Dynamic Dozen
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dynamic Dozen, 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 Sep 9, 2010, corresponding to the inception date of VOO
Returns By Period
As of Sep 21, 2024, the Dynamic Dozen returned 34.56% Year-To-Date and 25.08% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 19.55% | 1.45% | 8.95% | 31.70% | 13.79% | 11.17% |
| Dynamic Dozen | 34.56% | 4.08% | 14.58% | 50.73% | 27.21% | 25.03% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 20.75% | 2.49% | 9.72% | 33.92% | 15.63% | 13.11% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 22.86% | 2.02% | 10.11% | 40.33% | 18.63% | 15.35% |
VWELX Vanguard Wellington Fund Investor Shares | 12.70% | 1.19% | 7.13% | 22.42% | 8.82% | 8.46% |
GLD SPDR Gold Trust | 26.70% | 5.60% | 20.89% | 35.60% | 11.03% | 7.56% |
AAPL Apple Inc | 18.98% | 1.63% | 32.79% | 31.22% | 34.05% | 26.09% |
AMZN Amazon.com, Inc. | 26.10% | 8.78% | 7.12% | 48.39% | 16.55% | 27.93% |
CAT Caterpillar Inc. | 26.29% | 7.73% | 3.79% | 37.45% | 26.41% | 16.97% |
NEE NextEra Energy, Inc. | 39.29% | 5.54% | 35.70% | 25.98% | 10.57% | 16.38% |
NVDA NVIDIA Corporation | 134.29% | -6.25% | 23.05% | 178.86% | 93.14% | 74.37% |
V Visa Inc. | 10.01% | 6.28% | 0.92% | 22.09% | 11.04% | 19.06% |
MSFT Microsoft Corporation | 16.38% | 4.75% | 1.89% | 38.34% | 26.85% | 26.95% |
AXP American Express Company | 44.92% | 8.57% | 19.77% | 78.09% | 19.58% | 13.45% |
Monthly Returns
The table below presents the monthly returns of Dynamic Dozen, 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 | 3.82% | 7.54% | 4.96% | -2.51% | 7.85% | 2.80% | 1.53% | 2.14% | 34.56% | ||||
| 2023 | 10.59% | -0.46% | 7.29% | 1.14% | 4.60% | 7.60% | 2.39% | -0.50% | -6.86% | -0.85% | 10.05% | 4.72% | 45.78% |
| 2022 | -5.18% | -1.30% | 5.13% | -11.96% | -0.69% | -9.27% | 12.43% | -5.32% | -10.70% | 7.66% | 6.97% | -6.06% | -19.74% |
| 2021 | -1.08% | 2.70% | 2.22% | 6.83% | 0.09% | 4.84% | 2.24% | 3.36% | -5.21% | 7.47% | 2.11% | 2.67% | 31.38% |
| 2020 | 3.52% | -5.49% | -7.00% | 10.68% | 6.49% | 5.01% | 7.71% | 10.27% | -3.64% | -3.08% | 9.47% | 3.95% | 42.16% |
| 2019 | 6.37% | 4.10% | 4.89% | 4.69% | -7.10% | 8.86% | 1.54% | -0.67% | 1.49% | 4.94% | 3.63% | 4.22% | 42.63% |
| 2018 | 8.20% | -1.04% | -2.54% | 1.58% | 4.59% | -0.99% | 3.33% | 6.69% | 1.08% | -9.06% | 0.42% | -8.53% | 2.18% |
| 2017 | 4.23% | 3.59% | 1.30% | 2.45% | 6.25% | -0.16% | 4.36% | 3.05% | 0.87% | 7.52% | 2.28% | 1.19% | 43.49% |
| 2016 | -6.14% | 1.03% | 8.20% | 0.04% | 4.92% | -0.29% | 7.03% | 1.11% | 3.56% | -0.06% | 3.01% | 3.47% | 28.19% |
| 2015 | -1.98% | 5.28% | -2.87% | 4.28% | 1.18% | -2.89% | 3.52% | -2.82% | -1.53% | 10.40% | 1.68% | -1.18% | 12.84% |
| 2014 | -2.27% | 5.13% | -0.08% | 0.54% | 2.41% | 2.51% | -2.74% | 5.43% | -2.93% | 3.61% | 4.74% | -2.53% | 14.08% |
