DaoFund1
DaoFund for 2022/Nov-2023/Nov
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | Government Bonds | 20% |
JEPI JPMorgan Equity Premium Income ETF | Actively Managed, Dividend, Derivative Income | 20% |
RYLD Global X Russell 2000 Covered Call ETF | Hedge Fund | 20% |
SVXY ProShares Short VIX Short-Term Futures ETF | Leveraged, Volatility | 20% |
TIP iShares TIPS Bond ETF | Inflation-Protected Bonds | 20% |
Performance
Performance Chart
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The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -3.77% | 7.44% | -5.60% | 8.37% | 14.12% | 10.46% |
| DaoFund1 | -4.86% | 4.89% | -6.79% | -3.81% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | -0.61% | 5.02% | -3.46% | 5.33% | N/A | N/A |
TIP iShares TIPS Bond ETF | 3.53% | 1.56% | 1.94% | 5.91% | 1.49% | 2.41% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.34% | 0.66% | 2.07% | 5.84% | -2.77% | 0.95% |
RYLD Global X Russell 2000 Covered Call ETF | -6.83% | 5.96% | -7.48% | -0.19% | 7.83% | N/A |
SVXY ProShares Short VIX Short-Term Futures ETF | -22.55% | 13.43% | -25.43% | -33.44% | 17.07% | -7.23% |
Monthly Returns
The table below presents the monthly returns of DaoFund1, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.59% | 0.49% | -3.01% | -4.42% | 0.52% | -4.86% | |||||||
| 2024 | 0.38% | 1.36% | 1.85% | -2.58% | 3.02% | 1.03% | 1.07% | -0.60% | 0.03% | -2.88% | 5.21% | -2.97% | 4.72% |
| 2023 | 4.56% | -1.66% | 0.44% | 2.58% | 0.05% | 4.57% | 1.54% | -0.47% | -2.92% | -2.18% | 6.53% | 3.14% | 16.87% |
| 2022 | -4.40% | -1.24% | 1.28% | -5.74% | 0.27% | -2.78% | 5.52% | -3.15% | -6.56% | 4.72% | 4.05% | -1.02% | -9.51% |
| 2021 | -3.00% | 2.57% | 4.98% | 2.84% | 1.88% | 2.74% | 0.64% | 2.05% | -2.65% | 4.16% | -3.30% | 4.36% | 18.18% |
| 2020 | 1.38% | -1.35% | 4.38% | 1.55% | 0.47% | -1.66% | 8.26% | 1.14% | 14.68% |
Expense Ratio
DaoFund1 has an expense ratio of 0.53%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of DaoFund1 is 2, meaning it’s performing worse than 98% of other portfolios on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
JEPI JPMorgan Equity Premium Income ETF | 0.40 | 0.72 | 1.12 | 0.47 | 2.02 |
TIP iShares TIPS Bond ETF | 1.24 | 1.78 | 1.23 | 0.59 | 3.82 |
IEF iShares 7-10 Year Treasury Bond ETF | 0.84 | 1.25 | 1.14 | 0.28 | 1.76 |
RYLD Global X Russell 2000 Covered Call ETF | -0.01 | 0.11 | 1.02 | -0.01 | -0.03 |
SVXY ProShares Short VIX Short-Term Futures ETF | -0.68 | -0.67 | 0.89 | -0.70 | -1.43 |
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Dividends
Dividend yield
DaoFund1 provided a 5.59% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 5.59% | 5.10% | 5.34% | 6.82% | 4.81% | 3.76% | 2.05% | 0.99% | 0.78% | 0.66% | 0.45% | 0.74% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 8.07% | 7.33% | 8.40% | 11.67% | 6.59% | 5.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TIP iShares TIPS Bond ETF | 2.91% | 2.52% | 2.73% | 6.96% | 4.28% | 1.17% | 1.75% | 2.71% | 2.07% | 1.48% | 0.34% | 1.67% |
IEF iShares 7-10 Year Treasury Bond ETF | 3.71% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% | 2.05% |
RYLD Global X Russell 2000 Covered Call ETF | 13.23% | 12.03% | 12.64% | 13.49% | 12.35% | 10.76% | 6.43% | 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% |
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.
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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 7.99%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.44% | Nov 16, 2021 | 217 | Sep 27, 2022 | 197 | Jul 12, 2023 | 414 |
| -13.44% | Dec 9, 2024 | 82 | Apr 8, 2025 | — | — | — |
| -8.48% | Jul 15, 2024 | 16 | Aug 5, 2024 | 79 | Nov 25, 2024 | 95 |
| -7.41% | Sep 15, 2023 | 31 | Oct 27, 2023 | 20 | Nov 27, 2023 | 51 |
| -4.51% | May 10, 2021 | 3 | May 12, 2021 | 11 | May 27, 2021 | 14 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 5 assets, with an effective number of assets of 5.00, reflecting the diversification based on asset allocation. This number of effective assets indicates a moderate level of diversification, where some assets may have a more significant influence on overall performance.
Asset Correlations Table
| ^GSPC | IEF | TIP | SVXY | RYLD | JEPI | Portfolio | |
|---|---|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.04 | 0.17 | 0.73 | 0.76 | 0.81 | 0.83 |
| IEF | 0.04 | 1.00 | 0.78 | -0.02 | 0.01 | 0.09 | 0.23 |
| TIP | 0.17 | 0.78 | 1.00 | 0.09 | 0.12 | 0.20 | 0.34 |
| SVXY | 0.73 | -0.02 | 0.09 | 1.00 | 0.69 | 0.63 | 0.90 |
| RYLD | 0.76 | 0.01 | 0.12 | 0.69 | 1.00 | 0.66 | 0.81 |
| JEPI | 0.81 | 0.09 | 0.20 | 0.63 | 0.66 | 1.00 | 0.78 |
| Portfolio | 0.83 | 0.23 | 0.34 | 0.90 | 0.81 | 0.78 | 1.00 |