

Risk-Adjusted Performance

Dividends

Drawdowns

Volatility

Diversification

LTP2

Last updated Oct 18, 2024

Asset Allocation

Position	Category/Sector	Weight
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%

Benchmark

Rebalance portfolio

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

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-Date	1 month	6 months	1 year	5 years (annualized)	10 years (annualized)
^GSPC S&P 500	22.95%	4.39%	18.07%	37.09%	14.48%	11.71%
LTP2	18.45%	2.83%	14.71%	34.74%	16.03%	N/A
Portfolio components:
AVUV Avantis U.S. Small Cap Value ETF	10.69%	2.80%	11.46%	34.03%	15.86%	N/A
COWZ Pacer US Cash Cows 100 ETF	14.71%	2.94%	7.25%	23.18%	17.45%	N/A
DGRO iShares Core Dividend Growth ETF	20.74%	2.85%	15.07%	34.66%	12.80%	12.61%
MOAT VanEck Vectors Morningstar Wide Moat ETF	15.03%	2.69%	14.89%	33.97%	15.15%	13.73%
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	6.00%	2.20%	4.27%	23.66%	13.15%	N/A
VIG Vanguard Dividend Appreciation ETF	19.85%	2.43%	15.88%	33.86%	13.31%	12.45%
QQQ Invesco QQQ	21.27%	2.64%	18.42%	40.40%	21.69%	18.70%
DIVO Amplify CWP Enhanced Dividend Income ETF	18.63%	2.68%	12.47%	27.02%	12.72%	N/A
DVY iShares Select Dividend ETF	20.02%	2.37%	16.60%	35.78%	9.94%	10.04%
SCHD Schwab US Dividend Equity ETF	16.66%	3.22%	14.10%	29.49%	13.36%	12.17%
SSO ProShares Ultra S&P 500	44.12%	5.32%	33.03%	82.17%	23.92%	21.31%

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.

	Jan	Feb	Mar	Apr	May	Jun	Jul	Aug	Sep	Oct	Nov	Dec	Total
2024	0.01%	3.60%	4.41%	-4.59%	3.96%	0.86%	3.69%	2.05%	1.68%				18.45%
2023	6.57%	-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%
2021	0.17%	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%	-3.42%	-1.14%	13.93%	4.33%	18.18%
2019									0.12%	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.

SSO

ProShares Ultra S&P 500

DIVO

Amplify CWP Enhanced Dividend Income ETF

COWZ

Pacer US Cash Cows 100 ETF

MOAT

VanEck Vectors Morningstar Wide Moat ETF

DVY

iShares Select Dividend ETF

OMFL

Invesco Russell 1000 Dynamic Multifactor ETF

AVUV

Avantis U.S. Small Cap Value ETF

QQQ

Invesco QQQ

DGRO

iShares Core Dividend Growth ETF

VIG

Vanguard Dividend Appreciation ETF

SCHD

Schwab US Dividend Equity ETF

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of LTP2 is 49, 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.

Combined Rank

Sharpe Ratio Rank

Sortino Ratio Rank

Omega Ratio Rank

Calmar Ratio Rank

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.

LTP2

^GSPC

Portfolio components

	Sharpe ratio	Sortino ratio	Omega ratio	Calmar ratio	Martin ratio
AVUV Avantis U.S. Small Cap Value ETF	1.47	2.15	1.26	2.44	7.39
COWZ Pacer US Cash Cows 100 ETF	1.50	2.20	1.26	2.51	6.47
DGRO iShares Core Dividend Growth ETF	3.25	4.50	1.60	2.71	22.77
MOAT VanEck Vectors Morningstar Wide Moat ETF	2.49	3.48	1.45	2.08	13.76
OMFL Invesco Russell 1000 Dynamic Multifactor ETF	1.41	1.97	1.25	1.44	4.57
VIG Vanguard Dividend Appreciation ETF	3.15	4.36	1.58	3.24	21.46
QQQ Invesco QQQ	2.12	2.77	1.37	2.68	9.95
DIVO Amplify CWP Enhanced Dividend Income ETF	2.94	4.11	1.54	3.41	19.50
DVY iShares Select Dividend ETF	2.47	3.44	1.43	1.84	15.36
SCHD Schwab US Dividend Equity ETF	2.34	3.35	1.41	2.05	13.15
SSO ProShares Ultra S&P 500	3.01	3.59	1.49	2.21	18.65

