Dan
Asset Allocation
Position | Category/Sector | Weight |
---|---|---|
TLT iShares 20+ Year Treasury Bond ETF | Government Bonds | 25% |
SNAP Snap Inc. | Communication Services | 25% |
LYFT Lyft, Inc. | Technology | 25% |
QQQ Invesco QQQ | Large Cap Blend Equities | 25% |
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
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 month | Year-To-Date | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
---|---|---|---|---|---|---|
Benchmark | 0.86% | 9.53% | 6.26% | 1.14% | 10.21% | 10.21% |
Dan | 1.58% | 7.66% | 3.90% | -20.60% | -2.19% | -2.19% |
Portfolio components: | ||||||
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% |
Returns over 1 year are annualized |
Asset Correlations Table
TLT | LYFT | SNAP | QQQ | |
---|---|---|---|---|
TLT | 1.00 | -0.10 | -0.06 | -0.10 |
LYFT | -0.10 | 1.00 | 0.43 | 0.44 |
SNAP | -0.06 | 0.43 | 1.00 | 0.57 |
QQQ | -0.10 | 0.44 | 0.57 | 1.00 |
Dividend yield
Dan granted a 1.10% dividend yield in the last twelve months.
TTM | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Dan | 1.10% | 0.87% | 0.49% | 0.53% | 0.79% | 0.95% | 0.90% | 1.02% | 1.03% | 1.18% | 1.29% | 1.20% |
Portfolio components: | ||||||||||||
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer 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.
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, 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 |
-13.11% | Apr 8, 2019 | 25 | May 13, 2019 | 17 | Jun 6, 2019 | 42 |
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.