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DANA mimic
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

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%

S&P 500

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


100.00%150.00%200.00%250.00%300.00%350.00%FebruaryMarchAprilMayJuneJuly
345.16%
155.91%
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
17.08%3.89%16.83%24.87%13.16%10.96%
DANA mimic16.75%2.95%16.01%27.07%21.49%N/A
AAPL
Apple Inc
18.51%6.81%22.72%20.07%36.02%26.77%
ABBV
AbbVie Inc.
11.72%2.30%5.60%30.90%24.54%16.62%
ACN
Accenture plc
-14.07%4.75%-15.37%-3.94%10.36%16.18%
ADBE
Adobe Inc
-6.53%21.26%-6.52%7.80%12.53%22.62%
ALB
Albemarle Corporation
-31.74%-12.73%-21.76%-58.98%7.42%4.50%
AMZN
Amazon.com, Inc.
28.37%4.37%26.15%45.23%14.21%27.13%
AVGO
Broadcom Inc.
53.97%14.43%55.16%94.97%47.62%40.78%
AXP
American Express Company
28.63%6.88%31.95%38.87%14.92%11.36%
BAC
Bank of America Corporation
25.81%6.09%29.15%45.11%9.99%12.67%
BK
The Bank of New York Mellon Corporation
19.88%4.88%13.76%39.63%10.52%7.66%
BKR
Baker Hughes Company
2.37%7.04%11.01%2.04%9.99%-1.53%
BSX
Boston Scientific Corporation
33.00%-0.67%28.28%45.65%12.75%19.47%
CAT
Caterpillar Inc.
12.92%0.73%14.97%31.82%21.96%14.76%
CMCSA
Comcast Corporation
-11.98%0.61%-10.82%-8.72%-0.91%5.44%
COP
ConocoPhillips Company
-1.15%1.60%2.72%5.29%17.13%6.21%
CRM
salesforce.com, inc.
-4.29%6.66%-7.39%9.32%9.79%16.53%
CSCO
Cisco Systems, Inc.
-5.15%3.38%-5.55%-6.34%-1.17%9.68%
DELL
Dell Technologies Inc.
85.49%6.76%78.92%158.25%40.71%N/A
ELV
Elevance Health Inc
13.91%0.60%13.06%29.45%12.85%18.42%
ES
Eversource Energy
-1.41%0.78%6.98%-14.90%-2.09%6.16%
GLPI
-1.93%6.95%3.13%3.14%9.73%N/A
GOOGL
33.00%4.38%30.24%49.18%26.61%N/A
GPK
10.12%-3.74%5.62%13.65%15.74%N/A
IBKR
46.44%-0.54%37.39%41.92%19.11%N/A
IPG
-9.60%-4.43%-7.70%-23.64%8.26%N/A
IQV
-5.16%0.91%2.61%-0.09%6.89%N/A
IRM
37.19%9.08%42.80%65.69%33.17%N/A
JNJ
-2.99%2.95%-6.36%-2.79%5.06%N/A
KMB
18.25%4.31%15.72%8.66%3.80%N/A
KR
16.75%5.14%15.94%14.98%21.91%N/A
LECO
-10.12%2.81%-8.00%-1.52%20.51%N/A
MAR
6.84%1.36%6.85%26.47%11.72%N/A
MCHP
3.15%-2.57%8.92%1.77%16.84%N/A
MCK
24.53%-1.63%18.80%41.12%32.94%N/A
MDLZ
-8.68%-0.55%-9.54%-6.81%6.07%N/A
META
45.14%0.86%37.19%63.92%20.24%N/A
MPC
11.81%-2.65%5.34%39.79%28.72%N/A
MRK
19.76%-0.35%10.06%24.54%14.60%N/A
MSFT
21.36%3.09%17.48%33.74%28.05%N/A
NEE
24.91%3.38%24.30%4.49%9.97%N/A
NSC
-5.44%-1.42%-2.62%-3.03%3.50%N/A
NVDA
157.29%1.76%132.89%177.18%98.52%N/A
ORCL
36.76%1.98%34.73%23.21%21.06%N/A
PH
15.31%-0.90%15.41%34.24%27.69%N/A
PHM
10.68%-1.14%8.89%42.75%29.19%N/A
PXD
21.21%0.00%21.86%29.39%19.18%N/A
RGA
32.09%2.55%26.75%52.26%8.28%N/A
RTX
22.42%-4.73%19.32%7.53%6.50%N/A
SYY
0.04%1.53%-4.07%0.59%2.41%N/A
TPR
19.97%1.52%21.52%1.50%10.48%N/A
ULTA
-18.20%2.74%-16.86%-15.19%2.38%N/A
UNH
-3.41%2.72%-2.50%14.40%15.41%N/A
V
1.22%-2.87%-0.24%8.74%8.57%N/A
WDAY
-17.84%7.53%-19.92%3.20%0.42%N/A
WFC
