HODL Backtest
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HODL Backtest, 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 Aug 31, 2018, corresponding to the inception date of JEPIX
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| HODL Backtest | 16.46% | 2.59% | 8.37% | 26.27% | 13.27% | N/A |
| Portfolio components: | ||||||
SPHY SPDR Portfolio High Yield Bond ETF | 8.29% | 2.02% | 6.42% | 15.65% | 4.83% | 4.62% |
SCHD Schwab US Dividend Equity ETF | 13.02% | 2.60% | 7.55% | 21.93% | 12.84% | 11.59% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 18.94% | 3.70% | 16.30% | 33.38% | 8.63% | N/A |
VYM Vanguard High Dividend Yield ETF | 16.16% | 2.93% | 8.29% | 25.13% | 10.89% | 10.06% |
VTI Vanguard Total Stock Market ETF | 19.49% | 2.68% | 9.27% | 33.25% | 14.82% | 12.63% |
VUG Vanguard Growth ETF | 22.83% | 1.98% | 10.13% | 40.34% | 18.61% | 15.45% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 15.53% | 3.07% | 8.24% | 21.91% | 12.07% | N/A |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 0.83% | 1.59% | -2.26% | -7.54% | 8.96% | N/A |
JEPIX JPMorgan Equity Premium Income Fund Class I | 12.73% | 2.83% | 6.52% | 17.55% | 9.54% | N/A |
Monthly Returns
The table below presents the monthly returns of HODL Backtest, 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 | 1.42% | 3.65% | 2.89% | -3.30% | 3.44% | 2.54% | 1.61% | 2.32% | 16.46% | ||||
| 2023 | 5.02% | -2.44% | 2.69% | 1.22% | -0.85% | 5.32% | 3.33% | -1.32% | -3.98% | -1.88% | 7.18% | 3.88% | 18.92% |
| 2022 | -4.12% | -1.82% | 3.56% | -6.39% | 0.42% | -7.07% | 7.16% | -3.32% | -8.24% | 7.59% | 4.95% | -4.50% | -12.71% |
| 2021 | -0.54% | 2.92% | 4.16% | 4.40% | 0.86% | 2.40% | 1.88% | 2.10% | -3.66% | 5.80% | -1.67% | 4.56% | 25.33% |
| 2020 | -0.19% | -7.29% | -13.03% | 10.76% | 4.83% | 1.79% | 5.32% | 5.71% | -2.74% | -1.82% | 10.20% | 3.71% | 15.55% |
| 2019 | 5.16% | 3.08% | 1.81% | 3.06% | -5.22% | 5.99% | 1.24% | -1.19% | 1.78% | 1.33% | 2.62% | 2.60% | 24.12% |
| 2018 | 0.68% | -5.06% | 0.79% | -6.13% | -9.56% |
Expense Ratio
HODL Backtest has an expense ratio of 0.24%, 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 HODL Backtest is 82, placing it in the top 18% 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 | |
|---|---|---|---|---|---|
SPHY SPDR Portfolio High Yield Bond ETF | 3.06 | 4.85 | 1.63 | 2.00 | 23.84 |
SCHD Schwab US Dividend Equity ETF | 1.87 | 2.71 | 1.33 | 1.66 | 9.67 |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 2.25 | 3.18 | 1.40 | 1.50 | 14.27 |
VYM Vanguard High Dividend Yield ETF | 2.30 | 3.21 | 1.41 | 2.53 | 13.06 |
VTI Vanguard Total Stock Market ETF | 2.57 | 3.43 | 1.46 | 2.36 | 15.60 |
VUG Vanguard Growth ETF | 2.35 | 3.04 | 1.42 | 2.16 | 11.89 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 2.54 | 3.56 | 1.46 | 2.94 | 15.89 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.53 | -0.66 | 0.93 | -0.27 | -1.18 |
