Watchlist
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Watchlist, 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 Oct 4, 2023, corresponding to the inception date of FEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.79% | 2.08% | 9.01% | 29.79% | 13.85% | 11.12% |
| Watchlist | 18.12% | 2.72% | 9.40% | N/A | N/A | N/A |
| Portfolio components: | ||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 16.28% | 2.11% | 5.71% | 25.98% | N/A | N/A |
VONG Vanguard Russell 1000 Growth ETF | 23.59% | 1.54% | 10.45% | 38.16% | 19.37% | 16.30% |
JEPI JPMorgan Equity Premium Income ETF | 12.85% | 3.08% | 6.53% | 16.12% | N/A | N/A |
VYM Vanguard High Dividend Yield ETF | 16.36% | 3.36% | 7.92% | 23.37% | 10.97% | 10.01% |
VOOG Vanguard S&P 500 Growth ETF | 27.03% | 1.53% | 12.16% | 36.85% | 17.13% | 14.88% |
VOO Vanguard S&P 500 ETF | 20.99% | 2.22% | 9.79% | 31.67% | 15.70% | 13.16% |
SCHD Schwab US Dividend Equity ETF | 13.54% | 3.22% | 7.39% | 20.48% | 13.03% | 11.57% |
GOOD Gladstone Commercial Corporation | 29.39% | 11.68% | 23.11% | 35.04% | 0.96% | 7.69% |
STAG STAG Industrial, Inc. | 4.56% | 1.40% | 6.53% | 14.99% | 10.61% | 12.02% |
VGT Vanguard Information Technology ETF | 20.21% | 0.16% | 10.04% | 38.71% | 22.92% | 20.50% |
VT Vanguard Total World Stock ETF | 16.48% | 2.35% | 8.19% | 26.34% | 11.74% | 9.18% |
VTI Vanguard Total Stock Market ETF | 19.74% | 2.53% | 9.19% | 31.01% | 14.91% | 12.58% |
FEPI REX FANG & Innovation Equity Premium Income ETF | 9.68% | 0.63% | 2.79% | N/A | N/A | N/A |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 20.75% | 2.07% | 9.61% | 33.43% | 15.80% | N/A |
Monthly Returns
The table below presents the monthly returns of Watchlist, 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 | 0.83% | 3.79% | 3.48% | -4.43% | 4.90% | 3.28% | 2.05% | 1.82% | 18.12% | ||||
| 2023 | -1.04% | 8.52% | 5.13% | 12.91% |
Expense Ratio
Watchlist has an expense ratio of 0.14%, 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 Watchlist is 70, 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 | |
|---|---|---|---|---|---|
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.88 | 2.46 | 1.37 | 2.29 | 9.49 |
VONG Vanguard Russell 1000 Growth ETF | 2.11 | 2.77 | 1.37 | 2.31 | 10.52 |
JEPI JPMorgan Equity Premium Income ETF | 1.97 | 2.70 | 1.37 | 2.34 | 11.00 |
VYM Vanguard High Dividend Yield ETF | 2.12 | 2.97 | 1.37 | 2.35 | 12.16 |
VOOG Vanguard S&P 500 Growth ETF | 2.08 | 2.75 | 1.38 | 1.68 | 10.60 |
VOO Vanguard S&P 500 ETF | 2.39 | 3.20 | 1.43 | 2.62 | 14.27 |
SCHD Schwab US Dividend Equity ETF | 1.69 | 2.46 | 1.29 | 1.51 | 7.87 |
GOOD Gladstone Commercial Corporation | 1.42 | 2.06 | 1.25 | 0.73 | 8.46 |
STAG STAG Industrial, Inc. | 0.70 | 1.12 | 1.13 | 0.51 | 2.50 |
VGT Vanguard Information Technology ETF | 1.75 | 2.30 | 1.31 | 2.41 | 8.65 |
VT Vanguard Total World Stock ETF | 2.13 | 2.91 | 1.38 | 1.76 | 13.23 |
VTI Vanguard Total Stock Market ETF | 2.28 | 3.06 | 1.41 | 2.12 | 13.27 |
FEPI REX FANG & Innovation Equity Premium Income ETF | — | — | — | — | — |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 2.29 | 3.05 | 1.41 | 2.01 | 13.48 |
Not enough dataDividends
Dividend yield
Watchlist granted a 4.46% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Watchlist | 4.46% | 3.58% | 3.56% | 2.00% | 2.38% | 2.02% | 2.21% | 1.91% | 2.12% | 2.48% | 2.09% | 2.07% |
| Portfolio components: | ||||||||||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.34% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VONG Vanguard Russell 1000 Growth ETF | 0.61% | 0.71% | 0.98% | 0.58% | 0.77% | 1.03% | 1.18% | 1.19% | 1.48% | 1.47% | 1.43% | 1.28% |
