SCHTL1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in SCHTL1, 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 | 24.72% | 2.30% | 12.31% | 32.12% | 13.81% | 11.31% |
| SCHTL1 | 20.57% | 2.45% | 10.52% | 29.06% | N/A | N/A |
| Portfolio components: | ||||||
ET Energy Transfer LP | 34.71% | 6.75% | 12.60% | 39.15% | 18.52% | 2.15% |
WELL Welltower Inc. | 52.59% | 4.52% | 34.58% | 59.47% | 13.54% | 10.90% |
COWZ Pacer US Cash Cows 100 ETF | 16.23% | 2.62% | 7.62% | 22.30% | 16.68% | N/A |
FIDU Fidelity MSCI Industrials Index ETF | 23.30% | 1.70% | 12.09% | 35.38% | 13.82% | 11.90% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 21.50% | 1.66% | 11.41% | 31.86% | 17.58% | 14.12% |
IJR iShares Core S&P Small-Cap ETF | 13.66% | 3.88% | 11.10% | 27.78% | 10.18% | 9.79% |
IVV iShares Core S&P 500 ETF | 26.09% | 2.36% | 13.01% | 33.86% | 15.60% | 13.32% |
JEPI JPMorgan Equity Premium Income ETF | 15.42% | 1.00% | 8.34% | 18.87% | N/A | N/A |
JQUA JPMorgan U.S. Quality Factor ETF | 22.78% | 1.66% | 11.80% | 30.79% | 15.65% | N/A |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 13.67% | -0.62% | 7.69% | 26.06% | 13.68% | 13.25% |
RSP Invesco S&P 500® Equal Weight ETF | 16.89% | 1.02% | 9.48% | 27.47% | 12.10% | 10.61% |
QQQ Invesco QQQ | 24.75% | 3.63% | 12.88% | 32.82% | 21.02% | 18.32% |
SCHD Schwab US Dividend Equity ETF | 16.94% | 1.09% | 10.43% | 26.08% | 12.63% | 11.59% |
XLE Energy Select Sector SPDR Fund | 15.94% | 5.67% | 2.96% | 16.00% | 15.03% | 5.05% |
XME SPDR S&P Metals & Mining ETF | 9.38% | 1.42% | 3.96% | 26.30% | 20.83% | 7.89% |
Monthly Returns
The table below presents the monthly returns of SCHTL1, 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 | 0.15% | 4.10% | 4.51% | -3.90% | 3.37% | 0.99% | 3.44% | 1.56% | 1.53% | -0.77% | 20.57% | ||
| 2023 | 7.45% | -2.67% | 1.81% | 0.78% | -1.58% | 6.82% | 4.34% | -1.30% | -3.19% | -3.39% | 7.59% | 5.35% | 23.15% |
| 2022 | -1.53% | 0.53% | 5.06% | -6.66% | 2.44% | -9.93% | 8.93% | -2.80% | -9.21% | 10.46% | 5.91% | -5.34% | -4.65% |
| 2021 | 0.32% | 6.76% | 5.72% | 4.15% | 2.93% | 2.07% | 0.60% | 1.73% | -3.04% | 5.31% | -2.08% | 4.64% | 32.67% |
| 2020 | 3.22% | 1.05% | 3.52% | 5.64% | -4.76% | -1.85% | 15.17% | 4.32% | 28.10% |
Expense Ratio
SCHTL1 has an expense ratio of 0.20%, 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 SCHTL1 is 74, 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 | |
|---|---|---|---|---|---|
ET Energy Transfer LP | 2.52 | 3.60 | 1.45 | 6.46 | 20.71 |
WELL Welltower Inc. | 3.21 | 4.68 | 1.57 | 7.91 | 26.82 |
COWZ Pacer US Cash Cows 100 ETF | 1.70 | 2.46 | 1.29 | 3.03 | 7.20 |
FIDU Fidelity MSCI Industrials Index ETF | 2.48 | 3.47 | 1.43 | 5.44 | 16.39 |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 2.98 | 4.06 | 1.54 | 5.05 | 19.36 |
IJR iShares Core S&P Small-Cap ETF | 1.40 | 2.09 | 1.25 | 1.52 | 7.92 |
IVV iShares Core S&P 500 ETF | 2.82 | 3.77 | 1.53 | 4.06 | 18.37 |
