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DANA mimic
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Risk-Adjusted Performance
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Diversification

DANA mimic

Last updated Oct 18, 2024

Asset Allocation

GOOGL 4.6%AAPL 4.22%MSFT 3.84%AMZN 2.92%ABBV 2.87%DELL 2.53%AXP 2.5%MCK 2.38%PH 2.1%V 2.08%WFC 2.04%ADBE 2.03%ACN 2.02%AVGO 2.02%ORCL 2.02%BAC 2.01%UNH 2%CSCO 1.98%IBKR 1.95%MRK 1.86%MCHP 1.82%CMCSA 1.81%LECO 1.8%CAT 1.76%NVDA 1.75%MAR 1.74%ULTA 1.73%PHM 1.72%PXD 1.68%KMB 1.61%ELV 1.6%IQV 1.6%BK 1.59%CRM 1.58%BKR 1.53%KR 1.52%TPR 1.52%SYY 1.49%WDAY 1.49%IRM 1.47%MDLZ 1.45%MPC 1.39%IPG 1.36%NSC 1.34%JNJ 1.21%GPK 1.2%RTX 1.15%BSX 1.12%ALB 1.09%ES 1.08%META 1.04%COP 1%EquityEquity
PositionCategory/SectorWeight
AAPL
Apple Inc		Technology
4.22%
ABBV
AbbVie Inc.		Healthcare
2.87%
ACN
Accenture plc		Technology
2.02%
ADBE
Adobe Inc		Technology
2.03%
ALB
Albemarle Corporation		Basic Materials
1.09%
AMZN
Amazon.com, Inc.		Consumer Cyclical
2.92%
AVGO
Broadcom Inc.		Technology
2.02%
AXP
American Express Company		Financial Services
2.50%
BAC
Bank of America Corporation		Financial Services
2.01%
BK
The Bank of New York Mellon Corporation		Financial Services
1.59%
BKR
Baker Hughes Company		Energy
1.53%
BSX
Boston Scientific Corporation		Healthcare
1.12%
CAT
Caterpillar Inc.		Industrials
1.76%
CMCSA
Comcast Corporation		Communication Services
1.81%
COP
ConocoPhillips Company		Energy
1%
CRM
salesforce.com, inc.		Technology
1.58%
CSCO
Cisco Systems, Inc.		Technology
1.98%
DELL
Dell Technologies Inc.		Technology
2.53%
ELV
Elevance Health Inc		Healthcare
1.60%
ES
Eversource Energy		Utilities
1.08%
GLPI
0.97%
GOOGL
4.60%
GPK
1.20%
IBKR
1.95%
IPG
1.36%
IQV
1.60%
IRM
1.47%
JNJ
1.21%
KMB
1.61%
KR
1.52%
LECO
1.80%
MAR
1.74%
MCHP
1.82%
MCK
2.38%
MDLZ
1.45%
META
1.04%
MPC
1.39%
MRK
1.86%
MSFT
3.84%
NEE
0.97%
NSC
1.34%
NVDA
1.75%
ORCL
2.02%
PH
2.10%
PHM
1.72%
PXD
1.68%
RGA
0.85%
RTX
1.15%
SYY
1.49%
TPR
1.52%
ULTA
1.73%
UNH
2%
V
2.08%
WDAY
1.49%
WFC
2.04%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in DANA mimic, 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

0.00%5.00%10.00%15.00%MayJuneJulyAugustSeptemberOctober
13.69%
17.05%
DANA mimic
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Aug 17, 2016, corresponding to the inception date of DELL

