Traditional IRA
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Traditional IRA, 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 May 4, 2022, corresponding to the inception date of JEPQ
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.45% | 2.91% | 14.05% | 35.64% | 14.13% | 11.39% |
| Traditional IRA | 4.78% | -1.41% | 6.36% | 14.99% | N/A | N/A |
| Portfolio components: | ||||||
STAG STAG Industrial, Inc. | -3.14% | -1.26% | 3.39% | 7.24% | 8.14% | 9.89% |
PSA Public Storage | 11.54% | -3.92% | 17.46% | 32.28% | 13.95% | 10.11% |
NNN National Retail Properties, Inc. | 4.17% | -10.06% | 2.18% | 15.18% | -0.37% | 6.16% |
MAA Mid-America Apartment Communities, Inc. | 23.97% | 5.10% | 18.37% | 34.27% | 6.84% | 12.43% |
DLR Digital Realty Trust, Inc. | 37.64% | 11.61% | 26.98% | 39.17% | 13.07% | 14.52% |
EDV Vanguard Extended Duration Treasury ETF | -8.89% | -3.49% | -0.50% | 5.27% | -8.56% | -1.08% |
FSRNX Fidelity Real Estate Index Fund | 9.73% | -1.27% | 13.02% | 23.90% | 2.49% | 4.99% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ABBV AbbVie Inc. | 14.44% | -11.85% | 6.26% | 28.46% | 19.40% | 15.03% |
PLD Prologis, Inc. | -13.42% | -6.40% | 4.16% | 6.24% | 7.57% | 13.99% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 23.36% | 3.75% | 10.50% | 28.13% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of Traditional IRA, 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 | -1.99% | 0.96% | 1.59% | -6.40% | 3.16% | 2.77% | 3.64% | 3.66% | 1.79% | -3.27% | 4.78% | ||
| 2023 | 6.81% | -3.62% | 1.78% | 0.21% | -1.66% | 2.24% | 0.61% | -1.85% | -6.02% | -3.80% | 8.40% | 7.67% | 10.01% |
| 2022 | -3.91% | -3.02% | 4.45% | -4.44% | -8.43% | 0.91% | 5.75% | -3.23% | -12.05% |
Expense Ratio
Traditional IRA has an expense ratio of 0.06%, 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Traditional IRA is 12, indicating that it is in the bottom 12% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
STAG STAG Industrial, Inc. | 0.34 | 0.63 | 1.07 | 0.53 | 1.06 |
PSA Public Storage | 1.54 | 2.13 | 1.27 | 1.42 | 4.65 |
NNN National Retail Properties, Inc. | 0.76 | 1.13 | 1.14 | 0.90 | 3.53 |
MAA Mid-America Apartment Communities, Inc. | 1.76 | 2.60 | 1.31 | 1.11 | 8.15 |
DLR Digital Realty Trust, Inc. | 1.42 | 2.07 | 1.27 | 3.36 | 7.24 |
EDV Vanguard Extended Duration Treasury ETF | 0.25 | 0.49 | 1.06 | 0.16 | 0.57 |
FSRNX Fidelity Real Estate Index Fund | 1.42 | 2.02 | 1.26 | 1.28 | 5.09 |
USD=X USD Cash | — | — | — | — | — |
ABBV AbbVie Inc. | 1.21 | 1.55 | 1.27 | 1.74 | 5.42 |
PLD Prologis, Inc. | 0.15 | 0.38 | 1.05 | 0.13 | 0.33 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 2.23 | 2.93 | 1.46 | 2.54 | 10.95 |
Dividends
Dividend yield
Traditional IRA provided a 3.58% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.58% | 3.53% | 3.58% | 1.60% | 3.03% | 2.48% | 2.52% | 2.23% | 2.93% | 2.83% | 2.55% | 3.19% |
| Portfolio components: | ||||||||||||
STAG STAG Industrial, Inc. | 4.02% | 3.74% | 4.52% | 3.02% | 4.60% | 4.53% | 5.71% | 5.14% | 5.82% | 7.40% | 5.27% | 5.89% |
