Brokerage
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | High Yield Bonds | 11.11% |
O Realty Income Corporation | Real Estate | 11.11% |
MO Altria Group, Inc. | Consumer Defensive | 11.11% |
KO The Coca-Cola Company | Consumer Defensive | 11.11% |
SPY SPDR S&P 500 ETF | Large Cap Growth Equities | 11.11% |
QQQ Invesco QQQ | Large Cap Blend Equities | 11.11% |
QYLD Global X NASDAQ 100 Covered Call ETF | Large Cap Growth Equities | 11.11% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 11.11% |
XYLD Global X S&P 500 Covered Call ETF | Long-Short | 11.11% |
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
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 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 8.51% | 9.76% |
| Brokerage | -0.19% | 4.88% | 6.70% | 10.42% | 7.26% | 9.82% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| O | MO | ANGL | KO | QYLD | XYLD | QQQ | SCHD | SPY | |
|---|---|---|---|---|---|---|---|---|---|
| O | 1.00 | 0.33 | 0.27 | 0.43 | 0.25 | 0.29 | 0.29 | 0.40 | 0.38 |
| MO | 0.33 | 1.00 | 0.22 | 0.48 | 0.22 | 0.31 | 0.25 | 0.52 | 0.39 |
| ANGL | 0.27 | 0.22 | 1.00 | 0.28 | 0.46 | 0.45 | 0.53 | 0.50 | 0.57 |
| KO | 0.43 | 0.48 | 0.28 | 1.00 | 0.32 | 0.39 | 0.36 | 0.59 | 0.50 |
| QYLD | 0.25 | 0.22 | 0.46 | 0.32 | 1.00 | 0.70 | 0.83 | 0.60 | 0.77 |
| XYLD | 0.29 | 0.31 | 0.45 | 0.39 | 0.70 | 1.00 | 0.75 | 0.72 | 0.81 |
| QQQ | 0.29 | 0.25 | 0.53 | 0.36 | 0.83 | 0.75 | 1.00 | 0.68 | 0.90 |
| SCHD | 0.40 | 0.52 | 0.50 | 0.59 | 0.60 | 0.72 | 0.68 | 1.00 | 0.87 |
| SPY | 0.38 | 0.39 | 0.57 | 0.50 | 0.77 | 0.81 | 0.90 | 0.87 | 1.00 |
Dividend yield
Brokerage granted a 5.73% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Brokerage | 5.73% | 6.24% | 5.77% | 6.15% | 5.74% | 7.19% | 5.73% | 6.15% | 6.92% | 7.83% | 4.81% | 4.23% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 22 | Mar 23, 2020 | 165 | Nov 13, 2020 | 187 |
| -18.29% | Jan 5, 2022 | 186 | Sep 30, 2022 | — | — | — |
| -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 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.