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Eq/Inc

Last updated Sep 23, 2023

Asset Allocation


NFLT 11.11%SPHY 11.11%LVHI 11.11%JEPI 11.11%JEPQ 11.11%HDV 11.11%SCHD 11.11%DGRO 11.11%PFXF 11.11%BondBondEquityEquityPreferred StockPreferred Stock
PositionCategory/SectorWeight
NFLT
Virtus Newfleet Multi-Sector Bond ETF
Total Bond Market, Actively Managed11.11%
SPHY
SPDR Portfolio High Yield Bond ETF
High Yield Bonds11.11%
LVHI
Legg Mason International Low Volatility High Dividend ETF
Volatility Hedged Equity, Dividend11.11%
JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend11.11%
JEPQ
JPMorgan Nasdaq Equity Premium Income ETF
Actively Managed, Large Cap Growth Equities, Dividend11.11%
HDV
iShares Core High Dividend ETF
Large Cap Value Equities, Dividend11.11%
SCHD
Schwab US Dividend Equity ETF
Large Cap Growth Equities, Dividend11.11%
DGRO
iShares Core Dividend Growth ETF
Large Cap Growth Equities, Dividend11.11%
PFXF
VanEck Vectors Preferred Securities ex Financials ETF
Preferred Stock/Convertible Bonds11.11%

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
4.91%
8.61%
Eq/Inc
Benchmark (^GSPC)
Portfolio components

Returns


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.29%8.79%12.52%16.97%0.33%N/A
Eq/Inc0.30%5.29%6.01%12.55%1.40%N/A
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

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

NFLTLVHIJEPQPFXFSPHYHDVJEPISCHDDGRO
NFLT1.000.300.360.470.570.320.350.340.37
LVHI0.301.000.580.580.580.710.700.760.75
JEPQ0.360.581.000.640.690.620.740.720.79
PFXF0.470.580.641.000.700.650.670.710.73
SPHY0.570.580.690.701.000.600.640.680.72
HDV0.320.710.620.650.601.000.840.930.90
JEPI0.350.700.740.670.640.841.000.890.93
SCHD0.340.760.720.710.680.930.891.000.97
DGRO0.370.750.790.730.720.900.930.971.00

Sharpe Ratio

The current Eq/Inc Sharpe ratio is 0.97. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

-1.000.001.002.003.004.000.97

The Sharpe ratio of Eq/Inc 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 Ratio0.000.200.400.600.801.00May 14May 21May 28Jun 04Jun 11Jun 18Jun 25Jul 02Jul 09Jul 16Jul 23Jul 30Aug 06Aug 13Aug 20Aug 27Sep 03Sep 10Sep 17
0.97
0.81
Eq/Inc
Benchmark (^GSPC)
Portfolio components

Dividend yield

Eq/Inc granted a 6.63% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Eq/Inc6.63%6.47%3.96%4.27%4.04%4.93%4.07%3.92%3.19%2.78%2.93%1.96%
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.


0.50%
0.00%2.15%
0.41%
0.00%2.15%
0.40%
0.00%2.15%
0.35%
0.00%2.15%
0.10%
0.00%2.15%
0.08%
0.00%2.15%
0.06%
0.00%2.15%

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 ratioSortino ratioOmega ratioCalmar ratioUlcer 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.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-2.54%
-5.86%
Eq/Inc
Benchmark (^GSPC)
Portfolio components

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, 202232Sep 30, 202284Feb 1, 2023116
-8.63%May 5, 202231Jun 17, 202240Aug 16, 202271
-4.99%Feb 3, 202326Mar 13, 202361Jun 8, 202387
-2.83%Aug 1, 202316Aug 22, 2023
-1.33%Jun 16, 20235Jun 23, 20235Jun 30, 202310

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.


1.00%2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.10%
3.41%
Eq/Inc
Benchmark (^GSPC)
Portfolio components