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Brokerage

Last updated Sep 21, 2023

Asset Allocation


ANGL 11.11%O 11.11%MO 11.11%KO 11.11%SPY 11.11%QQQ 11.11%QYLD 11.11%SCHD 11.11%XYLD 11.11%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
High Yield Bonds11.11%
O
Realty Income Corporation
Real Estate11.11%
MO
Altria Group, Inc.
Consumer Defensive11.11%
KO
The Coca-Cola Company
Consumer Defensive11.11%
SPY
SPDR S&P 500 ETF
Large Cap Growth Equities11.11%
QQQ
Invesco QQQ
Large Cap Blend Equities11.11%
QYLD
Global X NASDAQ 100 Covered Call ETF
Large Cap Growth Equities11.11%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend11.11%
XYLD
Global X S&P 500 Covered Call ETF
Long-Short11.11%

Performance

The chart shows the growth of an initial investment of $10,000 in Brokerage, 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
4.02%
10.86%
Brokerage
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 21, 2023, the Brokerage returned 6.70% Year-To-Date and 9.82% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark0.33%11.48%14.66%16.16%8.51%9.76%
Brokerage-0.19%4.88%6.70%10.42%7.26%9.82%
O
Realty Income Corporation
-4.04%-6.89%-12.33%-9.63%4.08%9.12%
MO
Altria Group, Inc.
2.88%3.37%0.38%8.88%0.23%7.87%
KO
The Coca-Cola Company
-1.93%-0.95%-5.98%1.40%7.98%7.53%
SPY
SPDR S&P 500 ETF
0.46%12.37%15.97%18.06%10.34%11.75%
QQQ
Invesco QQQ
0.46%18.02%37.50%29.43%15.58%17.17%
QYLD
Global X NASDAQ 100 Covered Call ETF
-0.87%6.30%16.45%18.00%3.98%6.80%
XYLD
Global X S&P 500 Covered Call ETF
0.13%4.28%8.84%11.56%3.25%6.18%
SCHD
Schwab US Dividend Equity ETF
0.24%5.02%-1.48%8.21%9.83%11.08%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.95%3.19%5.15%7.01%3.86%5.61%

Asset Correlations Table

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

OMOANGLKOQYLDXYLDQQQSCHDSPY
O1.000.330.270.430.250.290.290.400.38
MO0.331.000.220.480.220.310.250.520.39
ANGL0.270.221.000.280.460.450.530.500.57
KO0.430.480.281.000.320.390.360.590.50
QYLD0.250.220.460.321.000.700.830.600.77
XYLD0.290.310.450.390.701.000.750.720.81
QQQ0.290.250.530.360.830.751.000.680.90
SCHD0.400.520.500.590.600.720.681.000.87
SPY0.380.390.570.500.770.810.900.871.00

Sharpe Ratio

The current Brokerage Sharpe ratio is 0.71. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.71

The Sharpe ratio of Brokerage 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
0.71
0.74
Brokerage
Benchmark (^GSPC)
Portfolio components

Dividend yield

Brokerage granted a 5.73% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Brokerage5.73%6.24%5.77%6.15%5.74%7.19%5.73%6.15%6.92%7.83%4.81%4.23%
O
Realty Income Corporation
5.63%4.84%4.67%5.27%4.52%5.33%5.95%5.85%6.44%7.03%9.40%7.51%
MO
Altria Group, Inc.
8.83%8.58%8.57%10.28%8.90%8.78%5.42%5.49%6.10%6.92%8.57%10.17%
KO
The Coca-Cola Company
3.11%2.83%2.99%3.25%3.25%3.82%3.87%4.19%3.93%3.82%3.69%3.94%
SPY
SPDR S&P 500 ETF
1.48%1.67%1.24%1.58%1.85%2.21%1.98%2.28%2.37%2.18%2.17%2.65%
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%
QYLD
Global X NASDAQ 100 Covered Call ETF
11.99%14.51%15.80%15.58%15.45%21.64%14.92%19.21%21.71%27.22%0.00%0.00%
XYLD
Global X S&P 500 Covered Call ETF
11.10%14.55%11.09%10.12%7.36%10.88%8.43%5.55%8.27%7.72%4.83%0.00%
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%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
5.19%4.89%4.22%5.26%6.16%7.50%6.95%8.04%8.62%10.64%10.19%8.42%

Expense Ratio

The Brokerage has a high expense ratio of 0.21%, 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.


0.60%
0.00%2.15%
0.35%
0.00%2.15%
0.20%
0.00%2.15%
0.09%
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
O
Realty Income Corporation
-0.60
MO
Altria Group, Inc.
0.54
KO
The Coca-Cola Company
0.03
SPY
SPDR S&P 500 ETF
0.84
QQQ
Invesco QQQ
1.14
QYLD
Global X NASDAQ 100 Covered Call ETF
1.35
XYLD
Global X S&P 500 Covered Call ETF
1.03
SCHD
Schwab US Dividend Equity ETF
0.36
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.58

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-5.23%
-8.22%
Brokerage
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Brokerage. 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 Brokerage is 32.60%, recorded on Mar 23, 2020. It took 165 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.6%Feb 21, 202022Mar 23, 2020165Nov 13, 2020187
-18.29%Jan 5, 2022186Sep 30, 2022
-13.33%Nov 8, 201831Dec 24, 201855Mar 15, 201986
-9.22%Jan 29, 20189Feb 8, 2018122Aug 3, 2018131
-8.95%Mar 3, 2015123Aug 25, 201538Oct 19, 2015161

Volatility Chart

The current Brokerage volatility is 2.34%, 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%AprilMayJuneJulyAugustSeptember
2.34%
3.47%
Brokerage
Benchmark (^GSPC)
Portfolio components