New Cow
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
DGRO iShares Core Dividend Growth ETF | Large Cap Growth Equities, Dividend | 16.50% |
DGRW WisdomTree U.S. Dividend Growth Fund | Large Cap Growth Equities, Dividend | 18.33% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 13.70% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 13.08% |
SCHD Schwab US Dividend Equity ETF | Large Cap Growth Equities, Dividend | 14.27% |
SCHG Schwab U.S. Large-Cap Growth ETF | Large Cap Growth Equities | 24.12% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in New Cow, 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 | 18.13% | 1.45% | 8.81% | 26.52% | 13.43% | 10.88% |
| New Cow | 17.00% | 1.16% | 7.99% | 25.19% | N/A | N/A |
| Portfolio components: | ||||||
SCHD Schwab US Dividend Equity ETF | 12.50% | 2.00% | 7.25% | 18.89% | 12.72% | 11.41% |
SCHG Schwab U.S. Large-Cap Growth ETF | 22.49% | -0.89% | 8.96% | 35.22% | 19.54% | 16.03% |
DGRO iShares Core Dividend Growth ETF | 16.70% | 2.09% | 9.10% | 23.58% | 12.22% | 11.90% |
DGRW WisdomTree U.S. Dividend Growth Fund | 17.85% | 1.41% | 9.13% | 26.94% | 14.96% | 13.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 14.70% | 0.64% | 4.73% | 22.88% | N/A | N/A |
JEPI JPMorgan Equity Premium Income ETF | 12.46% | 2.77% | 6.30% | 15.33% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of New Cow, 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 | 1.73% | 4.07% | 2.99% | -3.76% | 3.94% | 2.84% | 1.80% | 2.40% | 17.00% | ||||
| 2023 | 4.82% | -2.02% | 3.76% | 1.51% | 0.49% | 5.37% | 3.09% | -1.17% | -4.32% | -1.86% | 7.87% | 4.29% | 23.28% |
| 2022 | -3.27% | -6.67% | 7.54% | -3.89% | -8.33% | 8.01% | 5.57% | -4.90% | -7.25% |
Expense Ratio
New Cow has an expense ratio of 0.18%, 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 New Cow is 75, 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 | |
|---|---|---|---|---|---|
SCHD Schwab US Dividend Equity ETF | 1.57 | 2.30 | 1.27 | 1.51 | 6.85 |
SCHG Schwab U.S. Large-Cap Growth ETF | 2.03 | 2.66 | 1.36 | 2.84 | 10.61 |
DGRO iShares Core Dividend Growth ETF | 2.31 | 3.22 | 1.41 | 2.25 | 10.91 |
DGRW WisdomTree U.S. Dividend Growth Fund | 2.43 | 3.36 | 1.44 | 2.70 | 12.92 |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.77 | 2.32 | 1.35 | 2.14 | 8.67 |
JEPI JPMorgan Equity Premium Income ETF | 1.92 | 2.63 | 1.36 | 2.28 | 9.70 |
Dividends
Dividend yield
New Cow granted a 3.43% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| New Cow | 3.43% | 3.79% | 4.23% | 2.05% | 2.10% | 1.39% | 1.59% | 1.27% | 1.48% | 1.53% | 1.13% | 0.80% |
| Portfolio components: | ||||||||||||
SCHD Schwab US Dividend Equity ETF | 3.37% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
SCHG Schwab U.S. Large-Cap Growth ETF | 0.41% | 0.46% | 0.55% | 0.42% | 0.52% | 0.82% | 1.27% | 1.01% | 1.27% | 1.22% | 1.09% | 1.07% |
DGRO iShares Core Dividend Growth ETF | 2.19% | 2.45% | 2.34% | 1.93% | 2.30% | 2.21% | 2.44% | 2.03% | 2.27% | 2.52% | 0.97% | 0.00% |
DGRW WisdomTree U.S. Dividend Growth Fund | 1.53% | 1.74% | 2.15% | 1.78% | 1.91% | 2.20% | 2.42% | 1.73% | 2.13% | 2.18% | 1.79% | 1.05% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.47% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 7.11% | 8.40% | 11.68% | 6.59% | 5.79% | 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 New Cow. 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 New Cow was 15.25%, occurring on Oct 12, 2022. Recovery took 150 trading sessions.
The current New Cow drawdown is 0.02%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -15.25% | Aug 17, 2022 | 40 | Oct 12, 2022 | 150 | May 18, 2023 | 190 |
| -13.06% | May 5, 2022 | 30 | Jun 16, 2022 | 39 | Aug 12, 2022 | 69 |
| -8.87% | Aug 1, 2023 | 63 | Oct 27, 2023 | 23 | Nov 30, 2023 | 86 |
| -6.73% | Jul 17, 2024 | 14 | Aug 5, 2024 | 12 | Aug 21, 2024 | 26 |
| -4.99% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
Volatility
Volatility Chart
The current New Cow volatility is 3.30%, 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
| SCHG | JEPQ | SCHD | JEPI | DGRO | DGRW | |
|---|---|---|---|---|---|---|
| SCHG | 1.00 | 0.96 | 0.61 | 0.68 | 0.72 | 0.84 |
| JEPQ | 0.96 | 1.00 | 0.62 | 0.71 | 0.71 | 0.83 |
| SCHD | 0.61 | 0.62 | 1.00 | 0.85 | 0.95 | 0.88 |
| JEPI | 0.68 | 0.71 | 0.85 | 1.00 | 0.90 | 0.89 |
| DGRO | 0.72 | 0.71 | 0.95 | 0.90 | 1.00 | 0.94 |
| DGRW | 0.84 | 0.83 | 0.88 | 0.89 | 0.94 | 1.00 |