Duh
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Duh, 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 May 21, 2020, corresponding to the inception date of JEPI
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% |
| Duh | 13.42% | 2.02% | 8.71% | 20.42% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | 10.33% | 2.85% | 6.03% | 13.85% | N/A | N/A |
USA Liberty All-Star Equity Fund | 16.85% | 2.07% | 8.11% | 22.20% | 13.61% | 12.13% |
VYM Vanguard High Dividend Yield ETF | 14.43% | 1.96% | 10.80% | 21.53% | 11.67% | 9.84% |
ARCC Ares Capital Corporation | 9.64% | 0.10% | 8.61% | 19.09% | 12.64% | 12.26% |
SCHD Schwab US Dividend Equity ETF | 11.87% | 1.39% | 9.83% | 17.70% | 13.66% | 11.49% |
VOO Vanguard S&P 500 ETF | 18.79% | 3.01% | 11.37% | 28.55% | 16.13% | 12.93% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 12.62% | 3.08% | 10.49% | 24.53% | 6.30% | N/A |
Monthly Returns
The table below presents the monthly returns of Duh, 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 | 2.19% | 2.33% | 4.09% | -2.97% | 2.99% | 0.60% | 2.25% | 13.42% | |||||
| 2023 | 6.09% | -1.73% | 0.11% | 1.08% | -1.12% | 5.13% | 3.69% | -1.99% | -2.69% | -2.12% | 6.43% | 3.83% | 17.29% |
| 2022 | -2.22% | -2.45% | 3.60% | -5.87% | -0.59% | -6.58% | 7.33% | -2.93% | -9.70% | 9.85% | 4.85% | -4.85% | -10.93% |
| 2021 | 0.11% | 4.21% | 5.49% | 4.52% | 1.70% | 2.94% | 0.67% | 1.34% | -1.32% | 3.96% | -2.14% | 5.10% | 29.64% |
| 2020 | 3.27% | 0.61% | 3.80% | 4.37% | -2.32% | -1.77% | 13.14% | 3.83% | 26.89% |
Expense Ratio
Duh has an expense ratio of 0.17%, 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 rank of Duh is 72, 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.
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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 1.91 | 2.63 | 1.36 | 2.27 | 8.75 |
USA Liberty All-Star Equity Fund | 1.54 | 2.20 | 1.27 | 0.95 | 7.07 |
VYM Vanguard High Dividend Yield ETF | 2.10 | 2.96 | 1.37 | 2.30 | 8.71 |
ARCC Ares Capital Corporation | 1.63 | 2.29 | 1.30 | 2.88 | 11.33 |
SCHD Schwab US Dividend Equity ETF | 1.61 | 2.34 | 1.28 | 1.43 | 6.07 |
VOO Vanguard S&P 500 ETF | 2.43 | 3.29 | 1.44 | 2.60 | 11.51 |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 2.42 | 3.33 | 1.48 | 1.76 | 10.65 |
Dividends
Dividend yield
Duh granted a 6.68% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Duh | 6.68% | 7.11% | 8.62% | 6.08% | 6.32% | 5.00% | 5.58% | 4.39% | 4.45% | 4.90% | 3.99% | 3.60% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 7.09% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
USA Liberty All-Star Equity Fund | 9.87% | 9.56% | 12.11% | 9.67% | 9.26% | 9.88% | 12.81% | 9.01% | 9.43% | 9.66% | 6.61% | 5.90% |
VYM Vanguard High Dividend Yield ETF | 2.83% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
ARCC Ares Capital Corporation | 9.16% | 9.59% | 10.10% | 7.60% | 9.41% | 8.94% | 9.78% | 9.57% | 9.12% | 10.90% | 9.93% | 8.67% |
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% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
PFFA Virtus InfraCap U.S. Preferred Stock ETF | 9.14% | 9.56% | 10.75% | 7.64% | 8.54% | 10.02% | 5.15% | 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 Duh. 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 Duh was 19.37%, occurring on Sep 30, 2022. Recovery took 199 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -19.37% | Jan 13, 2022 | 180 | Sep 30, 2022 | 199 | Jul 19, 2023 | 379 |
| -8.64% | Jul 27, 2023 | 66 | Oct 27, 2023 | 30 | Dec 11, 2023 | 96 |
| -7.97% | Jun 9, 2020 | 14 | Jun 26, 2020 | 27 | Aug 5, 2020 | 41 |
| -6.5% | Sep 3, 2020 | 15 | Sep 24, 2020 | 12 | Oct 12, 2020 | 27 |
| -5.42% | Jul 17, 2024 | 14 | Aug 5, 2024 | 10 | Aug 19, 2024 | 24 |
Volatility
Volatility Chart
The current Duh volatility is 4.41%, 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
| ARCC | PFFA | USA | JEPI | VOO | SCHD | VYM | |
|---|---|---|---|---|---|---|---|
| ARCC | 1.00 | 0.43 | 0.46 | 0.48 | 0.53 | 0.56 | 0.58 |
| PFFA | 0.43 | 1.00 | 0.53 | 0.50 | 0.56 | 0.54 | 0.55 |
| USA | 0.46 | 0.53 | 1.00 | 0.65 | 0.78 | 0.66 | 0.67 |
| JEPI | 0.48 | 0.50 | 0.65 | 1.00 | 0.81 | 0.79 | 0.81 |
| VOO | 0.53 | 0.56 | 0.78 | 0.81 | 1.00 | 0.78 | 0.80 |
| SCHD | 0.56 | 0.54 | 0.66 | 0.79 | 0.78 | 1.00 | 0.97 |
| VYM | 0.58 | 0.55 | 0.67 | 0.81 | 0.80 | 0.97 | 1.00 |