10 years Out
Dividend Portfolio
Asset Allocation
Position | Category/Sector | Target Weight |
---|---|---|
Defiance Nasdaq 100 Enhanced Options Income ETF | Options Trading, Dividend | 33.33% |
Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 33.33% |
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.
The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of QQQY
Returns By Period
YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
---|---|---|---|---|---|---|
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/A | N/A |
Portfolio components: | ||||||
Schwab US Dividend Equity ETF | -0.07% | -2.95% | 2.64% | 11.37% | 10.83% | 11.08% |
Simplify Volatility Premium ETF | -2.60% | -5.65% | -3.98% | 2.83% | N/A | N/A |
Defiance Nasdaq 100 Enhanced Options Income ETF | -1.21% | -5.66% | -4.04% | 8.49% | N/A | N/A |
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.
Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
2024 | 0.52% | 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.
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.
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 | |
---|---|---|---|---|---|
Schwab US Dividend Equity ETF | 0.99 | 1.47 | 1.17 | 1.41 | 4.11 |
Simplify Volatility Premium ETF | 0.22 | 0.38 | 1.06 | 0.28 | 1.54 |
Defiance Nasdaq 100 Enhanced Options Income ETF | 0.75 | 0.94 | 1.14 | 0.92 | 3.10 |
Dividends
Dividend yield
10 years Out provided a 35.71% dividend yield over the last twelve months.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Portfolio | 35.71% | 34.59% | 13.50% | 7.24% | 2.48% | 1.05% | 0.99% | 1.02% | 0.88% | 0.96% | 0.99% | 0.88% |
Portfolio components: | ||||||||||||
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% |
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% |
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.
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, 2024 | 14 | Aug 5, 2024 | 19 | Aug 30, 2024 | 33 |
-6.13% | Sep 15, 2023 | 31 | Oct 27, 2023 | 16 | Nov 20, 2023 | 47 |
-5.86% | Dec 4, 2024 | 25 | Jan 10, 2025 | — | — | — |
-4.45% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
-3.31% | Sep 3, 2024 | 4 | Sep 6, 2024 | 9 | Sep 19, 2024 | 13 |
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.
Diversification
Asset Correlations Table
SCHD | QQQY | SVOL | |
---|---|---|---|
SCHD | 1.00 | 0.40 | 0.46 |
QQQY | 0.40 | 1.00 | 0.67 |
SVOL | 0.46 | 0.67 | 1.00 |