PSA Public Storage | 3.63% | 3.93% | 7.55% | 2.14% | 3.46% | 3.76% | 3.95% | 3.83% | 3.27% | 2.62% | 3.03% | 3.42% |
NNN National Retail Properties, Inc. | 5.38% | 5.17% | 4.72% | 4.37% | 5.06% | 3.79% | 4.02% | 4.31% | 4.03% | 4.27% | 4.19% | 5.28% |
MAA Mid-America Apartment Communities, Inc. | 3.68% | 4.16% | 2.98% | 2.25% | 3.16% | 2.91% | 3.86% | 3.46% | 3.35% | 3.39% | 3.91% | 4.58% |
DLR Digital Realty Trust, Inc. | 2.70% | 3.63% | 4.87% | 2.62% | 3.21% | 3.61% | 3.79% | 3.27% | 3.58% | 5.62% | 5.01% | 6.35% |
EDV Vanguard Extended Duration Treasury ETF | 4.26% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% | 5.03% |
FSRNX Fidelity Real Estate Index Fund | 2.67% | 2.84% | 2.66% | 1.25% | 3.33% | 3.18% | 3.73% | 2.27% | 2.58% | 2.57% | 4.18% | 3.54% |
USD=X USD Cash | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
ABBV AbbVie Inc. | 3.62% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% | 2.54% | 3.03% |
PLD Prologis, Inc. | 3.33% | 2.61% | 2.80% | 1.50% | 2.33% | 2.38% | 3.27% | 2.73% | 3.18% | 3.54% | 3.07% | 3.03% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.35% | 10.02% | 9.44% | 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 Traditional IRA. 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 Traditional IRA was 17.88%, occurring on Oct 27, 2023. Recovery took 188 trading sessions.
The current Traditional IRA drawdown is 5.38%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -17.88% | May 5, 2022 | 387 | Oct 27, 2023 | 188 | Jul 17, 2024 | 575 |
| -5.47% | Sep 17, 2024 | 34 | Nov 1, 2024 | — | — | — |
| -1.99% | Jul 18, 2024 | 6 | Jul 25, 2024 | 4 | Jul 31, 2024 | 10 |
| -1.77% | Aug 5, 2024 | 3 | Aug 7, 2024 | 5 | Aug 14, 2024 | 8 |
| -0.59% | Aug 26, 2024 | 4 | Aug 29, 2024 | 3 | Sep 3, 2024 | 7 |
Volatility
Volatility Chart
The current Traditional IRA volatility is 3.84%, 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
| USD=X | EDV | ABBV | JEPQ | DLR | NNN | PSA | MAA | STAG | PLD | FSRNX | |
|---|---|---|---|---|---|---|---|---|---|---|---|
| USD=X | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
| EDV | 0.00 | 1.00 | 0.07 | 0.07 | 0.21 | 0.26 | 0.26 | 0.23 | 0.23 | 0.21 | 0.28 |
| ABBV | 0.00 | 0.07 | 1.00 | 0.17 | 0.12 | 0.26 | 0.24 | 0.26 | 0.28 | 0.28 | 0.29 |
| JEPQ | 0.00 | 0.07 | 0.17 | 1.00 | 0.51 | 0.28 | 0.34 | 0.37 | 0.46 | 0.47 | 0.52 |
| DLR | 0.00 | 0.21 | 0.12 | 0.51 | 1.00 | 0.49 | 0.50 | 0.55 | 0.54 | 0.58 | 0.73 |
| NNN | 0.00 | 0.26 | 0.26 | 0.28 | 0.49 | 1.00 | 0.59 | 0.64 | 0.63 | 0.62 | 0.77 |
| PSA | 0.00 | 0.26 | 0.24 | 0.34 | 0.50 | 0.59 | 1.00 | 0.65 | 0.59 | 0.66 | 0.77 |
| MAA | 0.00 | 0.23 | 0.26 | 0.37 | 0.55 | 0.64 | 0.65 | 1.00 | 0.64 | 0.66 | 0.80 |
| STAG | 0.00 | 0.23 | 0.28 | 0.46 | 0.54 | 0.63 | 0.59 | 0.64 | 1.00 | 0.79 | 0.79 |
| PLD | 0.00 | 0.21 | 0.28 | 0.47 | 0.58 | 0.62 | 0.66 | 0.66 | 0.79 | 1.00 | 0.84 |
| FSRNX | 0.00 | 0.28 | 0.29 | 0.52 | 0.73 | 0.77 | 0.77 | 0.80 | 0.79 | 0.84 | 1.00 |