Asset Allocation
Find the right asset allocation for DAF for SinnerForgiven
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in DAF for SinnerForgiven, 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 Every 3 months.
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Returns By Period
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.30% | 0.09% | 8.18% | 8.17% | 23.42% | 19.88% | 11.91% | 13.45% |
Portfolio DAF for SinnerForgiven | 0.00% | -0.04% | 1.19% | 1.50% | 4.58% | 5.37% | 3.09% | — |
| Portfolio components: | ||||||||
BND Vanguard Total Bond Market ETF | -0.03% | -0.67% | -0.07% | 0.23% | 4.87% | 3.89% | -0.05% | 1.53% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | -3.30% | 1.03% | 11.27% | 9.73% | 24.36% | 18.45% | 6.09% | 11.71% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | -3.38% | -3.58% | 8.65% | 9.81% | 24.46% | 16.55% | 4.51% | 8.34% |
VESIX Vanguard European Stock Index Fund Institutional Shares | -2.04% | -1.00% | 4.82% | 8.07% | 15.81% | 16.13% | 8.06% | 9.03% |
VEXRX Vanguard Explorer Fund Admiral Shares | -3.04% | -0.37% | 12.04% | 10.30% | 23.66% | 15.93% | 6.50% | 12.88% |
VFISX Vanguard Short-Term Treasury Fund Investor Shares | -0.20% | -0.29% | 0.19% | 0.60% | 3.48% | 3.94% | 1.36% | 1.58% |
VFSIX Vanguard Short-Term Investment-Grade Fund Institutional Shares | -0.29% | -0.27% | 0.44% | 0.92% | 4.72% | 5.45% | 2.28% | 2.59% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | -2.63% | -0.08% | 8.42% | 8.48% | 24.54% | 21.94% | 13.54% | 15.32% |
VIVIX Vanguard Value Index Fund Institutional Shares | -1.36% | 2.33% | 11.58% | 13.11% | 25.11% | 18.01% | 11.10% | 12.30% |
VPKIX Vanguard Pacific Stock Index Fund Institutional Shares | -5.92% | -2.71% | 21.28% | 23.44% | 42.71% | 19.93% | 8.79% | 9.87% |
Monthly Returns
Based on dividend-adjusted daily data since Sep 24, 2019, DAF for SinnerForgiven's average daily return is +0.01%, while the average monthly return is +0.26%. At this rate, an investment would double in approximately 22.2 years.
Historically, 72% of months were positive and 28% were negative. The best month was Apr 2020 with a return of +1.3%, while the worst month was Mar 2020 at -1.8%. The longest winning streak lasted 16 consecutive months, and the longest losing streak was 4 months.
On a daily basis, DAF for SinnerForgiven closed higher 55% of trading days. The best single day was Nov 10, 2022 with a return of +0.5%, while the worst single day was Mar 17, 2020 at -0.6%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 0.43% | 0.44% | -0.26% | 0.55% | 0.25% | -0.23% | 1.19% | ||||||
| 2025 | 0.60% | 0.85% | 0.56% | 0.61% | 0.05% | 0.67% | 0.25% | 0.94% | 0.32% | 0.26% | 0.39% | 0.27% | 5.93% |
| 2024 | 0.46% | -0.13% | 0.57% | -0.11% | 0.83% | 0.51% | 1.10% | 0.74% | 0.90% | -0.17% | 0.48% | 0.11% | 5.41% |
| 2023 | 0.95% | -0.51% | 1.32% | 0.37% | -0.25% | -0.05% | 0.59% | 0.27% | -0.12% | 0.17% | 1.31% | 1.21% | 5.37% |
| 2022 | -0.63% | -0.03% | -0.98% | -0.48% | 0.47% | -0.93% | 1.08% | -0.86% | -1.62% | 0.23% | 0.92% | 0.12% | -2.72% |
| 2021 | 0.17% | -0.09% | 0.03% | 0.43% | 0.37% | -0.02% | 0.52% | 0.03% | -0.08% | 0.00% | -0.04% | 0.09% | 1.43% |
Benchmark Metrics
DAF for SinnerForgiven has an annualized alpha of 2.97%, beta of 0.01, and R2 of 0.02 versus S&P 500 Index. Calculated based on daily prices since September 24, 2019.
- This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (9.18%) than losses (3.46%) - typical of diversified or defensive assets.
- Beta of 0.01 may look defensive, but with R2 of 0.02 this portfolio is largely uncorrelated with S&P 500 Index - low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
- R2 of 0.02 means this portfolio moves largely independently of S&P 500 Index - capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.
