new 2023
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in new 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 | -5.04% | 4.35% | 11.68% | 19.59% | -0.20% | N/A |
| new 2023 | -2.78% | 2.22% | 8.45% | 23.43% | 1.32% | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | -3.34% | 9.70% | 23.74% | 27.65% | 5.50% | N/A |
SCHD Schwab US Dividend Equity ETF | -4.38% | -1.51% | -3.82% | 10.38% | -3.73% | N/A |
VYMI Vanguard International High Dividend Yield ETF | -1.51% | 2.91% | 7.59% | 24.56% | 1.60% | N/A |
IDOG ALPS International Sector Dividend Dogs ETF | -1.81% | 1.55% | 11.78% | 34.41% | 4.02% | N/A |
SCHY Schwab International Dividend Equity ETF | -2.83% | -1.49% | 3.83% | 19.34% | -2.02% | N/A |
| Returns over 1 year are annualized | ||||||
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2023 | 2.44% | 2.40% | -2.98% | 4.80% | 3.69% | -2.69% |
Dividend yield
new 2023 granted a 5.79% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| new 2023 | 5.79% | 5.38% | 2.73% | 2.10% | 2.94% | 2.89% | 2.32% | 2.43% | 1.93% | 2.02% | 1.10% | 0.80% |
| Portfolio components: | ||||||||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.79% | 10.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHD Schwab US Dividend Equity ETF | 3.70% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
VYMI Vanguard International High Dividend Yield ETF | 4.61% | 4.87% | 4.67% | 3.65% | 4.94% | 5.28% | 4.10% | 3.17% | 0.00% | 0.00% | 0.00% | 0.00% |
IDOG ALPS International Sector Dividend Dogs ETF | 5.03% | 4.65% | 4.20% | 3.40% | 6.37% | 5.59% | 4.31% | 5.38% | 5.85% | 6.64% | 2.16% | 0.00% |
SCHY Schwab International Dividend Equity ETF | 3.81% | 3.72% | 1.82% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Expense Ratio
The new 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 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.42 | ||||
SCHD Schwab US Dividend Equity ETF | 0.49 | ||||
VYMI Vanguard International High Dividend Yield ETF | 1.46 | ||||
IDOG ALPS International Sector Dividend Dogs ETF | 1.92 | ||||
SCHY Schwab International Dividend Equity ETF | 1.24 |
Asset Correlations Table
| JEPQ | SCHD | SCHY | IDOG | VYMI | |
|---|---|---|---|---|---|
| JEPQ | 1.00 | 0.72 | 0.64 | 0.63 | 0.65 |
| SCHD | 0.72 | 1.00 | 0.75 | 0.75 | 0.77 |
| SCHY | 0.64 | 0.75 | 1.00 | 0.92 | 0.93 |
| IDOG | 0.63 | 0.75 | 0.92 | 1.00 | 0.95 |
| VYMI | 0.65 | 0.77 | 0.93 | 0.95 | 1.00 |
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 new 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 new 2023 is 17.72%, recorded on Oct 12, 2022. It took 76 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.72% | Jun 3, 2022 | 91 | Oct 12, 2022 | 76 | Feb 1, 2023 | 167 |
| -6.39% | May 5, 2022 | 6 | May 12, 2022 | 14 | Jun 2, 2022 | 20 |
| -5.72% | Jul 31, 2023 | 42 | Sep 27, 2023 | — | — | — |
| -5.55% | Feb 3, 2023 | 28 | Mar 15, 2023 | 18 | Apr 11, 2023 | 46 |
| -2.98% | May 1, 2023 | 22 | May 31, 2023 | 9 | Jun 13, 2023 | 31 |
Volatility Chart
The current new 2023 volatility is 2.83%, 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.