DN- Balanced
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DN- Balanced, 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 Jan 12, 2012, corresponding to the inception date of URTH
Returns By Period
As of Jul 25, 2024, the DN- Balanced returned 7.69% Year-To-Date and 6.77% 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 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| DN- Balanced | 7.49% | 0.32% | 6.77% | 12.50% | 7.94% | 6.77% |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | 11.03% | -0.81% | 9.34% | 17.05% | 11.39% | 9.27% |
VTI Vanguard Total Stock Market ETF | 13.14% | -0.48% | 10.85% | 20.07% | 13.36% | 12.09% |
WOOD iShares Global Timber & Forestry ETF | 0.24% | 3.20% | 4.35% | 7.46% | 8.08% | 6.40% |
FLOT iShares Floating Rate Bond ETF | 3.87% | 0.42% | 3.20% | 6.65% | 2.82% | 2.15% |
SHV iShares Short Treasury Bond ETF | 2.87% | 0.44% | 2.50% | 5.31% | 2.08% | 1.46% |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
VNQ Vanguard Real Estate ETF | 1.73% | 6.97% | 5.82% | 8.37% | 3.80% | 5.64% |
GLD SPDR Gold Trust | 14.21% | 2.70% | 16.75% | 21.01% | 10.34% | 5.73% |
Monthly Returns
The table below presents the monthly returns of DN- Balanced, 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 | 0.22% | 2.70% | 2.33% | -2.19% | 2.77% | 1.26% | 7.49% | ||||||
| 2023 | 4.29% | -1.65% | 1.47% | 0.88% | -0.09% | 3.46% | 2.21% | -0.99% | -2.37% | -1.14% | 5.28% | 3.29% | 15.27% |
| 2022 | -3.07% | -1.17% | 1.34% | -4.27% | -0.27% | -4.85% | 4.73% | -2.25% | -5.52% | 3.94% | 3.93% | -2.66% | -10.31% |
| 2021 | -0.33% | 1.39% | 1.79% | 2.85% | 0.66% | 0.67% | 1.06% | 1.38% | -2.49% | 2.99% | -0.83% | 2.51% | 12.13% |
| 2020 | -0.16% | -4.07% | -8.12% | 7.22% | 2.93% | 1.64% | 3.39% | 3.71% | -1.92% | -1.25% | 6.24% | 2.91% | 12.07% |
| 2019 | 5.12% | 1.50% | 0.90% | 1.88% | -3.34% | 3.97% | 0.49% | -0.58% | 1.11% | 1.61% | 1.67% | 1.71% | 16.99% |
| 2018 | 2.80% | -2.10% | -0.52% | 0.42% | 1.11% | 0.14% | 1.31% | 1.51% | -0.05% | -3.87% | 0.66% | -4.09% | -2.90% |
| 2017 | 1.28% | 1.93% | 0.26% | 0.83% | 0.77% | 0.52% | 1.18% | 0.35% | 1.25% | 1.18% | 1.35% | 0.79% | 12.33% |
| 2016 | -3.03% | 0.19% | 3.89% | 0.65% | 0.60% | 0.26% | 2.40% | 0.12% | 0.17% | -1.19% | 1.39% | 1.20% | 6.70% |
| 2015 | -0.54% | 2.53% | -0.67% | 0.29% | 0.49% | -1.23% | 0.73% | -3.19% | -1.68% | 4.11% | 0.37% | -1.28% | -0.30% |
| 2014 | -1.50% | 2.80% | -0.04% | -0.06% | 1.29% | 1.38% | -1.19% | 1.92% | -1.67% | 1.32% | 1.09% | -0.05% | 5.31% |
| 2013 | 2.58% | 0.55% | 1.86% | 0.77% | 0.54% | -1.64% | 3.24% | -1.37% | 2.31% | 1.98% | 0.83% | 1.21% | 13.51% |
Expense Ratio
DN- Balanced has an expense ratio of 0.16%, 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 DN- Balanced is 72, 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 | |
|---|---|---|---|---|---|
