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Dan
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


TLT 25%SNAP 25%LYFT 25%QQQ 25%BondBondEquityEquity
PositionCategory/SectorWeight
LYFT
Lyft, Inc.
Technology

25%

QQQ
Invesco QQQ
Large Cap Blend Equities

25%

SNAP
Snap Inc.
Communication Services

25%

TLT
iShares 20+ Year Treasury Bond ETF
Government Bonds

25%

S&P 500

Performance

Performance Chart

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


-10.00%-5.00%0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
4.36%
15.13%
Dan
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Mar 29, 2019, corresponding to the inception date of LYFT

Returns By Period


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500
13.92%3.57%15.13%24.27%13.51%10.88%
Dan4.44%-1.18%4.36%37.97%4.57%N/A
TLT
iShares 20+ Year Treasury Bond ETF
-3.46%3.68%-3.62%-4.41%-4.31%0.65%
SNAP
Snap Inc.
-7.80%-0.06%-7.85%52.29%2.26%N/A
LYFT
Lyft, Inc.
-3.40%-15.02%-4.92%39.36%-25.02%N/A
QQQ
Invesco QQQ
16.56%6.90%18.63%31.16%22.01%18.85%

Monthly Returns

The table below presents the monthly returns of Dan, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-5.73%-0.96%7.44%0.33%2.07%4.44%
202323.89%-15.90%4.90%-2.77%1.29%7.09%7.21%-5.29%-9.10%-1.91%22.43%16.98%49.47%
2022-13.26%3.13%-3.03%-14.73%-23.97%-9.82%-1.11%0.77%-9.88%2.51%-2.28%-6.85%-57.50%
2021-1.71%10.81%-3.50%3.88%0.37%6.76%1.81%-1.56%-0.64%-8.40%-3.20%0.49%3.81%
20208.44%-10.86%-10.27%21.72%2.30%10.45%-1.03%2.21%0.71%6.79%20.61%12.89%76.71%
2019-4.76%0.54%10.76%3.09%-3.83%-3.79%0.03%5.84%-1.54%5.45%

Expense Ratio

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.


Expense ratio chart for TLT: current value at 0.15% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.15%
Expense ratio chart for QQQ: current value at 0.20% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.20%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dan is 22, indicating that it is in the bottom 22% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of Dan is 2222
Dan
The Sharpe Ratio Rank of Dan is 2323Sharpe Ratio Rank
The Sortino Ratio Rank of Dan is 2323Sortino Ratio Rank
The Omega Ratio Rank of Dan is 2525Omega Ratio Rank
The Calmar Ratio Rank of Dan is 1414Calmar Ratio Rank
The Martin Ratio Rank of Dan is 2727Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Dan
Sharpe ratio
The chart of Sharpe ratio for Dan, currently valued at 1.23, compared to the broader market0.002.004.006.001.23
Sortino ratio
The chart of Sortino ratio for Dan, currently valued at 1.84, compared to the broader market-2.000.002.004.006.001.84
Omega ratio
The chart of Omega ratio for Dan, currently valued at 1.23, compared to the broader market0.801.001.201.401.601.801.23
Calmar ratio
The chart of Calmar ratio for Dan, currently valued at 0.59, compared to the broader market0.002.004.006.008.0010.000.59
Martin ratio
The chart of Martin ratio for Dan, currently valued at 4.26, compared to the broader market0.0010.0020.0030.0040.0050.004.26
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.15, compared to the broader market0.002.004.006.002.15
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.06, compared to the broader market-2.000.002.004.006.003.06
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.801.001.201.401.601.801.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.72, compared to the broader market0.002.004.006.008.0010.001.72
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.07, compared to the broader market0.0010.0020.0030.0040.0050.008.07

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
TLT
iShares 20+ Year Treasury Bond ETF
-0.22-0.190.98-0.08-0.40
SNAP
Snap Inc.
0.801.381.230.572.16
LYFT
Lyft, Inc.
0.511.371.150.402.39
QQQ
Invesco QQQ
2.042.811.352.329.65

Sharpe Ratio

The current Dan Sharpe ratio is 1.23. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Compared to the broad market, where average Sharpe ratios range from 1.41 to 2.33, this portfolio's current Sharpe ratio places it in the bottom 25%. This suggests that it may not be performing as well in terms of risk-adjusted returns compared to many other portfolios. The lower performance could be due to either lower returns, higher volatility, or a combination of both. This might indicate that the portfolio requires some fine-tuning. You can use the Portfolio Optimization tool to find an allocation that maximizes the Sharpe ratio.

Use the chart below to compare the Sharpe ratio of Dan with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.002024FebruaryMarchAprilMayJune
1.23
2.15
Dan
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dan granted a 1.08% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dan1.08%1.00%0.87%0.48%0.51%0.75%0.89%0.82%0.92%0.90%1.02%1.07%
TLT
iShares 20+ Year Treasury Bond ETF
3.77%3.38%2.67%1.50%1.50%2.27%2.63%2.43%2.60%2.61%2.67%3.26%
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
0.55%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

Drawdowns

Drawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%2024FebruaryMarchAprilMayJune
-44.18%
0
Dan
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dan. 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 Dan was 65.54%, occurring on Dec 28, 2022. The portfolio has not yet recovered.

The current Dan drawdown is 44.18%.


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
-12.66%Apr 8, 201925May 13, 201917Jun 6, 201942

Volatility

Volatility Chart

The current Dan volatility is 5.77%, 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.


0.00%5.00%10.00%15.00%2024FebruaryMarchAprilMayJune
5.77%
2.49%
Dan
Benchmark (^GSPC)
Portfolio components

Diversification

Asset Correlations Table

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

TLTLYFTSNAPQQQ
TLT1.00-0.05-0.00-0.04
LYFT-0.051.000.420.45
SNAP-0.000.421.000.54
QQQ-0.040.450.541.00
The correlation results are calculated based on daily price changes starting from Apr 1, 2019