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Dan

Last updated May 31, 2023

Asset Allocation


TLT 25%SNAP 25%LYFT 25%QQQ 25%BondBondEquityEquity

Performance

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


-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%2023FebruaryMarchAprilMay
-1.89%
3.17%
Dan
Benchmark (^GSPC)
Portfolio components

Returns

As of May 31, 2023, the Dan returned 7.66% Year-To-Date and -2.19% of annualized return in the last 10 years.


1 monthYear-To-Date6 months1 year5 years (annualized)10 years (annualized)
Benchmark0.86%9.53%6.26%1.14%10.21%10.21%
Dan1.58%7.66%3.90%-20.60%-2.19%-2.19%
TLT
iShares 20+ Year Treasury Bond ETF
-3.85%3.59%1.62%-11.88%-2.80%-2.80%
SNAP
Snap Inc.
17.34%14.19%4.07%-34.40%-1.16%-1.16%
LYFT
Lyft, Inc.
-12.88%-18.97%-17.01%-49.75%-39.29%-39.29%
QQQ
Invesco QQQ
8.50%31.64%25.23%14.09%18.22%18.22%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

TLTLYFTSNAPQQQ
TLT1.00-0.10-0.06-0.10
LYFT-0.101.000.430.44
SNAP-0.060.431.000.57
QQQ-0.100.440.571.00

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 Dan Sharpe ratio is -0.47. 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.


-1.00-0.500.002023FebruaryMarchAprilMay
-0.47
0.17
Dan
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dan granted a 1.10% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
Dan1.10%0.87%0.49%0.53%0.79%0.95%0.90%1.02%1.03%1.18%1.29%1.20%
TLT
iShares 20+ Year Treasury Bond ETF
3.64%2.70%1.55%1.57%2.42%2.87%2.73%2.99%3.07%3.22%4.04%3.43%
SNAP
Snap Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LYFT
Lyft, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
QQQ
Invesco QQQ
0.74%0.80%0.43%0.56%0.76%0.94%0.87%1.11%1.05%1.51%1.10%1.38%

Expense Ratio

The Dan has an expense ratio of 0.09% which is considered to be low. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.20%
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
TLT
iShares 20+ Year Treasury Bond ETF
-0.58
SNAP
Snap Inc.
-0.36
LYFT
Lyft, Inc.
-0.59
QQQ
Invesco QQQ
0.65

Drawdowns Chart

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


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%2023FebruaryMarchAprilMay
-61.51%
-12.32%
Dan
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the Dan. 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 Dan is 65.54%, recorded on Dec 28, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-65.54%Sep 27, 2021317Dec 28, 2022
-38.04%Feb 12, 202025Mar 18, 202055Jun 5, 202080
-15.11%Jul 29, 201953Oct 10, 201968Jan 17, 2020121
-14.8%Apr 16, 202120May 13, 202128Jun 23, 202148
-13.11%Apr 8, 201925May 13, 201917Jun 6, 201942

Volatility Chart

The current Dan volatility is 7.40%, 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.


5.00%10.00%15.00%2023FebruaryMarchAprilMay
7.40%
3.82%
Dan
Benchmark (^GSPC)
Portfolio components