Returns By Period

Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
S&P 500		22.95%4.39%18.07%37.09%14.48%11.71%
DANA mimic24.22%2.55%13.69%42.04%23.30%N/A
Portfolio components:
AAPL
Apple Inc		22.52%2.98%42.06%36.63%32.06%26.36%
ABBV
AbbVie Inc.		26.33%-1.60%14.44%33.88%24.77%17.68%
ACN
Accenture plc		9.12%12.54%19.73%28.93%17.19%19.06%
ADBE
Adobe Inc		-17.05%-5.25%6.00%-8.51%13.68%22.29%
ALB
Albemarle Corporation		-33.39%10.59%-14.57%-30.41%8.38%6.85%
AMZN
Amazon.com, Inc.		24.38%-1.36%6.64%50.99%16.56%28.26%
AVGO
Broadcom Inc.		62.89%5.14%47.86%113.98%49.65%39.78%
AXP
American Express Company		49.52%3.17%19.46%97.86%20.63%14.14%
BAC
Bank of America Corporation		28.18%5.09%13.58%65.34%8.84%12.12%
BK
The Bank of New York Mellon Corporation		50.66%6.75%36.13%90.14%13.95%10.36%
BKR
Baker Hughes Company		8.64%1.00%13.57%7.19%12.92%2.09%
BSX
Boston Scientific Corporation		52.34%4.95%29.48%75.96%17.12%22.08%
CAT
Caterpillar Inc.		34.86%6.79%10.59%60.01%26.59%18.29%
CMCSA
Comcast Corporation		-1.50%5.32%4.98%0.77%0.77%7.16%
COP
ConocoPhillips Company		-7.06%-3.82%-17.18%-12.60%17.61%7.45%
CRM
salesforce.com, inc.		11.82%9.80%7.32%44.43%15.25%17.83%
CSCO
Cisco Systems, Inc.		16.01%10.05%19.82%10.73%7.14%12.71%
DELL
Dell Technologies Inc.		67.27%7.63%9.83%95.24%39.76%N/A
ELV
Elevance Health Inc		-7.80%-20.21%-18.57%-3.89%11.73%15.17%
ES
Eversource Energy		10.94%-0.44%12.17%29.36%-1.95%6.72%
GLPI
9.48%1.14%23.65%21.73%11.90%N/A
GOOGL
17.28%-0.10%4.83%20.81%21.20%N/A
GPK
23.41%-0.03%10.67%49.51%16.00%N/A
IBKR
80.38%11.87%32.07%86.72%27.81%N/A
IPG
1.28%2.96%5.42%20.60%12.86%N/A
IQV
2.29%-2.24%2.31%28.38%10.57%N/A
IRM
83.65%9.02%68.06%119.12%37.18%N/A
JNJ
7.82%0.58%12.47%11.34%7.88%N/A
KMB
22.95%3.31%14.74%22.55%5.16%N/A
KR
25.88%2.06%0.43%31.25%24.77%N/A
LECO
-5.64%9.92%-12.98%19.83%19.67%N/A
MAR
18.68%8.68%12.49%42.74%17.37%N/A
MCHP
-12.89%0.43%-6.46%4.78%12.56%N/A
MCK
10.37%0.24%-3.21%13.01%29.48%N/A
MDLZ
0.71%-3.02%4.45%14.47%8.84%N/A
META
63.35%2.69%19.90%87.33%25.56%N/A
MPC
8.25%-3.70%-19.38%7.04%23.33%N/A
MRK
1.61%-7.23%-13.28%8.68%9.90%N/A
MSFT
11.81%-3.93%4.67%28.97%26.23%N/A
NEE
42.01%1.96%30.88%67.36%9.99%N/A
NSC
8.61%1.82%4.35%28.19%8.64%N/A
NVDA
178.72%18.97%73.57%233.54%95.85%N/A
ORCL
67.72%4.22%53.30%73.61%28.50%N/A
PH
40.21%2.67%19.34%73.84%29.98%N/A
PHM
45.10%5.06%38.66%115.46%31.78%N/A
PXD
21.21%0.00%-1.42%10.12%21.54%N/A
RGA
35.85%-1.27%15.83%49.11%9.24%N/A
RTX
52.36%6.58%25.40%78.00%11.61%N/A
SYY
6.12%1.14%-0.92%18.61%1.83%N/A
TPR
25.64%6.06%13.88%66.26%14.71%N/A
ULTA
-24.71%-8.23%-11.74%-0.79%9.21%N/A
UNH
9.47%-0.94%16.86%9.73%19.95%N/A
V
12.27%2.05%7.13%25.51%11.98%N/A
WDAY
-11.44%-1.53%-3.57%15.78%9.97%N/A
WFC
33.45%14.34%6.75%64.56%7.73%N/A

Monthly Returns

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

JanFebMarAprMayJunJulAugSepOctNovDecTotal
20242.87%5.73%4.15%-3.69%2.82%2.41%2.86%1.65%1.93%24.22%
20238.21%-1.93%4.04%0.91%1.81%7.50%3.42%-1.12%-4.19%-1.65%9.02%5.17%34.71%
2022-2.92%-1.03%3.67%-7.68%2.10%-8.59%7.93%-2.98%-9.59%11.64%6.62%-5.20%-8.31%
2021-1.27%6.84%4.77%5.64%1.08%1.64%2.15%3.90%-4.11%7.61%-1.38%5.70%36.92%
2020-0.48%-7.42%-15.13%14.13%6.47%1.95%4.26%8.36%-4.38%-2.25%15.60%4.58%23.66%
20197.82%3.56%1.90%4.17%-7.31%6.19%1.58%-4.27%3.48%2.13%4.35%3.82%29.89%
20186.28%-2.88%-2.97%2.56%2.68%-0.34%3.66%4.44%0.27%-7.81%3.75%-8.64%-0.28%
20174.57%3.65%1.45%1.73%4.03%-0.45%1.92%1.33%2.24%4.78%2.98%1.41%33.85%
2016-0.05%0.33%-1.45%5.50%1.19%5.49%

Expense Ratio

DANA mimic has an expense ratio of 0.00%, indicating no management fees are charged. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.

