modcon6
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in modcon6, 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 Jun 14, 2021, corresponding to the inception date of DFAT
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 13.20% | -1.28% | 10.32% | 18.23% | 12.31% | 10.58% |
| modcon6 | 7.14% | 1.90% | 6.70% | 13.81% | N/A | N/A |
| Portfolio components: | ||||||
DFAT Dimensional U.S. Targeted Value ETF | 7.58% | 8.94% | 9.14% | 16.25% | N/A | N/A |
QQQM Invesco NASDAQ 100 ETF | 12.27% | -4.63% | 8.46% | 22.61% | N/A | N/A |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 3.40% | 0.49% | 2.86% | 6.12% | N/A | N/A |
BND Vanguard Total Bond Market ETF | 0.56% | 0.85% | 1.73% | 4.40% | -0.05% | 1.40% |
IVV iShares Core S&P 500 ETF | 14.04% | -1.31% | 11.20% | 20.77% | 14.14% | 12.60% |
Monthly Returns
The table below presents the monthly returns of modcon6, 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 | -0.40% | 2.14% | 2.42% | -3.51% | 3.77% | 0.93% | 7.14% | ||||||
| 2023 | 6.52% | -1.09% | 0.88% | -0.17% | 0.56% | 5.02% | 3.34% | -1.59% | -3.24% | -2.47% | 6.66% | 5.97% | 21.56% |
| 2022 | -3.95% | -0.61% | 0.46% | -6.22% | 0.98% | -6.18% | 6.85% | -2.66% | -6.84% | 5.49% | 4.30% | -4.41% | -13.17% |
| 2021 | 0.24% | 0.64% | 1.91% | -2.41% | 3.70% | -0.31% | 2.17% | 5.97% |
Expense Ratio
modcon6 has an expense ratio of 0.20%, 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 modcon6 is 49, 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 | |
|---|---|---|---|---|---|
DFAT Dimensional U.S. Targeted Value ETF | 0.90 | 1.43 | 1.16 | 1.20 | 3.07 |
QQQM Invesco NASDAQ 100 ETF | 1.34 | 1.86 | 1.24 | 1.59 | 6.74 |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 5.38 | 8.21 | 6.00 | 8.43 | 132.27 |
BND Vanguard Total Bond Market ETF | 0.60 | 0.90 | 1.10 | 0.22 | 1.74 |
IVV iShares Core S&P 500 ETF | 1.73 | 2.43 | 1.31 | 1.72 | 6.86 |
Dividends
Dividend yield
modcon6 granted a 2.35% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| modcon6 | 2.35% | 2.22% | 1.81% | 1.10% | 0.92% | 0.77% | 0.78% | 0.68% | 0.70% | 0.74% | 0.74% | 0.74% |
| Portfolio components: | ||||||||||||
DFAT Dimensional U.S. Targeted Value ETF | 1.24% | 1.34% | 1.34% | 1.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
QQQM Invesco NASDAQ 100 ETF | 0.68% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EMNT PIMCO Enhanced Short Maturity Active ESG Exchange-Traded Fund | 5.12% | 4.62% | 2.79% | 0.83% | 1.44% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
BND Vanguard Total Bond Market ETF | 3.41% | 3.09% | 2.60% | 1.97% | 2.22% | 2.72% | 2.81% | 2.54% | 2.51% | 2.57% | 2.79% | 2.78% |
IVV iShares Core S&P 500 ETF | 1.33% | 1.44% | 1.66% | 1.20% | 1.57% | 1.99% | 2.20% | 1.75% | 2.01% | 2.26% | 1.82% | 1.80% |
Drawdowns
Drawdowns Chart
The Drawdowns chart displays portfolio losses from any high point along the way.
Worst Drawdowns
The table below displays the maximum drawdowns of the modcon6. 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 modcon6 was 18.09%, occurring on Sep 30, 2022. Recovery took 298 trading sessions.
The current modcon6 drawdown is 2.57%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -18.09% | Nov 8, 2021 | 226 | Sep 30, 2022 | 298 | Dec 7, 2023 | 524 |
| -4.24% | Apr 1, 2024 | 15 | Apr 19, 2024 | 18 | May 15, 2024 | 33 |
| -2.66% | Sep 3, 2021 | 12 | Sep 21, 2021 | 21 | Oct 20, 2021 | 33 |
| -2.63% | Jul 13, 2021 | 5 | Jul 19, 2021 | 8 | Jul 29, 2021 | 13 |
| -2.58% | Dec 28, 2023 | 13 | Jan 17, 2024 | 8 | Jan 29, 2024 | 21 |
Volatility
Volatility Chart
The current modcon6 volatility is 2.77%, 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
| EMNT | BND | DFAT | QQQM | IVV | |
|---|---|---|---|---|---|
| EMNT | 1.00 | 0.44 | 0.06 | 0.06 | 0.07 |
| BND | 0.44 | 1.00 | 0.11 | 0.19 | 0.18 |
| DFAT | 0.06 | 0.11 | 1.00 | 0.63 | 0.78 |
| QQQM | 0.06 | 0.19 | 0.63 | 1.00 | 0.94 |
| IVV | 0.07 | 0.18 | 0.78 | 0.94 | 1.00 |