AGE70 INCOME 70% GROWTH20% CASH 10%
ETV as substitute for JEPI or JEPQ QQQ as substitute for XLK
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Nov 23, 2009, corresponding to the inception date of VGSH
Returns By Period
As of Nov 13, 2024, the AGE70 INCOME 70% GROWTH20% CASH 10% returned 21.62% Year-To-Date and 10.37% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| AGE70 INCOME 70% GROWTH20% CASH 10% | 21.68% | 1.93% | 11.22% | 25.98% | 10.67% | 10.37% |
| Portfolio components: | ||||||
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 24.07% | 2.59% | 12.52% | 27.85% | 8.25% | 8.64% |
XLK Technology Select Sector SPDR Fund | 22.90% | 0.65% | 10.86% | 30.23% | 23.18% | 20.50% |
VGSH Vanguard Short-Term Treasury ETF | 3.38% | -0.18% | 2.76% | 5.00% | 1.27% | 1.27% |
Monthly Returns
The table below presents the monthly returns of AGE70 INCOME 70% GROWTH20% CASH 10%, 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 | 1.68% | 4.43% | 0.54% | -2.05% | 4.05% | 5.56% | -0.69% | 1.17% | 2.04% | -0.02% | 21.68% | ||
| 2023 | 6.94% | 0.09% | 0.94% | -1.03% | 1.58% | 4.94% | 3.65% | -2.57% | -4.94% | -3.45% | 10.70% | 0.70% | 17.75% |
| 2022 | -6.00% | -1.06% | 1.89% | -6.61% | -0.52% | -5.30% | 11.43% | -2.22% | -9.83% | 8.07% | -2.49% | -7.05% | -19.76% |
| 2021 | -1.91% | 1.53% | 3.06% | 3.49% | 1.05% | 2.68% | 2.09% | 1.49% | -3.07% | 4.58% | -0.23% | 3.55% | 19.59% |
| 2020 | 1.41% | -7.55% | -8.40% | 11.54% | 3.88% | 3.56% | 1.55% | 6.28% | -4.97% | -3.00% | 9.54% | 5.22% | 18.16% |
| 2019 | 9.54% | 2.02% | 1.84% | 3.59% | -7.48% | 7.38% | 3.27% | -3.98% | 1.37% | 2.58% | 1.32% | 1.96% | 24.76% |
| 2018 | 1.78% | 0.46% | -2.40% | 1.08% | 3.60% | 0.81% | 2.37% | 3.63% | 0.21% | -7.34% | 0.90% | -7.34% | -3.00% |
| 2017 | 3.16% | 1.24% | 0.97% | 2.50% | 0.62% | -0.76% | 2.24% | 0.44% | 0.84% | 0.89% | 1.16% | 1.40% | 15.66% |
| 2016 | -4.73% | 0.12% | 4.55% | 0.57% | 1.06% | 0.04% | 1.97% | 1.92% | 1.21% | -2.02% | 2.24% | 0.53% | 7.42% |
| 2015 | 0.53% | 4.81% | 1.03% | 0.74% | 2.92% | -2.71% | 3.42% | -5.60% | 0.10% | 6.24% | 2.67% | -0.18% | 14.27% |
| 2014 | -1.07% | 3.37% | 0.77% | 2.60% | 3.48% | -0.53% | 0.63% | 4.24% | -1.96% | 1.59% | 2.49% | -5.20% | 10.49% |
| 2013 | 3.30% | 0.71% | 2.11% | 1.50% | 1.87% | -1.44% | 2.96% | -1.38% | 1.39% | 3.21% | 2.47% | 3.36% | 21.84% |
Expense Ratio
AGE70 INCOME 70% GROWTH20% CASH 10% has an expense ratio of 0.03%, 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 AGE70 INCOME 70% GROWTH20% CASH 10% is 35, 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.
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 | |
|---|---|---|---|---|---|
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 2.44 | 3.31 | 1.45 | 1.92 | 15.03 |
XLK Technology Select Sector SPDR Fund | 1.52 | 2.03 | 1.28 | 1.93 | 6.69 |
VGSH Vanguard Short-Term Treasury ETF | 2.83 | 4.59 | 1.61 | 2.47 | 15.27 |
Dividends
Dividend yield
AGE70 INCOME 70% GROWTH20% CASH 10% provided a 6.31% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 6.31% | 6.96% | 7.73% | 5.77% | 6.43% | 6.70% | 7.42% | 6.45% | 6.72% | 6.52% | 7.03% | 7.03% |
| Portfolio components: | ||||||||||||
ETV Eaton Vance Tax-Managed Buy-Write Opportunities Fund | 8.23% | 9.25% | 10.59% | 7.96% | 8.68% | 8.91% | 9.88% | 8.67% | 8.98% | 8.71% | 9.47% | 9.51% |
XLK Technology Select Sector SPDR Fund | 0.66% | 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 | 4.15% | 3.32% | 1.15% | 0.66% | 1.75% | 2.28% | 1.79% | 1.10% | 0.84% | 0.71% | 0.46% | 0.34% |
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 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.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -35.55% | Feb 20, 2020 | 23 | Mar 23, 2020 | 84 | Jul 22, 2020 | 107 |
| -22.5% | Dec 28, 2021 | 253 | Dec 28, 2022 | 294 | Mar 1, 2024 | 547 |
| -19.56% | Oct 2, 2018 | 58 | Dec 24, 2018 | 74 | Apr 11, 2019 | 132 |
| -16.22% | Jul 8, 2011 | 22 | Aug 8, 2011 | 112 | Jan 18, 2012 | 134 |
| -12.03% | Dec 28, 2009 | 29 | Feb 8, 2010 | 207 | Dec 2, 2010 | 236 |
Volatility
Volatility Chart
The current AGE70 INCOME 70% GROWTH20% CASH 10% volatility is 2.72%, 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
| VGSH | ETV | XLK | |
|---|---|---|---|
| VGSH | 1.00 | -0.10 | -0.13 |
| ETV | -0.10 | 1.00 | 0.64 |
| XLK | -0.13 | 0.64 | 1.00 |