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New Roth
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


SCHD 22%JEPQ 22%JEPI 22%DGRO 22%FDIS 12%EquityEquity
PositionCategory/SectorWeight
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend

22%

FDIS
Fidelity MSCI Consumer Discretionary Index ETF
Consumer Discretionary Equities

12%

JEPI
JPMorgan Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

22%

JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Dividend, Derivative Income

22%

SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend

22%

S&P 500

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in New Roth, 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%20.00%25.00%NovemberDecember2024FebruaryMarchApril
14.87%
18.81%
New Roth
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 4, 2022, corresponding to the inception date of JEPQ

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
5.05%-4.27%18.82%21.22%11.38%10.42%
New Roth3.06%-3.33%14.88%15.10%N/AN/A
SCHD
Schwab US Dividend Equity ETF
2.25%-2.70%14.39%9.46%10.99%11.11%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
5.03%-4.68%15.71%26.08%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
3.43%-2.09%10.69%9.72%N/AN/A
DGRO
iShares Core Dividend Growth ETF
4.93%-2.01%17.88%13.21%10.92%N/A
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
-3.11%-6.62%16.19%18.68%11.48%12.72%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.89%3.49%3.00%
2023-3.90%-2.45%7.05%4.42%

Expense Ratio

The New Roth features an expense ratio of 0.19%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for JEPQ: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for JEPI: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for DGRO: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
Expense ratio chart for FDIS: current value at 0.08% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.08%
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 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.


New Roth
Sharpe ratio
The chart of Sharpe ratio for New Roth, currently valued at 1.58, compared to the broader market-1.000.001.002.003.004.005.001.58
Sortino ratio
The chart of Sortino ratio for New Roth, currently valued at 2.27, compared to the broader market0.002.004.006.002.27
Omega ratio
The chart of Omega ratio for New Roth, currently valued at 1.28, compared to the broader market0.801.001.201.401.601.801.28
Calmar ratio
The chart of Calmar ratio for New Roth, currently valued at 1.69, compared to the broader market0.002.004.006.008.001.69
Martin ratio
The chart of Martin ratio for New Roth, currently valued at 6.15, compared to the broader market0.0010.0020.0030.0040.006.15
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.81, compared to the broader market-1.000.001.002.003.004.005.001.81
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.64, compared to the broader market0.002.004.006.002.64
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.31, compared to the broader market0.801.001.201.401.601.801.32
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.002.004.006.008.001.38
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.21, compared to the broader market0.0010.0020.0030.0040.007.21

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
SCHD
Schwab US Dividend Equity ETF
0.791.191.140.752.60
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
2.383.231.443.9715.89
JEPI
JPMorgan Equity Premium Income ETF
1.341.911.241.485.97
DGRO
iShares Core Dividend Growth ETF
1.301.921.231.284.07
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
1.131.641.191.233.97

Sharpe Ratio

The current New Roth Sharpe ratio is 1.58. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.005.001.58

The Sharpe ratio of New Roth lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00NovemberDecember2024FebruaryMarchApril
1.58
1.81
New Roth
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

New Roth granted a 5.12% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
New Roth5.12%5.45%6.03%2.55%2.55%1.28%1.37%1.15%1.33%1.36%0.91%0.58%
SCHD
Schwab US Dividend Equity ETF
3.46%3.49%3.39%2.78%3.16%2.98%3.06%2.63%2.89%2.97%2.63%2.47%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
9.40%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
7.63%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DGRO
iShares Core Dividend Growth ETF
2.37%2.45%2.34%1.93%2.30%2.21%2.44%2.03%2.27%2.52%0.97%0.00%
FDIS
Fidelity MSCI Consumer Discretionary Index ETF
0.80%0.78%1.00%0.58%0.59%1.14%1.29%1.00%1.62%1.25%1.01%0.28%

Drawdowns

Drawdowns Chart

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


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2024FebruaryMarchApril
-4.17%
-4.64%
New Roth
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the New Roth. 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 Roth was 14.40%, occurring on Oct 12, 2022. Recovery took 164 trading sessions.

The current New Roth drawdown is 4.17%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-14.4%Aug 17, 202240Oct 12, 2022164Jun 8, 2023204
-12.53%May 5, 202230Jun 16, 202239Aug 12, 202269
-9.03%Aug 1, 202363Oct 27, 202328Dec 7, 202391
-4.95%Apr 1, 202415Apr 19, 2024
-1.3%Jun 16, 20236Jun 26, 20234Jun 30, 202310

Volatility

Volatility Chart

The current New Roth volatility is 2.91%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%NovemberDecember2024FebruaryMarchApril
2.91%
3.30%
New Roth
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.

JEPQFDISJEPISCHDDGRO
JEPQ1.000.850.730.670.74
FDIS0.851.000.680.720.76
JEPI0.730.681.000.860.91
SCHD0.670.720.861.000.96
DGRO0.740.760.910.961.00