The portfolio doesn't hold funds that charge fees

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of DANA mimic is 83, placing it in the top 17% 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 DANA mimic is 8383
Combined Rank
The Sharpe Ratio Rank of DANA mimic is 8383Sharpe Ratio Rank
The Sortino Ratio Rank of DANA mimic is 7878Sortino Ratio Rank
The Omega Ratio Rank of DANA mimic is 8383Omega Ratio Rank
The Calmar Ratio Rank of DANA mimic is 8888Calmar Ratio Rank
The Martin Ratio Rank of DANA mimic is 8383Martin 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.

DANA mimic
Sharpe ratio
The chart of Sharpe ratio for DANA mimic, currently valued at 3.32, compared to the broader market0.002.004.003.32
Sortino ratio
The chart of Sortino ratio for DANA mimic, currently valued at 4.38, compared to the broader market-2.000.002.004.006.004.38
Omega ratio
The chart of Omega ratio for DANA mimic, currently valued at 1.61, compared to the broader market0.801.001.201.401.601.802.001.61
Calmar ratio
The chart of Calmar ratio for DANA mimic, currently valued at 4.55, compared to the broader market0.002.004.006.008.0010.0012.004.55
Martin ratio
The chart of Martin ratio for DANA mimic, currently valued at 22.76, compared to the broader market0.0010.0020.0030.0040.0050.0022.76
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.89, compared to the broader market0.002.004.002.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.84, compared to the broader market-2.000.002.004.006.003.84
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.53, compared to the broader market0.801.001.201.401.601.802.001.53
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.54, compared to the broader market0.002.004.006.008.0010.0012.002.54
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.73, compared to the broader market0.0010.0020.0030.0040.0050.0018.73
Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc		1.522.221.282.074.90
ABBV
AbbVie Inc.		1.642.151.301.966.23
ACN
Accenture plc		1.141.621.230.881.99
ADBE
Adobe Inc		-0.33-0.240.97-0.31-0.71
ALB
Albemarle Corporation		-0.63-0.680.92-0.48-1.34
AMZN
Amazon.com, Inc.		1.722.361.311.328.19
AVGO
Broadcom Inc.		2.322.891.374.1912.99
AXP
American Express Company		3.624.301.633.1530.11
BAC
Bank of America Corporation		2.493.521.431.2710.83
BK
The Bank of New York Mellon Corporation		4.735.941.802.6650.08
BKR
Baker Hughes Company		0.180.431.050.180.52
BSX
Boston Scientific Corporation		4.365.791.797.8148.28
CAT
Caterpillar Inc.		2.082.651.362.577.94
CMCSA
Comcast Corporation		-0.080.041.01-0.05-0.16
COP
ConocoPhillips Company		-0.66-0.830.90-0.64-1.16
CRM
salesforce.com, inc.		1.271.641.291.193.31
CSCO
Cisco Systems, Inc.		0.440.701.110.381.19
DELL
Dell Technologies Inc.		1.612.401.321.824.41
ELV
Elevance Health Inc		-0.31-0.270.96-0.31-1.65
ES
Eversource Energy		1.111.691.210.654.01
GLPI
1.051.531.201.072.84
GOOGL
0.671.031.150.852.19
GPK
1.682.391.291.748.95
IBKR
3.363.871.524.2222.44
IPG
0.731.171.140.472.84
IQV
0.871.571.190.682.81
IRM
4.895.691.7513.2541.83
JNJ
0.771.201.150.632.30
KMB
1.251.721.261.198.77
KR
1.442.331.292.125.76
LECO
0.641.031.130.521.01
MAR
1.822.391.322.115.78
MCHP
0.030.301.040.050.11
MCK
0.520.731.130.511.49
MDLZ
0.871.361.160.831.95
META
2.273.181.443.3613.94
MPC
0.170.421.050.180.32
MRK
0.460.741.110.531.30
MSFT
1.421.921.251.784.78
NEE
2.372.971.401.4911.77
NSC
1.041.741.210.763.39
NVDA
4.394.171.548.4026.44
ORCL
1.892.711.403.0811.25
PH
2.743.971.555.2518.14
PHM
3.604.491.565.7821.89
PXD
0.611.001.150.581.45
RGA
2.092.571.383.1312.66
RTX
3.996.721.832.4831.10
SYY
1.021.571.210.762.94
TPR
2.112.921.331.476.26
ULTA
-0.030.191.03-0.02-0.04
UNH
0.330.621.090.391.06
V
1.451.891.271.874.78
WDAY
0.440.821.130.430.79
WFC
2.283.001.401.8810.12

