Eq/Inc
Asset Allocation
Performance
The chart shows the growth of an initial investment of $10,000 in Eq/Inc, 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
Returns
| 1 month | 6 months | Year-To-Date | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
| Benchmark | -1.29% | 8.79% | 12.52% | 16.97% | 0.33% | N/A |
| Eq/Inc | 0.30% | 5.29% | 6.01% | 12.55% | 1.40% | N/A |
| Portfolio components: | ||||||
NFLT Virtus Newfleet Multi-Sector Bond ETF | -0.11% | 1.21% | 3.66% | 5.77% | 0.28% | N/A |
LVHI Legg Mason International Low Volatility High Dividend ETF | 4.50% | 9.41% | 12.45% | 21.47% | 8.13% | N/A |
JEPI JPMorgan Equity Premium Income ETF | 0.00% | 5.89% | 5.14% | 13.73% | 3.37% | N/A |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 0.12% | 11.69% | 23.69% | 24.28% | 5.55% | N/A |
HDV iShares Core High Dividend ETF | 0.23% | 4.10% | -0.70% | 11.41% | -0.60% | N/A |
SCHD Schwab US Dividend Equity ETF | -1.48% | 2.48% | -3.10% | 8.53% | -3.26% | N/A |
DGRO iShares Core Dividend Growth ETF | -1.08% | 5.05% | 2.22% | 12.07% | -0.43% | N/A |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 0.31% | 3.43% | 5.98% | 4.72% | -2.92% | N/A |
SPHY SPDR Portfolio High Yield Bond ETF | 0.14% | 4.33% | 5.63% | 9.79% | 1.12% | N/A |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| NFLT | LVHI | JEPQ | PFXF | SPHY | HDV | JEPI | SCHD | DGRO | |
|---|---|---|---|---|---|---|---|---|---|
| NFLT | 1.00 | 0.30 | 0.36 | 0.47 | 0.57 | 0.32 | 0.35 | 0.34 | 0.37 |
| LVHI | 0.30 | 1.00 | 0.58 | 0.58 | 0.58 | 0.71 | 0.70 | 0.76 | 0.75 |
| JEPQ | 0.36 | 0.58 | 1.00 | 0.64 | 0.69 | 0.62 | 0.74 | 0.72 | 0.79 |
| PFXF | 0.47 | 0.58 | 0.64 | 1.00 | 0.70 | 0.65 | 0.67 | 0.71 | 0.73 |
| SPHY | 0.57 | 0.58 | 0.69 | 0.70 | 1.00 | 0.60 | 0.64 | 0.68 | 0.72 |
| HDV | 0.32 | 0.71 | 0.62 | 0.65 | 0.60 | 1.00 | 0.84 | 0.93 | 0.90 |
| JEPI | 0.35 | 0.70 | 0.74 | 0.67 | 0.64 | 0.84 | 1.00 | 0.89 | 0.93 |
| SCHD | 0.34 | 0.76 | 0.72 | 0.71 | 0.68 | 0.93 | 0.89 | 1.00 | 0.97 |
| DGRO | 0.37 | 0.75 | 0.79 | 0.73 | 0.72 | 0.90 | 0.93 | 0.97 | 1.00 |
Dividend yield
Eq/Inc granted a 6.63% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Eq/Inc | 6.63% | 6.47% | 3.96% | 4.27% | 4.04% | 4.93% | 4.07% | 3.92% | 3.19% | 2.78% | 2.93% | 1.96% |
| Portfolio components: | ||||||||||||
NFLT Virtus Newfleet Multi-Sector Bond ETF | 5.66% | 4.34% | 3.70% | 3.42% | 4.94% | 5.83% | 7.91% | 7.15% | 0.96% | 0.00% | 0.00% | 0.00% |
LVHI Legg Mason International Low Volatility High Dividend ETF | 7.50% | 8.04% | 4.62% | 4.63% | 8.11% | 13.87% | 4.86% | 3.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPI JPMorgan Equity Premium Income ETF | 9.88% | 12.35% | 7.80% | 7.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 11.80% | 10.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
HDV iShares Core High Dividend ETF | 4.15% | 3.63% | 3.67% | 4.46% | 3.75% | 4.35% | 4.02% | 4.17% | 5.16% | 4.38% | 4.48% | 5.20% |
SCHD Schwab US Dividend Equity ETF | 3.67% | 3.48% | 2.96% | 3.46% | 3.39% | 3.60% | 3.18% | 3.59% | 3.81% | 3.47% | 3.34% | 3.98% |
DGRO iShares Core Dividend Growth ETF | 2.43% | 2.36% | 2.00% | 2.43% | 2.40% | 2.72% | 2.31% | 2.64% | 3.00% | 1.19% | 0.00% | 0.00% |
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 7.41% | 7.07% | 5.20% | 6.07% | 6.61% | 8.57% | 8.24% | 8.56% | 9.32% | 9.75% | 11.39% | 4.78% |
SPHY SPDR Portfolio High Yield Bond ETF | 7.19% | 6.79% | 5.73% | 6.61% | 7.14% | 5.40% | 6.07% | 6.14% | 6.44% | 6.23% | 7.16% | 3.69% |
Expense Ratio
The Eq/Inc has a high expense ratio of 0.26%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.
Risk-Adjusted Performance
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 | Ulcer Index | |
|---|---|---|---|---|---|
NFLT Virtus Newfleet Multi-Sector Bond ETF | 1.06 | ||||
LVHI Legg Mason International Low Volatility High Dividend ETF | 1.81 | ||||
JEPI JPMorgan Equity Premium Income ETF | 1.12 | ||||
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 1.32 | ||||
HDV iShares Core High Dividend ETF | 0.55 | ||||
SCHD Schwab US Dividend Equity ETF | 0.42 | ||||
DGRO iShares Core Dividend Growth ETF | 0.65 | ||||
PFXF VanEck Vectors Preferred Securities ex Financials ETF | 0.11 | ||||
SPHY SPDR Portfolio High Yield Bond ETF | 0.84 |
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below shows the maximum drawdowns of the Eq/Inc. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.
The maximum drawdown since January 2010 for the Eq/Inc is 11.25%, recorded on Sep 30, 2022. It took 84 trading sessions for the portfolio to recover.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -11.25% | Aug 17, 2022 | 32 | Sep 30, 2022 | 84 | Feb 1, 2023 | 116 |
| -8.63% | May 5, 2022 | 31 | Jun 17, 2022 | 40 | Aug 16, 2022 | 71 |
| -4.99% | Feb 3, 2023 | 26 | Mar 13, 2023 | 61 | Jun 8, 2023 | 87 |
| -2.83% | Aug 1, 2023 | 16 | Aug 22, 2023 | — | — | — |
| -1.33% | Jun 16, 2023 | 5 | Jun 23, 2023 | 5 | Jun 30, 2023 | 10 |
Volatility Chart
The current Eq/Inc volatility is 2.10%, 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.