DLLM Portfolio
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
QQQ Invesco QQQ | Large Cap Blend Equities | 5% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | Government Bonds | 95% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in DLLM Portfolio , 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 Feb 4, 2014, corresponding to the inception date of USFR
Returns By Period
As of Nov 14, 2024, the DLLM Portfolio returned 5.71% Year-To-Date and 2.68% 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 | 25.48% | 2.14% | 12.76% | 33.14% | 13.96% | 11.39% |
| DLLM Portfolio | 5.71% | 0.58% | 3.00% | 6.65% | 3.51% | 2.68% |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 25.63% | 2.96% | 13.44% | 33.85% | 21.21% | 18.37% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 4.73% | 0.45% | 2.46% | 5.32% | 2.51% | 1.80% |
Monthly Returns
The table below presents the monthly returns of DLLM Portfolio , 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 | 0.60% | 0.71% | 0.47% | 0.30% | 0.76% | 0.66% | 0.29% | 0.46% | 0.43% | 0.40% | 5.71% | ||
| 2023 | 0.90% | 0.35% | 0.84% | 0.51% | 0.83% | 0.72% | 0.66% | 0.35% | 0.12% | 0.32% | 0.96% | 0.60% | 7.39% |
| 2022 | -0.28% | -0.20% | 0.26% | -0.46% | -0.09% | -0.30% | 0.66% | -0.13% | -0.27% | 0.41% | 0.58% | -0.09% | 0.06% |
| 2021 | 0.02% | -0.01% | 0.09% | 0.38% | -0.14% | 0.37% | 0.10% | 0.22% | -0.30% | 0.39% | 0.14% | 0.00% | 1.26% |
| 2020 | 0.39% | -0.19% | -0.26% | 0.80% | 0.35% | 0.41% | 0.35% | 0.61% | -0.34% | -0.11% | 0.48% | 0.29% | 2.80% |
| 2019 | 0.62% | 0.37% | 0.35% | 0.53% | -0.29% | 0.48% | 0.30% | 0.03% | 0.18% | 0.39% | 0.37% | 0.33% | 3.71% |
| 2018 | 0.66% | 0.14% | 0.04% | 0.07% | 0.44% | 0.15% | 0.24% | 0.48% | 0.14% | -0.25% | 0.23% | -0.34% | 2.02% |
| 2017 | 0.21% | 0.38% | 0.10% | 0.13% | 0.50% | -0.05% | 0.33% | -0.11% | 0.25% | 0.41% | 0.19% | 0.09% | 2.47% |
| 2016 | -0.65% | 0.24% | 0.33% | -0.07% | 0.21% | 0.05% | 0.72% | -0.23% | 0.33% | 0.07% | -0.18% | 0.40% | 1.23% |
| 2015 | -0.06% | 0.39% | -0.60% | 1.14% | 0.11% | -0.30% | 0.49% | -1.49% | 0.78% | 0.20% | -0.53% | 0.30% | 0.39% |
| 2014 | 0.27% | -0.37% | 0.02% | 0.15% | 0.28% | 0.06% | 0.29% | -0.13% | -0.23% | 0.26% | -0.12% | 0.48% |
Expense Ratio
DLLM Portfolio has an expense ratio of 0.15%, 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 risk-adjusted rank of DLLM Portfolio is 99, placing it in the top 1% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 2.12 | 2.79 | 1.38 | 2.71 | 9.88 |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 14.85 | 54.03 | 13.16 | 88.94 | 757.73 |
Dividends
Dividend yield
DLLM Portfolio provided a 5.07% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.07% | 4.89% | 1.73% | 0.03% | 0.41% | 2.02% | 1.63% | 1.03% | 0.33% | 0.05% | 0.07% | 0.05% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.59% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% | 1.02% |
USFR WisdomTree Bloomberg Floating Rate Treasury Fund | 5.30% | 5.12% | 1.78% | 0.01% | 0.40% | 2.08% | 1.67% | 1.04% | 0.29% | 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.
Worst Drawdowns
The table below displays the maximum drawdowns of the DLLM Portfolio . 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 DLLM Portfolio was 1.93%, occurring on Feb 8, 2016. Recovery took 131 trading sessions.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -1.93% | Nov 4, 2015 | 65 | Feb 8, 2016 | 131 | Aug 15, 2016 | 196 |
| -1.76% | Jul 21, 2015 | 26 | Aug 25, 2015 | 48 | Nov 2, 2015 | 74 |
| -1.66% | Feb 20, 2020 | 18 | Mar 16, 2020 | 46 | May 20, 2020 | 64 |
| -1.37% | Nov 19, 2021 | 144 | Jun 16, 2022 | 115 | Nov 30, 2022 | 259 |
| -0.92% | Jun 23, 2015 | 7 | Jul 1, 2015 | 11 | Jul 17, 2015 | 18 |
Volatility
Volatility Chart
The current DLLM Portfolio volatility is 0.27%, 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
| QQQ | USFR | |
|---|---|---|
| QQQ | 1.00 | 0.02 |
| USFR | 0.02 | 1.00 |