Sharpe Ratio

The current DANA mimic Sharpe ratio is 3.11. 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 2.19 to 3.02, this portfolio's current Sharpe ratio is in the top 25%, it signifies superior risk-adjusted performance. This means that for the level of risk undertaken, the portfolio is generating impressive returns compared to most others.

Use the chart below to compare the Sharpe ratio of DANA mimic 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 Ratio1.502.002.503.00MayJuneJulyAugustSeptemberOctober
3.32
2.89
DANA mimic
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DANA mimic granted a 1.48% dividend yield in the last twelve months.

TTM20232022202120202019201820172016201520142013
DANA mimic1.48%1.68%2.04%1.40%1.68%1.70%1.85%2.34%1.69%1.80%1.91%1.42%
Portfolio components:
AAPL
Apple Inc		0.42%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%
ABBV
AbbVie Inc.		3.28%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%3.03%
ACN
Accenture plc		1.42%1.33%1.51%0.87%1.26%1.07%1.98%1.66%1.97%2.03%2.18%2.12%
ADBE
Adobe 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%
ALB
Albemarle Corporation		1.69%1.11%0.73%0.67%1.04%2.01%1.74%1.00%1.42%2.07%1.83%1.51%
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%
AVGO
Broadcom Inc.		1.17%1.71%3.02%2.24%3.05%3.54%3.11%1.87%1.43%1.13%1.22%1.66%
AXP
American Express Company		0.98%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%0.95%
BAC
Bank of America Corporation		2.32%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%0.26%
BK
The Bank of New York Mellon Corporation		2.26%3.04%3.12%2.24%2.92%2.34%2.21%1.60%1.52%1.65%1.63%1.66%
BKR
Baker Hughes Company		2.28%2.28%2.47%2.99%3.45%2.81%3.35%57.49%1.05%1.47%1.14%1.09%
BSX
Boston Scientific Corporation		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.		1.02%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%
CMCSA
Comcast Corporation		2.91%2.60%3.03%1.95%1.72%1.40%2.69%1.18%1.96%1.73%1.16%1.50%
COP
ConocoPhillips Company		2.76%3.34%4.20%2.69%4.23%2.05%1.86%1.93%1.99%6.30%4.11%3.82%
CRM
salesforce.com, inc.		0.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CSCO
Cisco Systems, Inc.		2.80%3.07%3.17%2.32%3.20%2.88%2.95%2.95%3.28%3.02%2.66%2.27%
DELL
Dell Technologies Inc.		1.29%1.88%2.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ELV
Elevance Health Inc		1.48%1.26%1.00%0.98%1.18%1.06%1.14%1.20%1.81%1.79%1.39%1.62%
ES
Eversource Energy		4.26%4.37%3.04%2.65%2.62%2.52%3.11%3.01%3.22%3.27%2.93%3.47%
GLPI
5.85%6.38%5.37%5.90%3.63%6.30%7.88%6.69%7.50%7.77%48.78%0.00%
GOOGL
0.24%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GPK
1.33%1.62%1.46%1.54%1.77%1.80%2.82%2.43%1.80%1.56%0.00%0.00%
IBKR
0.47%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%1.64%
IPG
4.06%3.80%3.48%2.88%4.34%4.07%4.07%3.57%2.56%2.06%1.83%1.69%
IQV
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IRM
2.12%3.63%4.96%4.73%8.39%7.69%7.32%5.93%6.17%7.07%6.00%4.39%
JNJ
2.94%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
KMB
3.33%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%0.73%0.01%
KR
2.11%2.41%17.47%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%1.56%
LECO
1.40%1.21%1.61%1.50%1.70%1.96%2.08%1.57%1.71%2.29%1.42%1.16%
MAR
0.87%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
MCHP
2.32%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
MCK
0.50%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
MDLZ
2.44%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
META
0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MPC
2.08%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%
MRK
2.83%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%3.46%
MSFT
0.72%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NEE
2.39%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
NSC
2.14%2.28%2.01%1.40%1.58%1.85%2.03%1.68%2.18%2.79%2.03%2.20%
NVDA
0.02%0.03%0.11%0.05%0.12%0.27%0.46%0.30%0.46%1.19%1.68%1.95%
ORCL
0.92%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
PH
0.97%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
PHM
0.54%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
PXD
2.14%6.21%11.14%3.76%1.93%0.79%0.24%0.04%0.04%0.05%0.05%0.04%
RGA
1.59%2.04%2.15%2.61%2.42%1.59%1.57%1.17%1.24%1.64%1.44%1.40%
RTX
1.94%2.76%2.14%2.33%2.64%2.09%2.84%2.27%2.55%2.84%2.19%2.06%
SYY
2.67%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
TPR
3.10%3.53%2.89%1.23%1.09%5.01%4.00%3.05%3.85%4.12%3.59%2.34%
ULTA
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
UNH
1.40%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
V
0.72%0.72%0.76%0.62%0.56%0.56%0.67%0.61%0.75%0.64%0.64%0.62%
WDAY
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
WFC
2.25%2.64%2.66%1.25%4.04%3.57%3.56%2.54%2.75%2.71%2.46%2.53%

