Asset Allocation
Find the right asset allocation for Yarber_Danielle
Add portfolio to the optimizer to find optimal allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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Performance Chart
The chart shows the growth of an initial investment of $10,000 in Yarber_Danielle, 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 Every year.
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Returns By Period
As of Jun 13, 2026, the Yarber_Danielle returned 8.04% Year-To-Date and 8.68% of annualized return in the last 10 years.
| Position | 1D | 1M | YTD | 6M | 1Y | 3Y* | 5Y* | 10Y* |
|---|---|---|---|---|---|---|---|---|
Benchmark S&P 500 Index | 0.50% | 0.31% | 8.56% | 8.85% | 24.33% | 19.37% | 11.84% | 13.61% |
Portfolio Yarber_Danielle | 0.27% | 2.00% | 8.04% | 8.47% | 19.44% | 13.31% | 6.83% | 8.68% |
| Portfolio components: | ||||||||
AGG iShares Core U.S. Aggregate Bond ETF | -0.12% | 0.46% | 0.52% | 0.93% | 4.87% | 4.19% | 0.06% | 1.57% |
DFALX DFA Large Cap International Portfolio | 2.73% | 0.45% | 10.02% | 11.54% | 25.05% | 18.07% | 9.39% | 10.35% |
DFEQX DFA Short-Term Extended Quality Portfolio | 0.19% | 0.62% | 1.50% | 1.79% | 3.70% | 4.87% | 2.03% | 1.93% |
DFGEX DFA Global Real Estate Securities Portfolio | 0.35% | 1.84% | 10.89% | 11.70% | 13.17% | 10.06% | 2.03% | 4.11% |
DFISX DFA International Small Company Portfolio | 2.27% | 0.36% | 7.65% | 9.88% | 23.06% | 17.56% | 6.74% | 8.53% |
DFIVX DFA International Value Portfolio | 2.28% | 0.82% | 11.58% | 13.38% | 34.22% | 23.51% | 14.00% | 12.11% |
DFLVX DFA U.S. Large Cap Value Portfolio | 1.72% | 4.20% | 15.96% | 15.75% | 32.63% | 18.63% | 11.18% | 12.04% |
DFSCX DFA U.S. Micro Cap Portfolio | 2.35% | 6.42% | 19.26% | 16.19% | 38.65% | 17.49% | 9.29% | 11.53% |
DFSTX DFA U.S. Small Cap Portfolio | 2.42% | 5.56% | 15.82% | 13.14% | 31.26% | 15.72% | 8.14% | 11.16% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.63% | 5.78% | 17.78% | 15.07% | 36.45% | 17.62% | 10.49% | 11.75% |
Monthly Returns
Based on dividend-adjusted daily data since Oct 8, 2015, Yarber_Danielle's average daily return is +0.03%, while the average monthly return is +0.71%. At this rate, an investment would double in approximately 8.2 years.
Historically, 69% of months were positive and 31% were negative. The best month was Nov 2020 with a return of +8.2%, while the worst month was Mar 2020 at -10.7%. The longest winning streak lasted 15 consecutive months, and the longest losing streak was 3 months.
On a daily basis, Yarber_Danielle closed higher 55% of trading days. The best single day was Mar 24, 2020 with a return of +5.4%, while the worst single day was Mar 16, 2020 at -7.1%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 2.45% | 2.10% | -4.57% | 5.88% | 2.52% | -0.29% | 8.04% | ||||||
| 2025 | 2.03% | 0.25% | -2.39% | -0.07% | 3.11% | 3.16% | 0.54% | 2.50% | 2.51% | 1.10% | 0.61% | 0.65% | 14.77% |
| 2024 | -0.48% | 2.40% | 2.36% | -2.89% | 2.91% | 0.85% | 2.57% | 1.50% | 1.87% | -1.86% | 3.48% | -3.01% | 9.81% |
| 2023 | 5.80% | -2.78% | 1.68% | 0.64% | -1.45% | 4.08% | 2.53% | -2.23% | -3.52% | -2.54% | 7.42% | 4.72% | 14.48% |
| 2022 | -3.72% | -1.59% | 0.02% | -5.78% | 0.99% | -5.82% | 5.25% | -3.26% | -7.13% | 3.83% | 6.46% | -2.82% | -13.73% |
| 2021 | 0.17% | 1.89% | 2.15% | 2.84% | 1.34% | 0.73% | 0.53% | 1.45% | -2.74% | 3.28% | -1.45% | 2.93% | 13.74% |
Benchmark Metrics
Yarber_Danielle has an annualized alpha of 0.66%, beta of 0.57, and R2 of 0.91 versus S&P 500 Index. Calculated based on daily prices since October 08, 2015.
