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10 years Out

Last updated Mar 2, 2024

Dividend Portfolio

Asset Allocation


QQQY 33.33%SCHD 33.33%SVOL 33.33%AlternativesAlternativesEquityEquityVolatilityVolatility
PositionCategory/SectorWeight
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%

S&P 500

Performance

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 Quarterly


-10.00%-5.00%0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
8.25%
14.03%
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


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
7.70%6.01%13.76%29.03%12.89%10.63%
10 years Out2.97%1.59%N/AN/AN/AN/A
SCHD
Schwab US Dividend Equity ETF
2.65%1.49%6.69%8.39%12.26%11.35%
SVOL
Simplify Volatility Premium ETF
2.49%1.55%7.44%21.00%N/AN/A
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
3.62%1.60%N/AN/AN/AN/A

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.53%3.64%
2023-2.62%-1.94%5.71%4.15%

Sharpe Ratio


Chart placeholderNot enough data

Dividend yield

10 years Out granted a 17.16% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
10 years Out17.16%13.50%7.20%2.48%1.05%0.99%1.02%0.88%0.96%0.99%0.88%0.82%
SCHD
Schwab US Dividend Equity ETF
3.40%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SVOL
Simplify Volatility Premium ETF
16.22%16.36%18.21%4.65%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF
31.85%20.64%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Expense Ratio

The 10 years Out has a high expense ratio of 0.52%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.50%1.00%1.50%2.00%0.99%
0.50%1.00%1.50%2.00%0.50%
0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
^GSPC
S&P 500
2.44
10 years Out
SCHD
Schwab US Dividend Equity ETF
0.72
SVOL
Simplify Volatility Premium ETF
2.63
QQQY
Defiance Nasdaq 100 Enhanced Options Income ETF

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
SCHD1.000.440.48
QQQY0.441.000.53
SVOL0.480.531.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.16%
0
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 6.14%, occurring on Oct 27, 2023. Recovery took 16 trading sessions.

The current 10 years Out drawdown is 1.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-6.14%Sep 15, 202331Oct 27, 202316Nov 20, 202347
-1.26%Jan 30, 20242Jan 31, 20246Feb 8, 20248
-1.16%Mar 1, 20241Mar 1, 2024
-1.15%Dec 29, 20234Jan 4, 20246Jan 12, 202410
-1.12%Dec 20, 20231Dec 20, 20233Dec 26, 20234

Volatility Chart

The current 10 years Out volatility is 2.66%, 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%Oct 15Oct 22Oct 29Nov 05Nov 12Nov 19Nov 26Dec 03Dec 10Dec 17Dec 24Dec 31Jan 07Jan 14Jan 21Jan 28Feb 04Feb 11Feb 18Feb 25
2.66%
3.47%
10 years Out
Benchmark (^GSPC)
Portfolio components
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