HAA - Static
Fund Allocation averaged since 1971
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in HAA - Static, 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 Nov 7, 2014, corresponding to the inception date of PDBC
Returns By Period
As of Nov 21, 2024, the HAA - Static returned 8.73% Year-To-Date and 5.38% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y (annualized) | 10Y (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 24.05% | 1.08% | 11.50% | 30.38% | 13.77% | 11.13% |
| HAA - Static | 8.73% | -0.47% | 5.36% | 14.76% | 6.20% | 5.38% |
| Portfolio components: | ||||||
VOO Vanguard S&P 500 ETF | 25.52% | 1.19% | 12.21% | 32.23% | 15.58% | 13.15% |
VB Vanguard Small-Cap ETF | 18.25% | 4.32% | 12.38% | 32.65% | 10.98% | 9.63% |
VEA Vanguard FTSE Developed Markets ETF | 4.47% | -4.06% | -1.59% | 11.38% | 5.86% | 5.25% |
VWO Vanguard FTSE Emerging Markets ETF | 11.71% | -4.06% | 3.31% | 15.58% | 4.50% | 3.36% |
VNQ Vanguard Real Estate ETF | 10.50% | -0.82% | 15.80% | 24.89% | 4.61% | 6.01% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 1.65% | -0.15% | -4.99% | -3.52% | 9.08% | 1.13% |
VGIT Vanguard Intermediate-Term Treasury ETF | 1.41% | -1.02% | 2.73% | 4.73% | -0.23% | 1.12% |
VGLT Vanguard Long-Term Treasury ETF | -4.14% | -1.55% | 1.16% | 4.83% | -5.33% | 0.04% |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 4.66% | 0.38% | 2.55% | 5.26% | 2.28% | 1.56% |
Monthly Returns
The table below presents the monthly returns of HAA - Static, 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 | -1.12% | 1.62% | 2.33% | -2.96% | 2.69% | 0.88% | 2.69% | 1.54% | 2.24% | -1.94% | 8.73% | ||
| 2023 | 5.98% | -3.48% | 1.14% | 0.43% | -2.23% | 3.55% | 2.77% | -2.28% | -3.33% | -2.70% | 6.20% | 4.69% | 10.47% |
| 2022 | -2.67% | -0.84% | 1.15% | -4.40% | 0.04% | -5.01% | 4.02% | -3.02% | -7.50% | 2.67% | 5.69% | -2.96% | -12.87% |
| 2021 | 0.30% | 2.14% | 0.91% | 3.52% | 1.09% | 1.59% | 0.66% | 0.97% | -2.21% | 3.23% | -2.07% | 3.02% | 13.75% |
| 2020 | -0.79% | -3.45% | -9.38% | 5.56% | 3.17% | 2.37% | 3.74% | 2.11% | -1.70% | -1.27% | 7.57% | 3.36% | 10.62% |
| 2019 | 6.23% | 1.40% | 1.63% | 1.32% | -2.47% | 3.46% | 0.10% | 0.16% | 0.75% | 1.43% | 0.88% | 2.07% | 18.06% |
| 2018 | 1.69% | -3.51% | 0.72% | 0.04% | 1.43% | -0.06% | 0.99% | 0.89% | -0.53% | -4.70% | 0.93% | -3.59% | -5.81% |
| 2017 | 1.39% | 1.70% | 0.00% | 0.65% | 0.47% | 0.69% | 1.77% | 0.70% | 0.80% | 1.08% | 1.19% | 1.21% | 12.27% |
| 2016 | -2.68% | 0.09% | 5.28% | 1.15% | 0.42% | 2.49% | 2.07% | -0.33% | 0.48% | -2.06% | -0.26% | 1.54% | 8.24% |
| 2015 | 0.90% | 1.49% | -0.47% | 0.70% | -0.63% | -1.81% | -0.07% | -4.14% | -0.95% | 3.53% | -0.79% | -1.59% | -3.94% |
| 2014 | 0.45% | -1.02% | -0.58% |
Expense Ratio
HAA - Static has an expense ratio of 0.12%, which is considered low compared to other funds. 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 HAA - Static is 33, 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 |
VB Vanguard Small-Cap ETF | 1.84 | 2.58 | 1.32 | 1.80 | 10.11 |
VEA Vanguard FTSE Developed Markets ETF | 0.86 | 1.25 | 1.15 | 1.25 | 4.05 |
VWO Vanguard FTSE Emerging Markets ETF | 1.01 | 1.50 | 1.19 | 0.63 | 5.01 |
