Dan
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
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% |
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
The earliest data available for this chart is Mar 29, 2019, corresponding to the inception date of LYFT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| Dan | -2.95% | -8.54% | 2.51% | 22.86% | 0.99% | N/A |
| Portfolio components: | ||||||
TLT iShares 20+ Year Treasury Bond ETF | -4.82% | -0.63% | 0.36% | -3.43% | -4.63% | 0.21% |
SNAP Snap Inc. | -20.56% | -19.80% | -17.23% | 30.20% | -5.56% | N/A |
LYFT Lyft, Inc. | -18.55% | -8.40% | -3.10% | 2.18% | -28.60% | N/A |
QQQ Invesco QQQ | 12.23% | -4.60% | 8.45% | 22.52% | 19.44% | 17.83% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | -5.73% | -0.96% | 7.44% | 0.33% | 2.04% | 3.96% | -2.95% | ||||||
| 2023 | 23.89% | -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% |
| 2020 | 8.44% | -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 low compared to other funds. 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 Rank
The current rank of Dan is 11, indicating that it is in the bottom 11% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.
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 | |
|---|---|---|---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | -0.31 | -0.32 | 0.96 | -0.11 | -0.63 |
SNAP Snap Inc. | 0.12 | 0.62 | 1.10 | 0.08 | 0.38 |
LYFT Lyft, Inc. | 0.08 | 0.72 | 1.08 | 0.06 | 0.30 |
QQQ Invesco QQQ | 1.35 | 1.87 | 1.24 | 1.58 | 6.75 |
Dividends
Dividend yield
Dan granted a 1.12% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dan | 1.12% | 1.00% | 0.87% | 0.48% | 0.51% | 0.75% | 0.89% | 0.82% | 0.92% | 0.90% | 1.02% | 1.07% |
| Portfolio components: | ||||||||||||
TLT iShares 20+ Year Treasury Bond ETF | 3.85% | 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 | 0.63% | 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.
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 47.81%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -65.54% | Sep 27, 2021 | 317 | Dec 28, 2022 | — | — | — |
| -38.04% | Feb 12, 2020 | 25 | Mar 18, 2020 | 55 | Jun 5, 2020 | 80 |
| -15.11% | Jul 29, 2019 | 53 | Oct 10, 2019 | 68 | Jan 17, 2020 | 121 |
| -14.8% | Apr 16, 2021 | 20 | May 13, 2021 | 28 | Jun 23, 2021 | 48 |
| -12.66% | Apr 8, 2019 | 25 | May 13, 2019 | 17 | Jun 6, 2019 | 42 |
Volatility
Volatility Chart
The current Dan volatility is 5.97%, 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
| TLT | LYFT | SNAP | QQQ | |
|---|---|---|---|---|
| TLT | 1.00 | -0.05 | -0.00 | -0.04 |
| LYFT | -0.05 | 1.00 | 0.41 | 0.44 |
| SNAP | -0.00 | 0.41 | 1.00 | 0.54 |
| QQQ | -0.04 | 0.44 | 0.54 | 1.00 |