| 2013 | 2.33% | 0.34% | 2.94% | 2.13% | 2.93% | -1.48% | 3.42% | -0.34% | 3.11% | 5.22% | 3.78% | 2.78% | 30.57% |
Expense Ratio
Dynamic Dozen has an expense ratio of 0.04%, 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 risk-adjusted rank of Dynamic Dozen is 93, placing it in the top 7% 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 | |
|---|---|---|---|---|---|
VOO Vanguard S&P 500 ETF | 2.47 | 3.31 | 1.45 | 2.70 | 15.54 |
VIGAX Vanguard Growth Index Fund Admiral Shares | 2.15 | 2.81 | 1.38 | 2.00 | 10.99 |
VWELX Vanguard Wellington Fund Investor Shares | 2.36 | 3.26 | 1.43 | 1.63 | 15.80 |
GLD SPDR Gold Trust | 2.41 | 3.34 | 1.42 | 2.71 | 14.79 |
AAPL Apple Inc | 1.38 | 2.05 | 1.26 | 1.85 | 4.36 |
AMZN Amazon.com, Inc. | 1.46 | 2.02 | 1.26 | 1.16 | 7.43 |
CAT Caterpillar Inc. | 1.32 | 1.80 | 1.24 | 1.63 | 4.38 |
NEE NextEra Energy, Inc. | 0.87 | 1.27 | 1.18 | 0.59 | 2.40 |
NVDA NVIDIA Corporation | 3.37 | 3.57 | 1.46 | 6.46 | 20.29 |
V Visa Inc. | 1.24 | 1.68 | 1.22 | 1.50 | 3.93 |
MSFT Microsoft Corporation | 1.86 | 2.42 | 1.31 | 2.37 | 7.24 |
AXP American Express Company | 3.15 | 3.84 | 1.55 | 2.72 | 23.52 |
Dividends
Dividend yield
Dynamic Dozen granted a 1.00% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dynamic Dozen | 1.00% | 1.20% | 1.34% | 1.18% | 1.28% | 1.30% | 1.79% | 1.49% | 1.73% | 2.00% | 1.77% | 1.79% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.26% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
VIGAX Vanguard Growth Index Fund Admiral Shares | 0.39% | 0.57% | 0.69% | 0.47% | 0.66% | 0.94% | 1.31% | 1.14% | 1.39% | 1.31% | 1.21% | 1.19% |
VWELX Vanguard Wellington Fund Investor Shares | 4.99% | 6.01% | 8.19% | 8.64% | 7.77% | 4.67% | 9.49% | 6.47% | 4.44% | 7.03% | 6.39% | 6.55% |
GLD SPDR Gold Trust | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AAPL Apple Inc | 0.43% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
AMZN Amazon.com, 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% |
CAT Caterpillar Inc. | 1.44% | 1.69% | 1.93% | 2.07% | 2.26% | 2.56% | 2.58% | 1.97% | 3.32% | 4.33% | 2.84% | 1.89% |
NEE NextEra Energy, Inc. | 2.43% | 3.08% | 2.03% | 1.65% | 1.81% | 2.06% | 2.55% | 2.52% | 2.91% | 2.96% | 2.73% | 3.08% |
NVDA NVIDIA Corporation | 0.02% | 0.03% | 0.11% | 0.05% | 0.12% | 0.27% | 0.46% | 0.30% | 0.46% | 1.19% | 1.68% | 1.95% |
V Visa Inc. | 0.73% | 0.72% | 0.76% | 0.62% | 0.56% | 0.56% | 0.67% | 0.61% | 0.75% | 0.64% | 0.64% | 0.62% |
MSFT Microsoft Corporation | 0.69% | 0.74% | 1.06% | 0.68% | 0.94% | 1.20% | 1.69% | 1.86% | 2.37% | 2.33% | 2.48% | 2.59% |
AXP American Express Company | 0.97% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% | 1.05% | 0.95% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.
