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EQ LT I

Last updated Feb 27, 2024

Asset Allocation


VTEB 10.04%HYDB 6.47%USD=X 9.01%FNDX 26.47%SCHX 15.83%PRFZ 12.24%VB 9.45%AIQ 4.89%QYLG 3.8%PFFV 1.8%BondBondCurrencyCurrencyEquityEquityPreferred StockPreferred Stock
PositionCategory/SectorWeight
VTEB
Vanguard Tax-Exempt Bond ETF
Municipal Bonds

10.04%

HYDB
iShares High Yield Bond Factor ETF
High Yield Bonds

6.47%

USD=X
USD Cash

9.01%

FNDX
Schwab Fundamental U.S. Large Company Index ETF
Large Cap Blend Equities

26.47%

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

15.83%

PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
Small Cap Blend Equities

12.24%

VB
Vanguard Small-Cap ETF
Small Cap Growth Equities

9.45%

AIQ
Global X Artificial Intelligence & Technology ETF
Large Cap Growth Equities

4.89%

QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
Large Cap Growth Equities

3.80%

PFFV
Global X Variable Rate Preferred ETF
Preferred Stock/Convertible Bonds

1.80%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in EQ LT I, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
10.65%
14.35%
EQ LT I
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 22, 2020, corresponding to the inception date of QYLG

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
6.28%3.65%14.35%27.69%12.70%10.58%
EQ LT I2.75%2.18%9.43%17.07%N/AN/A
AIQ
Global X Artificial Intelligence & Technology ETF
6.41%4.21%16.94%47.26%17.03%N/A
FNDX
Schwab Fundamental U.S. Large Company Index ETF
3.66%2.33%11.17%18.83%13.59%11.28%
HYDB
iShares High Yield Bond Factor ETF
0.49%-0.31%6.66%12.32%4.91%N/A
PFFV
Global X Variable Rate Preferred ETF
3.17%0.10%8.49%5.68%N/AN/A
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
0.35%2.62%8.57%12.38%13.49%13.15%
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
5.52%2.20%12.66%35.74%N/AN/A
SCHX
Schwab U.S. Large-Cap ETF
6.45%3.91%13.96%29.33%14.36%12.51%
VB
Vanguard Small-Cap ETF
1.70%3.19%9.39%11.77%8.54%8.34%
VTEB
Vanguard Tax-Exempt Bond ETF
-0.55%0.59%4.05%5.24%1.89%N/A
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-0.16%
20233.52%-2.24%-3.68%-2.78%7.52%5.57%

Sharpe Ratio

The current EQ LT I Sharpe ratio is 1.85. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.85

The Sharpe ratio of EQ LT I 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.


Chart placeholderNot enough data

Dividend yield

EQ LT I granted a 2.22% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
EQ LT I2.22%2.26%2.78%2.46%2.24%2.42%2.62%1.85%2.02%1.90%1.54%1.08%
AIQ
Global X Artificial Intelligence & Technology ETF
0.15%0.16%0.56%0.15%0.50%0.51%0.51%0.00%0.00%0.00%0.00%0.00%
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.76%1.82%2.07%1.64%2.29%2.23%2.40%1.86%2.01%2.01%1.62%0.46%
HYDB
iShares High Yield Bond Factor ETF
6.91%7.00%6.30%4.71%5.81%5.68%6.16%2.70%0.00%0.00%0.00%0.00%
PFFV
Global X Variable Rate Preferred ETF
7.03%7.17%6.60%5.23%2.68%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
2.70%2.71%6.64%4.65%4.57%6.45%6.85%4.84%6.55%6.97%5.72%4.67%
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
5.40%5.43%6.51%15.18%1.44%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SCHX
Schwab U.S. Large-Cap ETF
1.31%1.39%1.64%1.22%1.64%1.82%2.17%1.70%2.39%2.04%1.76%1.65%
VB
Vanguard Small-Cap ETF
1.53%1.55%1.59%1.24%1.14%1.39%1.67%1.35%1.50%1.48%1.43%1.31%
VTEB
Vanguard Tax-Exempt Bond ETF
2.84%2.79%2.09%1.64%1.99%2.30%2.25%1.96%1.66%0.58%0.00%0.00%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The EQ LT I has a high expense ratio of 0.21%, 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.


0.68%
0.00%2.15%
0.60%
0.00%2.15%
0.39%
0.00%2.15%
0.35%
0.00%2.15%
0.25%
0.00%2.15%
0.05%
0.00%2.15%
0.05%
0.00%2.15%
0.03%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.13
EQ LT I
AIQ
Global X Artificial Intelligence & Technology ETF
2.46
FNDX
Schwab Fundamental U.S. Large Company Index ETF
1.52
HYDB
iShares High Yield Bond Factor ETF
2.03
PFFV
Global X Variable Rate Preferred ETF
0.45
PRFZ
Invesco FTSE RAFI US 1500 Small-Mid ETF
0.58
QYLG
Global X Nasdaq 100 Covered Call & Growth ETF
2.76
SCHX
Schwab U.S. Large-Cap ETF
2.26
VB
Vanguard Small-Cap ETF
0.60
VTEB
Vanguard Tax-Exempt Bond ETF
1.16
USD=X
USD Cash

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

USD=XVTEBPFFVHYDBQYLGAIQFNDXPRFZVBSCHX
USD=X0.000.000.000.000.000.000.000.000.000.00
VTEB0.001.000.300.380.170.180.110.120.140.16
PFFV0.000.301.000.580.440.460.480.510.540.51
HYDB0.000.380.581.000.630.660.660.650.690.72
QYLG0.000.170.440.631.000.880.670.640.690.88
AIQ0.000.180.460.660.881.000.670.700.750.86
FNDX0.000.110.480.660.670.671.000.890.890.89
PRFZ0.000.120.510.650.640.700.891.000.970.82
VB0.000.140.540.690.690.750.890.971.000.87
SCHX0.000.160.510.720.880.860.890.820.871.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.13%
-0.38%
EQ LT I
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the EQ LT I. 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 EQ LT I was 19.24%, occurring on Sep 30, 2022. Recovery took 313 trading sessions.

The current EQ LT I drawdown is 0.13%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.24%Jan 5, 2022193Sep 30, 2022313Dec 13, 2023506
-5.1%Oct 13, 202014Oct 30, 20204Nov 5, 202018
-4.93%Nov 9, 202117Dec 1, 202123Jan 3, 202240
-3.49%Mar 16, 20217Mar 24, 20218Apr 5, 202115
-3.35%May 10, 20213May 12, 202114Jun 1, 202117

Volatility Chart

The current EQ LT I volatility is 3.32%, 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%SeptemberOctoberNovemberDecember2024February
3.32%
3.93%
EQ LT I
Benchmark (^GSPC)
Portfolio components
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