23.09%4.99%27.81%40.93%7.78%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%2.81%2.41%16.75%
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%11.32%6.63%-5.18%-8.56%
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%14.05%6.47%1.95%4.26%8.36%-4.38%-2.25%15.60%4.58%23.58%
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%-2.95%2.56%2.68%-0.32%3.66%4.44%0.27%-7.81%3.75%-8.64%-0.26%
20174.57%3.65%1.46%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 81, placing it in the top 19% 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 8181
DANA mimic
The Sharpe Ratio Rank of DANA mimic is 8181Sharpe Ratio Rank
The Sortino Ratio Rank of DANA mimic is 8282Sortino Ratio Rank
The Omega Ratio Rank of DANA mimic is 8383Omega Ratio Rank
The Calmar Ratio Rank of DANA mimic is 8080Calmar Ratio Rank
The Martin Ratio Rank of DANA mimic is 7979Martin 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 2.64, compared to the broader market-1.000.001.002.003.004.005.002.64
Sortino ratio
The chart of Sortino ratio for DANA mimic, currently valued at 3.67, compared to the broader market-2.000.002.004.006.003.67
Omega ratio
The chart of Omega ratio for DANA mimic, currently valued at 1.47, compared to the broader market0.801.001.201.401.601.801.47
Calmar ratio
The chart of Calmar ratio for DANA mimic, currently valued at 3.35, compared to the broader market0.002.004.006.008.0010.003.35
Martin ratio
The chart of Martin ratio for DANA mimic, currently valued at 11.79, compared to the broader market0.0010.0020.0030.0040.0011.79
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.31, compared to the broader market-1.000.001.002.003.004.005.002.31
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.24, compared to the broader market-2.000.002.004.006.003.24
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.41, compared to the broader market0.801.001.201.401.601.801.41
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.82, compared to the broader market0.002.004.006.008.0010.001.82
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.58, compared to the broader market0.0010.0020.0030.0040.008.58

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
AAPL
Apple Inc
0.971.521.181.302.59
ABBV
AbbVie Inc.
1.642.201.301.595.44
ACN
Accenture plc
-0.090.031.00-0.06-0.16
ADBE
Adobe Inc
0.310.651.090.290.76
ALB
Albemarle Corporation
-1.09-1.790.80-0.82-1.33
AMZN
Amazon.com, Inc.
1.852.661.321.4310.62
AVGO
Broadcom Inc.
2.583.441.416.9116.20
AXP
American Express Company
1.842.581.341.434.95
BAC
Bank of America Corporation
2.093.041.361.045.94
BK
The Bank of New York Mellon Corporation
2.252.901.401.3311.45
BKR
Baker Hughes Company
0.180.391.050.160.37
BSX
Boston Scientific Corporation
2.463.411.474.2215.87
CAT
Caterpillar Inc.
1.311.861.251.574.16
CMCSA
Comcast Corporation
-0.34-0.330.96-0.21-0.72
COP
ConocoPhillips Company
0.390.721.080.450.97
CRM
salesforce.com, inc.
0.410.731.130.381.25
CSCO
Cisco Systems, Inc.
-0.40-0.390.94-0.32-0.61
DELL
Dell Technologies Inc.