JEPI JPMorgan Equity Premium Income ETF | 2.70 | 3.76 | 1.54 | 4.87 | 19.06 |
JQUA JPMorgan U.S. Quality Factor ETF | 2.75 | 3.81 | 1.50 | 4.88 | 16.62 |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 2.35 | 3.21 | 1.42 | 3.75 | 12.21 |
RSP Invesco S&P 500® Equal Weight ETF | 2.46 | 3.41 | 1.44 | 3.13 | 14.19 |
QQQ Invesco QQQ | 1.91 | 2.55 | 1.35 | 2.43 | 8.85 |
SCHD Schwab US Dividend Equity ETF | 2.44 | 3.51 | 1.43 | 3.30 | 13.27 |
XLE Energy Select Sector SPDR Fund | 0.89 | 1.29 | 1.16 | 1.19 | 2.76 |
XME SPDR S&P Metals & Mining ETF | 1.03 | 1.53 | 1.19 | 1.36 | 4.07 |
Dividends
Dividend yield
SCHTL1 provided a 2.20% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.20% | 2.50% | 2.78% | 2.23% | 3.21% | 2.67% | 2.54% | 1.98% | 1.72% | 2.11% | 1.61% | 1.20% |
| Portfolio components: | ||||||||||||
ET Energy Transfer LP | 7.44% | 8.96% | 7.33% | 7.44% | 17.28% | 9.51% | 9.24% | 6.66% | 5.90% | 7.42% | 2.61% | 3.19% |
WELL Welltower Inc. | 1.90% | 2.71% | 3.72% | 2.84% | 4.18% | 4.26% | 5.01% | 5.46% | 5.14% | 4.85% | 4.20% | 5.71% |
COWZ Pacer US Cash Cows 100 ETF | 1.83% | 1.92% | 1.96% | 1.48% | 2.54% | 1.96% | 1.67% | 1.94% | 0.13% | 0.00% | 0.00% | 0.00% |
FIDU Fidelity MSCI Industrials Index ETF | 1.19% | 1.42% | 1.48% | 1.12% | 1.28% | 1.73% | 1.99% | 1.60% | 1.63% | 1.98% | 1.55% | 0.31% |
FNDX Schwab Fundamental U.S. Large Company Index ETF | 3.31% | 3.75% | 4.06% | 3.27% | 5.87% | 6.68% | 4.97% | 4.54% | 3.96% | 4.20% | 3.97% | 0.46% |
IJR iShares Core S&P Small-Cap ETF | 1.24% | 1.31% | 1.41% | 1.53% | 1.11% | 1.44% | 1.58% | 1.20% | 1.21% | 1.48% | 1.23% | 1.00% |
IVV iShares Core S&P 500 ETF | 1.25% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.21% | 1.75% | 2.01% | 2.27% | 1.83% | 1.80% |
JEPI JPMorgan Equity Premium Income ETF | 7.09% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JQUA JPMorgan U.S. Quality Factor ETF | 1.16% | 1.22% | 1.59% | 1.32% | 1.44% | 1.67% | 2.10% | 0.39% | 0.00% | 0.00% | 0.00% | 0.00% |
MOAT VanEck Vectors Morningstar Wide Moat ETF | 0.76% | 0.86% | 1.25% | 1.08% | 1.45% | 1.31% | 1.79% | 1.07% | 1.17% | 2.13% | 1.34% | 0.79% |
RSP Invesco S&P 500® Equal Weight ETF | 1.45% | 1.63% | 1.82% | 1.28% | 1.64% | 1.69% | 2.02% | 1.52% | 1.20% | 1.70% | 1.46% | 1.27% |
QQQ Invesco QQQ | 0.60% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
SCHD Schwab US Dividend Equity ETF | 3.38% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
XLE Energy Select Sector SPDR Fund | 3.14% | 3.55% | 3.68% | 4.21% | 5.62% | 5.73% | 3.54% | 3.03% | 2.26% | 3.39% | 2.35% | 1.73% |
XME SPDR S&P Metals & Mining ETF | 0.62% | 1.00% | 1.64% | 0.70% | 0.99% | 2.43% | 2.23% | 1.15% | 1.02% | 2.61% | 2.21% | 1.32% |
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 SCHTL1. 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 SCHTL1 was 18.55%, occurring on Sep 26, 2022. Recovery took 179 trading sessions.
