Dividend Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | High Yield Bonds | 10% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 20% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 50% |
SRET Global X SuperDividend REIT ETF | REIT | 20% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dividend 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 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 | 22.29% | 1.65% | 15.83% | 39.98% | 13.99% | 11.23% |
| Dividend Portfolio | 11.10% | -0.69% | 11.63% | 26.31% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 13.75% | 0.01% | 11.61% | 29.24% | 12.61% | 11.48% |
JEPI JPMorgan Equity Premium Income ETF | 13.65% | 0.38% | 9.87% | 22.53% | N/A | N/A |
SRET Global X SuperDividend REIT ETF | 3.73% | -3.46% | 16.00% | 26.43% | -7.25% | N/A |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 5.78% | -0.77% | 6.07% | 16.36% | 5.01% | 6.08% |
Monthly Returns
The table below presents the monthly returns of Dividend 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 | -0.80% | 0.80% | 3.59% | -3.92% | 2.38% | 0.15% | 5.19% | 2.95% | 1.41% | 11.10% | |||
| 2023 | 4.07% | -3.23% | -0.75% | -0.03% | -3.07% | 4.20% | 3.51% | -1.37% | -4.19% | -3.49% | 6.68% | 5.77% | 7.52% |
| 2022 | -3.17% | -2.10% | 3.00% | -4.24% | 2.10% | -6.75% | 5.36% | -3.44% | -8.50% | 8.33% | 6.14% | -2.90% | -7.48% |
| 2021 | -0.80% | 4.21% | 6.47% | 2.95% | 1.88% | 0.03% | 0.89% | 1.67% | -3.33% | 3.91% | -2.85% | 6.13% | 22.66% |
| 2020 | 3.55% | 1.39% | 4.49% | 3.66% | -1.76% | -0.55% | 11.55% | 3.19% | 27.88% |
Expense Ratio
Dividend Portfolio has an expense ratio of 0.25%, 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 Dividend Portfolio is 43, 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 | 2.71 | 3.91 | 1.48 | 2.52 | 15.22 |
JEPI JPMorgan Equity Premium Income ETF | 3.35 | 4.72 | 1.69 | 4.28 | 24.91 |
SRET Global X SuperDividend REIT ETF | 1.78 | 2.61 | 1.34 | 0.97 | 4.28 |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 3.04 | 4.90 | 1.62 | 1.27 | 22.83 |
Dividends
Dividend yield
Dividend Portfolio provided a 5.31% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dividend Portfolio | 5.31% | 5.40% | 6.16% | 4.36% | 4.99% | 3.56% | 3.83% | 3.47% | 3.45% | 3.61% | 1.99% | 1.84% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.48% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
JEPI JPMorgan Equity Premium Income ETF | 7.13% | 8.40% | 11.68% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRET Global X SuperDividend REIT ETF | 7.75% | 7.21% | 8.30% | 6.33% | 8.92% | 7.77% | 8.51% | 8.17% | 7.16% | 7.71% | 0.00% | 0.00% |
ANGL VanEck Vectors Fallen Angel High Yield Bond ETF | 6.00% | 5.27% | 4.72% | 3.90% | 4.67% | 5.19% | 5.99% | 5.25% | 5.76% | 5.81% | 6.80% | 6.10% |
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 Dividend 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 Dividend Portfolio was 17.70%, occurring on Sep 30, 2022. Recovery took 361 trading sessions.
The current Dividend Portfolio drawdown is 2.04%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.7% | Jan 5, 2022 | 186 | Sep 30, 2022 | 361 | Mar 11, 2024 | 547 |
| -10.25% | Jun 9, 2020 | 14 | Jun 26, 2020 | 31 | Aug 11, 2020 | 45 |
| -6.06% | Sep 3, 2020 | 14 | Sep 23, 2020 | 11 | Oct 8, 2020 | 25 |
| -5.79% | Oct 13, 2020 | 12 | Oct 28, 2020 | 8 | Nov 9, 2020 | 20 |
| -5.18% | Apr 1, 2024 | 14 | Apr 18, 2024 | 21 | May 17, 2024 | 35 |
Volatility
Volatility Chart
The current Dividend Portfolio volatility is 2.18%, 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
| ANGL | SRET | JEPI | SCHD | |
|---|---|---|---|---|
| ANGL | 1.00 | 0.57 | 0.57 | 0.56 |
| SRET | 0.57 | 1.00 | 0.60 | 0.73 |
| JEPI | 0.57 | 0.60 | 1.00 | 0.79 |
| SCHD | 0.56 | 0.73 | 0.79 | 1.00 |