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Equity Sleeve
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Equity Sleeve

Last updated Jul 25, 2024

Asset Allocation

GQRIX 25%IHDG 20%QGRW 11%IVV 11%COWZ 11%FNX 11%XSMO 11%EquityEquity
PositionCategory/SectorWeight
COWZ
Pacer US Cash Cows 100 ETF		All Cap Equities

11%

FNX
First Trust Mid Cap Core AlphaDEX Fund		Mid Cap Blend Equities

11%

GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares		Global Equities

25%

IHDG
WisdomTree International Hedged Dividend Growth Fund		Foreign Large Cap Equities, Dividend

20%

IVV
iShares Core S&P 500 ETF		Large Cap Growth Equities

11%

QGRW
WisdomTree U.S. Quality Growth Fund		Large Cap Growth Equities

11%

XSMO
Invesco S&P SmallCap Momentum ETF		Small Cap Growth Equities

11%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Equity Sleeve, 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

25.00%30.00%35.00%40.00%45.00%FebruaryMarchAprilMayJuneJuly
39.78%
38.59%
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Dec 15, 2022, corresponding to the inception date of QGRW

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		13.20%-1.28%10.32%18.23%12.31%10.58%
Equity Sleeve13.30%-0.31%10.78%22.29%N/AN/A
Portfolio components:
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares		17.85%-4.81%11.74%29.55%14.22%N/A
IHDG
WisdomTree International Hedged Dividend Growth Fund		7.47%-2.39%5.17%13.06%10.62%9.42%
QGRW
WisdomTree U.S. Quality Growth Fund		16.70%-5.18%12.14%27.50%N/AN/A
IVV
iShares Core S&P 500 ETF		14.04%-1.31%11.20%20.77%14.14%12.60%
COWZ
Pacer US Cash Cows 100 ETF		8.87%3.38%9.00%13.76%16.17%N/A
FNX
First Trust Mid Cap Core AlphaDEX Fund		9.11%5.59%10.61%15.64%11.34%9.32%
XSMO
Invesco S&P SmallCap Momentum ETF		15.64%9.99%16.71%31.93%12.27%11.19%

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.56%6.62%3.71%-4.53%4.82%1.19%13.30%
20236.11%-2.19%1.25%1.35%-0.39%6.50%3.59%-1.08%-3.72%-2.86%8.25%6.00%24.24%
2022-0.70%-0.70%

Expense Ratio

Equity Sleeve features an expense ratio of 0.50%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares
Expense ratio chart for GQRIX: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%
FNX
First Trust Mid Cap Core AlphaDEX Fund
Expense ratio chart for FNX: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
IHDG
WisdomTree International Hedged Dividend Growth Fund
Expense ratio chart for IHDG: current value at 0.58% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.58%
COWZ
Pacer US Cash Cows 100 ETF
Expense ratio chart for COWZ: current value at 0.49% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.49%
XSMO
Invesco S&P SmallCap Momentum ETF
Expense ratio chart for XSMO: current value at 0.39% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.39%
QGRW
WisdomTree U.S. Quality Growth Fund
Expense ratio chart for QGRW: current value at 0.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.28%
IVV
iShares Core S&P 500 ETF
Expense ratio chart for IVV: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Equity Sleeve is 74, 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.

The Risk-Adjusted Performance Rank of Equity Sleeve is 7474
Equity Sleeve
The Sharpe Ratio Rank of Equity Sleeve is 7272Sharpe Ratio Rank
The Sortino Ratio Rank of Equity Sleeve is 7474Sortino Ratio Rank
The Omega Ratio Rank of Equity Sleeve is 7272Omega Ratio Rank
The Calmar Ratio Rank of Equity Sleeve is 8080Calmar Ratio Rank
The Martin Ratio Rank of Equity Sleeve is 7474Martin 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.