2.783.831.535.7417.64
ELV
Elevance Health Inc
1.251.841.241.037.57
ES
Eversource Energy
-0.49-0.540.93-0.31-0.69
GLPI
0.140.331.040.150.36
GOOGL
2.112.691.392.8412.98
GPK
0.510.901.110.521.83
IBKR
1.772.361.292.175.57
IPG
-0.86-1.040.85-0.71-1.01
IQV
0.050.291.040.040.14
IRM
2.993.871.486.5217.45
JNJ
-0.17-0.130.98-0.15-0.27
KMB
0.510.811.110.441.06
KR
0.671.151.140.481.85
LECO
-0.030.131.02-0.02-0.05
MAR
1.321.881.232.335.24
MCHP
0.200.501.060.260.60
MCK
2.192.821.395.4116.52
MDLZ
-0.32-0.320.96-0.26-0.68
META
1.992.901.372.7911.73
MPC
1.501.971.261.554.14
MRK
1.211.911.241.535.38
MSFT
1.862.451.322.917.18
NEE
0.230.511.070.150.38
NSC
-0.100.021.00-0.07-0.22
NVDA
4.394.541.5710.1328.59
ORCL
0.761.191.201.262.57
PH
1.432.151.282.536.57
PHM
1.472.081.262.486.21
PXD
1.512.451.331.555.17
RGA
2.753.791.464.4819.15
RTX
0.300.541.090.200.54
SYY
-0.020.111.01-0.01-0.04
TPR
0.050.301.040.040.08
ULTA
-0.60-0.660.90-0.51-0.93
UNH
0.490.851.110.531.43
V
0.731.061.131.062.55
WDAY
0.070.301.050.070.16
WFC
2.002.961.341.396.21

Sharpe Ratio

The current DANA mimic Sharpe ratio is 2.64. 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 1.58 to 2.51, 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 Ratio1.502.002.503.003.50FebruaryMarchAprilMayJuneJuly
2.64
2.31
DANA mimic
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

DANA mimic granted a 1.54% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
DANA mimic1.54%1.68%1.80%1.40%1.68%1.70%1.87%2.34%1.69%1.80%1.94%1.47%
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%
ABBV
AbbVie Inc.
2.70%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
1.73%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
1.63%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.
1.19%1.71%3.02%2.24%3.05%3.54%4.48%1.94%1.52%1.23%1.34%1.87%
AXP
American Express Company
1.09%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
2.30%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
2.73%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
2.38%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.
1.57%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
3.18%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
2.34%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.
0.32%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.
3.38%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.
1.11%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
1.17%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
4.68%4.37%3.04%2.65%2.62%2.52%3.11%3.01%3.22%3.27%2.93%3.47%
GLPI
6.37%6.38%5.37%5.90%3.63%6.30%7.88%6.69%7.50%7.77%48.78%0.00%
GOOGL
0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GPK
1.48%1.62%1.46%1.54%1.77%1.80%2.82%2.43%1.80%1.56%0.00%0.00%
IBKR
0.45%0.48%0.55%0.50%0.66%0.86%0.73%0.68%1.10%0.92%1.37%1.64%
IPG
4.43%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
2.75%3.63%4.96%4.73%8.39%7.69%7.32%5.93%6.17%7.07%6.00%4.39%
JNJ
3.21%3.00%2.52%2.45%2.53%2.57%2.74%2.38%2.73%2.87%2.64%2.83%
KMB
3.40%3.88%3.42%3.19%3.17%3.00%3.51%3.22%3.22%2.77%2.73%2.97%
KR
2.20%2.41%2.11%1.72%2.14%2.07%1.93%1.79%1.30%0.94%1.06%1.56%
LECO
1.43%1.21%1.61%1.50%1.70%1.96%2.08%1.57%1.71%2.29%1.42%1.16%
MAR
0.91%0.87%0.67%0.00%0.36%1.22%1.44%0.95%1.39%1.42%0.99%1.30%
MCHP
1.90%1.76%1.65%0.98%1.07%1.40%2.02%1.65%2.24%3.07%3.15%3.16%
MCK
0.43%0.50%0.54%0.72%0.95%1.16%1.32%0.80%0.80%0.53%0.46%0.55%
MDLZ
2.60%2.24%2.21%2.01%2.05%1.98%2.40%1.92%1.62%1.43%1.60%1.90%
META
0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MPC
1.96%2.07%2.14%3.63%5.61%3.52%3.12%2.30%2.70%2.20%2.04%1.68%
MRK
2.36%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.42%3.11%3.45%
MSFT
0.64%0.74%1.06%0.68%0.94%1.20%1.69%1.86%2.37%2.33%2.48%2.59%
NEE
2.63%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%2.73%3.08%
NSC
2.44%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
1.12%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
PH
1.15%1.25%1.73%1.25%1.29%1.65%1.97%1.32%1.80%2.60%1.61%1.38%
PHM
0.67%0.66%1.34%1.00%1.16%1.16%1.46%1.08%1.96%1.85%1.07%0.74%
PXD
2.82%6.21%11.14%3.76%1.93%0.79%0.24%0.04%0.04%0.05%0.05%0.04%
RGA
1.61%2.04%2.15%2.61%2.42%1.59%1.57%1.17%1.24%1.64%1.44%1.40%
RTX
2.36%2.76%2.14%2.33%2.64%1.96%2.66%2.13%2.39%2.66%2.05%1.93%
SYY
2.80%2.71%2.51%2.34%2.42%1.82%2.30%2.17%2.24%2.20%2.95%3.91%
TPR
3.22%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
1.53%1.38%1.21%1.12%1.38%1.41%1.38%1.30%1.48%1.59%1.39%1.40%
V
0.77%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
2.33%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.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%FebruaryMarchAprilMayJuneJuly
-0.16%
-0.88%
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 0.16%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.56%Feb 20, 202023Mar 23, 2020107Aug 24, 2020130
-20.13%Mar 30, 2022128Sep 30, 2022133Apr 13, 2023261
-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 1.32%, 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%1.50%2.00%2.50%3.00%3.50%4.00%4.50%FebruaryMarchAprilMayJuneJuly
1.32%
2.07%
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.