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.

-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober00
DANA mimic
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the DANA mimic. 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 DANA mimic was 36.56%, occurring on Mar 23, 2020. Recovery took 107 trading sessions.

The current DANA mimic drawdown is 0.08%.

Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.56%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-20.13%Mar 30, 2022128Sep 30, 202285Feb 2, 2023213
-18.72%Sep 21, 201865Dec 24, 201866Apr 1, 2019131
-10.52%Jan 29, 20189Feb 8, 201885Jun 12, 201894
-9.63%Sep 3, 202014Sep 23, 202033Nov 9, 202047

Volatility

Volatility Chart

The current DANA mimic volatility is 2.45%, 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.

1.00%2.00%3.00%4.00%5.00%6.00%MayJuneJulyAugustSeptemberOctober
2.45%
2.56%
DANA mimic
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.
KRKMBESNEEMRKJNJMCKABBVPXDBKRCOPUNHULTAELVMDLZIRMPHMWDAYGLPIIBKRMETAMPCAMZNNVDAGPKSYYALBTPRDELLRGACRMCMCSAWFCAVGOORCLBSXADBEAAPLIPGRTXMARGOOGLNSCIQVBKBACMCHPMSFTCATVCSCOLECOACNAXPPH
KR1.000.260.170.140.190.190.250.150.120.090.120.160.140.170.280.190.120.030.100.100.070.140.070.060.210.240.110.110.110.160.060.160.140.080.150.110.090.090.140.170.070.080.180.090.180.170.080.110.160.090.220.180.120.110.15
KMB0.261.000.450.380.310.390.240.280.040.060.060.250.130.230.540.290.210.100.250.060.100.060.080.050.250.280.070.090.090.170.110.230.120.100.240.260.140.150.190.200.110.130.230.160.140.120.090.190.140.220.260.190.250.170.18
ES0.170.451.000.710.260.380.180.210.030.080.070.240.130.230.460.380.190.110.340.040.090.110.110.040.220.280.150.080.090.160.110.250.100.090.170.240.150.180.170.220.080.160.250.250.120.080.100.190.110.220.250.160.270.160.13
NEE0.140.380.711.000.230.320.160.190.060.110.090.260.160.200.410.370.260.210.370.110.180.120.200.140.240.260.200.120.150.160.220.250.120.170.210.280.240.240.200.240.120.240.240.290.160.100.180.290.130.270.280.170.330.200.18
MRK0.190.310.260.231.000.500.370.430.160.160.190.350.140.350.350.190.130.140.220.180.140.190.120.070.240.230.100.120.170.230.170.250.180.120.250.340.180.190.190.260.140.200.230.300.230.200.120.240.210.280.280.220.270.220.22
JNJ0.190.390.380.320.501.000.350.440.120.140.160.400.170.360.420.240.160.170.230.180.150.160.150.100.240.240.140.140.150.230.180.300.230.160.290.370.220.230.240.290.160.240.290.300.270.230.190.270.260.330.380.260.350.260.25
MCK0.250.240.180.160.370.351.000.370.230.200.250.400.210.420.320.210.210.150.220.220.170.290.150.140.270.280.190.190.240.300.160.260.260.190.260.340.180.210.260.320.220.220.290.270.290.290.180.230.270.280.310.280.290.290.31
ABBV0.150.280.210.190.430.440.371.000.210.190.210.370.180.370.310.200.170.210.220.210.190.250.180.180.240.240.150.190.200.250.230.270.260.210.250.370.240.230.240.300.200.260.270.350.280.260.220.260.270.320.340.250.310.260.28
PXD0.120.040.030.060.160.120.230.211.000.580.740.200.230.250.130.220.200.130.220.290.180.590.160.190.270.270.340.340.270.360.160.240.380.240.210.220.160.230.330.400.330.220.340.240.380.420.260.180.470.250.290.360.230.370.41
BKR0.090.060.080.110.160.140.200.190.581.000.620.190.260.210.140.250.220.150.240.300.160.550.150.180.280.300.350.330.290.370.170.240.380.230.230.230.140.210.340.380.340.210.350.260.390.420.310.170.480.220.300.380.260.380.44
