Brokerage
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | High Yield Bonds | 11.11% |
KO The Coca-Cola Company | Consumer Defensive | 11.11% |
MO Altria Group, Inc. | Consumer Defensive | 11.11% |
O Realty Income Corporation | Real Estate | 11.11% |
QQQ Invesco QQQ | Large Cap Blend Equities | 11.11% |
QYLD Global X NASDAQ 100 Covered Call ETF | Derivative Income | 11.11% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 11.11% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 11.11% |
XYLD Global X S&P 500 Covered Call ETF | Long-Short | 11.11% |
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 Quarterly
The earliest data available for this chart is Dec 12, 2013, corresponding to the inception date of QYLD
Returns By Period
As of Aug 31, 2024, the Brokerage returned 17.13% Year-To-Date and 10.46% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 18.42% | 2.28% | 9.95% | 25.31% | 14.08% | 10.95% |
| Brokerage | 17.13% | 4.98% | 14.36% | 21.29% | 10.79% | 10.44% |
| Portfolio components: | ||||||
O Realty Income Corporation | 11.87% | 4.70% | 20.70% | 16.60% | 1.09% | 8.31% |
MO Altria Group, Inc. | 39.25% | 5.29% | 41.38% | 33.27% | 12.79% | 8.76% |
KO The Coca-Cola Company | 24.92% | 4.53% | 23.08% | 26.10% | 8.73% | 9.08% |
SPY SPDR S&P 500 ETF | 19.34% | 5.78% | 10.73% | 26.68% | 15.76% | 12.88% |
QQQ Invesco QQQ | 16.64% | 6.13% | 7.58% | 27.00% | 21.27% | 17.92% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.66% | 6.86% | 5.89% | 15.18% | 7.29% | 7.51% |
XYLD Global X S&P 500 Covered Call ETF | 11.56% | 5.29% | 7.59% | 12.76% | 6.61% | 6.39% |
SCHD Schwab US Dividend Equity ETF | 13.08% | 4.62% | 9.82% | 17.53% | 13.48% | 11.57% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.08% | 1.89% | 4.31% | 11.51% | 5.01% | 5.86% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.51% | 1.69% | 3.37% | -1.92% | 2.63% | 1.78% | 3.51% | 17.13% | |||||
| 2023 | 4.09% | -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% | -1.67% | 3.12% | -3.61% | -1.25% | -6.53% | 6.33% | -3.84% | -8.53% | 7.08% | 4.11% | -2.49% | -10.41% |
| 2021 | -1.88% | 2.14% | 6.22% | 2.40% | 0.93% | 1.08% | 2.25% | 2.47% | -4.83% | 4.83% | -1.68% | 5.58% | 20.67% |
| 2020 | 1.00% | -7.89% | -13.65% | 8.52% | 3.25% | 2.35% | 5.05% | 4.98% | -2.99% | -2.66% | 9.16% | 3.73% | 8.64% |
| 2019 | 5.46% | 2.02% | 3.83% | 1.54% | -4.82% | 4.46% | 1.57% | -0.33% | 0.96% | 3.32% | 2.22% | 1.89% | 24.05% |
| 2018 | 2.25% | -4.42% | -1.25% | -0.91% | 2.26% | 1.00% | 3.61% | 2.03% | 0.98% | -1.74% | -0.09% | -6.51% | -3.23% |
| 2017 | 2.54% | 2.92% | -0.07% | 0.92% | 1.75% | -0.15% | 0.58% | 0.36% | 0.88% | 1.40% | 2.35% | 1.86% | 16.40% |
| 2016 | -1.84% | 1.51% | 5.72% | -0.84% | 1.49% | 3.64% | 1.93% | -0.73% | 0.33% | -1.30% | -0.20% | 2.55% | 12.66% |
| 2015 | 1.03% | 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% |
| 2013 | 3.16% | 3.16% |
Expense Ratio
Brokerage has an expense ratio of 0.21%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of Brokerage is 81, placing it in the top 19% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