KRKMBESNEEMRKJNJABBVMCKBKRPXDULTACOPUNHELVMDLZIRMPHMWDAYGLPIIBKRAMZNMETAMPCNVDAGPKALBSYYTPRDELLRGACRMCMCSAWFCAVGOORCLADBEBSXAAPLIPGMARRTXGOOGLNSCIQVBKMCHPBACMSFTCATVCSCOLECOACNAXPPH
KR1.000.260.170.140.190.190.150.250.100.120.140.120.160.170.280.180.110.030.100.100.070.070.140.070.210.110.240.110.110.160.060.160.140.080.150.090.110.100.140.070.170.080.180.090.180.090.170.110.170.090.220.190.130.110.16
KMB0.261.000.450.380.320.390.280.240.070.040.140.070.250.230.540.300.220.100.250.060.090.100.070.060.250.080.280.080.100.170.110.230.120.110.250.150.260.160.190.120.200.140.240.160.150.100.120.200.140.220.260.200.260.180.19
ES0.170.451.000.720.270.370.200.180.090.030.130.070.240.230.460.390.180.110.350.050.120.100.110.050.230.150.270.080.100.170.120.250.100.110.180.160.250.190.170.090.220.160.250.250.120.110.090.200.120.220.250.160.270.170.14
NEE0.140.380.721.000.240.330.190.160.110.060.160.090.260.200.410.370.260.220.370.120.210.180.130.150.250.200.270.120.150.170.220.260.130.180.210.240.280.250.200.130.240.240.250.300.160.180.100.290.140.280.280.180.330.210.18
MRK0.190.320.270.241.000.510.440.380.160.160.140.200.370.360.350.200.140.150.230.190.120.150.200.090.250.110.230.130.180.240.180.250.190.140.260.190.350.190.200.150.270.200.240.310.240.130.210.240.230.290.290.240.290.230.23
JNJ0.190.390.370.330.511.000.440.350.140.130.170.160.400.360.420.240.160.170.230.190.160.160.160.120.240.140.240.140.160.230.190.310.220.180.300.230.380.240.250.170.290.250.290.310.270.200.230.280.270.330.390.260.360.270.25
ABBV0.150.280.200.190.440.441.000.370.190.220.190.210.370.370.310.200.170.210.220.220.190.200.250.190.240.150.240.190.210.260.230.270.260.220.260.240.370.240.240.210.300.270.270.360.280.230.260.270.280.320.340.250.320.260.29
MCK0.250.240.180.160.380.350.371.000.200.230.220.260.400.420.320.210.210.150.220.230.160.180.300.150.270.200.280.200.250.310.170.270.260.210.270.180.350.210.260.230.330.220.300.270.300.180.290.230.280.280.320.290.300.300.32
BKR0.100.070.090.110.160.140.190.201.000.590.260.620.190.220.150.250.210.150.240.300.150.160.550.180.280.350.300.330.300.380.160.240.380.230.230.140.230.210.340.340.380.210.350.270.390.310.420.170.470.220.300.380.260.380.43
PXD0.120.040.030.060.160.130.220.230.591.000.240.750.210.250.130.230.200.130.230.300.170.190.600.190.280.350.280.340.280.360.160.240.390.250.210.170.220.230.330.340.410.230.350.240.390.270.430.180.480.250.300.370.240.380.42
ULTA0.140.140.130.160.140.170.190.220.260.241.000.230.240.250.210.260.340.280.310.280.260.250.300.270.320.330.390.440.300.300.260.310.310.290.250.260.310.270.380.390.350.290.360.340.330.340.340.280.320.320.310.350.340.390.39
COP0.120.070.070.090.200.160.210.260.620.750.231.000.240.280.160.240.210.140.220.290.150.170.630.180.300.340.310.320.300.370.190.260.420.240.230.180.230.210.340.350.420.230.400.260.410.280.450.190.520.270.320.380.260.410.45
UNH0.160.250.240.260.370.400.370.400.190.210.240.241.000.740.320.220.200.200.250.270.220.210.240.210.290.180.290.210.220.280.230.280.290.230.300.270.390.300.280.260.320.310.340.370.330.230.310.330.290.350.350.330.360.350.33
