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Brokerage
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 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 Every 3 months.


180.00%190.00%200.00%210.00%220.00%230.00%240.00%250.00%December2025FebruaryMarchAprilMay
216.16%
219.01%
Brokerage
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of QYLD

Returns By Period

As of May 9, 2025, the Brokerage returned 1.99% Year-To-Date and 10.08% of annualized return in the last 10 years.


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-3.70%13.67%-5.18%9.18%14.14%10.43%
Brokerage1.99%9.02%1.08%13.23%12.80%10.08%
O
Realty Income Corporation
7.85%8.12%2.64%8.55%6.95%7.43%
MO
Altria Group, Inc.
17.59%8.71%17.08%47.47%19.72%8.46%
KO
The Coca-Cola Company
15.15%4.02%13.48%16.62%12.51%9.11%
SPY
SPDR S&P 500 ETF
-3.30%13.81%-4.52%10.65%15.81%12.33%
QQQ
Invesco QQQ
-4.34%17.36%-4.62%11.64%17.57%17.21%
QYLD
Global X NASDAQ 100 Covered Call ETF
-6.43%10.62%-5.30%5.58%8.28%7.58%
XYLD
Global X S&P 500 Covered Call ETF
-4.62%9.34%-1.52%7.97%9.72%6.49%
SCHD
Schwab US Dividend Equity ETF
-4.79%6.00%-9.18%2.30%12.67%10.38%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.58%4.04%0.20%5.18%6.25%5.75%
*Annualized

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20251.90%2.30%-1.31%-1.27%0.41%1.99%
20240.51%1.69%3.37%-1.92%2.63%1.78%3.51%4.53%0.97%-1.27%3.10%-2.56%17.31%
20234.09%-1.75%2.83%1.45%-1.28%3.40%2.42%-2.45%-4.45%-1.97%6.86%3.42%12.63%
2022-2.32%-1.66%3.12%-3.61%-1.25%-6.53%6.33%-3.84%-8.52%7.09%4.11%-2.49%-10.37%
2021-1.88%2.14%6.22%2.40%0.93%1.08%2.26%2.48%-4.83%4.83%-1.32%5.58%21.13%
20201.00%-7.89%-13.65%8.52%3.25%2.35%5.05%4.99%-2.98%-2.66%9.16%3.73%8.66%
20195.46%2.02%3.83%1.54%-4.82%4.46%1.57%-0.33%0.96%3.32%2.22%1.89%24.05%
20182.25%-4.42%-1.25%-0.91%2.26%1.00%3.61%2.03%0.98%-1.74%-0.09%-6.51%-3.22%
20172.54%2.92%-0.07%0.92%1.75%-0.15%0.58%0.36%0.88%1.40%2.35%1.92%16.47%
2016-1.84%1.51%5.72%-0.84%1.49%3.64%1.93%-0.73%0.33%-1.30%-0.20%2.56%12.67%
20151.03%3.29%-2.30%-0.11%0.78%-2.33%4.17%-5.11%0.43%7.61%-0.29%-0.03%6.74%
2014-2.28%4.24%-0.48%2.52%2.06%2.12%-1.87%4.02%-0.39%2.38%2.66%-0.94%14.66%

Expense Ratio

Brokerage has an expense ratio of 0.21%, which is considered low. 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

With an overall rank of 84, Brokerage is among the top 16% of 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 Brokerage is 8484
Overall Rank
The Sharpe Ratio Rank of Brokerage is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of Brokerage is 8383
Sortino Ratio Rank
The Omega Ratio Rank of Brokerage is 8888
Omega Ratio Rank
The Calmar Ratio Rank of Brokerage is 8282
Calmar Ratio Rank
The Martin Ratio Rank of Brokerage is 8787
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
O
Realty Income Corporation
0.470.671.080.290.79
MO
Altria Group, Inc.
2.583.781.504.8811.65
KO
The Coca-Cola Company
1.011.571.201.132.50
SPY
SPDR S&P 500 ETF
0.540.901.130.572.24
QQQ
Invesco QQQ
0.470.811.110.511.67
QYLD
Global X NASDAQ 100 Covered Call ETF
0.290.561.100.301.12
XYLD
Global X S&P 500 Covered Call ETF
0.530.871.160.522.21
SCHD
Schwab US Dividend Equity ETF
0.140.351.050.170.57
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
0.801.141.180.954.58

The current Brokerage Sharpe ratio is 1.10. 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 is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of Brokerage 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 Ratio0.001.002.003.004.00December2025FebruaryMarchAprilMay
1.10
0.48
Brokerage
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Brokerage provided a 6.02% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio6.02%5.76%5.67%5.92%5.27%4.99%4.38%5.01%3.85%3.91%4.12%4.35%
O
Realty Income Corporation
5.65%5.37%5.33%4.68%6.95%4.65%3.69%4.19%4.45%4.19%4.42%4.59%
MO
Altria Group, Inc.
6.69%7.65%9.52%8.05%7.43%8.29%6.57%6.07%3.56%3.48%3.73%4.06%
KO
The Coca-Cola Company
2.76%3.12%3.12%2.77%2.84%2.99%2.89%3.29%3.23%3.38%3.07%2.89%
SPY
SPDR S&P 500 ETF
1.27%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%
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%
QYLD
Global X NASDAQ 100 Covered Call ETF
13.75%12.50%11.78%13.75%12.85%11.16%9.84%12.44%7.69%9.15%9.42%10.74%
XYLD
Global X S&P 500 Covered Call ETF
12.97%11.54%10.51%13.43%9.07%7.93%5.76%7.12%5.18%3.23%4.65%4.15%
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%
ANGL
VanEck Vectors Fallen Angel High Yield Bond ETF
6.44%6.29%5.27%4.72%3.90%4.67%5.19%5.99%5.25%5.79%5.81%6.80%

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
-2.93%
-7.82%
Brokerage
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Brokerage. 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 Brokerage was 32.57%, occurring on Mar 23, 2020. Recovery took 165 trading sessions.

The current Brokerage drawdown is 2.93%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.57%Feb 21, 202022Mar 23, 2020165Nov 13, 2020187
-18.26%Jan 5, 2022186Sep 30, 2022306Dec 19, 2023492
-13.33%Nov 8, 201831Dec 24, 201855Mar 15, 201986
-10.97%Feb 21, 202533Apr 8, 2025
-9.22%Jan 29, 20189Feb 8, 2018122Aug 3, 2018131

Volatility

Volatility Chart

The current Brokerage volatility is 7.28%, 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
7.28%
11.21%
Brokerage
Benchmark (^GSPC)
Portfolio components

Diversification

Diversification Metrics


Number of Effective Assets

The portfolio contains 9 assets, with an effective number of assets of 9.00, 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.

^GSPCOMOKOANGLQYLDXYLDQQQSCHDSPYPortfolio
^GSPC1.000.350.350.440.570.780.810.910.831.000.89
O0.351.000.340.430.290.220.280.250.420.350.58
MO0.350.341.000.490.220.190.280.210.520.350.58
KO0.440.430.491.000.270.270.350.310.570.440.64
ANGL0.570.290.220.271.000.460.460.530.500.570.59
QYLD0.780.220.190.270.461.000.710.840.570.780.70
XYLD0.810.280.280.350.460.711.000.750.690.810.76
QQQ0.910.250.210.310.530.840.751.000.640.910.78
SCHD0.830.420.520.570.500.570.690.641.000.830.86
SPY1.000.350.350.440.570.780.810.910.831.000.89
Portfolio0.890.580.580.640.590.700.760.780.860.891.00
The correlation results are calculated based on daily price changes starting from Dec 13, 2013