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ROTH (closer to retirement)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

ROTH (closer to retirement)

Last updated Nov 13, 2024

Dividend focused with growth. More for people getting closer to retirement.

Asset Allocation

VONG 20%MAIN 15%GPIX 15%ARCC 15%GPIQ 13%MAGS 12%HTGC 10%EquityEquity
PositionCategory/SectorWeight
ARCC
Ares Capital Corporation		Financial Services
15%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF		Large Cap Growth Equities, Dividend
13%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		Dividend, Large Cap Growth Equities
15%
HTGC
Hercules Capital, Inc.		Financial Services
10%
MAGS
Roundhill Magnificent Seven ETF		Technology Equities
12%
MAIN
Main Street Capital Corporation		Financial Services
15%
VONG
Vanguard Russell 1000 Growth ETF		Large Cap Blend Equities
20%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in ROTH (closer to retirement), 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

0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
13.08%
12.74%
ROTH (closer to retirement)
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Oct 26, 2023, corresponding to the inception date of GPIX

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
ROTH (closer to retirement)28.73%3.21%13.08%35.54%N/AN/A
Portfolio components:
MAIN
Main Street Capital Corporation		30.22%2.73%10.52%39.78%12.55%13.50%
MAGS
Roundhill Magnificent Seven ETF		55.90%9.81%27.72%61.21%N/AN/A
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		22.65%2.16%12.25%29.53%N/AN/A
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF		22.95%3.15%12.08%28.86%N/AN/A
VONG
Vanguard Russell 1000 Growth ETF		32.15%3.98%16.24%39.85%20.00%16.73%
ARCC
Ares Capital Corporation		15.25%0.70%6.52%19.72%13.32%13.09%
HTGC
Hercules Capital, Inc.		26.58%0.00%6.00%33.80%18.78%13.32%

Monthly Returns

The table below presents the monthly returns of ROTH (closer to retirement), with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.54%4.87%2.95%-1.13%4.63%4.16%0.51%-0.44%2.85%0.39%28.73%
20231.27%8.18%4.79%14.80%

Expense Ratio

ROTH (closer to retirement) has an expense ratio of 0.13%, 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.

MAGS
Roundhill Magnificent Seven ETF
Expense ratio chart for MAGS: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF
Expense ratio chart for GPIX: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF
Expense ratio chart for GPIQ: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%
VONG
Vanguard Russell 1000 Growth ETF
Expense ratio chart for VONG: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ROTH (closer to retirement) is 62, 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 ROTH (closer to retirement) is 6262
Combined Rank
The Sharpe Ratio Rank of ROTH (closer to retirement) is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of ROTH (closer to retirement) is 6161Sortino Ratio Rank
The Omega Ratio Rank of ROTH (closer to retirement) is 8181Omega Ratio Rank
The Calmar Ratio Rank of ROTH (closer to retirement) is 5151Calmar Ratio Rank
The Martin Ratio Rank of ROTH (closer to retirement) is 4545Martin 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.

ROTH (closer to retirement)
Sharpe ratio
The chart of Sharpe ratio for ROTH (closer to retirement), currently valued at 2.96, compared to the broader market0.002.004.006.002.96
Sortino ratio
The chart of Sortino ratio for ROTH (closer to retirement), currently valued at 3.77, compared to the broader market-2.000.002.004.006.003.77
Omega ratio
The chart of Omega ratio for ROTH (closer to retirement), currently valued at 1.58, compared to the broader market0.801.001.201.401.601.802.001.58
Calmar ratio
The chart of Calmar ratio for ROTH (closer to retirement), currently valued at 3.32, compared to the broader market0.005.0010.0015.003.32
Martin ratio
The chart of Martin ratio for ROTH (closer to retirement), currently valued at 14.95, compared to the broader market0.0010.0020.0030.0040.0050.0060.0014.95
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
MAIN
Main Street Capital Corporation		2.933.731.564.2516.31
MAGS
Roundhill Magnificent Seven ETF		2.613.261.443.5911.65
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		3.034.071.614.5221.42
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF		2.132.831.412.6710.87
VONG
Vanguard Russell 1000 Growth ETF		2.563.291.473.2512.84
ARCC
Ares Capital Corporation		1.812.551.332.9712.58
HTGC
Hercules Capital, Inc.		1.641.961.341.956.53

Sharpe Ratio

The current ROTH (closer to retirement) Sharpe ratio is 2.96. 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 2.07 to 2.97, 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 ROTH (closer to retirement) 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 Ratio2.602.803.003.203.403.60Wed 30NovemberNov 03Tue 05Thu 07Sat 09Mon 11Wed 13
2.96
2.90
ROTH (closer to retirement)
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

ROTH (closer to retirement) provided a 5.93% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio5.93%4.50%4.40%3.06%3.58%3.52%4.12%3.69%3.67%4.34%3.94%3.49%
Portfolio components:
MAIN
Main Street Capital Corporation		7.86%8.61%7.97%5.74%6.99%6.76%8.43%7.02%7.42%9.15%8.72%8.18%
MAGS
Roundhill Magnificent Seven ETF		0.28%0.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GPIX
Goldman Sachs S&P 500 Core Premium Income ETF		7.87%1.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GPIQ
Goldman Sachs Nasdaq-100 Core Premium Income ETF		9.79%1.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VONG
Vanguard Russell 1000 Growth ETF		0.58%0.71%0.98%0.58%0.77%1.03%1.18%1.19%1.48%1.47%1.43%1.28%
ARCC
Ares Capital Corporation		8.92%9.59%10.12%7.65%9.47%9.01%9.88%9.67%9.22%11.02%10.06%8.84%
HTGC
Hercules Capital, Inc.		8.08%11.40%14.90%9.34%9.57%9.49%11.40%9.45%8.79%10.17%8.33%6.77%

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.

-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.26%
-0.29%
ROTH (closer to retirement)
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the ROTH (closer to retirement). 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 ROTH (closer to retirement) was 11.32%, occurring on Aug 5, 2024. Recovery took 49 trading sessions.

The current ROTH (closer to retirement) drawdown is 0.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-11.32%Jul 11, 202418Aug 5, 202449Oct 14, 202467
-3.81%Apr 12, 20246Apr 19, 202410May 3, 202416
-2.84%Oct 30, 20244Nov 4, 20242Nov 6, 20246
-1.92%Jan 31, 20241Jan 31, 20242Feb 2, 20243
-1.82%Dec 29, 20233Jan 3, 20243Jan 8, 20246

Volatility

Volatility Chart

The current ROTH (closer to retirement) volatility is 3.90%, 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.

2.00%3.00%4.00%5.00%6.00%7.00%8.00%JuneJulyAugustSeptemberOctoberNovember
3.90%
3.86%
ROTH (closer to retirement)
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.
ARCCMAINHTGCMAGSGPIQVONGGPIX
ARCC1.000.670.620.250.310.310.41
MAIN0.671.000.650.290.290.320.39
HTGC0.620.651.000.280.310.330.42
MAGS0.250.290.281.000.890.910.76
GPIQ0.310.290.310.891.000.960.89
VONG0.310.320.330.910.961.000.90
GPIX0.410.390.420.760.890.901.00
The correlation results are calculated based on daily price changes starting from Oct 27, 2023