Desert
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
O Realty Income Corporation | Real Estate | 50% |
VTV Vanguard Value ETF | Large Cap Value Equities | 50% |
Performance
Performance Chart
The chart shows the growth of an initial investment of $10,000 in Desert , 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 3 months.
The earliest data available for this chart is Jan 30, 2004, corresponding to the inception date of VTV
Returns By Period
As of Apr 21, 2025, the Desert returned 3.59% Year-To-Date and 8.88% of annualized return in the last 10 years.
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | -12.30% | -8.99% | -11.89% | 3.84% | 13.06% | 9.34% |
| Desert | 2.33% | -1.56% | -7.29% | 10.32% | 12.05% | 8.74% |
| Portfolio components: | ||||||
O Realty Income Corporation | 10.62% | 4.35% | -6.54% | 15.55% | 9.54% | 7.12% |
VTV Vanguard Value ETF | -5.68% | -7.43% | -8.81% | 4.18% | 13.69% | 9.19% |
Monthly Returns
The table below presents the monthly returns of Desert , 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 | 3.59% | 2.84% | -0.11% | -3.83% | 2.33% | ||||||||
| 2024 | -1.96% | -0.06% | 4.81% | -2.23% | 1.01% | 0.10% | 7.01% | 5.83% | 2.04% | -3.70% | 1.87% | -6.78% | 7.27% |
| 2023 | 5.05% | -4.31% | -0.52% | 0.71% | -4.56% | 3.59% | 2.93% | -5.00% | -6.64% | -3.63% | 10.55% | 6.05% | 2.71% |
| 2022 | -1.89% | -2.78% | 4.23% | -2.18% | 0.51% | -3.67% | 6.90% | -5.06% | -11.01% | 9.56% | 3.86% | -1.23% | -4.42% |
| 2021 | -2.72% | 3.74% | 6.23% | 6.36% | 1.05% | -1.65% | 3.33% | 2.60% | -6.95% | 7.79% | -0.52% | 6.34% | 27.44% |
| 2020 | 2.17% | -8.49% | -23.34% | 10.65% | 2.03% | 3.39% | 2.54% | 3.94% | -1.96% | -3.08% | 8.49% | 3.81% | -4.59% |
| 2019 | 8.13% | 1.93% | 3.63% | -0.56% | -3.10% | 2.94% | 0.75% | 1.98% | 3.86% | 4.42% | -1.40% | -0.39% | 24.00% |
| 2018 | -0.82% | -5.71% | 1.30% | -0.76% | 3.24% | 0.78% | 4.37% | 3.65% | -0.94% | 0.72% | 5.10% | -4.83% | 5.61% |
| 2017 | 2.32% | 3.34% | -1.74% | -0.84% | -2.71% | 1.31% | 2.66% | 0.40% | 1.33% | -1.96% | 3.48% | 2.54% | 10.33% |
| 2016 | 1.86% | 2.86% | 6.90% | -1.74% | 1.44% | 8.26% | 3.08% | -3.54% | 0.75% | -6.09% | 0.34% | 3.42% | 17.98% |
| 2015 | 5.00% | -1.60% | 1.10% | -3.68% | -0.61% | -2.20% | 5.11% | -6.48% | 2.16% | 6.21% | 0.63% | 1.59% | 6.62% |
| 2014 | 2.99% | 6.84% | -2.89% | 3.81% | 0.71% | 2.47% | -1.94% | 3.87% | -4.84% | 7.53% | 1.87% | 1.82% | 23.77% |
Expense Ratio
Desert has an expense ratio of 0.02%, 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
With an overall rank of 79, Desert is among the top 21% of portfolios on our website when it comes to balancing risk and reward. Below is 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 | |
|---|---|---|---|---|---|
O Realty Income Corporation | 1.05 | 1.51 | 1.19 | 0.78 | 2.17 |
VTV Vanguard Value ETF | 0.33 | 0.57 | 1.08 | 0.35 | 1.45 |
Dividends
Dividend yield
Desert provided a 3.96% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 3.96% | 3.84% | 3.89% | 3.60% | 4.55% | 3.60% | 3.10% | 3.46% | 3.37% | 3.31% | 3.51% | 3.40% |
| Portfolio components: | ||||||||||||
O Realty Income Corporation | 5.46% | 5.37% | 5.33% | 4.68% | 6.95% | 4.65% | 3.69% | 4.19% | 4.45% | 4.19% | 4.42% | 4.59% |
VTV Vanguard Value ETF | 2.47% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% | 2.22% |
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 Desert . 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 Desert was 52.01%, occurring on Mar 6, 2009. Recovery took 278 trading sessions.
The current Desert drawdown is 7.28%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -52.01% | Oct 8, 2007 | 356 | Mar 6, 2009 | 278 | Apr 14, 2010 | 634 |
| -41.99% | Feb 24, 2020 | 21 | Mar 23, 2020 | 268 | Apr 15, 2021 | 289 |
| -21.39% | Apr 21, 2022 | 384 | Oct 30, 2023 | 177 | Jul 16, 2024 | 561 |
| -20.37% | Apr 29, 2011 | 70 | Aug 8, 2011 | 117 | Jan 25, 2012 | 187 |
| -15.91% | May 22, 2013 | 23 | Jun 24, 2013 | 239 | Jun 5, 2014 | 262 |
Volatility
Volatility Chart
The current Desert volatility is 8.78%, 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
| O | VTV | |
|---|---|---|
| O | 1.00 | 0.51 |
| VTV | 0.51 | 1.00 |