ELV0.170.230.230.200.360.360.370.420.220.250.250.280.741.000.310.240.210.170.260.270.180.190.290.170.310.210.320.220.240.340.210.310.320.210.310.240.380.250.310.290.350.260.340.360.350.210.340.270.330.330.340.340.330.360.33
MDLZ0.280.540.460.410.350.420.310.320.150.130.210.160.320.311.000.360.280.240.330.160.230.230.180.170.310.200.410.180.200.260.270.390.240.250.310.290.370.310.300.250.340.310.320.310.280.250.240.350.250.380.380.300.400.300.30
IRM0.180.300.390.370.200.240.200.210.250.230.260.240.220.240.361.000.370.220.500.190.230.260.270.230.320.340.340.320.280.290.250.320.290.310.310.250.310.290.380.310.340.260.340.340.300.300.300.290.350.300.330.380.400.370.37
PHM0.110.220.180.260.140.160.170.210.210.200.340.210.200.210.280.371.000.310.360.260.300.310.270.310.370.330.350.420.330.310.330.360.290.330.320.320.310.320.380.370.340.320.350.370.340.380.300.320.350.330.320.420.400.380.42
WDAY0.030.100.110.220.150.170.210.150.150.130.280.140.200.170.240.220.311.000.290.300.530.490.190.500.200.290.230.260.340.180.670.310.190.440.410.650.380.470.250.340.250.520.280.450.240.470.220.580.240.490.420.300.500.330.30
GLPI0.100.250.350.370.230.230.220.220.240.230.310.220.250.260.330.500.360.291.000.240.260.290.270.240.330.330.400.330.290.300.310.340.280.290.310.320.350.310.360.350.360.300.350.380.290.330.280.320.320.370.360.360.380.390.36
IBKR0.100.060.050.120.190.190.220.230.300.300.280.290.270.270.160.190.260.300.241.000.290.310.350.320.320.340.300.380.350.420.340.300.470.300.340.310.330.320.370.400.360.340.350.340.500.380.500.330.420.390.360.430.380.480.45
AMZN0.070.090.120.210.120.160.190.160.150.170.260.150.220.180.230.230.300.530.260.291.000.610.210.580.200.330.210.260.380.170.590.320.210.490.420.640.340.600.240.340.230.680.270.410.250.470.260.680.270.490.440.290.480.350.33
META0.070.100.100.180.150.160.200.180.160.190.250.170.210.190.230.260.310.490.290.310.611.000.220.540.210.320.210.270.360.210.530.350.230.490.410.600.360.540.290.340.230.680.270.400.290.460.290.610.290.480.400.330.450.360.34
MPC0.140.070.110.130.200.160.250.300.550.600.300.630.240.290.180.270.270.190.270.350.210.221.000.250.350.380.340.380.350.420.240.290.450.270.270.200.280.240.390.390.440.270.390.310.470.340.490.230.520.310.350.430.290.450.49
NVDA0.070.060.050.150.090.120.190.150.180.190.270.180.210.170.170.230.310.500.240.320.580.540.251.000.200.380.190.300.440.200.540.290.250.620.420.600.330.560.250.350.240.560.290.410.300.620.290.610.330.450.430.360.470.360.38
GPK0.210.250.230.250.250.240.240.270.280.280.320.300.290.310.310.320.370.200.330.320.200.210.350.201.000.370.370.400.280.430.220.340.400.280.310.210.330.250.410.360.420.260.440.340.450.330.450.240.450.320.360.500.340.420.48
ALB0.110.080.150.200.110.140.150.200.350.350.330.340.180.210.200.340.330.290.330.340.330.320.380.380.371.000.300.420.350.350.310.290.360.390.310.330.290.360.390.390.370.340.390.380.400.470.420.330.480.350.350.480.390.440.51
SYY0.240.280.270.270.230.240.240.280.300.280.390.310.290.320.410.340.350.230.400.300.210.210.340.190.370.301.000.370.310.410.230.360.410.230.300.220.370.270.440.450.450.280.390.320.390.320.410.270.380.390.330.400.370.470.44