VNQ Vanguard Real Estate ETF | 1.48 | 2.09 | 1.26 | 0.89 | 5.33 |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | -0.21 | -0.20 | 0.98 | -0.11 | -0.58 |
VGIT Vanguard Intermediate-Term Treasury ETF | 0.99 | 1.46 | 1.17 | 0.37 | 2.90 |
VGLT Vanguard Long-Term Treasury ETF | 0.36 | 0.60 | 1.07 | 0.12 | 0.87 |
BIL SPDR Barclays 1-3 Month T-Bill ETF | 20.40 | 273.00 | 158.62 | 482.85 | 4,446.75 |
Dividends
Dividend yield
HAA - Static provided a 3.23% dividend yield over the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.23% | 3.20% | 3.42% | 6.18% | 1.69% | 2.33% | 2.45% | 2.26% | 2.60% | 2.02% | 1.91% | 1.92% |
| 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% |
VB Vanguard Small-Cap ETF | 1.32% | 1.55% | 1.59% | 1.24% | 1.14% | 1.39% | 1.67% | 1.35% | 1.50% | 1.48% | 1.43% | 1.31% |
VEA Vanguard FTSE Developed Markets ETF | 3.06% | 3.16% | 2.91% | 3.16% | 2.04% | 3.04% | 3.35% | 2.77% | 3.05% | 2.92% | 3.68% | 2.60% |
VWO Vanguard FTSE Emerging Markets ETF | 2.65% | 3.52% | 4.11% | 2.63% | 1.91% | 3.24% | 2.88% | 2.30% | 2.52% | 3.26% | 2.86% | 2.73% |
VNQ Vanguard Real Estate ETF | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% | 3.60% | 4.32% |
PDBC Invesco Optimum Yield Diversified Commodity Strategy No K-1 ETF | 4.14% | 4.21% | 13.04% | 50.83% | 0.01% | 1.40% | 1.00% | 3.83% | 6.50% | 0.00% | 0.00% | 0.00% |
VGIT Vanguard Intermediate-Term Treasury ETF | 3.57% | 2.72% | 1.74% | 1.69% | 2.23% | 2.24% | 2.05% | 1.67% | 1.69% | 1.69% | 1.54% | 1.63% |
VGLT Vanguard Long-Term Treasury ETF | 4.10% | 3.33% | 2.83% | 1.82% | 2.15% | 2.46% | 2.71% | 2.55% | 2.69% | 3.21% | 2.75% | 3.19% |
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% |
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 HAA - Static. 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 HAA - Static was 20.65%, occurring on Mar 23, 2020. Recovery took 95 trading sessions.
The current HAA - Static drawdown is 1.45%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -20.65% | Feb 20, 2020 | 23 | Mar 23, 2020 | 95 | Aug 6, 2020 | 118 |
| -18.2% | Nov 10, 2021 | 234 | Oct 14, 2022 | 434 | Jul 10, 2024 | 668 |
| -13.23% | Apr 27, 2015 | 186 | Jan 20, 2016 | 122 | Jul 14, 2016 | 308 |
| -10.66% | Jan 29, 2018 | 229 | Dec 24, 2018 | 59 | Mar 21, 2019 | 288 |
| -4.6% | Sep 3, 2020 | 14 | Sep 23, 2020 | 13 | Oct 12, 2020 | 27 |
Volatility
Volatility Chart
The current HAA - Static volatility is 2.02%, 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 | VGIT | VGLT | PDBC | VNQ | VWO | VEA | VB | VOO | |
|---|---|---|---|---|---|---|---|---|---|
| BIL | 1.00 | 0.04 | 0.02 | -0.04 | -0.01 | 0.04 | 0.01 | 0.00 | 0.02 |
| VGIT | 0.04 | 1.00 | 0.86 | -0.13 | 0.12 | -0.10 | -0.10 | -0.17 | -0.16 |
| VGLT | 0.02 | 0.86 | 1.00 | -0.16 | 0.09 | -0.13 | -0.15 | -0.18 | -0.18 |
| PDBC | -0.04 | -0.13 | -0.16 | 1.00 | 0.14 | 0.36 | 0.36 | 0.31 | 0.29 |
| VNQ | -0.01 | 0.12 | 0.09 | 0.14 | 1.00 | 0.42 | 0.54 | 0.64 | 0.61 |
| VWO | 0.04 | -0.10 | -0.13 | 0.36 | 0.42 | 1.00 | 0.80 | 0.64 | 0.69 |
| VEA | 0.01 | -0.10 | -0.15 | 0.36 | 0.54 | 0.80 | 1.00 | 0.77 | 0.81 |
| VB | 0.00 | -0.17 | -0.18 | 0.31 | 0.64 | 0.64 | 0.77 | 1.00 | 0.86 |
| VOO | 0.02 | -0.16 | -0.18 | 0.29 | 0.61 | 0.69 | 0.81 | 0.86 | 1.00 |