Worst Drawdowns
The table below displays the maximum drawdowns of the Dynamic Dozen. 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 Dynamic Dozen was 30.28%, occurring on Mar 23, 2020. Recovery took 53 trading sessions.
The current Dynamic Dozen drawdown is 0.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -30.28% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -27.46% | Dec 28, 2021 | 202 | Oct 14, 2022 | 155 | May 30, 2023 | 357 |
| -22.31% | Oct 4, 2018 | 56 | Dec 24, 2018 | 81 | Apr 23, 2019 | 137 |
| -13.41% | Jul 25, 2011 | 11 | Aug 8, 2011 | 57 | Oct 27, 2011 | 68 |
| -13.05% | Dec 2, 2015 | 49 | Feb 11, 2016 | 32 | Mar 30, 2016 | 81 |
Volatility
Volatility Chart
The current Dynamic Dozen volatility is 5.03%, 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
| GLD | NEE | CAT | NVDA | AAPL | AXP | AMZN | V | MSFT | VWELX | VIGAX | VOO | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| GLD | 1.00 | 0.12 | 0.07 | 0.02 | 0.03 | 0.01 | 0.01 | -0.00 | 0.02 | 0.09 | 0.04 | 0.04 |
| NEE | 0.12 | 1.00 | 0.19 | 0.17 | 0.22 | 0.26 | 0.22 | 0.29 | 0.31 | 0.45 | 0.36 | 0.41 |
| CAT | 0.07 | 0.19 | 1.00 | 0.36 | 0.36 | 0.54 | 0.33 | 0.42 | 0.38 | 0.62 | 0.55 | 0.64 |
| NVDA | 0.02 | 0.17 | 0.36 | 1.00 | 0.48 | 0.37 | 0.50 | 0.43 | 0.55 | 0.54 | 0.67 | 0.60 |
| AAPL | 0.03 | 0.22 | 0.36 | 0.48 | 1.00 | 0.37 | 0.50 | 0.44 | 0.55 | 0.56 | 0.69 | 0.63 |
| AXP | 0.01 | 0.26 | 0.54 | 0.37 | 0.37 | 1.00 | 0.38 | 0.56 | 0.43 | 0.66 | 0.60 | 0.68 |
| AMZN | 0.01 | 0.22 | 0.33 | 0.50 | 0.50 | 0.38 | 1.00 | 0.48 | 0.57 | 0.56 | 0.71 | 0.62 |
| V | -0.00 | 0.29 | 0.42 | 0.43 | 0.44 | 0.56 | 0.48 | 1.00 | 0.53 | 0.64 | 0.67 | 0.68 |
| MSFT | 0.02 | 0.31 | 0.38 | 0.55 | 0.55 | 0.43 | 0.57 | 0.53 | 1.00 | 0.69 | 0.76 | 0.72 |
| VWELX | 0.09 | 0.45 | 0.62 | 0.54 | 0.56 | 0.66 | 0.56 | 0.64 | 0.69 | 1.00 | 0.88 | 0.95 |
| VIGAX | 0.04 | 0.36 | 0.55 | 0.67 | 0.69 | 0.60 | 0.71 | 0.67 | 0.76 | 0.88 | 1.00 | 0.94 |
| VOO | 0.04 | 0.41 | 0.64 | 0.60 | 0.63 | 0.68 | 0.62 | 0.68 | 0.72 | 0.95 | 0.94 | 1.00 |