LTP2
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.
The earliest data available for this chart is Sep 26, 2019, corresponding to the inception date of AVUV
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 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 |
Portfolio components: | ||||||
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% |
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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.98% | -0.78% | -4.37% | -2.77% | 1.71% | -3.37% | |||||||
2024 | 0.01% | 3.60% | 4.41% | -4.59% | 3.96% | 0.86% | 3.69% | 2.05% | 1.68% | -1.15% | 6.29% | -4.65% | 16.67% |
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% | -3.41% | -1.14% | 13.93% | 4.33% | 18.18% |
2019 | 0.12% | 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.
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.
Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio | |
---|---|---|---|---|---|
AVUV Avantis U.S. Small Cap Value ETF | -0.16 | -0.07 | 0.99 | -0.15 | -0.41 |
COWZ Pacer US Cash Cows 100 ETF | -0.15 | -0.08 | 0.99 | -0.13 | -0.41 |
DGRO iShares Core Dividend Growth ETF | 0.58 | 0.96 | 1.14 | 0.66 | 2.64 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.09 | 0.31 | 1.04 | 0.11 | 0.39 |
OMFL Invesco Russell 1000 Dynamic Multifactor ETF | 0.15 | 0.34 | 1.04 | 0.17 | 0.52 |
VIG Vanguard Dividend Appreciation ETF | 0.61 | 1.02 | 1.14 | 0.69 | 2.85 |
QQQ Invesco QQQ | 0.47 | 0.81 | 1.11 | 0.51 | 1.67 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 0.76 | 1.22 | 1.18 | 0.92 | 3.50 |
DVY iShares Select Dividend ETF | 0.59 | 0.98 | 1.14 | 0.65 | 2.14 |
SCHD Schwab US Dividend Equity ETF | 0.14 | 0.35 | 1.05 | 0.17 | 0.57 |
SSO ProShares Ultra S&P 500 | 0.28 | 0.65 | 1.10 | 0.31 | 1.09 |
Dividends
Dividend yield
LTP2 provided a 2.32% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 2.32% | 2.21% | 2.20% | 2.25% | 1.88% | 2.19% | 2.42% | 2.20% | 1.75% | 1.30% | 1.44% | 1.21% |
Portfolio components: | ||||||||||||
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.
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, 2020 | 23 | Mar 23, 2020 | 109 | Aug 26, 2020 | 132 |
-21.23% | Jan 5, 2022 | 186 | Sep 30, 2022 | 199 | Jul 19, 2023 | 385 |
-18.02% | Dec 3, 2024 | 86 | Apr 8, 2025 | — | — | — |
-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 |
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.
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
^GSPC | QQQ | AVUV | DVY | COWZ | DIVO | SCHD | OMFL | MOAT | SSO | VIG | DGRO | Portfolio | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.92 | 0.73 | 0.70 | 0.76 | 0.84 | 0.78 | 0.86 | 0.89 | 1.00 | 0.92 | 0.89 | 0.95 |
QQQ | 0.92 | 1.00 | 0.54 | 0.45 | 0.57 | 0.65 | 0.56 | 0.71 | 0.76 | 0.91 | 0.76 | 0.69 | 0.79 |
AVUV | 0.73 | 0.54 | 1.00 | 0.86 | 0.90 | 0.74 | 0.83 | 0.84 | 0.79 | 0.73 | 0.74 | 0.80 | 0.87 |
DVY | 0.70 | 0.45 | 0.86 | 1.00 | 0.86 | 0.80 | 0.93 | 0.80 | 0.79 | 0.71 | 0.80 | 0.89 | 0.86 |
COWZ | 0.76 | 0.57 | 0.90 | 0.86 | 1.00 | 0.81 | 0.88 | 0.83 | 0.82 | 0.76 | 0.80 | 0.86 | 0.89 |
DIVO | 0.84 | 0.65 | 0.74 | 0.80 | 0.81 | 1.00 | 0.86 | 0.80 | 0.80 | 0.84 | 0.90 | 0.91 | 0.89 |
SCHD | 0.78 | 0.56 | 0.83 | 0.93 | 0.88 | 0.86 | 1.00 | 0.83 | 0.85 | 0.79 | 0.88 | 0.94 | 0.91 |
OMFL | 0.86 | 0.71 | 0.84 | 0.80 | 0.83 | 0.80 | 0.83 | 1.00 | 0.85 | 0.86 | 0.86 | 0.87 | 0.93 |
MOAT | 0.89 | 0.76 | 0.79 | 0.79 | 0.82 | 0.80 | 0.85 | 0.85 | 1.00 | 0.89 | 0.88 | 0.90 | 0.94 |
SSO | 1.00 | 0.91 | 0.73 | 0.71 | 0.76 | 0.84 | 0.79 | 0.86 | 0.89 | 1.00 | 0.92 | 0.89 | 0.95 |
VIG | 0.92 | 0.76 | 0.74 | 0.80 | 0.80 | 0.90 | 0.88 | 0.86 | 0.88 | 0.92 | 1.00 | 0.96 | 0.94 |
DGRO | 0.89 | 0.69 | 0.80 | 0.89 | 0.86 | 0.91 | 0.94 | 0.87 | 0.90 | 0.89 | 0.96 | 1.00 | 0.96 |
Portfolio | 0.95 | 0.79 | 0.87 | 0.86 | 0.89 | 0.89 | 0.91 | 0.93 | 0.94 | 0.95 | 0.94 | 0.96 | 1.00 |