JEPI JPMorgan Equity Premium Income ETF | 7.08% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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% |
VOOG Vanguard S&P 500 Growth ETF | 0.70% | 1.12% | 0.93% | 0.53% | 0.88% | 1.26% | 1.34% | 1.32% | 1.47% | 1.56% | 1.28% | 1.46% |
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
SCHD Schwab US Dividend Equity ETF | 2.57% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
GOOD Gladstone Commercial Corporation | 7.33% | 8.57% | 8.13% | 5.83% | 8.34% | 6.86% | 8.37% | 7.12% | 7.46% | 10.28% | 8.74% | 8.35% |
STAG STAG Industrial, Inc. | 3.69% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
VGT Vanguard Information Technology ETF | 0.64% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
VT Vanguard Total World Stock ETF | 1.87% | 2.08% | 2.20% | 1.82% | 1.66% | 2.32% | 2.53% | 2.11% | 2.39% | 2.45% | 2.44% | 2.06% |
VTI Vanguard Total Stock Market ETF | 1.30% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
FEPI REX FANG & Innovation Equity Premium Income ETF | 22.39% | 4.21% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VFTAX Vanguard FTSE Social Index Fund Admiral Shares | 0.79% | 1.10% | 1.34% | 0.94% | 1.21% | 1.43% | 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. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Watchlist. 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 Watchlist was 7.84%, occurring on Aug 5, 2024. Recovery took 19 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -7.84% | Jul 17, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
| -5.81% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -5.77% | Oct 12, 2023 | 12 | Oct 27, 2023 | 5 | Nov 3, 2023 | 17 |
| -3.96% | Sep 3, 2024 | 4 | Sep 6, 2024 | 6 | Sep 16, 2024 | 10 |
| -2.11% | Dec 29, 2023 | 4 | Jan 4, 2024 | 10 | Jan 19, 2024 | 14 |
Volatility
Volatility Chart
The current Watchlist volatility is 4.04%, 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
| GOOD | STAG | SCHD | VYM | FEPI | JEPI | VGT | JEPQ | VOOG | VONG | VT | VFTAX | VOO | VTI | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GOOD | 1.00 | 0.61 | 0.58 | 0.57 | 0.19 | 0.49 | 0.24 | 0.24 | 0.26 | 0.27 | 0.47 | 0.36 | 0.40 | 0.45 |
| STAG | 0.61 | 1.00 | 0.67 | 0.64 | 0.28 | 0.58 | 0.33 | 0.35 | 0.33 | 0.36 | 0.55 | 0.46 | 0.49 | 0.52 |
| SCHD | 0.58 | 0.67 | 1.00 | 0.93 | 0.32 | 0.77 | 0.40 | 0.42 | 0.40 | 0.40 | 0.70 | 0.56 | 0.63 | 0.67 |
| VYM | 0.57 | 0.64 | 0.93 | 1.00 | 0.39 | 0.82 | 0.48 | 0.49 | 0.49 | 0.48 | 0.78 | 0.65 | 0.72 | 0.76 |
| FEPI | 0.19 | 0.28 | 0.32 | 0.39 | 1.00 | 0.51 | 0.89 | 0.92 | 0.88 | 0.90 | 0.75 | 0.85 | 0.82 | 0.79 |
| JEPI | 0.49 | 0.58 | 0.77 | 0.82 | 0.51 | 1.00 | 0.55 | 0.65 | 0.60 | 0.61 | 0.78 | 0.72 | 0.76 | 0.77 |
| VGT | 0.24 | 0.33 | 0.40 | 0.48 | 0.89 | 0.55 | 1.00 | 0.94 | 0.95 | 0.95 | 0.83 | 0.93 | 0.90 | 0.88 |
| JEPQ | 0.24 | 0.35 | 0.42 | 0.49 | 0.92 | 0.65 | 0.94 | 1.00 | 0.94 | 0.96 | 0.84 | 0.93 | 0.91 | 0.88 |
| VOOG | 0.26 | 0.33 | 0.40 | 0.49 | 0.88 | 0.60 | 0.95 | 0.94 | 1.00 | 0.99 | 0.86 | 0.96 | 0.94 | 0.91 |
| VONG | 0.27 | 0.36 | 0.40 | 0.48 | 0.90 | 0.61 | 0.95 | 0.96 | 0.99 | 1.00 | 0.86 | 0.96 | 0.94 | 0.91 |
| VT | 0.47 | 0.55 | 0.70 | 0.78 | 0.75 | 0.78 | 0.83 | 0.84 | 0.86 | 0.86 | 1.00 | 0.93 | 0.96 | 0.97 |
| VFTAX | 0.36 | 0.46 | 0.56 | 0.65 | 0.85 | 0.72 | 0.93 | 0.93 | 0.96 | 0.96 | 0.93 | 1.00 | 0.99 | 0.97 |
| VOO | 0.40 | 0.49 | 0.63 | 0.72 | 0.82 | 0.76 | 0.90 | 0.91 | 0.94 | 0.94 | 0.96 | 0.99 | 1.00 | 0.99 |
| VTI | 0.45 | 0.52 | 0.67 | 0.76 | 0.79 | 0.77 | 0.88 | 0.88 | 0.91 | 0.91 | 0.97 | 0.97 | 0.99 | 1.00 |