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DaoFund1

Last updated Mar 21, 2023

DaoFund for 2022/Nov-2023/Nov

Expense Ratio

0.53%

Dividend Yield

8.04%

Asset Allocation


Performance

The chart shows the growth of $10,000 invested in DaoFund1 in Oct 2022 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $12,306 for a total return of roughly 23.06%. All prices are adjusted for splits and dividends. The portfolio is rebalanced Quarterly


0.00%5.00%10.00%NovemberDecember2023FebruaryMarch
6.27%
7.42%
DaoFund1
Benchmark (^GSPC)
Portfolio components

Returns

As of Mar 21, 2023, the DaoFund1 returned 0.37% Year-To-Date and 7.63% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark-3.13%2.92%2.02%-11.46%10.94%10.94%
DaoFund1-3.03%0.37%2.87%-4.82%7.63%7.63%
JEPI
JPMorgan Equity Premium Income ETF
-2.70%-1.18%3.61%-2.42%11.95%11.95%
TIP
iShares TIPS Bond ETF
1.18%2.14%-0.45%-9.11%0.04%0.04%
IEF
iShares 7-10 Year Treasury Bond ETF
2.75%3.65%1.21%-7.63%-5.93%-5.93%
RYLD
Global X Russell 2000 Covered Call ETF
-7.96%-3.61%-3.18%-16.10%9.77%9.77%
SVXY
ProShares Short VIX Short-Term Futures ETF
-8.44%0.15%12.11%11.37%21.79%21.79%

Sharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current DaoFund1 Sharpe ratio is -0.32. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.00-0.80-0.60-0.40-0.200.000.20NovemberDecember2023FebruaryMarch
-0.32
-0.45
DaoFund1
Benchmark (^GSPC)
Portfolio components

Dividends

DaoFund1 granted a 8.04% dividend yield in the last twelve months.


PeriodTTM20222021202020192018201720162015201420132012

Dividend yield

8.04%6.90%5.45%4.72%2.73%1.10%0.88%0.76%0.51%0.88%0.70%0.98%

Drawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%NovemberDecember2023FebruaryMarch
-9.56%
-17.62%
DaoFund1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the DaoFund1. 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 DaoFund1 is 16.44%, recorded on Sep 27, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.44%Nov 16, 2021217Sep 27, 2022
-4.51%May 10, 20213May 12, 202111May 27, 202114
-4.42%Jun 8, 20204Jun 11, 202025Jul 17, 202029
-4.29%Oct 13, 202012Oct 28, 20206Nov 5, 202018
-3.69%Jan 21, 20217Jan 29, 202110Feb 12, 202117
-3.01%Sep 3, 202119Sep 30, 202110Oct 14, 202129
-3%Feb 25, 20216Mar 4, 20215Mar 11, 202111
-2.98%Aug 26, 20207Sep 3, 202023Oct 7, 202030
-2.43%Jul 13, 20215Jul 19, 20218Jul 29, 202113
-1.95%Aug 17, 20213Aug 19, 20216Aug 27, 20219

Volatility Chart

Current DaoFund1 volatility is 16.58%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2023FebruaryMarch
15.87%
20.82%
DaoFund1
Benchmark (^GSPC)
Portfolio components