TPR0.110.080.080.120.130.140.190.200.330.340.440.320.210.220.180.320.420.260.330.380.260.270.380.300.400.420.371.000.350.380.280.340.460.330.320.260.310.300.480.470.410.300.420.350.470.420.490.270.460.340.360.470.370.490.50
DELL0.110.100.100.150.180.160.210.250.300.280.300.300.220.240.200.280.330.340.290.350.380.360.350.440.280.350.310.351.000.330.400.310.330.460.400.420.340.400.350.410.370.390.350.390.370.480.370.440.400.410.460.400.440.430.46
RGA0.160.170.170.170.240.230.260.310.380.360.300.370.280.340.260.290.310.180.300.420.170.210.420.200.430.350.410.380.331.000.220.350.570.260.290.180.340.230.450.430.460.240.400.320.570.320.580.220.470.350.350.470.340.530.48
CRM0.060.110.120.220.180.190.230.170.160.160.260.190.230.210.270.250.330.670.310.340.590.530.240.540.220.310.230.280.400.221.000.340.240.470.460.700.400.520.260.330.250.560.300.460.290.480.270.640.270.540.460.310.550.370.35
CMCSA0.160.230.250.260.250.310.270.270.240.240.310.260.280.310.390.320.360.310.340.300.320.350.290.290.340.290.360.340.310.350.341.000.380.330.330.350.360.360.480.380.360.370.380.370.380.380.400.380.380.400.450.380.420.430.39
WFC0.140.120.100.130.190.220.260.260.380.390.310.420.290.320.240.290.290.190.280.470.210.230.450.250.400.360.410.460.330.570.240.381.000.290.320.190.300.260.490.450.460.290.430.340.680.380.800.270.490.360.360.490.360.640.53
AVGO0.080.110.110.180.140.180.220.210.230.250.290.240.230.210.250.310.330.440.290.300.490.490.270.620.280.390.230.330.460.260.470.330.291.000.430.540.360.570.340.410.310.500.390.440.330.690.340.570.400.450.500.410.500.400.45
ORCL0.150.250.180.210.260.300.260.270.230.210.250.230.300.310.310.310.320.410.310.340.420.410.270.420.310.310.300.320.400.290.460.330.320.431.000.510.390.450.360.360.350.470.380.420.370.410.350.550.370.480.490.400.520.410.41
ADBE0.090.150.160.240.190.230.240.180.140.170.260.180.270.240.290.250.320.650.320.310.640.600.200.600.210.330.220.260.420.180.700.350.190.540.511.000.410.580.260.350.280.650.320.500.260.530.240.740.270.590.500.320.600.360.35
BSX0.110.260.250.280.350.380.370.350.230.220.310.230.390.380.370.310.310.380.350.330.340.360.280.330.330.290.370.310.340.340.400.360.300.360.390.411.000.370.350.390.390.420.370.490.350.370.320.450.370.500.420.390.490.440.41
AAPL0.100.160.190.250.190.240.240.210.210.230.270.210.300.250.310.290.320.470.310.320.600.540.240.560.250.360.270.300.400.230.520.360.260.570.450.580.371.000.300.370.310.620.350.430.280.530.300.670.330.510.510.360.500.380.40
IPG0.140.190.170.200.200.250.240.260.340.330.380.340.280.310.300.380.380.250.360.370.240.290.390.250.410.390.440.480.350.450.260.480.490.340.360.260.350.301.000.480.450.340.440.370.510.420.530.300.470.390.430.490.430.540.51
MAR0.070.120.090.130.150.170.210.230.340.340.390.350.260.290.250.310.370.340.350.400.340.340.390.350.360.390.450.470.410.430.330.380.450.410.360.350.390.370.481.000.450.390.430.400.450.480.480.380.500.460.400.490.420.560.54
RTX0.170.200.220.240.270.290.300.330.380.410.350.420.320.350.340.340.340.250.360.360.230.230.440.240.420.370.450.410.370.460.250.360.460.310.350.280.390.310.450.451.000.330.470.340.480.360.470.310.540.420.410.500.410.530.54