Sharpe Ratio

The current LTP2 Sharpe ratio is 2.47. 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 2.19 to 3.02, 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.

LTP2

Benchmark (^GSPC)

Portfolio components

Dividends

Dividend yield

LTP2 granted a 2.08% dividend yield in the last twelve months.

	TTM	2023	2022	2021	2020	2019	2018	2017	2016	2015	2014	2013
LTP2	2.08%	2.20%	2.25%	1.88%	2.19%	2.42%	2.20%	1.75%	1.30%	1.44%	1.21%	1.00%
Portfolio components:
AVUV Avantis U.S. Small Cap Value ETF	1.59%	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	1.85%	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	2.16%	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	0.75%	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	1.31%	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	1.70%	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	4.37%	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	3.41%	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	3.39%	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	0.71%	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. Drawdowns are calculated considering price movements and all distributions paid, if any.

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 107 trading sessions.

Depth	Start	To Bottom	Bottom	To Recover	End	Total
-35.23%	Feb 20, 2020	23	Mar 23, 2020	107	Aug 24, 2020	130
-21.23%	Jan 5, 2022	186	Sep 30, 2022	199	Jul 19, 2023	385
-11.18%	Aug 1, 2023	63	Oct 27, 2023	32	Dec 13, 2023	95
-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

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.

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.

	QQQ	AVUV	DVY	DIVO	COWZ	OMFL	SSO	MOAT	SCHD	VIG	DGRO
QQQ	1.00	0.53	0.46	0.65	0.57	0.69	0.91	0.78	0.58	0.76	0.70
AVUV	0.53	1.00	0.86	0.73	0.90	0.85	0.73	0.80	0.84	0.74	0.80
DVY	0.46	0.86	1.00	0.80	0.86	0.83	0.71	0.79	0.93	0.80	0.89
DIVO	0.65	0.73	0.80	1.00	0.81	0.80	0.84	0.80	0.86	0.90	0.91
COWZ	0.57	0.90	0.86	0.81	1.00	0.85	0.77	0.82	0.88	0.80	0.86
OMFL	0.69	0.85	0.83	0.80	0.85	1.00	0.85	0.86	0.86	0.86	0.88
SSO	0.91	0.73	0.71	0.84	0.77	0.85	1.00	0.90	0.81	0.93	0.90
MOAT	0.78	0.80	0.79	0.80	0.82	0.86	0.90	1.00	0.85	0.88	0.90
SCHD	0.58	0.84	0.93	0.86	0.88	0.86	0.81	0.85	1.00	0.89	0.95
VIG	0.76	0.74	0.80	0.90	0.80	0.86	0.93	0.88	0.89	1.00	0.96
DGRO	0.70	0.80	0.89	0.91	0.86	0.88	0.90	0.90	0.95	0.96	1.00

The correlation results are calculated based on daily price changes starting from Sep 27, 2019

Performance Analysis

Risk Analysis

Optimization

Factor Model

LTP2

Asset Allocation

Performance

Performance Chart

Returns By Period

Monthly Returns

Expense Ratio

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

Risk-Adjusted Performance Indicators

Sharpe Ratio

Dividends

Dividend yield

Drawdowns

Drawdowns Chart

Worst Drawdowns

Volatility

Volatility Chart

Diversification

Asset Correlations Table

Performance Analysis

Risk Analysis

Optimization

Factor Model

Portfolios

Screeners

Community