DaoFund1
DaoFund for 2022/Nov-2023/Nov
Asset Allocation
Performance
Performance Chart
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
The earliest data available for this chart is May 21, 2020, corresponding to the inception date of JEPI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 5.05% | -4.27% | 18.82% | 21.22% | 11.38% | 10.42% |
| DaoFund1 | 0.46% | -2.59% | 10.44% | 11.36% | N/A | N/A |
| Portfolio components: | ||||||
JEPI JPMorgan Equity Premium Income ETF | 3.43% | -2.09% | 9.94% | 9.56% | N/A | N/A |
TIP iShares TIPS Bond ETF | -1.52% | -1.39% | 3.53% | -1.34% | 1.95% | 1.77% |
IEF iShares 7-10 Year Treasury Bond ETF | -4.04% | -2.62% | 3.58% | -4.42% | -1.04% | 0.83% |
RYLD Global X Russell 2000 Covered Call ETF | 0.80% | -2.30% | 6.93% | 1.52% | 2.94% | N/A |
SVXY ProShares Short VIX Short-Term Futures ETF | 3.40% | -4.66% | 28.85% | 56.36% | 13.95% | -1.45% |
Monthly Returns Heatmap
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 0.38% | 1.36% | 1.86% | |||||||||
| 2023 | -2.92% | -2.18% | 6.53% | 3.14% |
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.
Risk-Adjusted Performance
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 | 1.34 | 1.91 | 1.24 | 1.48 | 5.97 |
TIP iShares TIPS Bond ETF | -0.15 | -0.18 | 0.98 | -0.06 | -0.34 |
IEF iShares 7-10 Year Treasury Bond ETF | -0.50 | -0.66 | 0.93 | -0.18 | -0.85 |
RYLD Global X Russell 2000 Covered Call ETF | 0.14 | 0.26 | 1.03 | 0.07 | 0.36 |
SVXY ProShares Short VIX Short-Term Futures ETF | 2.27 | 2.68 | 1.37 | 3.59 | 12.77 |
Dividends
Dividend yield
DaoFund1 granted a 5.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| DaoFund1 | 5.21% | 5.34% | 6.82% | 4.81% | 3.76% | 2.05% | 0.99% | 0.78% | 0.66% | 0.45% | 0.74% | 0.58% |
| Portfolio components: | ||||||||||||
JEPI JPMorgan Equity Premium Income ETF | 7.63% | 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 | 2.72% | 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 | 3.23% | 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 | 12.49% | 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% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
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 3.20%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -16.44% | Nov 16, 2021 | 217 | Sep 27, 2022 | 197 | Jul 12, 2023 | 414 |
| -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 |
| -4.42% | Jun 8, 2020 | 4 | Jun 11, 2020 | 25 | Jul 17, 2020 | 29 |
| -4.29% | Oct 13, 2020 | 12 | Oct 28, 2020 | 6 | Nov 5, 2020 | 18 |
Volatility
Volatility Chart
The current DaoFund1 volatility is 2.32%, 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
| IEF | TIP | SVXY | RYLD | JEPI | |
|---|---|---|---|---|---|
| IEF | 1.00 | 0.76 | -0.02 | -0.00 | 0.07 |
| TIP | 0.76 | 1.00 | 0.09 | 0.12 | 0.19 |
| SVXY | -0.02 | 0.09 | 1.00 | 0.68 | 0.61 |
| RYLD | -0.00 | 0.12 | 0.68 | 1.00 | 0.65 |
| JEPI | 0.07 | 0.19 | 0.61 | 0.65 | 1.00 |