GOOGL0.080.140.160.240.200.250.270.220.210.230.290.230.310.260.310.260.320.520.300.340.680.680.270.560.260.340.280.300.390.240.560.370.290.500.470.650.420.620.340.390.331.000.330.460.330.510.340.730.340.560.500.350.550.420.39
NSC0.180.240.250.250.240.290.270.300.350.350.360.400.340.340.320.340.350.280.350.350.270.270.390.290.440.390.390.420.350.400.300.380.430.390.380.320.370.350.440.430.470.331.000.420.480.420.500.360.560.430.450.560.490.500.59
IQV0.090.160.250.300.310.310.360.270.270.240.340.260.370.360.310.340.370.450.380.340.410.400.310.410.340.380.320.350.390.320.460.370.340.440.420.500.490.430.370.400.340.460.421.000.370.470.370.510.380.510.460.460.560.450.45
BK0.180.150.120.160.240.270.280.300.390.390.330.410.330.350.280.300.340.240.290.500.250.290.470.300.450.400.390.470.370.570.290.380.680.330.370.260.350.280.510.450.480.330.480.371.000.420.770.300.560.400.420.550.420.630.57
MCHP0.090.100.110.180.130.200.230.180.310.270.340.280.230.210.250.300.380.470.330.380.470.460.340.620.330.470.320.420.480.320.480.380.380.690.410.530.370.530.420.480.360.510.420.470.421.000.430.530.470.470.510.490.530.470.53
BAC0.170.120.090.100.210.230.260.290.420.430.340.450.310.340.240.300.300.220.280.500.260.290.490.290.450.420.410.490.370.580.270.400.800.340.350.240.320.300.530.480.470.340.500.370.770.431.000.300.570.420.420.560.390.680.59
MSFT0.110.200.200.290.240.280.270.230.170.180.280.190.330.270.350.290.320.580.320.330.680.610.230.610.240.330.270.270.440.220.640.380.270.570.550.740.450.670.300.380.310.730.360.510.300.530.301.000.320.600.540.360.630.400.41
CAT0.170.140.120.140.230.270.280.280.470.480.320.520.290.330.250.350.350.240.320.420.270.290.520.330.450.480.380.460.400.470.270.380.490.400.370.270.370.330.470.500.540.340.560.380.560.470.570.321.000.420.450.680.420.560.72
V0.090.220.220.280.290.330.320.280.220.250.320.270.350.330.380.300.330.490.370.390.490.480.310.450.320.350.390.340.410.350.540.400.360.450.480.590.500.510.390.460.420.560.430.510.400.470.420.600.421.000.510.430.600.560.47
CSCO0.220.260.250.280.290.390.340.320.300.300.310.320.350.340.380.330.320.420.360.360.440.400.350.430.360.350.330.360.460.350.460.450.360.500.490.500.420.510.430.400.410.500.450.460.420.510.420.540.450.511.000.460.570.450.48
LECO0.190.200.160.180.240.260.250.290.380.370.350.380.330.340.300.380.420.300.360.430.290.330.430.360.500.480.400.470.400.470.310.380.490.410.400.320.390.360.490.490.500.350.560.460.550.490.560.360.680.430.461.000.490.560.74
ACN0.130.260.270.330.290.360.320.300.260.240.340.260.360.330.400.400.400.500.380.380.480.450.290.470.340.390.370.370.440.340.550.420.360.500.520.600.490.500.430.420.410.550.490.560.420.530.390.630.420.600.570.491.000.480.51
AXP0.110.180.170.210.230.270.260.300.380.380.390.410.350.360.300.370.380.330.390.480.350.360.450.360.420.440.470.490.430.530.370.430.640.400.410.360.440.380.540.560.530.420.500.450.630.470.680.400.560.560.450.560.481.000.59
PH0.160.190.140.180.230.250.290.320.430.420.390.450.330.330.300.370.420.300.360.450.330.340.490.380.480.510.440.500.460.480.350.390.530.450.410.350.410.400.510.540.540.390.590.450.570.530.590.410.720.470.480.740.510.591.00
The correlation results are calculated based on daily price changes starting from Aug 18, 2016