- This portfolio participated in 68.25% of S&P 500 Index downside but only 59.32% of its upside - more exposed to losses than it benefited from rallies.
- Beta of 0.57 indicates this portfolio moves significantly less than S&P 500 Index - a genuinely defensive profile with reduced participation in both market rallies and downturns.
- Alpha
- 0.66%
- Beta
- 0.57
- R²
- 0.91
- Upside Capture
- 59.32%
- Downside Capture
- 68.25%
Expense Ratio
Yarber_Danielle has an expense ratio of 0.11%, 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.
Top 10 holdings
Return for Risk
Risk / Return Rank
Yarber_Danielle ranks 63 for risk / return — better than 63% of Portfolios on our site. You're getting solid returns for the risk taken. A good sign, especially for investors who want growth without excessive volatility.
Return / Risk — by metrics
The table below presents risk-adjusted performance metrics for Yarber_Danielle and compares them with S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| Portfolio | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | 2.16 | 1.86 | +0.29 |
| Sortino ratioReturn per unit of downside risk | 3.04 | 2.53 | +0.51 |
| Omega ratioGain probability vs. loss probability | 1.40 | 1.34 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.87 | 2.53 | +0.34 |
| Martin ratioReturn relative to average drawdown | 12.22 | 11.37 | +0.85 |
How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.
| Position | Risk / Return Rank | Sharpe ratio | Sortino ratio | Omega ratio | Calmar ratio | Martin ratio |
|---|---|---|---|---|---|---|
AGG iShares Core U.S. Aggregate Bond ETF | 36 | 1.19 | 1.76 | 1.21 | 1.63 | 4.82 |
DFALX DFA Large Cap International Portfolio | 46 | 1.70 | 2.39 | 1.30 | 2.32 | 8.96 |
DFEQX DFA Short-Term Extended Quality Portfolio | 97 | 3.53 | 5.64 | 2.08 | 5.07 | 21.16 |
DFGEX DFA Global Real Estate Securities Portfolio | 20 | 1.08 | 1.54 | 1.19 | 1.42 | 4.97 |
DFISX DFA International Small Company Portfolio | 38 | 1.60 | 2.28 | 1.29 | 1.90 | 6.86 |
DFIVX DFA International Value Portfolio | 82 | 2.42 | 3.26 | 1.43 | 3.60 | 14.00 |
DFLVX DFA U.S. Large Cap Value Portfolio | 92 | 2.86 | 4.01 | 1.50 | 5.53 | 20.11 |
DFSCX DFA U.S. Micro Cap Portfolio | 73 | 2.01 | 2.92 | 1.34 | 4.37 | 14.12 |
DFSTX DFA U.S. Small Cap Portfolio | 55 | 1.70 | 2.50 | 1.29 | 3.15 | 10.70 |
DFSVX DFA U.S. Small Cap Value Portfolio I | 67 | 1.96 | 2.85 | 1.35 | 3.58 | 11.45 |
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Dividends
Dividend yield
Yarber_Danielle provided a 2.57% dividend yield over the last twelve months.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 2.57% | 2.63% | 2.61% | 2.53% | 2.60% | 2.58% | 1.91% | 2.54% | 3.07% | 2.13% | 2.23% | 2.40% |
| Portfolio components: | ||||||||||||
AGG iShares Core U.S. Aggregate Bond ETF | 3.98% | 3.89% | 3.74% | 3.13% | 2.39% | 1.77% | 2.14% | 2.70% | 2.72% | 2.32% | 2.39% | 2.45% |
DFALX DFA Large Cap International Portfolio | 2.75% | 2.89% | 3.18% | 3.24% | 2.86% | 3.00% | 1.88% | 2.88% | 3.07% | 2.55% | 2.89% | 2.94% |
DFEQX DFA Short-Term Extended Quality Portfolio | 4.12% | 3.62% | 4.40% | 3.34% | 1.78% | 1.05% | 0.47% | 2.18% | 3.14% | 1.51% | 1.59% | 1.72% |
