IRA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in IRA, 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
The earliest data available for this chart is Dec 14, 2016, corresponding to the inception date of DIVO
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
IRA | 16.41% | 2.27% | 10.55% | 27.39% | 14.58% | N/A |
Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 17.55% | 2.67% | 10.68% | 27.77% | 15.06% | 12.29% |
SPY SPDR S&P 500 ETF | 18.73% | 3.00% | 11.33% | 28.43% | 15.77% | 12.85% |
DIA SPDR Dow Jones Industrial Average ETF | 10.62% | 1.74% | 6.76% | 21.49% | 11.51% | 11.56% |
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 18.41% | 2.15% | 11.17% | 31.11% | 18.60% | 15.72% |
VGT Vanguard Information Technology ETF | 19.14% | 2.31% | 11.91% | 34.50% | 23.05% | 20.33% |
SCHG Schwab U.S. Large-Cap Growth ETF | 22.70% | 3.37% | 12.18% | 36.59% | 20.07% | 16.07% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.45% | 11.49% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 13.41% | 2.05% | 8.98% | 17.74% | 12.02% | N/A |
VXUS Vanguard Total International Stock ETF | 10.22% | 3.32% | 8.41% | 17.82% | 7.83% | 4.59% |
BND Vanguard Total Bond Market ETF | 3.67% | 2.68% | 5.68% | 8.58% | -0.02% | 1.64% |
BAC Bank of America Corporation | 20.12% | -4.20% | 17.99% | 42.94% | 10.63% | 11.79% |
META Meta Platforms, Inc. | 47.53% | 11.90% | 7.10% | 79.90% | 23.09% | 21.51% |
AAPL Apple Inc | 18.44% | 4.35% | 24.71% | 26.72% | 35.22% | 25.95% |
AMZN Amazon.com, Inc. | 15.51% | -3.84% | 1.13% | 31.82% | 14.52% | 26.41% |
GOOG Alphabet Inc. | 19.29% | -0.44% | 20.00% | 27.57% | 23.13% | 19.48% |
Monthly Returns
The table below presents the monthly returns of IRA, 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 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 1.12% | 4.48% | 2.89% | -3.69% | 4.72% | 3.12% | 1.44% | 16.41% | |||||
2023 | 7.62% | -1.64% | 3.94% | 1.79% | 1.10% | 5.02% | 4.09% | -2.49% | -4.15% | -2.13% | 8.94% | 5.35% | 29.92% |
2022 | -4.31% | -4.01% | 1.62% | -8.76% | 0.26% | -8.02% | 7.66% | -3.38% | -9.10% | 4.86% | 6.00% | -5.40% | -21.91% |
2021 | -0.87% | 2.90% | 4.27% | 4.80% | 0.68% | 2.27% | 1.11% | 3.03% | -4.02% | 5.25% | -1.07% | 2.97% | 23.02% |
2020 | 0.15% | -6.67% | -11.07% | 12.24% | 4.50% | 2.55% | 5.61% | 6.85% | -4.05% | -1.63% | 10.12% | 3.82% | 21.73% |
2019 | 8.48% | 2.39% | 1.76% | 4.50% | -6.25% | 6.40% | 1.79% | -1.96% | 1.69% | 2.87% | 3.41% | 2.89% | 30.87% |
2018 | 5.33% | -2.63% | -2.86% | 0.51% | 2.78% | 0.24% | 2.77% | 3.09% | -0.39% | -6.56% | 0.78% | -7.02% | -4.67% |
2017 | 2.72% | 3.85% | 0.69% | 1.55% | 1.65% | 0.29% | 2.44% | 0.86% | 1.44% | 3.72% | 2.21% | 1.37% | 25.23% |
2016 | -0.67% | -0.67% |
Expense Ratio
IRA has an expense ratio of 0.07%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current risk-adjusted rank of IRA is 79, placing it in the top 21% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.31 | 3.13 | 1.41 | 2.10 | 10.44 |
SPY SPDR S&P 500 ETF | 2.44 | 3.30 | 1.44 | 2.58 | 11.47 |
DIA SPDR Dow Jones Industrial Average ETF | 2.18 | 3.02 | 1.40 | 2.65 | 9.65 |
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 1.92 | 2.57 | 1.34 | 1.72 | 9.09 |
VGT Vanguard Information Technology ETF | 1.83 | 2.41 | 1.32 | 2.42 | 8.40 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.28 | 2.97 | 1.40 | 2.55 | 11.68 |
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 2.22 | 3.12 | 1.39 | 2.54 | 9.77 |
VXUS Vanguard Total International Stock ETF | 1.54 | 2.20 | 1.27 | 1.07 | 7.23 |
BND Vanguard Total Bond Market ETF | 1.38 | 2.02 | 1.24 | 0.49 | 4.76 |
BAC Bank of America Corporation | 1.85 | 2.70 | 1.33 | 0.94 | 8.27 |
META Meta Platforms, Inc. | 2.23 | 3.11 | 1.41 | 3.25 | 13.63 |
AAPL Apple Inc | 1.31 | 1.93 | 1.24 | 1.77 | 3.89 |
AMZN Amazon.com, Inc. | 1.17 | 1.70 | 1.22 | 0.92 | 5.32 |
GOOG Alphabet Inc. | 1.05 | 1.47 | 1.21 | 1.60 | 4.72 |
Dividends
Dividend yield
IRA granted a 1.85% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
IRA | 1.85% | 1.91% | 1.92% | 1.52% | 1.68% | 2.02% | 2.11% | 1.76% | 1.81% | 1.83% | 1.75% | 1.64% |
Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
SPY SPDR S&P 500 ETF | 1.22% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
DIA SPDR Dow Jones Industrial Average ETF | 1.60% | 1.81% | 1.91% | 1.58% | 1.87% | 2.09% | 2.24% | 1.97% | 2.26% | 2.33% | 2.02% | 2.08% |
ONEQ Fidelity NASDAQ Composite Index Tracking Stock | 0.64% | 0.71% | 0.97% | 0.54% | 0.71% | 1.64% | 1.08% | 0.84% | 1.12% | 1.04% | 1.19% | 0.84% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.43% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% |
VXUS Vanguard Total International Stock ETF | 2.93% | 3.24% | 3.09% | 3.10% | 2.14% | 3.06% | 3.18% | 2.73% | 2.93% | 2.83% | 3.40% | 2.70% |
BND Vanguard Total Bond Market ETF | 3.36% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
BAC Bank of America Corporation | 2.40% | 2.73% | 2.60% | 1.75% | 2.38% | 1.87% | 2.19% | 1.32% | 1.13% | 1.19% | 0.67% | 0.26% |
META Meta Platforms, Inc. | 0.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AMZN Amazon.com, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GOOG Alphabet Inc. | 0.12% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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 IRA. 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 IRA was 29.00%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.