COP0.120.060.070.090.190.160.250.210.740.621.000.230.220.260.160.230.210.140.210.290.170.630.150.180.300.300.340.310.290.370.190.250.410.230.220.220.170.200.330.420.350.230.390.250.400.450.280.190.520.270.310.380.250.410.45
UNH0.160.250.240.260.350.400.400.370.200.190.231.000.240.730.320.220.200.200.250.250.190.240.200.200.280.280.170.200.210.270.220.280.280.220.290.380.260.300.280.310.250.290.340.360.320.310.230.320.290.350.350.320.350.340.32
ULTA0.140.130.130.160.140.170.210.180.230.260.220.241.000.250.210.250.340.280.310.280.240.290.260.270.320.380.340.450.310.300.260.310.310.280.250.300.260.260.380.340.390.290.350.340.330.340.350.280.330.320.310.350.340.390.39
ELV0.170.230.230.200.350.360.420.370.250.210.260.730.251.000.310.240.210.160.260.260.180.290.180.160.310.310.210.230.230.330.210.310.310.200.300.380.230.240.310.350.290.250.340.360.350.340.210.270.320.330.330.330.320.360.33
MDLZ0.280.540.460.410.350.420.320.310.130.140.160.320.210.311.000.350.280.230.330.150.220.170.230.160.310.400.200.180.190.260.260.380.240.230.290.360.280.300.290.340.230.300.320.300.270.240.240.330.240.380.370.290.380.290.29
IRM0.190.290.380.370.190.240.210.200.220.250.230.220.250.240.351.000.370.220.500.190.260.260.230.230.330.340.330.320.270.290.250.320.280.300.310.320.250.290.380.340.310.250.340.340.300.290.300.290.340.300.330.380.400.360.37
PHM0.120.210.190.260.130.160.210.170.200.220.210.200.340.210.280.371.000.310.360.250.310.280.300.300.370.340.330.420.330.300.330.360.290.330.320.310.310.320.380.330.370.320.350.370.340.300.390.320.350.320.310.420.400.380.42
WDAY0.030.100.110.210.140.170.150.210.130.150.140.200.280.160.230.220.311.000.290.300.480.190.520.490.200.230.290.260.340.180.660.310.190.440.400.370.650.470.250.240.350.510.290.450.240.220.470.580.240.480.420.300.500.330.31
GLPI0.100.250.340.370.220.230.220.220.220.240.210.250.310.260.330.500.360.291.000.240.280.270.250.240.330.400.320.330.280.310.300.340.280.290.300.350.310.310.360.350.350.300.350.370.290.280.330.320.320.370.360.360.380.380.37
IBKR0.100.060.040.110.180.180.220.210.290.300.290.250.280.260.150.190.250.300.241.000.310.350.290.320.320.290.340.380.350.420.340.300.470.300.340.330.310.320.370.350.410.340.350.340.500.490.370.330.420.380.360.420.370.480.45
META0.070.100.090.180.140.150.170.190.180.160.170.190.240.180.220.260.310.480.280.311.000.210.610.540.210.200.320.270.360.210.520.340.220.490.410.360.590.530.290.220.340.670.260.400.280.280.460.600.290.470.390.320.440.360.34
MPC0.140.060.110.120.190.160.290.250.590.550.630.240.290.290.170.260.280.190.270.350.211.000.200.250.350.330.370.370.350.410.240.290.450.270.260.270.190.230.390.430.390.270.390.300.460.480.330.220.520.310.340.430.280.450.49
AMZN0.070.080.110.200.120.150.150.180.160.150.150.200.260.180.230.230.300.520.250.290.610.201.000.570.200.200.330.260.390.170.580.320.210.500.430.340.630.600.240.220.340.670.260.410.250.260.470.680.280.470.430.300.470.350.33
NVDA0.060.050.040.140.070.100.140.180.190.180.180.200.270.160.160.230.300.490.240.320.540.250.571.000.200.180.380.310.460.200.540.280.240.630.430.330.600.550.250.230.350.550.280.400.300.290.620.610.330.440.430.360.470.360.39
GPK0.210.250.220.240.240.240.270.240.270.280.300.280.320.310.310.330.370.200.330.320.210.350.200.201.000.370.360.400.280.430.220.350.400.270.310.330.210.250.420.420.370.260.440.340.440.450.340.240.450.320.360.500.340.420.48
