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DN- Balanced

Last updated Sep 23, 2023

Asset Allocation


FLOT 25%SHV 15%BND 5%GLD 3%VTI 30%URTH 15%WOOD 5%VNQ 2%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
FLOT
iShares Floating Rate Bond ETF
Corporate Bonds25%
SHV
iShares Short Treasury Bond ETF
Government Bonds15%
BND
Vanguard Total Bond Market ETF
Total Bond Market5%
GLD
SPDR Gold Trust
Precious Metals, Gold3%
VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities30%
URTH
iShares MSCI World ETF
Large Cap Growth Equities15%
WOOD
iShares Global Timber & Forestry ETF
Materials5%
VNQ
Vanguard Real Estate ETF
REIT2%

Performance

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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
5.46%
8.61%
DN- Balanced
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the DN- Balanced returned 7.69% Year-To-Date and 6.09% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%8.21%9.81%
DN- Balanced-0.60%5.53%7.69%11.74%5.67%6.06%
URTH
iShares MSCI World ETF
-1.25%7.87%11.98%20.37%7.62%8.25%
VTI
Vanguard Total Stock Market ETF
-1.91%9.30%13.03%17.85%9.19%11.21%
WOOD
iShares Global Timber & Forestry ETF
0.86%7.31%3.02%14.09%1.24%5.75%
FLOT
iShares Floating Rate Bond ETF
0.54%4.27%4.80%5.99%2.19%1.67%
SHV
iShares Short Treasury Bond ETF
0.41%2.35%3.46%4.39%1.61%1.02%
BND
Vanguard Total Bond Market ETF
-0.60%-3.51%0.08%0.78%0.34%1.19%
VNQ
Vanguard Real Estate ETF
-4.32%-0.60%-4.10%-3.86%2.85%5.50%
GLD
SPDR Gold Trust
0.56%-2.74%5.29%16.74%9.50%3.41%

Asset Correlations Table

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

SHVFLOTGLDBNDVNQURTHWOODVTI
SHV1.000.070.110.170.01-0.03-0.04-0.04
FLOT0.071.000.040.010.090.100.080.10
GLD0.110.041.000.360.100.030.090.01
BND0.170.010.361.000.14-0.06-0.09-0.11
VNQ0.010.090.100.141.000.520.540.63
URTH-0.030.100.03-0.060.521.000.660.84
WOOD-0.040.080.09-0.090.540.661.000.73
VTI-0.040.100.01-0.110.630.840.731.00

Sharpe Ratio

The current DN- Balanced Sharpe ratio is 1.04. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.04

The Sharpe ratio of DN- Balanced 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.04
0.81
DN- Balanced
Benchmark (^GSPC)
Portfolio components

Dividend yield

DN- Balanced granted a 2.88% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
DN- Balanced2.88%1.84%0.94%1.39%2.33%2.39%1.73%1.71%1.62%1.53%1.35%1.97%
URTH
iShares MSCI World ETF
1.65%1.70%1.54%1.59%2.29%2.50%2.09%2.42%2.71%2.73%1.26%3.29%
VTI
Vanguard Total Stock Market ETF
1.56%1.68%1.25%1.48%1.88%2.21%1.88%2.15%2.27%2.06%2.07%2.58%
WOOD
iShares Global Timber & Forestry ETF
1.95%2.30%1.28%1.03%1.97%3.07%1.33%1.86%2.34%2.01%1.85%1.56%
FLOT
iShares Floating Rate Bond ETF
5.01%2.14%0.45%1.33%3.00%2.67%1.65%1.12%0.61%0.51%0.55%1.19%
SHV
iShares Short Treasury Bond ETF
3.93%1.43%0.00%0.77%2.30%1.78%0.79%0.37%0.03%0.00%0.00%0.01%
BND
Vanguard Total Bond Market ETF
3.01%2.65%2.06%2.36%2.97%3.15%2.93%2.97%3.12%3.46%3.56%4.26%
VNQ
Vanguard Real Estate ETF
3.69%4.00%2.71%4.28%3.85%5.57%5.21%6.19%5.28%5.05%6.30%5.41%
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%

Expense Ratio

The DN- Balanced features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.46%
0.00%2.15%
0.40%
0.00%2.15%
0.24%
0.00%2.15%
0.20%
0.00%2.15%
0.15%
0.00%2.15%
0.12%
0.00%2.15%
0.03%
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
URTH
iShares MSCI World ETF
0.99
VTI
Vanguard Total Stock Market ETF
0.82
WOOD
iShares Global Timber & Forestry ETF
0.49
FLOT
iShares Floating Rate Bond ETF
2.28
SHV
iShares Short Treasury Bond ETF
13.33
BND
Vanguard Total Bond Market ETF
-0.07
VNQ
Vanguard Real Estate ETF
-0.29
GLD
SPDR Gold Trust
1.03

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-3.54%
-9.93%
DN- Balanced
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the DN- Balanced. 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 DN- Balanced is 21.09%, recorded on Mar 23, 2020. It took 92 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.09%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-14.89%Jan 4, 2022197Oct 14, 2022
-10.22%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-8.68%May 20, 2015185Feb 11, 2016102Jul 8, 2016287
-5.39%Mar 28, 201248Jun 5, 201252Aug 17, 2012100

Volatility Chart

The current DN- Balanced volatility is 1.86%, 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
1.86%
3.41%
DN- Balanced
Benchmark (^GSPC)
Portfolio components