The current IRA drawdown is 0.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-29% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
-26.73% | Jan 5, 2022 | 194 | Oct 12, 2022 | 298 | Dec 19, 2023 | 492 |
-17.62% | Aug 30, 2018 | 80 | Dec 24, 2018 | 69 | Apr 4, 2019 | 149 |
-9.16% | Sep 3, 2020 | 14 | Sep 23, 2020 | 35 | Nov 11, 2020 | 49 |
-8.55% | Jan 29, 2018 | 9 | Feb 8, 2018 | 109 | Jul 17, 2018 | 118 |
Volatility
Volatility Chart
The current IRA volatility is 4.85%, 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
Asset Correlations Table
BND | BAC | META | AMZN | AAPL | GOOG | DIVO | SCHD | VXUS | DIA | VGT | ONEQ | SCHG | VTI | SPY | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BND | 1.00 | -0.22 | 0.04 | 0.07 | 0.05 | 0.03 | -0.00 | -0.03 | 0.05 | -0.02 | 0.05 | 0.05 | 0.06 | 0.02 | 0.02 |
BAC | -0.22 | 1.00 | 0.29 | 0.27 | 0.32 | 0.35 | 0.58 | 0.67 | 0.56 | 0.67 | 0.41 | 0.46 | 0.43 | 0.61 | 0.60 |
META | 0.04 | 0.29 | 1.00 | 0.61 | 0.54 | 0.66 | 0.41 | 0.38 | 0.51 | 0.48 | 0.66 | 0.70 | 0.70 | 0.62 | 0.63 |
AMZN | 0.07 | 0.27 | 0.61 | 1.00 | 0.61 | 0.68 | 0.41 | 0.37 | 0.51 | 0.49 | 0.71 | 0.75 | 0.75 | 0.64 | 0.65 |
AAPL | 0.05 | 0.32 | 0.54 | 0.61 | 1.00 | 0.63 | 0.52 | 0.48 | 0.55 | 0.60 | 0.80 | 0.78 | 0.78 | 0.70 | 0.72 |
GOOG | 0.03 | 0.35 | 0.66 | 0.68 | 0.63 | 1.00 | 0.50 | 0.47 | 0.57 | 0.58 | 0.73 | 0.77 | 0.77 | 0.70 | 0.72 |
DIVO | -0.00 | 0.58 | 0.41 | 0.41 | 0.52 | 0.50 | 1.00 | 0.80 | 0.68 | 0.85 | 0.62 | 0.63 | 0.65 | 0.77 | 0.79 |
SCHD | -0.03 | 0.67 | 0.38 | 0.37 | 0.48 | 0.47 | 0.80 | 1.00 | 0.72 | 0.89 | 0.62 | 0.64 | 0.63 | 0.82 | 0.82 |
VXUS | 0.05 | 0.56 | 0.51 | 0.51 | 0.55 | 0.57 | 0.68 | 0.72 | 1.00 | 0.76 | 0.71 | 0.74 | 0.73 | 0.81 | 0.80 |
DIA | -0.02 | 0.67 | 0.48 | 0.49 | 0.60 | 0.58 | 0.85 | 0.89 | 0.76 | 1.00 | 0.73 | 0.75 | 0.76 | 0.90 | 0.91 |
VGT | 0.05 | 0.41 | 0.66 | 0.71 | 0.80 | 0.73 | 0.62 | 0.62 | 0.71 | 0.73 | 1.00 | 0.96 | 0.96 | 0.89 | 0.90 |
ONEQ | 0.05 | 0.46 | 0.70 | 0.75 | 0.78 | 0.77 | 0.63 | 0.64 | 0.74 | 0.75 | 0.96 | 1.00 | 0.97 | 0.92 | 0.92 |
SCHG | 0.06 | 0.43 | 0.70 | 0.75 | 0.78 | 0.77 | 0.65 | 0.63 | 0.73 | 0.76 | 0.96 | 0.97 | 1.00 | 0.93 | 0.93 |
VTI | 0.02 | 0.61 | 0.62 | 0.64 | 0.70 | 0.70 | 0.77 | 0.82 | 0.81 | 0.90 | 0.89 | 0.92 | 0.93 | 1.00 | 0.99 |
SPY | 0.02 | 0.60 | 0.63 | 0.65 | 0.72 | 0.72 | 0.79 | 0.82 | 0.80 | 0.91 | 0.90 | 0.92 | 0.93 | 0.99 | 1.00 |