SYY0.240.280.280.260.230.240.280.240.270.300.300.280.380.310.400.340.340.230.400.290.200.330.200.180.371.000.290.370.300.410.220.350.400.220.300.360.220.270.430.450.440.270.380.310.390.400.310.260.370.390.330.400.360.460.43
ALB0.110.070.150.200.100.140.190.150.340.350.340.170.340.210.200.330.330.290.320.340.320.370.330.380.360.291.000.430.350.350.320.280.350.390.310.290.330.360.390.370.400.340.390.380.400.410.480.330.490.340.350.480.380.430.50
TPR0.110.090.080.120.120.140.190.190.340.330.310.200.450.230.180.320.420.260.330.380.270.370.260.310.400.370.431.000.360.380.290.350.450.330.330.310.270.300.480.410.470.300.420.350.460.480.420.280.460.340.360.470.360.480.50
DELL0.110.090.090.150.170.150.240.200.270.290.290.210.310.230.190.270.330.340.280.350.360.350.390.460.280.300.350.361.000.330.410.310.330.470.410.340.420.390.350.350.410.390.340.380.370.370.490.450.400.400.460.400.430.430.46
RGA0.160.170.160.160.230.230.300.250.360.370.370.270.300.330.260.290.300.180.310.420.210.410.170.200.430.410.350.380.331.000.220.350.560.270.290.340.190.230.450.460.430.240.400.320.570.580.320.220.470.350.350.470.340.540.48
CRM0.060.110.110.220.170.180.160.230.160.170.190.220.260.210.260.250.330.660.300.340.520.240.580.540.220.220.320.290.410.221.000.340.240.480.460.400.690.510.270.250.330.560.300.460.300.270.480.630.280.520.460.320.540.380.36
CMCSA0.160.230.250.250.250.300.260.270.240.240.250.280.310.310.380.320.360.310.340.300.340.290.320.280.350.350.280.350.310.350.341.000.380.330.320.350.350.360.480.360.380.370.380.370.380.390.380.370.380.400.450.380.420.430.39
WFC0.140.120.100.120.180.230.260.260.380.380.410.280.310.310.240.280.290.190.280.470.220.450.210.240.400.400.350.450.330.560.240.381.000.280.310.300.190.260.490.460.450.290.430.340.680.800.370.270.490.360.370.490.360.640.52
AVGO0.080.100.090.170.120.160.190.210.240.230.230.220.280.200.230.300.330.440.290.300.490.270.500.630.270.220.390.330.470.270.480.330.281.000.440.360.540.560.330.300.410.500.380.430.340.340.680.570.400.440.490.400.490.400.45
ORCL0.150.240.170.210.250.290.260.250.210.230.220.290.250.300.290.310.320.400.300.340.410.260.430.430.310.300.310.330.410.290.460.320.310.441.000.390.510.450.360.340.360.470.370.420.370.340.420.550.370.470.490.390.520.410.41
BSX0.110.260.240.280.340.370.340.370.220.230.220.380.300.380.360.320.310.370.350.330.360.270.340.330.330.360.290.310.340.340.400.350.300.360.391.000.410.370.350.390.390.420.370.490.350.320.370.450.370.490.420.380.480.430.41
ADBE0.090.140.150.240.180.220.180.240.160.140.170.260.260.230.280.250.310.650.310.310.590.190.630.600.210.220.330.270.420.190.690.350.190.540.510.411.000.580.260.280.340.640.330.500.270.240.530.740.280.590.500.310.590.360.35
AAPL0.090.150.180.240.190.230.210.230.230.210.200.300.260.240.300.290.320.470.310.320.530.230.600.550.250.270.360.300.390.230.510.360.260.560.450.370.581.000.300.300.370.620.350.440.280.300.520.660.330.500.500.360.500.380.40
IPG0.140.190.170.200.190.240.260.240.330.340.330.280.380.310.290.380.380.250.360.370.290.390.240.250.420.430.390.480.350.450.270.480.490.330.360.350.260.301.000.450.480.330.440.370.510.520.430.300.470.390.430.490.430.540.51
RTX0.170.200.220.240.260.290.320.300.400.380.420.310.340.350.340.340.330.240.350.350.220.430.220.230.420.450.370.410.350.460.250.360.460.300.340.390.280.300.451.000.440.320.470.330.470.470.350.310.530.410.400.500.400.520.54
