PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
IRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BND 14.5%VTI 16%SPY 10%SCHD 10%VXUS 7.5%BAC 7%DIA 5%ONEQ 5%VGT 5%SCHG 5%META 5%AAPL 2.5%AMZN 2.5%GOOG 2.5%DIVO 2.5%BondBondEquityEquityMulti-AssetMulti-Asset
PositionCategory/SectorWeight
AAPL
Apple Inc.
Technology

2.50%

AMZN
Amazon.com, Inc.
Consumer Cyclical

2.50%

BAC
Bank of America Corporation
Financial Services

7%

BND
Vanguard Total Bond Market ETF
Total Bond Market

14.50%

DIA
SPDR Dow Jones Industrial Average ETF
Large Cap Growth Equities

5%

DIVO
Amplify CWP Enhanced Dividend Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

2.50%

GOOG
Alphabet Inc.
Communication Services

2.50%

META
Meta Platforms, Inc.
Communication Services

5%

ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
Large Cap Growth Equities

5%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

10%

SCHG
Schwab U.S. Large-Cap Growth ETF
Large Cap Growth Equities

5%

SPY
SPDR S&P 500 ETF
Large Cap Growth Equities

10%

VGT
Vanguard Information Technology ETF
Technology Equities

5%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

16%

VXUS
Vanguard Total International Stock ETF
Foreign Large Cap Equities

7.50%

S&P 500

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


0.00%5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
20.49%
19.37%
IRA
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 14, 2016, corresponding to the inception date of DIVO

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.30%-3.13%19.37%22.56%11.65%10.55%
IRA6.16%-2.16%20.49%24.44%12.41%N/A
VTI
Vanguard Total Stock Market ETF
6.01%-3.06%20.57%24.07%12.72%11.99%
SPY
SPDR S&P 500 ETF
6.71%-2.99%20.22%24.32%13.45%12.53%
DIA
SPDR Dow Jones Industrial Average ETF
2.68%-2.36%17.25%15.86%9.97%11.30%
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
4.49%-4.47%19.80%31.72%15.33%15.67%
VGT
Vanguard Information Technology ETF
2.40%-6.40%20.03%32.34%19.45%20.04%
SCHG
Schwab U.S. Large-Cap Growth ETF
7.84%-4.23%22.52%38.33%17.39%15.70%
SCHD
Schwab US Dividend Equity ETF
2.95%-2.03%14.29%9.99%11.48%11.18%
DIVO
Amplify CWP Enhanced Dividend Income ETF
5.89%-0.79%13.55%10.67%11.26%N/A
VXUS
Vanguard Total International Stock ETF
2.26%-1.65%15.74%8.74%5.37%4.25%
BND
Vanguard Total Bond Market ETF
-2.69%-1.91%4.96%-0.59%-0.07%1.21%
BAC
Bank of America Corporation
14.76%3.56%52.92%33.02%7.64%11.37%
META
Meta Platforms, Inc.
40.31%-2.65%58.90%133.39%20.83%24.07%
AAPL
Apple Inc.
-13.20%-3.12%-3.52%1.49%27.64%25.01%
AMZN
Amazon.com, Inc.
18.17%0.37%39.65%69.04%13.58%28.08%
GOOG
Alphabet Inc.
13.47%5.37%14.13%49.77%20.47%20.09%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.12%4.48%2.90%
2023-4.15%-2.13%8.94%5.35%

Expense Ratio

The IRA has an expense ratio of 0.07% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for DIVO: current value at 0.55% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.55%
Expense ratio chart for ONEQ: current value at 0.21% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.21%
Expense ratio chart for DIA: current value at 0.16% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.16%
Expense ratio chart for VGT: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for SPY: current value at 0.09% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.09%
Expense ratio chart for VXUS: current value at 0.07% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.07%
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%
Expense ratio chart for SCHG: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

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.


IRA
Sharpe ratio
The chart of Sharpe ratio for IRA, currently valued at 2.16, compared to the broader market-1.000.001.002.003.004.005.002.16
Sortino ratio
The chart of Sortino ratio for IRA, currently valued at 3.14, compared to the broader market0.002.004.006.003.14
Omega ratio
The chart of Omega ratio for IRA, currently valued at 1.37, compared to the broader market0.801.001.201.401.601.801.37
Calmar ratio
The chart of Calmar ratio for IRA, currently valued at 1.57, compared to the broader market0.002.004.006.008.001.57
Martin ratio
The chart of Martin ratio for IRA, currently valued at 8.13, compared to the broader market0.0010.0020.0030.0040.0050.008.13
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.92, compared to the broader market-1.000.001.002.003.004.005.001.92
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.78, compared to the broader market0.002.004.006.002.78
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.801.001.201.401.601.801.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.47, compared to the broader market0.002.004.006.008.001.47
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.64, compared to the broader market0.0010.0020.0030.0040.0050.007.64

