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DN- Balanced
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


FLOT 25%SHV 15%BND 5%GLD 3%VTI 30%URTH 15%WOOD 5%VNQ 2%BondBondCommodityCommodityEquityEquityReal EstateReal Estate
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

5%

FLOT
iShares Floating Rate Bond ETF
Corporate Bonds

25%

GLD
SPDR Gold Trust
Precious Metals, Gold

3%

SHV
iShares Short Treasury Bond ETF
Government Bonds

15%

URTH
iShares MSCI World ETF
Large Cap Growth Equities

15%

VNQ
Vanguard Real Estate ETF
REIT

2%

VTI
Vanguard Total Stock Market ETF
Large Cap Growth Equities

30%

WOOD
iShares Global Timber & Forestry ETF
Materials

5%

S&P 500

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


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
7.82%
14.20%
DN- Balanced
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jan 12, 2012, corresponding to the inception date of URTH

Returns By Period

As of Jun 12, 2024, the DN- Balanced returned 6.40% Year-To-Date and 6.76% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
12.69%2.92%15.76%23.89%13.23%10.77%
DN- Balanced6.40%1.05%7.82%13.93%8.28%6.76%
URTH
iShares MSCI World ETF
10.63%1.99%12.68%20.67%12.31%9.41%
VTI
Vanguard Total Stock Market ETF
11.80%2.36%13.71%23.41%14.21%12.12%
WOOD
iShares Global Timber & Forestry ETF
-0.90%-2.83%3.56%11.04%8.14%6.28%
FLOT
iShares Floating Rate Bond ETF
3.18%0.47%3.43%6.79%2.76%2.10%
SHV
iShares Short Treasury Bond ETF
2.19%0.38%2.49%5.25%1.99%1.40%
BND
Vanguard Total Bond Market ETF
-0.79%0.95%0.30%2.79%-0.16%1.33%
VNQ
Vanguard Real Estate ETF
-5.33%-0.26%-2.70%3.89%2.19%5.23%
GLD
SPDR Gold Trust
12.02%-0.98%14.13%18.62%11.13%5.72%

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.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20240.22%2.70%2.33%-2.19%2.77%6.40%
20234.29%-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%
20195.12%1.50%0.90%1.88%-3.34%3.97%0.49%-0.58%1.11%1.61%1.67%1.71%16.99%
20182.80%-2.10%-0.52%0.42%1.11%0.14%1.31%1.51%-0.05%-3.87%0.66%-4.09%-2.90%
20171.28%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%
20132.58%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 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.


Expense ratio chart for WOOD: current value at 0.46% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.46%
Expense ratio chart for GLD: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for URTH: current value at 0.24% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.24%
Expense ratio chart for FLOT: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%
Expense ratio chart for SHV: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for VNQ: current value at 0.12% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.12%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DN- Balanced is 78, placing it in the top 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of DN- Balanced is 7878
DN- Balanced
The Sharpe Ratio Rank of DN- Balanced is 7878Sharpe Ratio Rank
The Sortino Ratio Rank of DN- Balanced is 8484Sortino Ratio Rank
The Omega Ratio Rank of DN- Balanced is 8383Omega Ratio Rank
The Calmar Ratio Rank of DN- Balanced is 7575Calmar Ratio Rank
The Martin Ratio Rank of DN- Balanced is 7272Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


DN- Balanced
Sharpe ratio
The chart of Sharpe ratio for DN- Balanced, currently valued at 2.33, compared to the broader market0.002.004.002.33
Sortino ratio
The chart of Sortino ratio for DN- Balanced, currently valued at 3.46, compared to the broader market-2.000.002.004.006.003.46
Omega ratio
The chart of Omega ratio for DN- Balanced, currently valued at 1.43, compared to the broader market0.801.001.201.401.601.801.43
Calmar ratio
The chart of Calmar ratio for DN- Balanced, currently valued at 2.53, compared to the broader market0.002.004.006.008.0010.002.53
Martin ratio
The chart of Martin ratio for DN- Balanced, currently valued at 9.21, compared to the broader market0.0010.0020.0030.0040.0050.009.21
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.21, compared to the broader market0.002.004.002.21
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.13, compared to the broader market-2.000.002.004.006.003.13
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.39, compared to the broader market0.801.001.201.401.601.801.39
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.77, compared to the broader market0.002.004.006.008.0010.001.77
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.30, compared to the broader market0.0010.0020.0030.0040.0050.008.30

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
URTH
iShares MSCI World ETF
1.992.871.351.707.08
VTI
Vanguard Total Stock Market ETF
2.173.061.381.817.97
WOOD
iShares Global Timber & Forestry ETF
0.761.191.140.503.18
FLOT
iShares Floating Rate Bond ETF
10.5426.005.2685.02373.90
SHV
iShares Short Treasury Bond ETF
19.66141.0765.27194.232,057.07
BND
Vanguard Total Bond Market ETF
0.390.601.070.141.08
VNQ
Vanguard Real Estate ETF
0.250.491.060.130.64
GLD
SPDR Gold Trust
1.351.951.251.366.57

Sharpe Ratio

The current DN- Balanced Sharpe ratio is 2.33. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.43 to 2.37, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its 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.

Use the chart below to compare the Sharpe ratio of DN- Balanced with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.502.002.503.002024FebruaryMarchAprilMayJune
2.33
2.21
DN- Balanced
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DN- Balanced granted a 3.21% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
DN- Balanced3.21%3.13%1.80%0.91%1.32%2.18%2.18%1.54%1.50%1.39%1.28%1.10%
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
1.34%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
1.59%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
5.90%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
5.10%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
3.40%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
4.17%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%2024FebruaryMarchAprilMayJune
-0.35%
0
DN- Balanced
Benchmark (^GSPC)
Portfolio components

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 0.35%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-21.09%Feb 20, 202023Mar 23, 202092Aug 3, 2020115
-14.89%Jan 4, 2022197Oct 14, 2022284Dec 1, 2023481
-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

Volatility Chart

The current DN- Balanced volatility is 1.57%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%2024FebruaryMarchAprilMayJune
1.57%
2.41%
DN- Balanced
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

SHVFLOTGLDBNDVNQWOODURTHVTI
SHV1.000.100.120.190.02-0.04-0.02-0.03
FLOT0.101.000.040.020.090.080.110.10
GLD0.120.041.000.350.110.100.040.02
BND0.190.020.351.000.17-0.06-0.03-0.08
VNQ0.020.090.110.171.000.540.530.63
WOOD-0.040.080.10-0.060.541.000.660.73
URTH-0.020.110.04-0.030.530.661.000.84
VTI-0.030.100.02-0.080.630.730.841.00
The correlation results are calculated based on daily price changes starting from Jan 13, 2012