O Realty Income Corporation | 0.83 | 1.27 | 1.16 | 0.48 | 2.09 |
MO Altria Group, Inc. | 1.78 | 2.24 | 1.36 | 1.49 | 7.41 |
KO The Coca-Cola Company | 1.76 | 2.47 | 1.33 | 1.37 | 7.45 |
SPY SPDR S&P 500 ETF | 2.17 | 2.97 | 1.39 | 2.29 | 10.16 |
QQQ Invesco QQQ | 1.59 | 2.17 | 1.28 | 1.97 | 7.42 |
QYLD Global X NASDAQ 100 Covered Call ETF | 1.50 | 2.09 | 1.34 | 1.63 | 8.89 |
XYLD Global X S&P 500 Covered Call ETF | 1.73 | 2.34 | 1.41 | 1.35 | 8.92 |
SCHD Schwab US Dividend Equity ETF | 1.51 | 2.21 | 1.26 | 1.34 | 5.67 |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 2.03 | 3.13 | 1.39 | 0.86 | 9.22 |
Dividends
Dividend yield
Brokerage granted a 5.09% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Brokerage | 5.09% | 5.67% | 5.86% | 4.93% | 4.98% | 4.38% | 5.01% | 3.79% | 3.90% | 4.12% | 4.35% | 3.02% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 4.57% | 5.33% | 4.68% | 3.87% | 4.50% | 3.69% | 4.18% | 4.45% | 4.18% | 4.41% | 4.59% | 5.83% |
MO Altria Group, Inc. | 7.29% | 9.52% | 8.05% | 7.43% | 8.29% | 6.57% | 6.07% | 3.56% | 3.48% | 3.73% | 4.06% | 4.79% |
KO The Coca-Cola Company | 2.61% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% | 2.89% | 2.71% |
SPY SPDR S&P 500 ETF | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
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% |
QYLD Global X NASDAQ 100 Covered Call ETF | 11.52% | 11.78% | 13.26% | 12.85% | 11.16% | 9.84% | 12.44% | 7.69% | 9.15% | 9.42% | 10.74% | 0.00% |
XYLD Global X S&P 500 Covered Call ETF | 9.25% | 10.51% | 13.44% | 9.08% | 7.93% | 5.76% | 7.12% | 4.67% | 3.23% | 4.65% | 4.14% | 2.49% |
SCHD Schwab US Dividend Equity ETF | 3.35% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.44% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.76% | 5.81% | 6.80% | 6.10% |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.57% | Feb 21, 2020 | 22 | Mar 23, 2020 | 165 | Nov 13, 2020 | 187 |
| -18.29% | Jan 5, 2022 | 186 | Sep 30, 2022 | 306 | Dec 19, 2023 | 492 |
| -13.33% | Nov 8, 2018 | 31 | Dec 24, 2018 | 55 | Mar 15, 2019 | 86 |
| -9.22% | Jan 29, 2018 | 9 | Feb 8, 2018 | 122 | Aug 3, 2018 | 131 |
| -8.95% | Mar 3, 2015 | 123 | Aug 25, 2015 | 38 | Oct 19, 2015 | 161 |
Volatility
Volatility Chart
The current Brokerage volatility is 3.46%, 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
Asset Correlations Table
| O | MO | KO | ANGL | QYLD | XYLD | QQQ | SCHD | SPY | |
|---|---|---|---|---|---|---|---|---|---|
| O | 1.00 | 0.33 | 0.43 | 0.29 | 0.23 | 0.29 | 0.27 | 0.41 | 0.37 |
| MO | 0.33 | 1.00 | 0.49 | 0.22 | 0.21 | 0.30 | 0.24 | 0.52 | 0.37 |
| KO | 0.43 | 0.49 | 1.00 | 0.28 | 0.29 | 0.37 | 0.34 | 0.58 | 0.47 |
| ANGL | 0.29 | 0.22 | 0.28 | 1.00 | 0.46 | 0.45 | 0.53 | 0.50 | 0.57 |
| QYLD | 0.23 | 0.21 | 0.29 | 0.46 | 1.00 | 0.70 | 0.84 | 0.58 | 0.77 |
| XYLD | 0.29 | 0.30 | 0.37 | 0.45 | 0.70 | 1.00 | 0.74 | 0.70 | 0.81 |
| QQQ | 0.27 | 0.24 | 0.34 | 0.53 | 0.84 | 0.74 | 1.00 | 0.66 | 0.90 |
| SCHD | 0.41 | 0.52 | 0.58 | 0.50 | 0.58 | 0.70 | 0.66 | 1.00 | 0.85 |
| SPY | 0.37 | 0.37 | 0.47 | 0.57 | 0.77 | 0.81 | 0.90 | 0.85 | 1.00 |