DN- Balanced
Asset Allocation
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
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 month | 6 months | Year-To-Date | 1 year | 5 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% |
| Portfolio components: | ||||||
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% |
| Returns over 1 year are annualized | ||||||
Asset Correlations Table
| SHV | FLOT | GLD | BND | VNQ | URTH | WOOD | VTI | |
|---|---|---|---|---|---|---|---|---|
| SHV | 1.00 | 0.07 | 0.11 | 0.17 | 0.01 | -0.03 | -0.04 | -0.04 |
| FLOT | 0.07 | 1.00 | 0.04 | 0.01 | 0.09 | 0.10 | 0.08 | 0.10 |
| GLD | 0.11 | 0.04 | 1.00 | 0.36 | 0.10 | 0.03 | 0.09 | 0.01 |
| BND | 0.17 | 0.01 | 0.36 | 1.00 | 0.14 | -0.06 | -0.09 | -0.11 |
| VNQ | 0.01 | 0.09 | 0.10 | 0.14 | 1.00 | 0.52 | 0.54 | 0.63 |
| URTH | -0.03 | 0.10 | 0.03 | -0.06 | 0.52 | 1.00 | 0.66 | 0.84 |
| WOOD | -0.04 | 0.08 | 0.09 | -0.09 | 0.54 | 0.66 | 1.00 | 0.73 |
| VTI | -0.04 | 0.10 | 0.01 | -0.11 | 0.63 | 0.84 | 0.73 | 1.00 |
Dividend yield
DN- Balanced granted a 2.88% dividend yield in the last twelve months.
| TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DN- Balanced | 2.88% | 1.84% | 0.94% | 1.39% | 2.33% | 2.39% | 1.73% | 1.71% | 1.62% | 1.53% | 1.35% | 1.97% |
| Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 2020 | 23 | Mar 23, 2020 | 92 | Aug 3, 2020 | 115 |
| -14.89% | Jan 4, 2022 | 197 | Oct 14, 2022 | — | — | — |
| -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 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.