Equity Sleeve
Sharpe ratio
The chart of Sharpe ratio for Equity Sleeve, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.001.78
Sortino ratio
The chart of Sortino ratio for Equity Sleeve, currently valued at 2.54, compared to the broader market-2.000.002.004.006.002.54
Omega ratio
The chart of Omega ratio for Equity Sleeve, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.31
Calmar ratio
The chart of Calmar ratio for Equity Sleeve, currently valued at 2.44, compared to the broader market0.002.004.006.008.002.45
Martin ratio
The chart of Martin ratio for Equity Sleeve, currently valued at 8.27, compared to the broader market0.0010.0020.0030.0040.008.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.001.58
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.22, compared to the broader market-2.000.002.004.006.002.22
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.29, compared to the broader market0.002.004.006.008.001.29
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 5.98, compared to the broader market0.0010.0020.0030.0040.005.98
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares		1.812.511.323.5411.04
IHDG
WisdomTree International Hedged Dividend Growth Fund		1.382.061.241.765.91
QGRW
WisdomTree U.S. Quality Growth Fund		1.492.061.272.247.69
IVV
iShares Core S&P 500 ETF		1.732.431.312.016.86
COWZ
Pacer US Cash Cows 100 ETF		1.051.601.181.623.68
FNX
First Trust Mid Cap Core AlphaDEX Fund		0.871.351.150.992.67
XSMO
Invesco S&P SmallCap Momentum ETF		1.652.411.282.778.42

Sharpe Ratio

The current Equity Sleeve Sharpe ratio is 1.83. 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 1.23 to 1.94, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Equity Sleeve 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 Ratio1.502.002.503.00FebruaryMarchAprilMayJuneJuly
1.78
1.58
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Equity Sleeve granted a 1.17% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
Equity Sleeve1.17%1.30%4.16%1.40%1.07%1.05%0.65%0.79%0.77%1.01%1.20%0.37%
Portfolio components:
GQRIX
GQG Partners Global Quality Equity Fund Institutional Shares		1.18%1.39%2.99%1.65%0.11%0.04%0.00%0.00%0.00%0.00%0.00%0.00%
IHDG
WisdomTree International Hedged Dividend Growth Fund		1.64%1.70%13.79%2.77%1.94%1.99%0.22%1.28%1.91%3.04%3.86%0.00%
QGRW
WisdomTree U.S. Quality Growth Fund		0.09%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IVV
iShares Core S&P 500 ETF		1.33%1.44%1.66%1.20%1.57%1.99%2.20%1.75%2.01%2.26%1.82%1.80%
COWZ
Pacer US Cash Cows 100 ETF		2.04%1.92%1.96%1.48%2.54%1.96%1.67%1.95%0.13%0.00%0.00%0.00%
FNX
First Trust Mid Cap Core AlphaDEX Fund		1.05%1.11%1.19%0.94%1.04%1.21%1.01%0.90%1.07%1.07%0.77%0.69%
XSMO
Invesco S&P SmallCap Momentum ETF		0.46%0.96%1.19%0.30%0.82%0.69%0.66%0.27%0.30%0.35%1.31%0.91%

Drawdowns

Drawdowns Chart

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

-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-4.38%
-4.73%
Equity Sleeve
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Equity Sleeve. 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 Equity Sleeve was 8.94%, occurring on Oct 27, 2023. Recovery took 19 trading sessions.

The current Equity Sleeve drawdown is 4.26%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-8.94%Aug 1, 202363Oct 27, 202319Nov 24, 202382
-7.48%Feb 3, 202328Mar 15, 202345May 18, 202373
-5.72%Apr 2, 202414Apr 19, 202418May 15, 202432
-4.38%Jul 17, 20247Jul 25, 2024———
-2.39%Dec 28, 20235Jan 4, 202410Jan 19, 202415

Volatility

Volatility Chart

The current Equity Sleeve volatility is 3.98%, 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%FebruaryMarchAprilMayJuneJuly
3.98%
3.80%
Equity Sleeve
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.
GQRIXCOWZIHDGQGRWXSMOFNXIVV
GQRIX1.000.480.620.790.590.550.80
COWZ0.481.000.560.440.810.870.67
IHDG0.620.561.000.630.620.670.74
QGRW0.790.440.631.000.590.590.91
XSMO0.590.810.620.591.000.910.74
FNX0.550.870.670.590.911.000.77
IVV0.800.670.740.910.740.771.00
The correlation results are calculated based on daily price changes starting from Dec 16, 2022