DN- Balanced
Asset Allocation
Performance
Performance Chart
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The earliest data available for this chart is Jan 12, 2012, corresponding to the inception date of URTH
Returns By Period
As of May 11, 2025, the DN- Balanced returned 0.21% Year-To-Date and 6.96% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| DN- Balanced | 0.21% | 4.57% | -0.91% | 7.49% | 9.22% | 6.96% |
| Portfolio components: | ||||||
URTH iShares MSCI World ETF | 0.82% | 8.80% | -1.27% | 10.22% | 14.38% | 9.64% |
VTI Vanguard Total Stock Market ETF | -3.75% | 7.98% | -5.68% | 9.17% | 15.27% | 11.77% |
WOOD iShares Global Timber & Forestry ETF | -5.51% | 4.32% | -10.28% | -11.02% | 8.45% | 4.74% |
FLOT iShares Floating Rate Bond ETF | 1.37% | 1.31% | 2.14% | 5.16% | 3.60% | 2.53% |
SHV iShares Short Treasury Bond ETF | 1.47% | 0.34% | 2.11% | 4.80% | 2.48% | 1.83% |
BND Vanguard Total Bond Market ETF | 2.21% | 0.98% | 1.19% | 5.53% | -0.78% | 1.51% |
VNQ Vanguard Real Estate ETF | 1.12% | 7.92% | -5.15% | 12.02% | 7.89% | 5.42% |
GLD SPDR Gold Trust | 26.73% | 4.96% | 23.75% | 40.30% | 14.04% | 10.19% |
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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 2.08% | -0.43% | -2.14% | -0.08% | 0.83% | 0.21% | |||||||
| 2024 | 0.22% | 2.70% | 2.33% | -2.19% | 2.77% | 1.26% | 1.67% | 1.50% | 1.62% | -0.75% | 3.01% | -1.74% | 12.94% |
| 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% | -4.86% | 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% | 12.08% |
| 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% | 1.92% | 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% |
Expense Ratio
DN- Balanced has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DN- Balanced is 68, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | 0.58 | 0.98 | 1.14 | 0.65 | 2.80 |
VTI Vanguard Total Stock Market ETF | 0.47 | 0.83 | 1.12 | 0.51 | 1.94 |
WOOD iShares Global Timber & Forestry ETF | -0.59 | -0.67 | 0.92 | -0.39 | -1.22 |
FLOT iShares Floating Rate Bond ETF | 2.43 | 3.06 | 2.18 | 3.31 | 25.90 |
SHV iShares Short Treasury Bond ETF | 20.92 | 281.66 | 132.54 | 538.62 | 4,578.70 |
BND Vanguard Total Bond Market ETF | 1.00 | 1.45 | 1.17 | 0.42 | 2.54 |
VNQ Vanguard Real Estate ETF | 0.66 | 1.09 | 1.14 | 0.54 | 2.35 |
GLD SPDR Gold Trust | 2.39 | 3.30 | 1.42 | 5.33 | 14.20 |
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Dividends
Dividend yield
DN- Balanced provided a 3.07% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.07% | 3.17% | 3.13% | 1.80% | 0.91% | 1.32% | 2.18% | 2.18% | 1.54% | 1.50% | 1.39% | 1.28% |
| Portfolio components: | ||||||||||||
URTH iShares MSCI World ETF | 1.46% | 1.47% | 1.70% | 1.68% | 1.50% | 1.52% | 2.16% | 2.30% | 1.88% | 2.14% | 2.35% | 2.32% |
VTI Vanguard Total Stock Market ETF | 1.35% | 1.27% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% |
WOOD iShares Global Timber & Forestry ETF | 2.21% | 2.09% | 1.64% | 2.26% | 1.24% | 0.98% | 1.85% | 2.82% | 1.19% | 1.65% | 2.04% | 1.71% |
FLOT iShares Floating Rate Bond ETF | 5.45% | 5.82% | 5.66% | 2.06% | 0.43% | 1.25% | 2.78% | 2.41% | 1.45% | 0.97% | 0.53% | 0.44% |
SHV iShares Short Treasury Bond ETF | 4.70% | 5.02% | 4.73% | 1.39% | 0.00% | 0.74% | 2.19% | 1.66% | 0.72% | 0.34% | 0.03% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.75% | 3.67% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% |
VNQ Vanguard Real Estate ETF | 4.07% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% |
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. Drawdowns are calculated considering price movements and all distributions paid, if any.
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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 2.85%.
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 |
| -9.71% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -8.68% | May 20, 2015 | 185 | Feb 11, 2016 | 102 | Jul 8, 2016 | 287 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 8 assets, with an effective number of assets of 4.91, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | SHV | FLOT | BND | GLD | VNQ | WOOD | URTH | VTI | Portfolio | |
|---|---|---|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | -0.03 | 0.12 | -0.06 | 0.02 | 0.61 | 0.70 | 0.85 | 0.99 | 0.96 |
| SHV | -0.03 | 1.00 | 0.12 | 0.19 | 0.12 | 0.03 | -0.04 | -0.01 | -0.03 | -0.00 |
| FLOT | 0.12 | 0.12 | 1.00 | 0.03 | 0.03 | 0.10 | 0.09 | 0.12 | 0.12 | 0.15 |
| BND | -0.06 | 0.19 | 0.03 | 1.00 | 0.34 | 0.19 | -0.04 | -0.02 | -0.06 | 0.01 |
| GLD | 0.02 | 0.12 | 0.03 | 0.34 | 1.00 | 0.11 | 0.10 | 0.05 | 0.03 | 0.12 |
| VNQ | 0.61 | 0.03 | 0.10 | 0.19 | 0.11 | 1.00 | 0.54 | 0.53 | 0.62 | 0.65 |
| WOOD | 0.70 | -0.04 | 0.09 | -0.04 | 0.10 | 0.54 | 1.00 | 0.65 | 0.71 | 0.78 |
| URTH | 0.85 | -0.01 | 0.12 | -0.02 | 0.05 | 0.53 | 0.65 | 1.00 | 0.85 | 0.92 |
| VTI | 0.99 | -0.03 | 0.12 | -0.06 | 0.03 | 0.62 | 0.71 | 0.85 | 1.00 | 0.97 |
| Portfolio | 0.96 | -0.00 | 0.15 | 0.01 | 0.12 | 0.65 | 0.78 | 0.92 | 0.97 | 1.00 |