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AGE70 INCOME 70% GROWTH20% CASH 10%
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

AGE70 INCOME 70% GROWTH20% CASH 10%

Last updated May 1, 2024

ETV as substitute for JEPI or JEPQ QQQ as substitute for XLK

Asset Allocation

VGSH 10%ETV 70%XLK 20%BondBondEquityEquity
PositionCategory/SectorWeight
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund		Financial Services

70%

VGSH
Vanguard Short-Term Treasury ETF		Government Bonds

10%

XLK
Technology Select Sector SPDR Fund		Technology Equities

20%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in AGE70 INCOME 70% GROWTH20% CASH 10%, 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

240.00%260.00%280.00%300.00%320.00%340.00%360.00%380.00%NovemberDecember2024FebruaryMarchAprilMay
297.10%
355.21%
AGE70 INCOME 70% GROWTH20% CASH 10%
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VGSH

Returns By Period

As of May 1, 2024, the AGE70 INCOME 70% GROWTH20% CASH 10% returned 4.57% Year-To-Date and 9.67% of annualized return in the last 10 years.

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		5.57%-4.16%20.07%20.82%11.56%10.37%
AGE70 INCOME 70% GROWTH20% CASH 10%4.57%-2.06%16.56%15.24%8.22%9.67%
Portfolio components:
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund		5.92%-1.23%17.57%12.49%5.29%7.83%
XLK
Technology Select Sector SPDR Fund		2.14%-5.76%20.13%31.11%21.48%19.98%
VGSH
Vanguard Short-Term Treasury ETF		-0.15%-0.38%2.07%2.42%1.01%0.95%

Monthly Returns Heatmap

JanFebMarAprMayJunJulAugSepOctNovDec
20241.68%4.43%0.54%-2.06%
2023-3.45%10.70%0.70%

Expense Ratio

AGE70 INCOME 70% GROWTH20% CASH 10% has an expense ratio of 0.03% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

XLK
Technology Select Sector SPDR Fund
Expense ratio chart for XLK: current value at 0.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.13%
VGSH
Vanguard Short-Term Treasury ETF
Expense ratio chart for VGSH: current value at 0.04% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.04%

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.

AGE70 INCOME 70% GROWTH20% CASH 10%
Sharpe ratio
The chart of Sharpe ratio for AGE70 INCOME 70% GROWTH20% CASH 10%, currently valued at 1.37, compared to the broader market-1.000.001.002.003.004.005.001.37
Sortino ratio
The chart of Sortino ratio for AGE70 INCOME 70% GROWTH20% CASH 10%, currently valued at 2.04, compared to the broader market-2.000.002.004.006.002.04
Omega ratio
The chart of Omega ratio for AGE70 INCOME 70% GROWTH20% CASH 10%, currently valued at 1.25, compared to the broader market0.801.001.201.401.601.801.25
Calmar ratio
The chart of Calmar ratio for AGE70 INCOME 70% GROWTH20% CASH 10%, currently valued at 0.89, compared to the broader market0.002.004.006.008.0010.000.89
Martin ratio
The chart of Martin ratio for AGE70 INCOME 70% GROWTH20% CASH 10%, currently valued at 4.27, compared to the broader market0.0010.0020.0030.0040.004.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.78, compared to the broader market-1.000.001.002.003.004.005.001.78
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.58, compared to the broader market-2.000.002.004.006.002.58
Omega ratio
The chart of Omega ratio for ^GSPC, 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 ^GSPC, currently valued at 1.36, compared to the broader market0.002.004.006.008.0010.001.36
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 6.92, compared to the broader market0.0010.0020.0030.0040.006.92
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund		1.041.621.190.562.88
XLK
Technology Select Sector SPDR Fund		1.742.461.302.017.77
VGSH
Vanguard Short-Term Treasury ETF		1.201.871.220.643.47

Sharpe Ratio

The current AGE70 INCOME 70% GROWTH20% CASH 10% Sharpe ratio is 1.37. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.20 to 2.18, 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 AGE70 INCOME 70% GROWTH20% CASH 10% 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 Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2024FebruaryMarchAprilMay
1.37
1.78
AGE70 INCOME 70% GROWTH20% CASH 10%
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

AGE70 INCOME 70% GROWTH20% CASH 10% granted a 6.85% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
AGE70 INCOME 70% GROWTH20% CASH 10%6.85%6.95%7.72%5.76%6.42%6.68%7.40%6.44%6.70%6.51%7.02%7.02%
Portfolio components:
ETV
Eaton Vance Tax-Managed Buy-Write Opportunities Fund		9.02%9.24%10.57%7.94%8.66%8.89%9.86%8.65%8.96%8.69%9.46%9.49%
XLK
Technology Select Sector SPDR Fund		0.76%0.76%1.04%0.65%0.92%1.16%1.60%1.37%1.74%1.79%1.75%1.70%
VGSH
Vanguard Short-Term Treasury ETF		3.80%3.31%1.15%0.66%1.74%2.28%1.79%1.10%0.82%0.71%0.46%0.34%

Drawdowns

Drawdowns Chart

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

-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchAprilMay
-3.25%
-4.16%
AGE70 INCOME 70% GROWTH20% CASH 10%
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the AGE70 INCOME 70% GROWTH20% CASH 10%. 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 AGE70 INCOME 70% GROWTH20% CASH 10% was 35.55%, occurring on Mar 23, 2020. Recovery took 84 trading sessions.

The current AGE70 INCOME 70% GROWTH20% CASH 10% drawdown is 3.25%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-35.55%Feb 20, 202023Mar 23, 202084Jul 22, 2020107
-22.5%Dec 28, 2021253Dec 28, 2022294Mar 1, 2024547
-19.56%Oct 2, 201858Dec 24, 201874Apr 11, 2019132
-16.22%Jul 8, 201122Aug 8, 2011112Jan 18, 2012134
-12.03%Dec 28, 200929Feb 8, 2010207Dec 2, 2010236

Volatility

Volatility Chart

The current AGE70 INCOME 70% GROWTH20% CASH 10% volatility is 3.00%, 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%NovemberDecember2024FebruaryMarchAprilMay
3.00%
3.95%
AGE70 INCOME 70% GROWTH20% CASH 10%
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.
VGSHETVXLK
VGSH1.00-0.11-0.13
ETV-0.111.000.64
XLK-0.130.641.00