JEPIX JPMorgan Equity Premium Income Fund Class I | 2.20 | 3.13 | 1.43 | 2.51 | 14.07 |
Dividends
Dividend yield
HODL Backtest granted a 3.23% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| HODL Backtest | 3.23% | 3.77% | 5.03% | 5.65% | 4.14% | 3.87% | 2.12% | 1.95% | 1.80% | 1.34% | 1.15% | 1.16% |
| Portfolio components: | ||||||||||||
SPHY SPDR Portfolio High Yield Bond ETF | 7.68% | 7.30% | 6.47% | 5.14% | 5.63% | 5.73% | 4.09% | 4.41% | 4.27% | 4.29% | 3.98% | 4.41% |
SCHD Schwab US Dividend Equity ETF | 2.58% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SPYD SPDR Portfolio S&P 500 High Dividend ETF | 4.10% | 4.66% | 5.01% | 3.68% | 4.95% | 4.43% | 4.75% | 4.63% | 4.34% | 1.13% | 0.00% | 0.00% |
VYM Vanguard High Dividend Yield ETF | 2.86% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
VTI Vanguard Total Stock Market ETF | 1.02% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VUG Vanguard Growth ETF | 0.40% | 0.58% | 0.70% | 0.48% | 0.66% | 0.95% | 1.32% | 1.14% | 1.39% | 1.30% | 1.21% | 1.19% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.41% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 4.18% | 4.21% | 13.05% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.51% | 0.00% | 0.00% | 0.00% |
JEPIX JPMorgan Equity Premium Income Fund Class I | 6.91% | 8.43% | 12.24% | 7.57% | 11.57% | 7.70% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 HODL Backtest. 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 HODL Backtest was 32.62%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.
The current HODL Backtest drawdown is 0.21%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.62% | Feb 20, 2020 | 23 | Mar 23, 2020 | 107 | Aug 24, 2020 | 130 |
| -19.33% | Jan 5, 2022 | 186 | Sep 30, 2022 | 295 | Dec 1, 2023 | 481 |
| -14.29% | Sep 24, 2018 | 64 | Dec 24, 2018 | 70 | Apr 5, 2019 | 134 |
| -7.44% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.38% | Jul 17, 2024 | 14 | Aug 5, 2024 | 14 | Aug 23, 2024 | 28 |
Volatility
Volatility Chart
The current HODL Backtest volatility is 3.34%, 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.
Diversification
Asset Correlations Table
| PDBC | SPHY | VUG | JEPIX | SPYD | DIVO | SCHD | VTI | VYM | |
|---|---|---|---|---|---|---|---|---|---|
| PDBC | 1.00 | 0.27 | 0.24 | 0.20 | 0.34 | 0.36 | 0.32 | 0.31 | 0.36 |
| SPHY | 0.27 | 1.00 | 0.65 | 0.56 | 0.55 | 0.57 | 0.59 | 0.69 | 0.59 |
| VUG | 0.24 | 0.65 | 1.00 | 0.65 | 0.51 | 0.70 | 0.63 | 0.93 | 0.63 |
| JEPIX | 0.20 | 0.56 | 0.65 | 1.00 | 0.63 | 0.76 | 0.73 | 0.74 | 0.75 |
| SPYD | 0.34 | 0.55 | 0.51 | 0.63 | 1.00 | 0.76 | 0.90 | 0.73 | 0.91 |
| DIVO | 0.36 | 0.57 | 0.70 | 0.76 | 0.76 | 1.00 | 0.85 | 0.83 | 0.88 |
| SCHD | 0.32 | 0.59 | 0.63 | 0.73 | 0.90 | 0.85 | 1.00 | 0.82 | 0.97 |
| VTI | 0.31 | 0.69 | 0.93 | 0.74 | 0.73 | 0.83 | 0.82 | 1.00 | 0.84 |
| VYM | 0.36 | 0.59 | 0.63 | 0.75 | 0.91 | 0.88 | 0.97 | 0.84 | 1.00 |