PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
10 years Out
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


QQQY 33.33%SCHD 33.33%SVOL 33.33%AlternativesAlternativesEquityEquityVolatilityVolatility
PositionCategory/SectorTarget Weight
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
Options Trading, Dividend
33.33%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend
33.33%
SVOL
Simplify Volatility Premium ETF
Volatility, Actively Managed
33.33%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in 10 years Out, 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 every 3 months.


-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
-1.84%
2.98%
10 years Out
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of QQQY

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
-0.77%-3.55%3.64%22.00%12.20%11.23%
10 years Out-1.27%-4.74%-1.83%7.56%N/AN/A
SCHD
Schwab US Dividend Equity ETF
-0.07%-2.95%2.64%11.37%10.83%11.08%
SVOL
Simplify Volatility Premium ETF
-2.60%-5.65%-3.98%2.83%N/AN/A
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
-1.21%-5.66%-4.04%8.49%N/AN/A
*Annualized

Monthly Returns

The table below presents the monthly returns of 10 years Out, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.52%2.00%2.07%-3.00%3.43%1.84%1.56%1.45%0.83%-1.58%4.52%-4.38%9.25%
2023-2.62%-1.93%5.70%4.13%5.12%

Expense Ratio

10 years Out features an expense ratio of 0.52%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for QQQY: current value at 0.99% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.99%
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for SCHD: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of 10 years Out is 13, meaning it’s performing worse than 87% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of 10 years Out is 1313
Overall Rank
The Sharpe Ratio Rank of 10 years Out is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of 10 years Out is 99
Sortino Ratio Rank
The Omega Ratio Rank of 10 years Out is 1313
Omega Ratio Rank
The Calmar Ratio Rank of 10 years Out is 1616
Calmar Ratio Rank
The Martin Ratio Rank of 10 years Out is 1717
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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
The chart of Sharpe ratio for 10 years Out, currently valued at 0.76, compared to the broader market-1.000.001.002.003.004.000.761.73
The chart of Sortino ratio for 10 years Out, currently valued at 1.01, compared to the broader market-2.000.002.004.001.012.33
The chart of Omega ratio for 10 years Out, currently valued at 1.15, compared to the broader market0.801.001.201.401.601.151.32
The chart of Calmar ratio for 10 years Out, currently valued at 1.00, compared to the broader market0.002.004.006.008.0010.001.002.59
The chart of Martin ratio for 10 years Out, currently valued at 4.34, compared to the broader market0.0010.0020.0030.004.3410.80
10 years Out
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.991.471.171.414.11
SVOL
Simplify Volatility Premium ETF
0.220.381.060.281.54
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
0.750.941.140.923.10

The current 10 years Out Sharpe ratio is 0.76. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.19 to 1.89, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of 10 years Out with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.50Sep 22Sep 29Oct 06Oct 13Oct 20Oct 27Nov 03Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12
0.76
1.73
10 years Out
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

10 years Out provided a 35.71% dividend yield over the last twelve months.


TTM20242023202220212020201920182017201620152014
Portfolio35.71%34.59%13.50%7.24%2.48%1.05%0.99%1.02%0.88%0.96%0.99%0.88%
SCHD
Schwab US Dividend Equity ETF
3.64%3.64%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%
SVOL
Simplify Volatility Premium ETF
17.23%16.79%16.37%18.32%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
86.25%83.34%20.64%0.00%0.00%0.00%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.


-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.66%
-4.17%
10 years Out
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the 10 years Out. 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 10 years Out was 7.83%, occurring on Aug 5, 2024. Recovery took 19 trading sessions.

The current 10 years Out drawdown is 5.66%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-7.83%Jul 17, 202414Aug 5, 202419Aug 30, 202433
-6.13%Sep 15, 202331Oct 27, 202316Nov 20, 202347
-5.86%Dec 4, 202425Jan 10, 2025
-4.45%Apr 1, 202415Apr 19, 202417May 14, 202432
-3.31%Sep 3, 20244Sep 6, 20249Sep 19, 202413

Volatility

Volatility Chart

The current 10 years Out volatility is 4.79%, 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.


1.00%2.00%3.00%4.00%5.00%6.00%AugustSeptemberOctoberNovemberDecember2025
4.79%
4.67%
10 years Out
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

SCHDQQQYSVOL
SCHD1.000.400.46
QQQY0.401.000.67
SVOL0.460.671.00
The correlation results are calculated based on daily price changes starting from Sep 15, 2023
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab