My Current ETF Portfolio
Strictyly ETFs ...................
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in My Current ETF Portfolio, 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 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
My Current ETF Portfolio | 11.17% | -0.08% | 8.60% | 16.53% | N/A | N/A |
Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 12.13% | 11.96% | 11.22% |
DGRO iShares Core Dividend Growth ETF | 11.25% | 2.79% | 9.42% | 14.76% | 11.24% | 11.62% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 10.06% | -4.70% | 6.11% | 18.20% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 6.06% | -0.12% | 4.24% | 8.95% | N/A | N/A |
DIVO Amplify CWP Enhanced Dividend Income ETF | 10.24% | 1.56% | 8.37% | 12.29% | 11.15% | N/A |
SCHX Schwab U.S. Large-Cap ETF | 13.67% | -1.15% | 10.95% | 20.68% | 13.88% | 12.49% |
SCHG Schwab U.S. Large-Cap Growth ETF | 17.61% | -3.87% | 12.95% | 28.29% | 18.43% | 15.81% |
Monthly Returns
The table below presents the monthly returns of My Current ETF Portfolio, 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 | 1.71% | 3.77% | 3.10% | -3.57% | 3.65% | 2.25% | 11.17% | ||||||
2023 | 4.31% | -2.12% | 3.24% | 1.52% | -0.31% | 5.06% | 3.14% | -1.28% | -3.92% | -1.90% | 7.16% | 4.17% | 20.11% |
2022 | -3.04% | -6.75% | 7.19% | -3.57% | -8.15% | 8.15% | 5.45% | -4.51% | -6.53% |
Expense Ratio
My Current ETF Portfolio has an expense ratio of 0.21%, 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 My Current ETF Portfolio is 65, 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 | |
---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.06 | 1.60 | 1.19 | 0.97 | 3.31 |
DGRO iShares Core Dividend Growth ETF | 1.45 | 2.11 | 1.25 | 1.35 | 4.29 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.56 | 2.08 | 1.30 | 2.74 | 9.65 |
JEPI JPMorgan Equity Premium Income ETF | 1.20 | 1.70 | 1.21 | 1.30 | 5.04 |
DIVO Amplify CWP Enhanced Dividend Income ETF | 1.43 | 2.11 | 1.24 | 1.55 | 4.67 |
SCHX Schwab U.S. Large-Cap ETF | 1.69 | 2.37 | 1.30 | 1.93 | 6.58 |
SCHG Schwab U.S. Large-Cap Growth ETF | 1.68 | 2.29 | 1.30 | 2.68 | 9.29 |
Dividends
Dividend yield
My Current ETF Portfolio granted a 4.05% dividend yield in the last twelve months.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
My Current ETF Portfolio | 4.05% | 4.41% | 4.83% | 2.53% | 2.62% | 2.28% | 2.03% | 1.60% | 1.26% | 1.25% | 0.92% | 0.74% |
Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.49% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
DGRO iShares Core Dividend Growth ETF | 2.30% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.37% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.34% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DIVO Amplify CWP Enhanced Dividend Income ETF | 4.14% | 4.67% | 4.76% | 4.79% | 4.91% | 8.16% | 5.27% | 3.83% | 0.00% | 0.00% | 0.00% | 0.00% |
SCHX Schwab U.S. Large-Cap ETF | 1.28% | 1.39% | 1.64% | 1.22% | 1.64% | 1.82% | 2.17% | 1.70% | 2.39% | 2.04% | 1.76% | 1.65% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.43% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the My Current ETF Portfolio. 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 My Current ETF Portfolio was 14.64%, occurring on Oct 12, 2022. Recovery took 160 trading sessions.
The current My Current ETF Portfolio drawdown is 3.11%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
---|---|---|---|---|---|---|
-14.64% | Aug 17, 2022 | 40 | Oct 12, 2022 | 160 | Jun 2, 2023 | 200 |
-12.65% | May 5, 2022 | 30 | Jun 16, 2022 | 40 | Aug 15, 2022 | 70 |
-8.6% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
-4.58% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
-3.26% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
Volatility
Volatility Chart
The current My Current ETF Portfolio volatility is 2.63%, 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
JEPQ | SCHG | SCHD | DIVO | JEPI | DGRO | SCHX | |
---|---|---|---|---|---|---|---|
JEPQ | 1.00 | 0.96 | 0.62 | 0.65 | 0.70 | 0.71 | 0.92 |
SCHG | 0.96 | 1.00 | 0.61 | 0.65 | 0.67 | 0.72 | 0.94 |
SCHD | 0.62 | 0.61 | 1.00 | 0.89 | 0.85 | 0.96 | 0.81 |
DIVO | 0.65 | 0.65 | 0.89 | 1.00 | 0.86 | 0.92 | 0.80 |
JEPI | 0.70 | 0.67 | 0.85 | 0.86 | 1.00 | 0.90 | 0.81 |
DGRO | 0.71 | 0.72 | 0.96 | 0.92 | 0.90 | 1.00 | 0.89 |
SCHX | 0.92 | 0.94 | 0.81 | 0.80 | 0.81 | 0.89 | 1.00 |