Dad's Edge
Asset Allocation
| Position | Category/Sector | Weight |
|---|---|---|
AAPL Apple Inc | Technology | 47% |
AMZN Amazon.com, Inc. | Consumer Cyclical | 53% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Dad's Edge, 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 May 15, 1997, corresponding to the inception date of AMZN
Returns By Period
As of Sep 6, 2024, the Dad's Edge returned 18.10% Year-To-Date and 27.72% of annualized return in the last 10 years.
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 15.38% | 5.03% | 6.71% | 23.24% | 13.10% | 10.67% |
| Dad's Edge | 18.10% | 7.66% | 14.80% | 29.14% | 24.34% | 28.00% |
| Portfolio components: | ||||||
AAPL Apple Inc | 15.94% | 6.11% | 30.58% | 25.88% | 34.03% | 26.24% |
AMZN Amazon.com, Inc. | 17.08% | 9.29% | 1.45% | 29.05% | 14.21% | 26.92% |
Monthly Returns
The table below presents the monthly returns of Dad's Edge, 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 | -0.85% | 6.73% | -1.04% | -1.90% | 6.59% | 9.52% | 0.85% | -0.70% | 18.10% | ||||
| 2023 | 17.25% | -3.74% | 10.68% | 2.47% | 9.74% | 8.71% | 1.95% | -0.26% | -8.34% | 2.38% | 10.50% | 2.79% | 65.52% |
| 2022 | -6.17% | -1.33% | 5.95% | -17.15% | -4.39% | -9.90% | 23.19% | -4.72% | -11.44% | 0.12% | -4.49% | -12.61% | -39.19% |
| 2021 | -1.08% | -5.63% | 0.36% | 9.97% | -6.13% | 8.22% | 1.34% | 4.28% | -6.06% | 4.16% | 7.10% | 1.11% | 17.18% |
| 2020 | 7.15% | -8.66% | -1.19% | 21.54% | 3.11% | 13.82% | 15.55% | 14.96% | -9.52% | -4.72% | 6.78% | 6.95% | 80.38% |
| 2019 | 10.26% | -0.53% | 9.11% | 6.99% | -9.98% | 9.56% | 2.83% | -3.28% | 2.42% | 6.48% | 4.52% | 6.28% | 52.16% |
| 2018 | 12.23% | 5.31% | -4.95% | 3.65% | 8.27% | 1.85% | 3.74% | 16.40% | -0.66% | -12.11% | -6.67% | -11.39% | 11.96% |
| 2017 | 7.43% | 7.58% | 4.92% | 2.31% | 7.19% | -4.03% | 2.62% | 4.71% | -4.01% | 12.48% | 4.43% | -1.02% | 53.06% |
| 2016 | -10.51% | -3.08% | 10.07% | -0.71% | 8.60% | -2.21% | 7.44% | 1.84% | 7.75% | -2.81% | -3.61% | 2.27% | 13.72% |
| 2015 | 10.47% | 8.50% | -2.60% | 7.38% | 2.98% | -1.04% | 10.93% | -5.27% | -1.13% | 15.79% | 3.26% | -3.65% | 52.92% |
| 2014 | -10.39% | 3.19% | -2.76% | -0.38% | 5.42% | 3.25% | -0.56% | 8.04% | -3.35% | 0.60% | 10.73% | -7.70% | 4.10% |
| 2013 | -3.78% | -1.34% | 0.49% | -2.54% | 4.24% | -3.81% | 11.14% | 0.59% | 4.27% | 13.24% | 7.62% | 1.12% | 33.92% |
Expense Ratio
Dad's Edge 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.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Dad's Edge is 23, indicating that it is in the bottom 23% of portfolios on our website in terms of risk-adjusted performance. This ranking is based on the combined 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 | |
|---|---|---|---|---|---|
AAPL Apple Inc | 0.79 | 1.26 | 1.16 | 1.07 | 2.51 |
AMZN Amazon.com, Inc. | 1.03 | 1.55 | 1.20 | 0.82 | 4.50 |
Dividends
Dividend yield
Dad's Edge granted a 0.21% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Dad's Edge | 0.21% | 0.23% | 0.33% | 0.23% | 0.29% | 0.49% | 0.84% | 0.68% | 0.90% | 0.91% | 0.79% | 0.99% |
| Portfolio components: | ||||||||||||
AAPL Apple Inc | 0.44% | 0.49% | 0.70% | 0.49% | 0.61% | 1.04% | 1.79% | 1.45% | 1.93% | 1.93% | 1.67% | 2.10% |
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% |
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 Dad's Edge. 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 Dad's Edge was 84.36%, occurring on Oct 2, 2001. Recovery took 797 trading sessions.
The current Dad's Edge drawdown is 7.77%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -84.36% | Dec 13, 1999 | 452 | Oct 2, 2001 | 797 | Dec 1, 2004 | 1249 |
| -60.39% | Dec 31, 2007 | 227 | Nov 20, 2008 | 221 | Oct 8, 2009 | 448 |
| -42.28% | Dec 16, 2021 | 260 | Dec 28, 2022 | 267 | Jan 23, 2024 | 527 |
| -40.41% | Jan 12, 1999 | 26 | Feb 18, 1999 | 45 | Apr 23, 1999 | 71 |
| -34.75% | Sep 5, 2018 | 77 | Dec 24, 2018 | 217 | Nov 4, 2019 | 294 |
Volatility
Volatility Chart
The current Dad's Edge volatility is 5.58%, 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
| AAPL | AMZN | |
|---|---|---|
| AAPL | 1.00 | 0.40 |
| AMZN | 0.40 | 1.00 |