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2023
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 37.5%JEPQ 22.5%IDOG 13.4%SCHY 13.3%IDV 13.3%EquityEquity
PositionCategory/SectorWeight
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%

S&P 500

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 Quarterly


10.00%15.00%20.00%25.00%30.00%FebruaryMarchAprilMayJuneJuly
18.08%
28.02%
2023
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
15.41%0.33%13.74%21.39%13.11%10.77%
20238.02%3.00%7.89%13.24%N/AN/A
SCHD
Schwab US Dividend Equity ETF
8.51%4.93%7.39%12.32%12.46%11.15%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
13.65%-1.15%10.20%22.73%N/AN/A
SCHY
Schwab International Dividend Equity ETF
1.55%3.53%3.44%4.48%N/AN/A
IDV
iShares International Select Dividend ETF
5.91%3.80%8.82%12.28%5.20%2.55%
IDOG
ALPS International Sector Dividend Dogs ETF
5.07%3.12%8.03%9.31%8.08%4.14%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.06%1.65%3.12%-3.05%4.18%-0.59%8.02%
20235.08%-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 compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for IDOG: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for IDV: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 2023 is 38, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of 2023 is 3838
2023
The Sharpe Ratio Rank of 2023 is 3535Sharpe Ratio Rank
The Sortino Ratio Rank of 2023 is 3434Sortino Ratio Rank
The Omega Ratio Rank of 2023 is 3434Omega Ratio Rank
The Calmar Ratio Rank of 2023 is 5050Calmar Ratio Rank
The Martin Ratio Rank of 2023 is 3535Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


2023
Sharpe ratio
The chart of Sharpe ratio for 2023, currently valued at 1.38, compared to the broader market-1.000.001.002.003.004.001.38
Sortino ratio
The chart of Sortino ratio for 2023, currently valued at 2.00, compared to the broader market-2.000.002.004.006.002.00
Omega ratio
The chart of Omega ratio for 2023, currently valued at 1.24, compared to the broader market0.801.001.201.401.601.801.24
Calmar ratio
The chart of Calmar ratio for 2023, currently valued at 1.43, compared to the broader market0.002.004.006.008.0010.001.43
Martin ratio
The chart of Martin ratio for 2023, currently valued at 4.62, compared to the broader market0.0010.0020.0030.0040.004.62
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.82, compared to the broader market-1.000.001.002.003.004.001.82
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.59, compared to the broader market-2.000.002.004.006.002.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.32, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.45, compared to the broader market0.002.004.006.008.0010.001.45
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.82, compared to the broader market0.0010.0020.0030.0040.006.82

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
1.171.741.201.063.63
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
1.942.611.373.2411.99
SCHY
Schwab International Dividend Equity ETF
0.440.681.080.431.10
IDV
iShares International Select Dividend ETF
0.941.411.170.893.13
IDOG
ALPS International Sector Dividend Dogs ETF
0.761.161.130.922.40

Sharpe Ratio

The current 2023 Sharpe ratio is 1.38. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.31 to 2.05, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of 2023 with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.38
1.82
2023
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

2023 granted a 5.46% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
20235.46%5.61%5.46%2.56%2.31%2.53%2.54%2.03%2.24%2.35%2.40%1.71%
SCHD
Schwab US Dividend Equity ETF
3.49%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.07%10.02%9.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHY
Schwab International Dividend Equity ETF
4.88%3.97%3.67%1.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDV
iShares International Select Dividend ETF
6.44%6.51%7.33%5.78%5.47%5.15%5.93%4.52%4.69%5.08%6.03%4.48%
IDOG
ALPS International Sector Dividend Dogs ETF
4.49%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%4.58%1.43%

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-1.13%
-2.86%
2023
Benchmark (^GSPC)
Portfolio components

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 1.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-17.31%May 5, 2022111Oct 12, 2022125Apr 13, 2023236
-9.24%Jul 31, 202364Oct 27, 202330Dec 11, 202394
-4.35%Apr 1, 202414Apr 18, 202415May 9, 202429
-3.22%May 20, 202419Jun 14, 202417Jul 11, 202436
-3.15%Apr 19, 202330May 31, 20239Jun 13, 202339

Volatility

Volatility Chart

The current 2023 volatility is 2.08%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%FebruaryMarchAprilMayJuneJuly
2.08%
2.76%
2023
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

JEPQSCHDIDVSCHYIDOG
JEPQ1.000.620.540.570.56
SCHD0.621.000.710.720.72
IDV0.540.711.000.920.94
SCHY0.570.720.921.000.92
IDOG0.560.720.940.921.00
The correlation results are calculated based on daily price changes starting from May 5, 2022