MDB 90/10 Tilted 3-Fund V1
Asset Allocation
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in MDB 90/10 Tilted 3-Fund V1, 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 Nov 18, 2020, corresponding to the inception date of DFAI
Returns By Period
| Year-To-Date | 1 month | 6 months | 1 year | 5 years (annualized) | 10 years (annualized) | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 17.76% | 2.89% | 10.80% | 27.49% | 14.28% | 10.89% |
| MDB 90/10 Tilted 3-Fund V1 | 13.86% | 2.12% | 9.45% | 23.43% | N/A | N/A |
| Portfolio components: | ||||||
VTI Vanguard Total Stock Market ETF | 17.55% | 2.67% | 10.68% | 27.77% | 15.35% | 12.29% |
VGSH Vanguard Short-Term Treasury ETF | 3.21% | 1.13% | 3.45% | 6.14% | 1.26% | 1.27% |
AVUV Avantis U.S. Small Cap Value ETF | 7.58% | -3.30% | 8.51% | 22.06% | N/A | N/A |
DFAI Dimensional International Core Equity Market ETF | 11.30% | 3.94% | 9.02% | 19.81% | N/A | N/A |
Monthly Returns
The table below presents the monthly returns of MDB 90/10 Tilted 3-Fund V1, 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 | 0.27% | 3.89% | 3.29% | -3.84% | 4.42% | 1.17% | 3.03% | 13.86% | |||||
| 2023 | 6.98% | -2.25% | 1.42% | 1.05% | -1.03% | 6.00% | 3.70% | -2.19% | -3.94% | -2.69% | 8.23% | 5.59% | 21.84% |
| 2022 | -4.59% | -1.82% | 2.10% | -7.39% | 0.80% | -8.05% | 7.73% | -3.69% | -8.54% | 7.59% | 6.16% | -4.58% | -15.10% |
| 2021 | 0.17% | 3.89% | 3.54% | 3.86% | 1.53% | 1.04% | 0.86% | 2.29% | -3.23% | 5.05% | -2.04% | 3.60% | 22.19% |
| 2020 | 1.53% | 4.58% | 6.18% |
Expense Ratio
MDB 90/10 Tilted 3-Fund V1 has an expense ratio of 0.08%, 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 MDB 90/10 Tilted 3-Fund V1 is 58, 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 | |
|---|---|---|---|---|---|
VTI Vanguard Total Stock Market ETF | 2.31 | 3.13 | 1.41 | 2.10 | 10.44 |
VGSH Vanguard Short-Term Treasury ETF | 3.16 | 5.38 | 1.70 | 1.85 | 22.85 |
AVUV Avantis U.S. Small Cap Value ETF | 1.12 | 1.69 | 1.20 | 1.87 | 4.90 |
DFAI Dimensional International Core Equity Market ETF | 1.72 | 2.42 | 1.30 | 1.61 | 8.25 |
Dividends
Dividend yield
MDB 90/10 Tilted 3-Fund V1 granted a 1.82% dividend yield in the last twelve months.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| MDB 90/10 Tilted 3-Fund V1 | 1.82% | 1.89% | 1.83% | 1.33% | 1.17% | 1.33% | 1.40% | 1.13% | 1.23% | 1.26% | 1.10% | 1.08% |
| Portfolio components: | ||||||||||||
VTI Vanguard Total Stock Market ETF | 1.32% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
VGSH Vanguard Short-Term Treasury ETF | 3.96% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.82% | 0.71% | 0.46% | 0.34% |
AVUV Avantis U.S. Small Cap Value ETF | 1.60% | 1.65% | 1.74% | 1.28% | 1.21% | 0.38% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
DFAI Dimensional International Core Equity Market ETF | 2.36% | 2.64% | 2.72% | 2.06% | 0.09% | 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 MDB 90/10 Tilted 3-Fund V1. 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 MDB 90/10 Tilted 3-Fund V1 was 22.88%, occurring on Sep 30, 2022. Recovery took 302 trading sessions.
The current MDB 90/10 Tilted 3-Fund V1 drawdown is 0.22%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -22.88% | Nov 9, 2021 | 225 | Sep 30, 2022 | 302 | Dec 13, 2023 | 527 |
| -7.41% | Jul 17, 2024 | 14 | Aug 5, 2024 | — | — | — |
| -4.87% | Apr 1, 2024 | 15 | Apr 19, 2024 | 17 | May 14, 2024 | 32 |
| -3.9% | Sep 7, 2021 | 18 | Sep 30, 2021 | 13 | Oct 19, 2021 | 31 |
| -3.7% | May 10, 2021 | 3 | May 12, 2021 | 13 | Jun 1, 2021 | 16 |
Volatility
Volatility Chart
The current MDB 90/10 Tilted 3-Fund V1 volatility is 5.45%, 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
| VGSH | AVUV | VTI | DFAI | |
|---|---|---|---|---|
| VGSH | 1.00 | 0.02 | 0.09 | 0.13 |
| AVUV | 0.02 | 1.00 | 0.77 | 0.74 |
| VTI | 0.09 | 0.77 | 1.00 | 0.81 |
| DFAI | 0.13 | 0.74 | 0.81 | 1.00 |