Danna-01
Первый портфель из минимального количества активов, т.е. две ETF в портфеле. Это значительно упрощает процесс слеженияя за ним и ребалансировки. Первый, ведущий актив - набор из акций технологических компаний США, растет быстрее среднего роста рынка S&P, но нужно учитывать, что и падать может сильно (показатель волатильности) Второй актив - это ETF на облигации всего мира (по крайней мере так указано в названии фонда) Как и говорил, второй фонд нужен для ребалансировки, т.е. когда, у первого, основного просадка, то продавая акции второго фонда докупаем акции первого.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BNDW Vanguard Total World Bond ETF | Total Bond Market | 30% |
QQQ Invesco QQQ | Large Cap Blend Equities | 70% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Danna-01 | 2.00% | 11.74% | 3.25% | 12.32% | 12.99% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 1.92% | 17.15% | 3.66% | 15.07% | 18.59% | 17.68% |
BNDW Vanguard Total World Bond ETF | 1.40% | -0.18% | 1.40% | 4.90% | -0.52% | N/A |
Monthly Returns
The table below presents the monthly returns of Danna-01, 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2025 | 1.63% | -1.42% | -5.43% | 1.29% | 6.28% | 2.00% | |||||||
| 2024 | 1.13% | 3.46% | 1.19% | -3.63% | 4.58% | 4.80% | -0.51% | 1.09% | 2.22% | -1.11% | 4.16% | -0.02% | 18.38% |
| 2023 | 8.30% | -0.87% | 7.52% | 0.48% | 5.40% | 4.45% | 2.66% | -1.10% | -4.20% | -1.71% | 8.74% | 4.98% | 39.36% |
| 2022 | -6.64% | -3.43% | 2.34% | -10.54% | -1.04% | -6.57% | 9.59% | -4.60% | -8.52% | 2.64% | 4.87% | -6.90% | -26.86% |
| 2021 | -0.04% | -0.61% | 1.08% | 4.23% | -0.82% | 4.65% | 2.38% | 2.86% | -4.33% | 5.42% | 1.62% | 0.69% | 18.06% |
| 2020 | 2.70% | -3.91% | -5.56% | 11.01% | 4.95% | 4.70% | 5.52% | 7.60% | -4.08% | -2.19% | 8.07% | 3.58% | 35.56% |
| 2019 | 6.64% | 2.17% | 3.34% | 3.86% | -5.41% | 5.69% | 1.85% | -0.61% | 0.47% | 3.04% | 2.84% | 2.74% | 29.42% |
| 2018 | 1.52% | -6.11% | -0.01% | -5.39% | -9.83% |
Expense Ratio
Danna-01 has an expense ratio of 0.16%, which is considered low. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.
Risk-Adjusted Performance
Risk-Adjusted Performance Rank
The current rank of Danna-01 is 44, indicating average performance compared to other portfolios on our website. Here’s a breakdown of how it compares using common performance measures.
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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.60 | 1.03 | 1.14 | 0.69 | 2.26 |
BNDW Vanguard Total World Bond ETF | 1.16 | 1.58 | 1.19 | 0.44 | 3.91 |
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Dividends
Dividend yield
Danna-01 provided a 1.61% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.61% | 1.56% | 1.55% | 1.17% | 1.07% | 0.85% | 1.43% | 1.14% | 0.58% | 0.74% | 0.69% | 0.99% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.57% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
BNDW Vanguard Total World Bond ETF | 4.02% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 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.
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Worst Drawdowns
The table below displays the maximum drawdowns of the Danna-01. 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 Danna-01 was 29.33%, occurring on Oct 14, 2022. Recovery took 295 trading sessions.
The current Danna-01 drawdown is 1.95%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -29.33% | Nov 22, 2021 | 226 | Oct 14, 2022 | 295 | Dec 18, 2023 | 521 |
| -21.19% | Feb 20, 2020 | 22 | Mar 20, 2020 | 49 | Jun 1, 2020 | 71 |
| -16.18% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -15.46% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -9.43% | Sep 3, 2020 | 14 | Sep 23, 2020 | 48 | Dec 1, 2020 | 62 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Diversification
Diversification Metrics
Number of Effective Assets
The portfolio contains 2 assets, with an effective number of assets of 1.72, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.
Asset Correlations Table
| ^GSPC | BNDW | QQQ | Portfolio | |
|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.92 | 0.91 |
| BNDW | 0.07 | 1.00 | 0.09 | 0.17 |
| QQQ | 0.92 | 0.09 | 1.00 | 1.00 |
| Portfolio | 0.91 | 0.17 | 1.00 | 1.00 |