10 years Out
Dividend Portfolio
Asset Allocation
| Position | Category/Sector | 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 Quarterly
The earliest data available for this chart is Sep 14, 2023, corresponding to the inception date of QQQY
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| 10 years Out | 6.87% | 0.14% | 5.33% | N/A | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 8.60% | 4.84% | 7.35% | 11.67% | 11.96% | 11.22% |
SVOL Simplify Volatility Premium ETF | 5.94% | -0.89% | 4.69% | 12.53% | N/A | N/A |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 5.64% | -3.60% | 3.53% | N/A | 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 | 0.53% | 1.99% | 2.07% | -2.98% | 3.42% | 1.84% | 6.87% | ||||||
| 2023 | -2.62% | -1.94% | 5.71% | 4.15% | 5.13% |
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 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 | 1.06 | 1.60 | 1.19 | 0.90 | 3.31 |
SVOL Simplify Volatility Premium ETF | 1.86 | 2.52 | 1.35 | 2.78 | 10.24 |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | — | — | — | — | — |
Not enough dataDividends
Dividend yield
10 years Out granted a 26.45% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 10 years Out | 26.45% | 13.50% | 7.20% | 2.48% | 1.05% | 0.99% | 1.02% | 0.88% | 0.96% | 0.99% | 0.88% | 0.82% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.49% | 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 | 14.84% | 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 | 61.01% | 20.64% | 0.00% | 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.
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 2.66%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -6.14% | Sep 15, 2023 | 31 | Oct 27, 2023 | 16 | Nov 20, 2023 | 47 |
| -4.44% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -2.78% | Jul 17, 2024 | 7 | Jul 25, 2024 | — | — | — |
| -1.39% | May 22, 2024 | 6 | May 30, 2024 | 7 | Jun 10, 2024 | 13 |
| -1.26% | Jan 30, 2024 | 2 | Jan 31, 2024 | 6 | Feb 8, 2024 | 8 |
Volatility
Volatility Chart
The current 10 years Out volatility is 2.30%, 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 | 0.38 | 0.45 |
| QQQY | 0.38 | 1.00 | 0.56 |
| SVOL | 0.45 | 0.56 | 1.00 |