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Easy_dividend
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Easy_dividend

Last updated Nov 13, 2024

Asset Allocation

SCHD 50%SCHY 50%EquityEquity
PositionCategory/SectorWeight
SCHD
Schwab US Dividend Equity ETF		Large Cap Growth Equities, Dividend
50%
SCHY
Schwab International Dividend Equity ETF		Dividend, Foreign Large Cap Equities
50%

Performance

Performance Chart

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

0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
5.67%
14.06%
Easy_dividend
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Apr 29, 2021, corresponding to the inception date of SCHY

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		25.45%2.91%14.05%35.64%14.13%11.39%
Easy_dividend8.92%-2.16%5.67%19.95%N/AN/A
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		17.07%1.30%10.97%29.98%12.79%11.62%
SCHY
Schwab International Dividend Equity ETF		0.85%-5.80%0.23%10.17%N/AN/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-0.46%0.76%2.70%-3.62%2.90%-1.16%6.15%3.18%1.29%-2.83%8.92%
20234.25%-3.61%1.05%1.22%-4.25%4.58%3.64%-2.79%-3.53%-3.16%6.76%5.79%9.40%
2022-1.09%-1.32%1.58%-4.57%2.37%-7.77%2.53%-3.90%-7.36%7.95%8.69%-2.11%-6.34%
2021-0.77%3.89%-0.89%1.06%1.05%-4.11%3.21%-2.74%6.79%7.25%

Expense Ratio

Easy_dividend has an expense ratio of 0.10%, which is considered low compared to other funds. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

SCHY
Schwab International Dividend Equity ETF
Expense ratio chart for SCHY: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
SCHD
Schwab US Dividend Equity ETF
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 Easy_dividend is 27, 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 Easy_dividend is 2727
Combined Rank
The Sharpe Ratio Rank of Easy_dividend is 2424Sharpe Ratio Rank
The Sortino Ratio Rank of Easy_dividend is 2626Sortino Ratio Rank
The Omega Ratio Rank of Easy_dividend is 2525Omega Ratio Rank
The Calmar Ratio Rank of Easy_dividend is 3232Calmar Ratio Rank
The Martin Ratio Rank of Easy_dividend is 2929Martin 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.

Easy_dividend
Sharpe ratio
The chart of Sharpe ratio for Easy_dividend, currently valued at 2.01, compared to the broader market0.002.004.006.002.01
Sortino ratio
The chart of Sortino ratio for Easy_dividend, currently valued at 2.86, compared to the broader market-2.000.002.004.006.002.86
Omega ratio
The chart of Omega ratio for Easy_dividend, currently valued at 1.36, compared to the broader market0.801.001.201.401.601.802.001.36
Calmar ratio
The chart of Calmar ratio for Easy_dividend, currently valued at 2.34, compared to the broader market0.005.0010.0015.002.34
Martin ratio
The chart of Martin ratio for Easy_dividend, currently valued at 11.42, compared to the broader market0.0010.0020.0030.0040.0050.0060.0011.42
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market0.002.004.006.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.801.001.201.401.601.802.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.005.0010.0015.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0040.0050.0060.0018.72
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF		2.643.811.472.9214.57
SCHY
Schwab International Dividend Equity ETF		0.961.401.171.194.21

Sharpe Ratio

The current Easy_dividend Sharpe ratio is 2.01. 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 2.07 to 2.97, 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 Easy_dividend 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.01
2.90
Easy_dividend
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Easy_dividend provided a 4.75% dividend yield over the last twelve months.

TTM20232022202120202019201820172016201520142013
Portfolio4.75%3.73%3.53%2.26%1.58%1.49%1.53%1.31%1.44%1.49%1.31%1.23%
Portfolio components:
SCHD
Schwab US Dividend Equity ETF		3.38%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
SCHY
Schwab International Dividend Equity ETF		6.11%3.97%3.68%1.73%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%JuneJulyAugustSeptemberOctoberNovember
-3.01%
-0.29%
Easy_dividend
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Easy_dividend. 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 Easy_dividend was 19.92%, occurring on Sep 27, 2022. Recovery took 313 trading sessions.

The current Easy_dividend drawdown is 3.01%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-19.92%Jan 13, 2022177Sep 27, 2022313Dec 26, 2023490
-5.05%Apr 1, 202414Apr 18, 202418May 14, 202432
-4.97%Aug 17, 202132Sep 30, 202154Dec 16, 202186
-4.3%May 20, 202419Jun 14, 202418Jul 12, 202437
-3.9%Aug 1, 20243Aug 5, 20249Aug 16, 202412

Volatility

Volatility Chart

The current Easy_dividend volatility is 2.54%, 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.

2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
2.54%
3.86%
Easy_dividend
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.
SCHDSCHY
SCHD1.000.71
SCHY0.711.00
The correlation results are calculated based on daily price changes starting from Apr 30, 2021