Dab 2 INDN
Asset Allocation
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
The earliest data available for this chart is Jun 19, 2017, corresponding to the inception date of CALF
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| Dab 2 INDN | 22.04% | 0.35% | 8.72% | 31.12% | 18.94% | N/A |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 25.52% | 1.19% | 12.21% | 32.23% | 15.58% | 13.15% |
VIG Vanguard Dividend Appreciation ETF | 18.20% | -0.63% | 9.31% | 24.30% | 12.53% | 11.55% |
ARGT Global X MSCI Argentina ETF | 59.34% | 13.43% | 34.24% | 76.59% | 30.80% | 15.61% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.66% | 0.38% | 2.55% | 5.26% | 2.28% | 1.56% |
IAU iShares Gold Trust | 28.18% | -2.63% | 11.20% | 32.25% | 12.48% | 8.03% |
SMH VanEck Vectors Semiconductor ETF | 38.70% | -4.07% | 2.51% | 50.18% | 33.07% | 28.01% |
CALF Pacer US Small Cap Cash Cows 100 ETF | -2.96% | 0.46% | 0.71% | 8.88% | 14.26% | N/A |
VOOG Vanguard S&P 500 Growth ETF | 33.12% | 1.64% | 14.93% | 38.17% | 17.54% | 14.92% |
INDA iShares MSCI India ETF | 9.88% | -4.54% | 0.64% | 19.02% | 10.97% | 6.50% |
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.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2024 | 1.60% | 4.65% | 3.52% | -2.57% | 5.01% | 1.43% | 2.56% | 0.86% | 1.68% | -1.29% | 22.04% | ||
| 2023 | 8.26% | -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% |
| 2021 | 1.21% | 4.17% | 3.78% | 2.43% | 2.84% | 2.03% | 0.72% | 4.33% | -4.14% | 3.91% | 0.46% | 3.35% | 27.77% |
| 2020 | -1.72% | -7.15% | -14.75% | 12.97% | 5.53% | 5.43% | 6.98% | 5.00% | -2.70% | -1.02% | 12.54% | 5.60% | 25.69% |
| 2019 | 7.85% | 3.03% | 0.77% | 3.05% | -6.58% | 7.20% | 0.80% | -3.92% | 3.17% | 2.40% | 3.10% | 5.07% | 28.09% |
| 2018 | 4.87% | -2.88% | -1.06% | -1.03% | 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dab 2 INDN is 52, suggesting that the investment has average results relative to other portfolios in terms of risk-adjusted performance. This ranking is determined by the cumulative 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 | 2.62 | 3.50 | 1.49 | 3.78 | 17.12 |
VIG Vanguard Dividend Appreciation ETF | 2.45 | 3.44 | 1.45 | 4.78 | 15.69 |
ARGT Global X MSCI Argentina ETF | 2.87 | 3.63 | 1.43 | 4.86 | 12.55 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.40 | 273.00 | 158.62 | 482.85 | 4,446.75 |
IAU iShares Gold Trust | 2.27 | 3.02 | 1.39 | 4.14 | 13.43 |
SMH VanEck Vectors Semiconductor ETF | 1.39 | 1.90 | 1.25 | 1.93 | 5.19 |
CALF Pacer US Small Cap Cash Cows 100 ETF | 0.37 | 0.70 | 1.08 | 0.56 | 1.27 |
VOOG Vanguard S&P 500 Growth ETF | 2.23 | 2.90 | 1.41 | 2.84 | 11.80 |
INDA iShares MSCI India ETF | 1.35 | 1.77 | 1.27 | 1.82 | 6.52 |
Dividends
Dividend yield
Dab 2 INDN provided a 1.00% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.00% | 1.22% | 1.32% | 1.91% | 0.92% | 2.01% | 1.80% | 1.35% | 1.04% | 1.55% | 1.06% | 1.17% |
| Portfolio components: | ||||||||||||
VOO Vanguard S&P 500 ETF | 1.25% | 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 | 1.72% | 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 | 5.15% | 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 | 0.43% | 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 | 1.07% | 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 | 0.60% | 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 | 0.00% | 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.
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 1.80%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -32.91% | Feb 20, 2020 | 23 | Mar 23, 2020 | 83 | Jul 21, 2020 | 106 |
| -23.51% | Nov 9, 2021 | 235 | Oct 14, 2022 | 178 | Jul 3, 2023 | 413 |
| -17.82% | Aug 30, 2018 | 80 | Dec 24, 2018 | 77 | Apr 16, 2019 | 157 |
| -9.14% | Aug 1, 2023 | 63 | Oct 27, 2023 | 16 | Nov 20, 2023 | 79 |
| -8.94% | Jan 29, 2018 | 9 | Feb 8, 2018 | 138 | Aug 27, 2018 | 147 |
Volatility
Volatility Chart
The current Dab 2 INDN volatility is 4.14%, 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
| BIL | IAU | INDA | ARGT | CALF | SMH | VIG | VOOG | VOO | |
|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.01 | 0.02 | 0.01 | -0.02 | 0.04 | 0.03 | 0.02 | 0.02 |
| IAU | 0.01 | 1.00 | 0.15 | 0.18 | 0.04 | 0.06 | 0.07 | 0.08 | 0.07 |
| INDA | 0.02 | 0.15 | 1.00 | 0.43 | 0.41 | 0.46 | 0.51 | 0.50 | 0.54 |
| ARGT | 0.01 | 0.18 | 0.43 | 1.00 | 0.49 | 0.50 | 0.52 | 0.56 | 0.58 |
| CALF | -0.02 | 0.04 | 0.41 | 0.49 | 1.00 | 0.55 | 0.69 | 0.57 | 0.69 |
| SMH | 0.04 | 0.06 | 0.46 | 0.50 | 0.55 | 1.00 | 0.66 | 0.81 | 0.78 |
| VIG | 0.03 | 0.07 | 0.51 | 0.52 | 0.69 | 0.66 | 1.00 | 0.83 | 0.92 |
| VOOG | 0.02 | 0.08 | 0.50 | 0.56 | 0.57 | 0.81 | 0.83 | 1.00 | 0.95 |
| VOO | 0.02 | 0.07 | 0.54 | 0.58 | 0.69 | 0.78 | 0.92 | 0.95 | 1.00 |