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Dab 2 INDN
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


BIL 5%IAU 5%VOO 20%CALF 20%SMH 15%INDA 12%VOOG 10%ARGT 8%VIG 5%BondBondCommodityCommodityEquityEquity
PositionCategory/SectorWeight
ARGT
Global X MSCI Argentina ETF
Latin America Equities
8%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
Government Bonds
5%
CALF
Pacer US Small Cap Cash Cows 100 ETF
Small Cap Blend Equities
20%
IAU
iShares Gold Trust
Precious Metals, Gold
5%
INDA
iShares MSCI India ETF
Asia Pacific Equities
12%
SMH
VanEck Vectors Semiconductor ETF
Technology Equities
15%
VIG
Vanguard Dividend Appreciation ETF
Large Cap Growth Equities, Dividend
5%
VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities
20%
VOOG
Vanguard S&P 500 Growth ETF
Large Cap Blend Equities
10%

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Dab 2 INDN, 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


120.00%140.00%160.00%180.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
190.45%
142.35%
Dab 2 INDN
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Jun 19, 2017, corresponding to the inception date of CALF

Returns By Period


YTD1M6M1Y5Y*10Y*
^GSPC
S&P 500
24.66%0.49%8.64%26.56%13.06%11.10%
Dab 2 INDN21.32%-0.59%6.13%21.79%17.49%N/A
VOO
Vanguard S&P 500 ETF
25.49%-0.02%8.89%26.22%14.70%13.04%
VIG
Vanguard Dividend Appreciation ETF
16.99%-1.02%7.44%17.86%11.59%11.30%
ARGT
Global X MSCI Argentina ETF
58.28%-0.66%43.29%55.60%27.11%17.09%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.04%0.36%2.46%5.14%2.32%1.60%
IAU
iShares Gold Trust
25.54%-2.06%11.64%26.68%11.67%8.01%
SMH
VanEck Vectors Semiconductor ETF
38.38%-0.23%-8.65%39.67%30.53%27.29%
CALF
Pacer US Small Cap Cash Cows 100 ETF
-6.78%-3.93%1.61%-6.68%12.07%N/A
VOOG
Vanguard S&P 500 Growth ETF
37.24%3.09%11.30%37.38%17.34%15.16%
INDA
iShares MSCI India ETF
10.96%0.99%-0.97%12.46%10.36%7.31%
*Annualized

Monthly Returns

The table below presents the monthly returns of Dab 2 INDN, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20241.60%4.65%3.52%-2.57%5.01%1.43%2.56%0.86%1.68%-1.29%4.77%21.32%
20238.26%-1.88%2.90%-0.27%2.58%7.09%4.08%-1.59%-4.34%-2.79%10.50%6.23%33.90%
2022-4.97%-1.03%1.94%-7.74%-0.09%-9.71%10.30%-3.17%-8.59%6.93%7.38%-5.37%-15.35%
20211.21%4.17%3.78%2.43%2.84%2.02%0.72%4.33%-4.14%3.91%0.46%3.35%27.76%
2020-1.72%-7.15%-14.75%12.97%5.53%5.42%6.98%5.00%-2.70%-1.02%12.54%5.59%25.68%
20197.85%3.03%0.77%3.05%-6.58%7.20%0.80%-3.92%3.17%2.40%3.10%5.07%28.09%
20184.87%-2.88%-1.06%-1.02%2.40%-0.99%3.43%1.34%-1.73%-7.27%2.27%-5.95%-7.10%
2017-0.89%2.04%-0.49%3.12%2.52%1.42%2.45%10.54%

Expense Ratio

Dab 2 INDN features an expense ratio of 0.34%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


Expense ratio chart for INDA: current value at 0.69% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.69%
Expense ratio chart for ARGT: current value at 0.60% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.60%
Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for SMH: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%
Expense ratio chart for IAU: current value at 0.25% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.25%
Expense ratio chart for BIL: current value at 0.14% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.14%
Expense ratio chart for VOOG: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%
Expense ratio chart for VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of Dab 2 INDN is 39, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of Dab 2 INDN is 3939
Overall Rank
The Sharpe Ratio Rank of Dab 2 INDN is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of Dab 2 INDN is 3535
Sortino Ratio Rank
The Omega Ratio Rank of Dab 2 INDN is 3535
Omega Ratio Rank
The Calmar Ratio Rank of Dab 2 INDN is 4343
Calmar Ratio Rank
The Martin Ratio Rank of Dab 2 INDN is 4747
Martin 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.


