2023
Dividend US & Intl
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in 2023, 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
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | 0.33% | 11.48% | 14.66% | 16.16% | 1.72% | N/A |
| 2023 | 1.84% | 7.36% | 8.50% | 17.46% | 1.64% | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 0.24% | 5.02% | -1.48% | 8.21% | -2.11% | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.25% | 13.95% | 25.77% | 23.21% | 6.88% | N/A |
SCHY Schwab International Dividend Equity ETF | 3.07% | 4.69% | 7.44% | 18.17% | 0.41% | N/A |
IDV iShares International Select Dividend ETF | 5.14% | 3.84% | 3.01% | 17.14% | -2.98% | N/A |
IDOG ALPS International Sector Dividend Dogs ETF | 2.87% | 8.89% | 15.40% | 30.71% | 6.54% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| JEPQ | SCHD | IDV | SCHY | IDOG | |
|---|---|---|---|---|---|
| JEPQ | 1.00 | 0.72 | 0.61 | 0.64 | 0.63 |
| SCHD | 0.72 | 1.00 | 0.74 | 0.75 | 0.75 |
| IDV | 0.61 | 0.74 | 1.00 | 0.93 | 0.94 |
| SCHY | 0.64 | 0.75 | 0.93 | 1.00 | 0.92 |
| IDOG | 0.63 | 0.75 | 0.94 | 0.92 | 1.00 |
Dividend yield
2023 granted a 6.06% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 6.06% | 5.71% | 2.77% | 2.61% | 2.98% | 3.15% | 2.61% | 2.98% | 3.25% | 3.48% | 2.56% | 2.65% |
| Portfolio components: | ||||||||||||
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% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.60% | 10.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHY Schwab International Dividend Equity ETF | 3.68% | 3.72% | 1.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 7.10% | 7.60% | 6.44% | 6.44% | 6.50% | 7.91% | 6.37% | 6.92% | 7.85% | 9.77% | 7.65% | 8.69% |
IDOG ALPS International Sector Dividend Dogs ETF | 4.94% | 4.62% | 4.17% | 3.37% | 6.32% | 5.55% | 4.27% | 5.34% | 5.81% | 6.59% | 2.15% | 0.00% |
Expense Ratio
The 2023 has a high expense ratio of 0.25%, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.36 | ||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.27 | ||||
SCHY Schwab International Dividend Equity ETF | 0.99 | ||||
IDV iShares International Select Dividend ETF | 0.77 | ||||
IDOG ALPS International Sector Dividend Dogs ETF | 1.58 |
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 2023. 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 2023 is 17.31%, recorded on Oct 12, 2022. It took 125 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.31% | May 5, 2022 | 111 | Oct 12, 2022 | 125 | Apr 13, 2023 | 236 |
| -4.59% | Jul 31, 2023 | 19 | Aug 24, 2023 | — | — | — |
| -3.15% | Apr 19, 2023 | 30 | May 31, 2023 | 9 | Jun 13, 2023 | 39 |
| -2.27% | Jun 16, 2023 | 5 | Jun 23, 2023 | 6 | Jul 3, 2023 | 11 |
| -1.69% | Jul 5, 2023 | 2 | Jul 6, 2023 | 4 | Jul 12, 2023 | 6 |
Volatility Chart
The current 2023 volatility is 3.00%, 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.