- Alpha
- 2.97%
- Beta
- 0.01
- R²
- 0.02
- Upside Capture
- 9.18%
- Downside Capture
- 3.46%
Expense Ratio
DAF for SinnerForgiven has an expense ratio of 0.07%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Top 10 holdings
Return for Risk
Risk / Return Rank
DAF for SinnerForgiven ranks 97 for risk / return — in the top 97% of Portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for DAF for SinnerForgiven and compares them with S&P 500 Index.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 4.01 | 1.94 | +2.08 |
| Sortino ratioReturn per unit of downside risk | 7.13 | 2.63 | +4.50 |
| Omega ratioGain probability vs. loss probability | 1.95 | 1.35 | +0.59 |
| Calmar ratioReturn relative to maximum drawdown | 6.28 | 2.59 | +3.70 |
| Martin ratioReturn relative to average drawdown | 34.18 | 11.84 | +22.34 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
BND Vanguard Total Bond Market ETF | 40 | 1.32 | 1.96 | 1.23 | 1.83 | 5.43 |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 35 | 1.49 | 2.10 | 1.26 | 2.54 | 8.96 |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 38 | 1.69 | 2.35 | 1.31 | 2.27 | 8.40 |
VESIX Vanguard European Stock Index Fund Institutional Shares | 18 | 1.06 | 1.56 | 1.19 | 1.36 | 5.01 |
VEXRX Vanguard Explorer Fund Admiral Shares | 35 | 1.45 | 2.08 | 1.25 | 2.47 | 9.59 |
VFISX Vanguard Short-Term Treasury Fund Investor Shares | 38 | 1.55 | 2.66 | 1.32 | 2.26 | 7.48 |
VFSIX Vanguard Short-Term Investment-Grade Fund Institutional Shares | 57 | 1.90 | 3.36 | 1.43 | 2.60 | 10.30 |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 59 | 2.13 | 2.87 | 1.39 | 2.92 | 13.57 |
VIVIX Vanguard Value Index Fund Institutional Shares | 82 | 2.60 | 3.69 | 1.46 | 4.16 | 15.66 |
VPKIX Vanguard Pacific Stock Index Fund Institutional Shares | 66 | 2.23 | 2.82 | 1.41 | 3.24 | 12.42 |
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Dividends
Dividend yield
DAF for SinnerForgiven provided a 4.32% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 4.32% | 4.42% | 4.28% | 3.38% | 3.22% | 2.16% | 1.72% | 2.54% | 2.47% | 1.70% | 1.32% | 0.64% |
| Portfolio components: | ||||||||||||
BND Vanguard Total Bond Market ETF | 3.98% | 3.86% | 3.67% | 3.09% | 2.60% | 2.12% | 2.38% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% |
VEMPX Vanguard Extended Market Index Fund Institutional Plus Shares | 1.05% | 1.15% | 1.11% | 1.27% | 1.17% | 1.15% | 1.09% | 1.32% | 1.68% | 1.27% | 1.46% | 1.39% |
VEMRX Vanguard Emerging Markets Index Fund Institutional Plus Shares | 2.49% | 2.79% | 3.19% | 3.53% | 4.11% | 2.63% | 1.92% | 3.26% | 2.92% | 2.35% | 2.56% | 3.31% |
VESIX Vanguard European Stock Index Fund Institutional Shares | 2.84% | 2.86% | 3.60% | 3.15% | 3.25% | 3.04% | 2.10% | 3.28% | 3.95% | 2.72% | 3.54% | 3.27% |
VEXRX Vanguard Explorer Fund Admiral Shares | 6.73% | 7.54% | 12.72% | 0.89% | 5.22% | 16.17% | 6.76% | 5.08% | 11.13% | 11.46% | 4.63% | 10.89% |
VFISX Vanguard Short-Term Treasury Fund Investor Shares | 3.76% | 3.89% | 4.38% | 3.95% | 1.93% | 0.52% | 2.20% | 2.39% | 2.10% | 1.15% | 1.18% | 0.83% |
VFSIX Vanguard Short-Term Investment-Grade Fund Institutional Shares | 4.76% | 4.61% | 4.19% | 2.88% | 2.06% | 1.81% | 2.35% | 2.95% | 2.80% | 2.13% | 2.17% | 2.12% |
VIIIX Vanguard Institutional Index Fund Institutional Plus Shares | 2.48% | 2.11% | 3.66% | 2.66% | 3.39% | 4.79% | 3.07% | 2.86% | 2.45% | 1.84% | 2.38% | 2.47% |
VIVIX Vanguard Value Index Fund Institutional Shares | 1.87% | 2.04% | 2.31% | 2.46% | 2.52% | 2.15% | 2.55% | 2.50% | 2.73% | 2.30% | 2.46% | 2.61% |
VPKIX Vanguard Pacific Stock Index Fund Institutional Shares | 2.92% | 4.00% | 3.15% | 3.11% | 2.74% | 3.17% | 1.81% | 2.85% | 3.05% | 2.60% | 2.67% | 2.45% |
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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the DAF for SinnerForgiven. 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 DAF for SinnerForgiven was 4.36%, occurring on Oct 20, 2022. Recovery took 259 trading sessions.
The current DAF for SinnerForgiven drawdown is 0.24%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
Bear market2022 | -4.36%Oct 2022 | 11mo 6d | 1y 12d | 1y 11moNov 2021 - Nov 2023 |
COVID crash2020 | -3.21%Mar 2020 | 14d | 2mo 16d | 3moMar 2020 - Jun 2020 |
2025 selloff2025 | -0.85%Apr 2025 | 7d | 17d | 24dApr 2025 - Apr 2025 |
2026 pullback2026 | -0.73%Mar 2026 | 24d | 18d | 1mo 12dMar 2026 - Apr 2026 |
2024 pullback2024 | -0.56%Oct 2024 | 27d | 1mo | 1mo 27dOct 2024 - Nov 2024 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 16 assets, with an effective number of assets of 2.94, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | All Time | |
|---|---|---|---|---|
Diversification Ratio | 1.21 | 1.12 | 1.12 | 1.15 |
The portfolio has a diversification ratio of 1.15, placing it in the bottom quartile across portfolios — positions are highly correlated. Consider adding assets from different classes or sectors to reduce risk.
DAF for SinnerForgiven correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2019 | 0.14 |
Benchmark Correlations
Correlation vs. S&P 500 Index. VIIIX has the highest benchmark correlation at 1.00, while VFISX has the lowest at 0.02.
Asset Correlations Table
Find what DAF for SinnerForgiven is missing
See which holdings overlap, where DAF for SinnerForgiven is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification