2023
Dividend US & Intl
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
IDOG ALPS International Sector Dividend Dogs ETF | Foreign Large Cap Equities, Dividend | 13.40% |
IDV iShares International Select Dividend ETF | Global Equities, Dividend | 13.30% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 22.50% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 37.50% |
SCHY Schwab International Dividend Equity ETF | Dividend, Foreign Large Cap Equities | 13.30% |
Performance
Performance Chart
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 Every 3 months.
The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.70% | 13.67% | -5.18% | 9.18% | 14.14% | 10.43% |
2023 | 3.30% | 11.41% | -0.02% | 9.45% | N/A | N/A |
Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | -4.79% | 6.00% | -9.18% | 2.30% | 12.67% | 10.38% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -4.85% | 13.81% | -3.31% | 8.05% | N/A | N/A |
SCHY Schwab International Dividend Equity ETF | 14.21% | 13.48% | 7.55% | 13.51% | N/A | N/A |
IDV iShares International Select Dividend ETF | 19.33% | 16.88% | 14.40% | 20.14% | 13.14% | 5.18% |
IDOG ALPS International Sector Dividend Dogs ETF | 13.58% | 14.85% | 8.36% | 12.68% | 14.15% | 5.89% |
Monthly Returns
The table below presents the monthly returns of 2023, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2025 | 2.54% | 1.87% | 0.00% | -1.43% | 0.33% | 3.30% | |||||||
2024 | 0.06% | 1.65% | 3.12% | -3.05% | 4.18% | -0.59% | 3.66% | 2.63% | 1.70% | -1.95% | 2.59% | -3.53% | 10.54% |
2023 | 5.08% | -2.59% | 1.95% | 1.47% | -2.81% | 4.46% | 3.71% | -2.14% | -3.21% | -2.62% | 7.25% | 5.17% | 15.98% |
2022 | -0.68% | -8.27% | 3.78% | -4.16% | -8.72% | 7.57% | 8.87% | -2.71% | -5.75% |
Expense Ratio
2023 has an expense ratio of 0.25%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of 2023 is 62, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 0.14 | 0.35 | 1.05 | 0.17 | 0.57 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.40 | 0.70 | 1.11 | 0.41 | 1.46 |
SCHY Schwab International Dividend Equity ETF | 0.99 | 1.44 | 1.20 | 1.12 | 2.48 |
IDV iShares International Select Dividend ETF | 1.27 | 1.75 | 1.25 | 1.72 | 4.49 |
IDOG ALPS International Sector Dividend Dogs ETF | 0.74 | 1.13 | 1.14 | 0.91 | 2.53 |
Dividends
Dividend yield
2023 provided a 5.97% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 5.97% | 5.67% | 5.61% | 5.46% | 2.56% | 2.32% | 2.53% | 2.54% | 2.03% | 2.25% | 2.35% | 2.40% |
Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 4.03% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.50% | 9.66% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHY Schwab International Dividend Equity ETF | 4.01% | 4.64% | 3.97% | 3.68% | 1.73% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
IDV iShares International Select Dividend ETF | 5.30% | 6.46% | 6.51% | 7.33% | 5.78% | 5.47% | 5.15% | 5.93% | 4.53% | 4.70% | 5.08% | 6.03% |
IDOG ALPS International Sector Dividend Dogs ETF | 4.69% | 4.90% | 4.86% | 4.46% | 3.85% | 3.00% | 5.41% | 4.50% | 3.33% | 4.01% | 4.19% | 4.58% |
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 2023. 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 2023 was 17.31%, occurring on Oct 12, 2022. Recovery took 125 trading sessions.
The current 2023 drawdown is 2.40%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-17.31% | May 5, 2022 | 111 | Oct 12, 2022 | 125 | Apr 13, 2023 | 236 |
-12.4% | Mar 10, 2025 | 22 | Apr 8, 2025 | — | — | — |
-9.24% | Jul 31, 2023 | 64 | Oct 27, 2023 | 30 | Dec 11, 2023 | 94 |
-4.91% | Jul 18, 2024 | 13 | Aug 5, 2024 | 10 | Aug 19, 2024 | 23 |
-4.55% | Dec 2, 2024 | 14 | Dec 19, 2024 | 34 | Feb 11, 2025 | 48 |
Volatility
Volatility Chart
The current 2023 volatility is 8.05%, 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
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 4.09, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
^GSPC | JEPQ | SCHD | SCHY | IDV | IDOG | Portfolio | |
---|---|---|---|---|---|---|---|
^GSPC | 1.00 | 0.93 | 0.75 | 0.62 | 0.61 | 0.62 | 0.86 |
JEPQ | 0.93 | 1.00 | 0.57 | 0.51 | 0.50 | 0.52 | 0.74 |
SCHD | 0.75 | 0.57 | 1.00 | 0.66 | 0.66 | 0.66 | 0.89 |
SCHY | 0.62 | 0.51 | 0.66 | 1.00 | 0.91 | 0.90 | 0.86 |
IDV | 0.61 | 0.50 | 0.66 | 0.91 | 1.00 | 0.93 | 0.86 |
IDOG | 0.62 | 0.52 | 0.66 | 0.90 | 0.93 | 1.00 | 0.87 |
Portfolio | 0.86 | 0.74 | 0.89 | 0.86 | 0.86 | 0.87 | 1.00 |