ROTH IRA PORTFOLIO allocation for 2024 #1
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 40% |
VTI Vanguard Total Stock Market ETF | Large Cap Growth Equities | 30% |
AVGO Broadcom Inc. | Technology | 5% |
CAT Caterpillar Inc. | Industrials | 5% |
KR The Kroger Co. | Consumer Defensive | 5% |
MSFT Microsoft Corporation | Technology | 5% |
JPM JPMorgan Chase & Co. | Financial Services | 5% |
AAPL Apple Inc. | Technology | 5% |
Performance
The chart shows the growth of an initial investment of $10,000 in ROTH IRA PORTFOLIO allocation for 2024 #1, 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 23, 2023, the ROTH IRA PORTFOLIO allocation for 2024 #1 returned 10.05% Year-To-Date and 15.09% of annualized return in the last 10 years.
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.55% | 9.05% | 12.97% | 17.44% | 8.37% | 9.90% |
| ROTH IRA PORTFOLIO allocation for 2024 #1 | -1.43% | 8.81% | 10.44% | 21.40% | 13.43% | 15.17% |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | -1.51% | 9.46% | 13.49% | 18.32% | 9.36% | 11.30% |
SCHD Schwab US Dividend Equity ETF | -1.66% | 2.32% | -2.84% | 8.82% | 9.88% | 11.20% |
AVGO Broadcom Inc. | -1.57% | 34.47% | 51.84% | 82.65% | 32.29% | 38.33% |
CAT Caterpillar Inc. | 0.63% | 27.12% | 16.23% | 70.67% | 15.21% | 15.81% |
KR The Kroger Co. | -1.78% | -4.94% | 4.30% | 4.21% | 11.60% | 10.44% |
MSFT Microsoft Corporation | -1.68% | 15.39% | 33.31% | 34.75% | 24.16% | 27.62% |
JPM JPMorgan Chase & Co. | -0.41% | 15.66% | 11.64% | 38.40% | 8.20% | 14.03% |
AAPL Apple Inc. | -1.42% | 11.55% | 36.10% | 17.75% | 27.35% | 27.96% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| KR | AAPL | AVGO | CAT | MSFT | JPM | SCHD | VTI | |
|---|---|---|---|---|---|---|---|---|
| KR | 1.00 | 0.15 | 0.18 | 0.21 | 0.19 | 0.23 | 0.36 | 0.31 |
| AAPL | 0.15 | 1.00 | 0.53 | 0.36 | 0.56 | 0.35 | 0.48 | 0.62 |
| AVGO | 0.18 | 0.53 | 1.00 | 0.42 | 0.51 | 0.41 | 0.54 | 0.64 |
| CAT | 0.21 | 0.36 | 0.42 | 1.00 | 0.37 | 0.57 | 0.68 | 0.64 |
| MSFT | 0.19 | 0.56 | 0.51 | 0.37 | 1.00 | 0.39 | 0.58 | 0.70 |
| JPM | 0.23 | 0.35 | 0.41 | 0.57 | 0.39 | 1.00 | 0.69 | 0.68 |
| SCHD | 0.36 | 0.48 | 0.54 | 0.68 | 0.58 | 0.69 | 1.00 | 0.87 |
| VTI | 0.31 | 0.62 | 0.64 | 0.64 | 0.70 | 0.68 | 0.87 | 1.00 |
Dividend yield
ROTH IRA PORTFOLIO allocation for 2024 #1 granted a 2.46% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| ROTH IRA PORTFOLIO allocation for 2024 #1 | 2.46% | 2.50% | 2.05% | 2.46% | 2.62% | 2.86% | 2.46% | 2.81% | 3.00% | 2.73% | 2.72% | 3.22% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.56% | 1.68% | 1.25% | 1.48% | 1.88% | 2.21% | 1.88% | 2.15% | 2.27% | 2.06% | 2.07% | 2.58% |
SCHD Schwab US Dividend Equity ETF | 3.66% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
AVGO Broadcom Inc. | 2.21% | 3.08% | 2.35% | 3.30% | 4.01% | 3.65% | 2.36% | 1.88% | 1.54% | 1.71% | 2.43% | 2.56% |
CAT Caterpillar Inc. | 1.79% | 1.96% | 2.15% | 2.40% | 2.80% | 2.90% | 2.26% | 3.93% | 5.33% | 3.63% | 2.49% | 3.71% |
KR The Kroger Co. | 2.34% | 2.14% | 1.79% | 2.27% | 2.24% | 2.13% | 2.01% | 1.50% | 1.10% | 1.25% | 1.86% | 2.31% |
MSFT Microsoft Corporation | 0.86% | 1.07% | 0.69% | 0.96% | 1.24% | 1.78% | 1.99% | 2.59% | 2.61% | 2.86% | 3.07% | 3.79% |
JPM JPMorgan Chase & Co. | 2.73% | 3.05% | 2.46% | 3.06% | 2.65% | 2.93% | 2.25% | 2.58% | 3.17% | 3.19% | 3.05% | 3.53% |
AAPL Apple Inc. | 0.53% | 0.70% | 0.49% | 0.62% | 1.06% | 1.86% | 1.54% | 2.07% | 2.12% | 1.87% | 2.40% | 1.16% |
Expense Ratio
The ROTH IRA PORTFOLIO allocation for 2024 #1 has an expense ratio of 0.03% which is considered to be low. 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 0.92 | ||||
SCHD Schwab US Dividend Equity ETF | 0.46 | ||||
AVGO Broadcom Inc. | 2.37 | ||||
CAT Caterpillar Inc. | 2.17 | ||||
KR The Kroger Co. | 0.12 | ||||
MSFT Microsoft Corporation | 1.08 | ||||
JPM JPMorgan Chase & Co. | 1.47 | ||||
AAPL Apple Inc. | 0.57 |
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 ROTH IRA PORTFOLIO allocation for 2024 #1. 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 ROTH IRA PORTFOLIO allocation for 2024 #1 is 31.98%, recorded on Mar 23, 2020. It took 94 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -31.98% | Feb 13, 2020 | 27 | Mar 23, 2020 | 94 | Aug 5, 2020 | 121 |
| -21.61% | Jan 5, 2022 | 186 | Sep 30, 2022 | 194 | Jul 12, 2023 | 380 |
| -18.32% | Sep 24, 2018 | 64 | Dec 24, 2018 | 75 | Apr 12, 2019 | 139 |
| -13.42% | May 28, 2015 | 63 | Aug 25, 2015 | 148 | Mar 29, 2016 | 211 |
| -10.8% | Apr 3, 2012 | 43 | Jun 4, 2012 | 66 | Sep 6, 2012 | 109 |
Volatility Chart
The current ROTH IRA PORTFOLIO allocation for 2024 #1 volatility is 3.14%, 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.