URTH iShares MSCI World ETF | 1.46 | 2.11 | 1.26 | 1.24 | 5.13 |
VTI Vanguard Total Stock Market ETF | 1.62 | 2.29 | 1.28 | 1.37 | 5.98 |
WOOD iShares Global Timber & Forestry ETF | 0.51 | 0.86 | 1.10 | 0.33 | 1.90 |
FLOT iShares Floating Rate Bond ETF | 11.34 | 30.97 | 6.42 | 84.56 | 436.61 |
SHV iShares Short Treasury Bond ETF | 20.49 | 146.34 | 73.04 | 197.03 | 2,125.74 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.21 | 1.74 |
VNQ Vanguard Real Estate ETF | 0.35 | 0.64 | 1.08 | 0.19 | 0.90 |
GLD SPDR Gold Trust | 1.43 | 2.05 | 1.26 | 1.52 | 6.97 |
Dividends
Dividend yield
DN- Balanced granted a 3.22% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DN- Balanced | 3.22% | 3.13% | 1.80% | 0.91% | 1.32% | 2.18% | 2.18% | 1.54% | 1.50% | 1.39% | 1.28% | 1.10% |
| Portfolio components: | ||||||||||||
URTH iShares MSCI World ETF | 1.56% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.15% | 2.35% | 2.31% | 1.04% |
VTI Vanguard Total Stock Market ETF | 1.37% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
WOOD iShares Global Timber & Forestry ETF | 1.57% | 1.64% | 2.26% | 1.24% | 0.98% | 1.85% | 2.82% | 1.19% | 1.65% | 2.04% | 1.71% | 1.55% |
FLOT iShares Floating Rate Bond ETF | 5.92% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.46% | 0.97% | 0.53% | 0.44% | 0.47% |
SHV iShares Short Treasury Bond ETF | 5.12% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
VNQ Vanguard Real Estate ETF | 4.04% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the DN- Balanced. 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 DN- Balanced was 21.09%, occurring on Mar 23, 2020. Recovery took 92 trading sessions.
The current DN- Balanced drawdown is 2.05%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -21.09% | Feb 20, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -14.89% | Jan 4, 2022 | 197 | Oct 14, 2022 | 284 | Dec 1, 2023 | 481 |
| -10.22% | Sep 21, 2018 | 65 | Dec 24, 2018 | 66 | Apr 1, 2019 | 131 |
| -8.68% | May 20, 2015 | 185 | Feb 11, 2016 | 102 | Jul 8, 2016 | 287 |
| -5.39% | Mar 28, 2012 | 48 | Jun 5, 2012 | 52 | Aug 17, 2012 | 100 |
Volatility
Volatility Chart
The current DN- Balanced volatility is 1.90%, 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
| SHV | FLOT | GLD | BND | VNQ | WOOD | URTH | VTI | |
|---|---|---|---|---|---|---|---|---|
| SHV | 1.00 | 0.10 | 0.12 | 0.19 | 0.02 | -0.04 | -0.02 | -0.03 |
| FLOT | 0.10 | 1.00 | 0.04 | 0.02 | 0.09 | 0.08 | 0.11 | 0.10 |
| GLD | 0.12 | 0.04 | 1.00 | 0.35 | 0.11 | 0.10 | 0.05 | 0.03 |
| BND | 0.19 | 0.02 | 0.35 | 1.00 | 0.18 | -0.06 | -0.03 | -0.07 |
| VNQ | 0.02 | 0.09 | 0.11 | 0.18 | 1.00 | 0.54 | 0.53 | 0.63 |
| WOOD | -0.04 | 0.08 | 0.10 | -0.06 | 0.54 | 1.00 | 0.66 | 0.72 |
| URTH | -0.02 | 0.11 | 0.05 | -0.03 | 0.53 | 0.66 | 1.00 | 0.84 |
| VTI | -0.03 | 0.10 | 0.03 | -0.07 | 0.63 | 0.72 | 0.84 | 1.00 |