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KISS

Last updated Sep 23, 2023

Dodge and Cox Balanced Mix

Asset Allocation


DODIX 24%DODLX 16%DODGX 36%DODWX 24%BondBondEquityEquity
PositionCategory/SectorWeight
DODIX
Dodge & Cox Income Fund
Total Bond Market24%
DODLX
Dodge & Cox Global Bond Fund
Global Bonds16%
DODGX
Dodge & Cox Stock Fund Class I
Large Cap Value Equities36%
DODWX
Dodge & Cox Global Stock Fund Class I
Global Equities24%

Performance

The chart shows the growth of an initial investment of $10,000 in KISS, 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


0.00%5.00%10.00%15.00%AprilMayJuneJulyAugustSeptember
5.85%
8.61%
KISS
Benchmark (^GSPC)
Portfolio components

Returns

As of Sep 23, 2023, the KISS returned 6.63% Year-To-Date and 6.48% of annualized return in the last 10 years.


1 month6 monthsYear-To-Date1 year5 years (annualized)10 years (annualized)
Benchmark-1.94%8.79%12.52%16.97%8.21%9.25%
KISS-0.40%6.25%6.63%15.00%6.38%6.48%
DODLX
Dodge & Cox Global Bond Fund
-0.38%1.84%4.47%8.85%3.55%2.51%
DODIX
Dodge & Cox Income Fund
-0.49%-1.54%1.45%2.94%1.59%2.02%
DODWX
Dodge & Cox Global Stock Fund Class I
-0.28%11.71%11.97%25.12%7.65%7.35%
DODGX
Dodge & Cox Stock Fund Class I
-0.47%10.04%7.48%19.53%8.52%9.74%

Asset Correlations Table

The table below shows the correlation coefficients between the assets in the portfolio.

DODIXDODGXDODLXDODWX
DODIX1.00-0.080.61-0.01
DODGX-0.081.000.320.93
DODLX0.610.321.000.42
DODWX-0.010.930.421.00

Sharpe Ratio

The current KISS Sharpe ratio is 1.03. A Sharpe ratio greater than 1.0 is considered acceptable.

-1.000.001.002.003.004.001.03

The Sharpe ratio of KISS 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 Ratio-0.500.000.501.00AprilMayJuneJulyAugustSeptember
1.03
0.81
KISS
Benchmark (^GSPC)
Portfolio components

Dividend yield

KISS granted a 5.20% dividend yield in the last twelve months.


TTM20222021202020192018201720162015201420132012
KISS5.20%5.36%5.49%4.79%8.16%9.63%6.41%5.85%5.62%5.07%3.49%3.71%
DODLX
Dodge & Cox Global Bond Fund
4.88%5.10%4.10%2.93%3.84%6.08%3.02%2.14%0.00%1.79%0.00%0.00%
DODIX
Dodge & Cox Income Fund
3.53%2.87%3.38%5.04%4.11%4.03%3.68%4.07%4.00%5.54%4.27%5.01%
DODWX
Dodge & Cox Global Stock Fund Class I
6.91%7.73%11.61%1.57%8.99%12.76%6.25%4.27%6.06%6.06%6.93%6.00%
DODGX
Dodge & Cox Stock Fund Class I
5.30%5.56%3.45%7.61%12.23%12.85%9.84%9.73%8.89%5.55%2.24%2.96%

Expense Ratio

The KISS has a high expense ratio of 0.50%, indicating higher-than-average management fees. Below you can find the expense ratios of portfolio funds side-by-side and effortlessly compare their relative costs.


0.62%
0.00%2.15%
0.51%
0.00%2.15%
0.45%
0.00%2.15%
0.41%
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
DODLX
Dodge & Cox Global Bond Fund
1.26
DODIX
Dodge & Cox Income Fund
0.23
DODWX
Dodge & Cox Global Stock Fund Class I
1.02
DODGX
Dodge & Cox Stock Fund Class I
0.91

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%AprilMayJuneJulyAugustSeptember
-4.13%
-9.93%
KISS
Benchmark (^GSPC)
Portfolio components

Worst Drawdowns

The table below shows the maximum drawdowns of the KISS. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the KISS is 28.38%, recorded on Mar 23, 2020. It took 161 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-28.38%Feb 13, 202027Mar 23, 2020161Nov 9, 2020188
-18%Jan 18, 2022175Sep 27, 2022
-16.08%May 22, 2015183Feb 11, 2016128Aug 15, 2016311
-13.19%Jan 29, 2018229Dec 24, 2018144Jul 23, 2019373
-5.91%Sep 8, 201429Oct 16, 201488Feb 24, 2015117

Volatility Chart

The current KISS volatility is 2.23%, 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.


2.00%3.00%4.00%5.00%AprilMayJuneJulyAugustSeptember
2.23%
3.41%
KISS
Benchmark (^GSPC)
Portfolio components