The current SCHTL1 drawdown is 1.26%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.55% | Mar 30, 2022 | 124 | Sep 26, 2022 | 179 | Jun 13, 2023 | 303 |
| -10.86% | Jun 9, 2020 | 14 | Jun 26, 2020 | 40 | Aug 24, 2020 | 54 |
| -9.13% | Aug 1, 2023 | 63 | Oct 27, 2023 | 24 | Dec 1, 2023 | 87 |
| -9.12% | Sep 3, 2020 | 14 | Sep 23, 2020 | 33 | Nov 9, 2020 | 47 |
| -6.43% | Jan 13, 2022 | 28 | Feb 23, 2022 | 18 | Mar 21, 2022 | 46 |
Volatility
Volatility Chart
The current SCHTL1 volatility is 3.56%, 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
| WELL | ET | XLE | QQQ | XME | JEPI | IJR | IVV | COWZ | JQUA | SCHD | MOAT | FIDU | FNDX | RSP | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| WELL | 1.00 | 0.26 | 0.28 | 0.30 | 0.33 | 0.47 | 0.47 | 0.45 | 0.43 | 0.45 | 0.49 | 0.47 | 0.48 | 0.50 | 0.53 |
| ET | 0.26 | 1.00 | 0.66 | 0.24 | 0.51 | 0.34 | 0.51 | 0.40 | 0.57 | 0.39 | 0.51 | 0.43 | 0.48 | 0.54 | 0.51 |
| XLE | 0.28 | 0.66 | 1.00 | 0.18 | 0.63 | 0.35 | 0.56 | 0.40 | 0.70 | 0.40 | 0.60 | 0.45 | 0.54 | 0.62 | 0.56 |
| QQQ | 0.30 | 0.24 | 0.18 | 1.00 | 0.43 | 0.65 | 0.59 | 0.91 | 0.53 | 0.87 | 0.54 | 0.76 | 0.62 | 0.67 | 0.69 |
| XME | 0.33 | 0.51 | 0.63 | 0.43 | 1.00 | 0.48 | 0.74 | 0.59 | 0.74 | 0.58 | 0.66 | 0.63 | 0.70 | 0.72 | 0.70 |
| JEPI | 0.47 | 0.34 | 0.35 | 0.65 | 0.48 | 1.00 | 0.65 | 0.81 | 0.69 | 0.85 | 0.79 | 0.77 | 0.77 | 0.79 | 0.81 |
| IJR | 0.47 | 0.51 | 0.56 | 0.59 | 0.74 | 0.65 | 1.00 | 0.77 | 0.86 | 0.77 | 0.83 | 0.83 | 0.88 | 0.89 | 0.90 |
| IVV | 0.45 | 0.40 | 0.40 | 0.91 | 0.59 | 0.81 | 0.77 | 1.00 | 0.75 | 0.97 | 0.78 | 0.89 | 0.82 | 0.88 | 0.89 |
| COWZ | 0.43 | 0.57 | 0.70 | 0.53 | 0.74 | 0.69 | 0.86 | 0.75 | 1.00 | 0.77 | 0.87 | 0.80 | 0.85 | 0.89 | 0.89 |
| JQUA | 0.45 | 0.39 | 0.40 | 0.87 | 0.58 | 0.85 | 0.77 | 0.97 | 0.77 | 1.00 | 0.80 | 0.90 | 0.84 | 0.87 | 0.91 |
| SCHD | 0.49 | 0.51 | 0.60 | 0.54 | 0.66 | 0.79 | 0.83 | 0.78 | 0.87 | 0.80 | 1.00 | 0.84 | 0.87 | 0.92 | 0.92 |
| MOAT | 0.47 | 0.43 | 0.45 | 0.76 | 0.63 | 0.77 | 0.83 | 0.89 | 0.80 | 0.90 | 0.84 | 1.00 | 0.85 | 0.88 | 0.93 |
| FIDU | 0.48 | 0.48 | 0.54 | 0.62 | 0.70 | 0.77 | 0.88 | 0.82 | 0.85 | 0.84 | 0.87 | 0.85 | 1.00 | 0.90 | 0.94 |
| FNDX | 0.50 | 0.54 | 0.62 | 0.67 | 0.72 | 0.79 | 0.89 | 0.88 | 0.89 | 0.87 | 0.92 | 0.88 | 0.90 | 1.00 | 0.96 |
| RSP | 0.53 | 0.51 | 0.56 | 0.69 | 0.70 | 0.81 | 0.90 | 0.89 | 0.89 | 0.91 | 0.92 | 0.93 | 0.94 | 0.96 | 1.00 |