Sharpe ratio
The chart of Sharpe ratio for Dab 2 INDN, currently valued at 1.64, compared to the broader market-6.00-4.00-2.000.002.004.001.642.12
The chart of Sortino ratio for Dab 2 INDN, currently valued at 2.27, compared to the broader market-6.00-4.00-2.000.002.004.006.002.272.83
The chart of Omega ratio for Dab 2 INDN, currently valued at 1.29, compared to the broader market0.400.600.801.001.201.401.601.801.291.39
The chart of Calmar ratio for Dab 2 INDN, currently valued at 2.65, compared to the broader market0.002.004.006.008.0010.0012.002.653.13
The chart of Martin ratio for Dab 2 INDN, currently valued at 10.99, compared to the broader market0.0010.0020.0030.0040.0050.0010.9913.67
Dab 2 INDN
^GSPC

Portfolio components
Sharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VOO
Vanguard S&P 500 ETF
2.212.931.413.2514.47
VIG
Vanguard Dividend Appreciation ETF
1.852.591.343.7111.51
ARGT
Global X MSCI Argentina ETF
2.132.761.343.669.35
BIL
SPDR Barclays 1-3 Month T-Bill ETF
20.26268.47156.00476.234,371.20
IAU
iShares Gold Trust
1.852.461.323.399.66
SMH
VanEck Vectors Semiconductor ETF
1.241.751.221.744.33
CALF
Pacer US Small Cap Cash Cows 100 ETF
-0.26-0.240.97-0.39-0.86
VOOG
Vanguard S&P 500 Growth ETF
2.222.861.403.0211.97
INDA
iShares MSCI India ETF
1.021.391.201.373.97

The current Dab 2 INDN Sharpe ratio is 1.47. 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 1.26 to 2.06, this portfolio's current Sharpe ratio lies between the 25th and 75th percentiles. This indicates that the its risk-adjusted performance is in line with the majority of portfolios. This suggests a balanced approach to risk and return, which might be suitable for a broad range of investors.

Use the chart below to compare the Sharpe ratio of Dab 2 INDN 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 Ratio1.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
1.64
2.12
Dab 2 INDN
Benchmark (^GSPC)
Portfolio components

Dividends

Dividend yield

Dab 2 INDN provided a 0.92% dividend yield over the last twelve months.


TTM20232022202120202019201820172016201520142013
Portfolio0.92%1.22%1.32%1.91%0.92%2.01%1.80%1.35%1.04%1.55%1.06%1.17%
VOO
Vanguard S&P 500 ETF
0.91%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
VIG
Vanguard Dividend Appreciation ETF
1.27%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%
ARGT
Global X MSCI Argentina ETF
0.91%1.59%2.45%0.93%0.28%1.21%1.34%0.49%0.36%0.89%0.47%0.62%
BIL
SPDR Barclays 1-3 Month T-Bill ETF
5.04%4.92%1.35%0.00%0.30%2.05%1.66%0.68%0.07%0.00%0.00%0.00%
IAU
iShares 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%
SMH
VanEck Vectors Semiconductor ETF
0.00%0.60%2.37%1.02%1.38%6.00%3.75%2.85%1.61%4.28%2.31%3.11%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.11%1.18%0.85%2.63%0.82%0.99%1.39%0.70%0.00%0.00%0.00%0.00%
VOOG
Vanguard S&P 500 Growth ETF
0.34%1.12%0.93%0.53%0.88%1.26%1.34%1.32%1.47%1.56%1.28%1.46%
INDA
iShares MSCI India ETF
0.74%0.16%0.00%6.44%0.27%1.00%0.94%1.09%0.91%1.19%0.63%0.40%

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%JulyAugustSeptemberOctoberNovemberDecember
-3.68%
-2.37%
Dab 2 INDN
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dab 2 INDN. 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 Dab 2 INDN was 32.91%, occurring on Mar 23, 2020. Recovery took 83 trading sessions.

The current Dab 2 INDN drawdown is 3.81%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-32.91%Feb 20, 202023Mar 23, 202083Jul 21, 2020106
-23.51%Nov 9, 2021235Oct 14, 2022178Jul 3, 2023413
-17.82%Aug 30, 201880Dec 24, 201877Apr 16, 2019157
-9.14%Aug 1, 202363Oct 27, 202316Nov 20, 202379
-8.94%Jan 29, 20189Feb 8, 2018138Aug 27, 2018147

Volatility

Volatility Chart

The current Dab 2 INDN volatility is 4.07%, 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.


2.00%3.00%4.00%5.00%6.00%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.07%
3.87%
Dab 2 INDN
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.

BILIAUINDAARGTCALFSMHVIGVOOGVOO
BIL1.000.020.020.00-0.020.030.020.020.02
IAU0.021.000.150.180.040.060.070.080.07
INDA0.020.151.000.430.410.450.510.500.54
ARGT0.000.180.431.000.490.500.520.560.58
CALF-0.020.040.410.491.000.550.690.570.69
SMH0.030.060.450.500.551.000.660.810.78
VIG0.020.070.510.520.690.661.000.820.92
VOOG0.020.080.500.560.570.810.821.000.95
VOO0.020.070.540.580.690.780.920.951.00
The correlation results are calculated based on daily price changes starting from Jun 20, 2017
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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