DFGEX DFA Global Real Estate Securities Portfolio | 3.67% | 4.07% | 3.78% | 3.36% | 5.70% | 4.50% | 2.29% | 6.95% | 5.09% | 0.64% | 0.32% | 2.45% |
DFISX DFA International Small Company Portfolio | 2.92% | 3.19% | 3.39% | 3.01% | 3.51% | 3.06% | 1.71% | 4.54% | 7.74% | 1.27% | 4.44% | 4.47% |
DFIVX DFA International Value Portfolio | 3.77% | 4.21% | 3.94% | 4.40% | 3.78% | 4.37% | 2.42% | 3.70% | 6.60% | 2.85% | 3.36% | 3.45% |
DFLVX DFA U.S. Large Cap Value Portfolio | 1.45% | 1.71% | 1.87% | 3.65% | 4.56% | 5.90% | 1.97% | 4.04% | 7.83% | 6.06% | 3.77% | 6.52% |
DFSCX DFA U.S. Micro Cap Portfolio | 0.80% | 1.03% | 0.97% | 2.48% | 5.16% | 10.77% | 0.87% | 2.80% | 5.50% | 5.05% | 0.90% | 6.33% |
DFSTX DFA U.S. Small Cap Portfolio | 0.94% | 1.08% | 1.05% | 2.45% | 5.18% | 6.39% | 1.08% | 3.30% | 5.16% | 4.56% | 3.10% | 5.90% |
DFSVX DFA U.S. Small Cap Value Portfolio I | 1.48% | 1.69% | 1.47% | 3.67% | 6.77% | 10.40% | 1.96% | 2.83% | 7.54% | 5.18% | 4.18% | 5.29% |
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 Yarber_Danielle. 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 Yarber_Danielle was 25.27%, occurring on Mar 23, 2020. Recovery took 111 trading sessions.
The current Yarber_Danielle drawdown is 0.78%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -25.27%Mar 2020 | 1mo 9d | 5mo 8d | 6mo 17dFeb 2020 - Aug 2020 |
Bear market2022 | -19.93%Sep 2022 | 10mo 25d | 1y 4mo | 2y 3moNov 2021 - Feb 2024 |
Rate-hike selloffLate 2018 | -12.01%Dec 2018 | 10mo 29d | 3mo 12d | 1y 2moJan 2018 - Apr 2019 |
2025 selloff2025 | -10.90%Apr 2025 | 4mo | 1mo 27d | 5mo 27dDec 2024 - Jun 2025 |
2016 pullback2016 | -8.52%Feb 2016 | 3mo 9d | 2mo 2d | 5mo 11dNov 2015 - Apr 2016 |
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 28 assets, with an effective number of assets of 11.84, reflecting the diversification based on asset allocation. Your portfolio is dominated by one or two holdings, which significantly increases concentration risk. Consider rebalancing toward more even weights or adding additional positions.
Diversification Ratio
1Y | 3Y | 5Y | 10Y | All Time | |
|---|---|---|---|---|---|
Diversification Ratio | 1.18 | 1.22 | 1.21 | 1.21 | 1.21 |
The portfolio has a diversification ratio of 1.21, in line with the typical range across portfolios. There's room to improve by adding less correlated assets.
Yarber_Danielle correlation to the S&P 500 Index
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.92 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.91 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.93 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.93 |
Correlation (All Time) Calculated using the full available price history since Oct 8, 2015 | 0.94 |
Benchmark Correlations
Correlation vs. S&P 500 Index. IVV has the highest benchmark correlation at 1.00, while TLT has the lowest at -0.11.
Portfolio Correlations
Correlation vs. Yarber_Danielle. SPY has the highest portfolio correlation at 0.94, while TLT has the lowest at -0.01.
Asset Correlations Table
Find what Yarber_Danielle is missing
See which holdings overlap, where Yarber_Danielle is concentrated, and which low-correlation assets could fill the gaps.
Analyze Diversification