MAR0.070.110.080.120.140.160.220.200.330.340.350.250.390.290.230.310.370.350.350.410.340.390.340.350.370.440.400.470.410.430.330.380.450.410.360.390.340.370.480.441.000.390.430.400.450.480.490.380.510.460.400.490.420.560.54
GOOGL0.080.130.160.240.200.240.220.260.220.210.230.290.290.250.300.250.320.510.300.340.670.270.670.550.260.270.340.300.390.240.560.370.290.500.470.420.640.620.330.320.391.000.330.460.330.330.510.720.340.550.500.350.540.420.39
NSC0.180.230.250.240.230.290.290.270.340.350.390.340.350.340.320.340.350.290.350.350.260.390.260.280.440.380.390.420.340.400.300.380.430.380.370.370.330.350.440.470.430.331.000.420.480.500.420.360.560.430.450.550.490.490.59
IQV0.090.160.250.290.300.300.270.350.240.260.250.360.340.360.300.340.370.450.370.340.400.300.410.400.340.310.380.350.380.320.460.370.340.430.420.490.500.440.370.330.400.460.421.000.370.370.480.500.390.510.460.460.550.450.46
BK0.180.140.120.160.230.270.290.280.380.390.400.320.330.350.270.300.340.240.290.500.280.460.250.300.440.390.400.460.370.570.300.380.680.340.370.350.270.280.510.470.450.330.480.371.000.760.410.300.550.400.420.540.410.630.57
BAC0.170.120.080.100.200.230.290.260.420.420.450.310.340.340.240.290.300.220.280.490.280.480.260.290.450.400.410.480.370.580.270.390.800.340.340.320.240.300.520.470.480.330.500.370.761.000.430.300.570.410.420.550.390.680.59
MCHP0.080.090.100.180.120.190.180.220.260.310.280.230.350.210.240.300.390.470.330.370.460.330.470.620.340.310.480.420.490.320.480.380.370.680.420.370.530.520.430.350.490.510.420.480.410.431.000.530.470.470.500.490.530.470.54
MSFT0.110.190.190.290.240.270.230.260.180.170.190.320.280.270.330.290.320.580.320.330.600.220.680.610.240.260.330.280.450.220.630.370.270.570.550.450.740.660.300.310.380.720.360.500.300.300.531.000.310.590.540.360.610.400.41
CAT0.160.140.110.130.210.260.270.270.470.480.520.290.330.320.240.340.350.240.320.420.290.520.280.330.450.370.490.460.400.470.280.380.490.400.370.370.280.330.470.530.510.340.560.390.550.570.470.311.000.420.450.680.420.570.72
V0.090.220.220.270.280.330.280.320.250.220.270.350.320.330.380.300.320.480.370.380.470.310.470.440.320.390.340.340.400.350.520.400.360.440.470.490.590.500.390.410.460.550.430.510.400.410.470.590.421.000.510.420.590.550.47
CSCO0.220.260.250.280.280.380.310.340.290.300.310.350.310.330.370.330.310.420.360.360.390.340.430.430.360.330.350.360.460.350.460.450.370.490.490.420.500.500.430.400.400.500.450.460.420.420.500.540.450.511.000.460.570.450.48
LECO0.180.190.160.170.220.260.280.250.360.380.380.320.350.330.290.380.420.300.360.420.320.430.300.360.500.400.480.470.400.470.320.380.490.400.390.380.310.360.490.500.490.350.550.460.540.550.490.360.680.420.461.000.490.560.73
ACN0.120.250.270.330.270.350.290.310.230.260.250.350.340.320.380.400.400.500.380.370.440.280.470.470.340.360.380.360.430.340.540.420.360.490.520.480.590.500.430.400.420.540.490.550.410.390.530.610.420.590.570.491.000.480.51
AXP0.110.170.160.200.220.260.290.260.370.380.410.340.390.360.290.360.380.330.380.480.360.450.350.360.420.460.430.480.430.540.380.430.640.400.410.430.360.380.540.520.560.420.490.450.630.680.470.400.570.550.450.560.481.000.59
PH0.150.180.130.180.220.250.310.280.410.440.450.320.390.330.290.370.420.310.370.450.340.490.330.390.480.430.500.500.460.480.360.390.520.450.410.410.350.400.510.540.540.390.590.460.570.590.540.410.720.470.480.730.510.591.00
The correlation results are calculated based on daily price changes starting from Aug 18, 2016