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VTI
Vanguard Total Stock Market ETF
1.982.851.341.547.69
SPY
SPDR S&P 500 ETF
2.083.001.361.798.59
DIA
SPDR Dow Jones Industrial Average ETF
1.592.371.281.846.06
ONEQ
Fidelity NASDAQ Composite Index Tracking Stock
1.982.741.341.278.85
VGT
Vanguard Information Technology ETF
1.732.431.291.587.09
SCHG
Schwab U.S. Large-Cap Growth ETF
2.393.281.411.6513.00
SCHD
Schwab US Dividend Equity ETF
0.871.301.150.772.87
DIVO
Amplify CWP Enhanced Dividend Income ETF
1.322.011.231.484.27
VXUS
Vanguard Total International Stock ETF
0.711.091.130.492.12
BND
Vanguard Total Bond Market ETF
-0.030.011.00-0.01-0.07
BAC
Bank of America Corporation
1.322.051.240.703.87
META
Meta Platforms, Inc.
3.625.151.622.9229.93
AAPL
Apple Inc.
0.090.261.030.100.21
AMZN
Amazon.com, Inc.
2.313.121.391.5014.40
GOOG
Alphabet Inc.
1.892.371.331.6610.78

Sharpe Ratio

The current IRA Sharpe ratio is 2.16. A Sharpe ratio higher than 2.0 is considered very good.

-1.000.001.002.003.004.005.002.16

The Sharpe ratio of IRA lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
2.16
1.92
IRA
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

IRA granted a 1.93% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
IRA1.93%1.91%1.92%1.52%1.68%2.02%2.11%1.76%1.79%1.83%1.75%1.64%
VTI
Vanguard Total Stock Market ETF
1.41%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
1.33%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
1.79%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
0.70%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
0.73%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
0.45%0.46%0.55%0.42%0.52%0.82%1.27%1.01%0.82%1.22%1.09%1.07%
SCHD
Schwab US Dividend Equity ETF
3.44%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
4.55%4.67%4.76%4.79%4.85%8.16%5.27%3.83%0.00%0.00%0.00%0.00%
VXUS
Vanguard Total International Stock ETF
3.36%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
3.35%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
2.45%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.
0.10%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.
0.58%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.
0.00%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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-2.40%
-3.50%
IRA
Benchmark (^GSPC)
Portfolio components

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 2.40%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-29%Feb 20, 202023Mar 23, 202083Jul 21, 2020106
-26.73%Jan 5, 2022194Oct 12, 2022298Dec 19, 2023492
-17.62%Aug 30, 201880Dec 24, 201869Apr 4, 2019149
-9.16%Sep 3, 202014Sep 23, 202035Nov 11, 202049
-8.55%Jan 29, 20189Feb 8, 2018109Jul 17, 2018118

Volatility

Volatility Chart

The current IRA volatility is 3.12%, 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%4.50%5.00%NovemberDecember2024FebruaryMarchApril
3.12%
3.58%
IRA
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.

BNDBACMETAAMZNAAPLGOOGDIVOSCHDVXUSDIAVGTONEQSCHGVTISPY
BND1.00-0.230.040.060.040.02-0.02-0.040.03-0.040.040.040.050.000.00
BAC-0.231.000.300.270.320.360.580.680.560.670.420.470.440.620.61
META0.040.301.000.620.550.670.420.390.510.490.670.710.700.620.63
AMZN0.060.270.621.000.620.680.420.390.510.500.720.760.750.640.65
AAPL0.040.320.550.621.000.640.530.500.560.610.820.780.780.700.72
GOOG0.020.360.670.680.641.000.510.490.580.590.740.780.780.710.72
DIVO-0.020.580.420.420.530.511.000.800.680.850.620.640.660.780.79
SCHD-0.040.680.390.390.500.490.801.000.720.900.640.660.650.840.84
VXUS0.030.560.510.510.560.580.680.721.000.770.710.740.730.810.80
DIA-0.040.670.490.500.610.590.850.900.771.000.740.760.780.910.92
VGT0.040.420.670.720.820.740.620.640.710.741.000.960.960.890.90
ONEQ0.040.470.710.760.780.780.640.660.740.760.961.000.970.920.92
SCHG0.050.440.700.750.780.780.660.650.730.780.960.971.000.930.93
VTI0.000.620.620.640.700.710.780.840.810.910.890.920.931.000.99
SPY0.000.610.630.650.720.720.790.840.800.920.900.920.930.991.00