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DaoFund1

Last updated Feb 22, 2024

DaoFund for 2022/Nov-2023/Nov

Asset Allocation


TIP 20%IEF 20%JEPI 20%RYLD 20%SVXY 20%BondBondEquityEquityMulti-AssetMulti-AssetVolatilityVolatility
PositionCategory/SectorWeight
TIP
iShares TIPS Bond ETF
Inflation-Protected Bonds

20%

IEF
iShares 7-10 Year Treasury Bond ETF
Government Bonds

20%

JEPI
JPMorgan Equity Premium Income ETF
Large Cap Blend Equities, Actively Managed, Dividend

20%

RYLD
Global X Russell 2000 Covered Call ETF
Hedge Fund

20%

SVXY
ProShares Short VIX Short-Term Futures ETF
Leveraged, Volatility

20%

S&P 500

Performance

The chart shows the growth of an initial investment of $10,000 in DaoFund1, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
7.30%
13.84%
DaoFund1
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI

Returns


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
4.44%2.71%12.30%24.63%12.30%10.51%
DaoFund10.04%-0.58%7.30%14.49%N/AN/A
JEPI
JPMorgan Equity Premium Income ETF
3.32%1.71%7.93%13.25%N/AN/A
TIP
iShares TIPS Bond ETF
-1.30%-0.59%1.78%2.00%2.35%1.96%
IEF
iShares 7-10 Year Treasury Bond ETF
-2.66%-1.22%1.48%0.94%-0.45%1.03%
RYLD
Global X Russell 2000 Covered Call ETF
-1.45%-0.23%-0.47%-4.17%N/AN/A
SVXY
ProShares Short VIX Short-Term Futures ETF
2.30%-2.50%26.85%68.68%15.42%-1.66%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20240.40%
20231.54%-0.47%-2.92%-2.18%6.53%3.14%

Sharpe Ratio

The current DaoFund1 Sharpe ratio is 1.39. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.39

The Sharpe ratio of DaoFund1 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 Ratio0.501.001.502.00SeptemberOctoberNovemberDecember2024February
1.39
1.79
DaoFund1
Benchmark (^GSPC)
Portfolio components

Dividend yield

DaoFund1 granted a 5.28% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
DaoFund15.28%5.34%6.82%4.81%3.76%2.05%0.99%0.78%0.66%0.45%0.74%0.58%
JEPI
JPMorgan Equity Premium Income ETF
7.92%8.40%11.68%6.59%5.79%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
TIP
iShares TIPS Bond ETF
2.77%2.73%6.96%4.28%1.17%1.75%2.71%2.07%1.48%0.34%1.67%1.15%
IEF
iShares 7-10 Year Treasury Bond ETF
3.03%2.91%1.96%0.83%1.08%2.08%2.24%1.82%1.81%1.90%2.05%1.77%
RYLD
Global X Russell 2000 Covered Call ETF
12.70%12.64%13.50%12.35%10.76%6.43%0.00%0.00%0.00%0.00%0.00%0.00%
SVXY
ProShares Short VIX Short-Term Futures ETF
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 DaoFund1 has a high expense ratio of 0.53%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


1.38%
0.00%2.15%
0.60%
0.00%2.15%
0.35%
0.00%2.15%
0.19%
0.00%2.15%
0.15%
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
^GSPC
S&P 500
1.79
DaoFund1
1.39
JEPI
JPMorgan Equity Premium Income ETF
1.44
TIP
iShares TIPS Bond ETF
0.22
IEF
iShares 7-10 Year Treasury Bond ETF
0.00
RYLD
Global X Russell 2000 Covered Call ETF
-0.49
SVXY
ProShares Short VIX Short-Term Futures ETF
2.31

Asset Correlations Table

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

IEFTIPSVXYRYLDJEPI
IEF1.000.75-0.02-0.010.07
TIP0.751.000.090.120.19
SVXY-0.020.091.000.690.61
RYLD-0.010.120.691.000.65
JEPI0.070.190.610.651.00

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-0.99%
-0.95%
DaoFund1
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DaoFund1. 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 DaoFund1 was 16.44%, occurring on Sep 27, 2022. Recovery took 197 trading sessions.

The current DaoFund1 drawdown is 0.99%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-16.44%Nov 16, 2021217Sep 27, 2022197Jul 12, 2023414
-7.41%Sep 15, 202331Oct 27, 202320Nov 27, 202351
-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

Volatility Chart

The current DaoFund1 volatility is 2.12%, 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%SeptemberOctoberNovemberDecember2024February
2.12%
3.37%
DaoFund1
Benchmark (^GSPC)
Portfolio components
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