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Dr Dan 60/40

Last updated Feb 21, 2024

Asset Allocation


BND 20%VOO 30%QQQ 20%VGT 10%PFF 20%BondBondEquityEquityPreferred StockPreferred Stock
PositionCategory/SectorWeight
BND
Vanguard Total Bond Market ETF
Total Bond Market

20%

VOO
Vanguard S&P 500 ETF
Large Cap Growth Equities

30%

QQQ
Invesco QQQ
Large Cap Blend Equities

20%

VGT
Vanguard Information Technology ETF
Technology Equities

10%

PFF
iShares Preferred and Income Securities ETF
Preferred Stock/Convertible Bonds

20%

Performance

The chart shows the growth of an initial investment of $10,000 in Dr Dan 60/40, 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


-5.00%0.00%5.00%10.00%15.00%SeptemberOctoberNovemberDecember2024February
12.47%
13.40%
Dr Dan 60/40
Benchmark (^GSPC)
Portfolio components

The earliest data available for this chart is Sep 9, 2010, corresponding to the inception date of VOO

Returns

As of Feb 21, 2024, the Dr Dan 60/40 returned 2.79% Year-To-Date and 10.56% of annualized return in the last 10 years.


Year-To-Date1 month6 months1 year5 years (annualized)10 years (annualized)
^GSPC
N/AN/AN/AN/AN/AN/A
Dr Dan 60/402.79%1.48%12.47%20.39%11.59%10.56%
VOO
Vanguard S&P 500 ETF
4.51%2.98%14.29%23.95%14.31%12.56%
QQQ
Invesco QQQ
4.35%1.46%18.06%42.87%20.90%17.94%
VGT
Vanguard Information Technology ETF
3.92%0.66%18.75%40.56%22.66%19.99%
PFF
iShares Preferred and Income Securities ETF
2.62%1.64%9.76%3.43%2.99%3.84%
BND
Vanguard Total Bond Market ETF
-1.70%-0.51%3.83%2.61%0.49%1.41%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20241.59%
20232.32%-1.34%-3.90%-2.48%8.74%4.31%

Sharpe Ratio

The current Dr Dan 60/40 Sharpe ratio is 1.89. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.89

The Sharpe ratio of Dr Dan 60/40 lies between the 25th and 75th percentiles. It indicates that the portfolio's 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2024February
1.89
1.75
Dr Dan 60/40
Benchmark (^GSPC)
Portfolio components

Dividend yield

Dr Dan 60/40 granted a 2.53% dividend yield in the last twelve months.


TTM20232022202120202019201820172016201520142013
Dr Dan 60/402.53%2.57%2.48%1.81%2.06%2.43%2.76%2.43%2.62%2.62%2.77%2.74%
VOO
Vanguard S&P 500 ETF
1.39%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%1.84%
QQQ
Invesco QQQ
0.59%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%
VGT
Vanguard Information Technology ETF
0.62%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%1.12%1.05%
PFF
iShares Preferred and Income Securities ETF
6.47%6.63%6.01%4.45%4.79%5.31%6.32%5.59%5.85%5.76%6.32%6.60%
BND
Vanguard Total Bond Market ETF
3.20%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Expense Ratio

The Dr Dan 60/40 features an expense ratio of 0.16%, falling within the medium range. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.46%
0.00%2.15%
0.20%
0.00%2.15%
0.10%
0.00%2.15%
0.03%
0.00%2.15%

Risk-Adjusted Performance

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 ratioSortino ratioOmega ratioCalmar ratioUlcer Index
VOO
Vanguard S&P 500 ETF
1.91
QQQ
Invesco QQQ
2.53
VGT
Vanguard Information Technology ETF
2.15
PFF
iShares Preferred and Income Securities ETF
0.27
BND
Vanguard Total Bond Market ETF
0.39

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BNDPFFQQQVGTVOO
BND1.000.18-0.08-0.09-0.13
PFF0.181.000.500.500.56
QQQ-0.080.501.000.960.90
VGT-0.090.500.961.000.89
VOO-0.130.560.900.891.00

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2024February
-1.24%
-1.08%
Dr Dan 60/40
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below displays the maximum drawdowns of the Dr Dan 60/40. 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 Dr Dan 60/40 was 25.61%, occurring on Mar 23, 2020. Recovery took 72 trading sessions.

The current Dr Dan 60/40 drawdown is 1.24%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-25.61%Feb 20, 202023Mar 23, 202072Jul 6, 202095
-24.84%Dec 28, 2021202Oct 14, 2022316Jan 19, 2024518
-14.26%Aug 30, 201880Dec 24, 201859Mar 21, 2019139
-12.18%Jul 25, 201111Aug 8, 2011112Jan 18, 2012123
-9.65%Dec 2, 201549Feb 11, 201645Apr 18, 201694

Volatility Chart

The current Dr Dan 60/40 volatility is 2.80%, 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.


1.50%2.00%2.50%3.00%3.50%4.00%4.50%5.00%SeptemberOctoberNovemberDecember2024February
2.80%
3.37%
Dr Dan 60/40
Benchmark (^GSPC)
Portfolio components
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