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dragon
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Diversification

Asset Allocation


DBMF 18.00%VGLT 18.00%GLDM 19.00%VT 24.00%TAIL 21.00%AlternativesAlternativesBondBondCommodityCommodityEquityEquity

S&P 500 Index

Performance

Performance Chart

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


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The earliest data available for this chart is May 8, 2019, corresponding to the inception date of DBMF

Returns By Period


1D1MYTD6M1Y3Y*5Y*10Y*
Benchmark
S&P 500 Index
2.91%-5.09%-4.63%-2.39%16.33%16.69%10.18%12.16%
Portfolio
dragon
0.83%-5.05%3.16%7.12%19.25%10.78%5.82%
VT
Vanguard Total World Stock ETF
3.08%-6.22%-1.71%1.42%21.53%16.86%9.22%11.53%
VGLT
Vanguard Long-Term Treasury ETF
-0.03%-3.99%-0.09%-0.50%0.42%-1.57%-4.88%-0.86%
GLDM
SPDR Gold MiniShares Trust
3.77%-10.99%8.57%21.24%49.77%33.33%21.91%
DBMF
iM DBi Managed Futures Strategy ETF
-0.20%-3.82%7.87%15.44%26.29%9.90%8.63%
TAIL
Cambria Tail Risk ETF
-2.50%0.62%2.59%0.83%2.58%-4.32%-6.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since May 9, 2019, dragon's average daily return is +0.03%, while the average monthly return is +0.61%. At this rate, your investment would double in approximately 9.5 years.

Historically, 60% of months were positive and 40% were negative. The best month was Aug 2019 with a return of +5.3%, while the worst month was Mar 2026 at -5.1%. The longest winning streak lasted 8 consecutive months, and the longest losing streak was 4 months.

On a daily basis, dragon closed higher 54% of trading days. The best single day was Mar 20, 2020 with a return of +1.9%, while the worst single day was Jan 30, 2026 at -3.1%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20263.70%4.77%-5.05%3.16%
20252.03%1.44%1.34%2.74%-0.14%1.94%-0.37%2.00%4.73%2.13%1.52%0.14%21.24%
2024-0.34%0.73%3.55%-1.12%1.55%1.18%1.89%0.94%2.40%-2.01%0.31%-2.26%6.86%
20233.09%-3.02%2.07%0.70%-1.41%0.75%0.60%-1.66%-2.65%-0.39%2.94%2.99%3.81%
2022-2.17%1.04%-0.22%-1.69%-1.26%-0.57%0.04%-2.32%-2.73%-1.31%2.90%-0.71%-8.77%
2021-1.35%-1.57%-0.74%2.50%2.27%-0.60%1.75%-0.27%-2.10%1.81%-0.35%0.68%1.90%

Benchmark Metrics

dragon has an annualized alpha of 6.27%, beta of 0.09, and R² of 0.07 versus S&P 500 Index. Calculated based on daily prices since May 09, 2019.

  • This portfolio participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (25.87%) than losses (13.53%) — typical of diversified or defensive assets.
  • Beta of 0.09 may look defensive, but with R² of 0.07 this portfolio is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this portfolio's risk.
  • R² of 0.07 means this portfolio moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
6.27%
Beta
0.09
0.07
Upside Capture
25.87%
Downside Capture
13.53%

Expense Ratio

dragon has an expense ratio of 0.32%, placing it in the medium range. Below, you can find the expense ratios of the portfolio's funds side by side and easily compare their relative costs.


Return for Risk

Risk / Return Rank

dragon ranks 89 for risk / return — in the top 89% of portfolios on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.


dragon Risk / Return Rank: 8989
Overall Rank
dragon Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
dragon Sortino Ratio Rank: 9494
Sortino Ratio Rank
dragon Omega Ratio Rank: 9393
Omega Ratio Rank
dragon Calmar Ratio Rank: 8181
Calmar Ratio Rank
dragon Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics


PortfolioBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

2.24

0.90

+1.34

Sortino ratio

Return per unit of downside risk

2.94

1.39

+1.55

Omega ratio

Gain probability vs. loss probability

1.43

1.21

+0.22

Calmar ratio

Return relative to maximum drawdown

2.84

1.40

+1.44

Martin ratio

Return relative to average drawdown

12.22

6.61

+5.61


How much return does each position deliver for the risk it carries? Higher values mean better reward for the risk taken.

Risk / Return RankSharpe ratioSortino ratioOmega ratioCalmar ratioMartin ratio
VT
Vanguard Total World Stock ETF
771.251.841.271.838.51
VGLT
Vanguard Long-Term Treasury ETF
140.040.121.020.140.31
GLDM
SPDR Gold MiniShares Trust
881.822.251.332.7110.04
DBMF
iM DBi Managed Futures Strategy ETF
952.192.981.464.2518.51
TAIL
Cambria Tail Risk ETF
160.150.381.060.160.19

Sharpe Ratio

The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

dragon Sharpe ratios as of Apr 1, 2026 (values are recalculated daily):

  • 1-Year: 2.24
  • 5-Year: 0.87
  • All Time: 1.06

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

Compared to the broad market, where average Sharpe ratios range from 0.97 to 1.64, this portfolio's current Sharpe ratio is in the top 25%. This signifies superior risk-adjusted performance, meaning the portfolio is delivering strong returns for the level of risk taken compared to most others.

The chart below shows the rolling Sharpe ratio of dragon compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time.


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Dividends

Dividend yield

dragon provided a 2.87% dividend yield over the last twelve months.


TTM20252024202320222021202020192018201720162015
Portfolio2.87%2.91%3.01%2.41%2.74%2.74%1.01%3.01%1.42%1.16%1.06%1.17%
VT
Vanguard Total World Stock ETF
1.82%1.82%1.95%2.08%2.20%1.82%1.66%2.32%2.53%2.11%2.39%2.45%
VGLT
Vanguard Long-Term Treasury ETF
4.49%4.44%4.33%3.33%2.84%1.82%2.15%2.46%2.71%2.55%2.69%3.21%
GLDM
SPDR Gold MiniShares Trust
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
DBMF
iM DBi Managed Futures Strategy ETF
5.30%5.91%5.75%2.91%7.72%10.38%0.86%9.35%0.00%0.00%0.00%0.00%
TAIL
Cambria Tail Risk ETF
3.20%2.88%3.48%3.74%1.50%0.49%0.36%1.58%1.52%0.91%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.


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Worst Drawdowns

The table below displays the maximum drawdowns of the dragon. 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 dragon was 12.45%, occurring on Oct 3, 2023. Recovery took 189 trading sessions.

The current dragon drawdown is 5.05%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-12.45%Nov 10, 2021476Oct 3, 2023189Jul 5, 2024665
-8%Mar 9, 20208Mar 18, 202020Apr 16, 202028
-6.94%Mar 2, 202619Mar 26, 2026
-5.02%Aug 7, 202060Oct 30, 202044Jan 5, 2021104
-5%Jan 6, 202142Mar 8, 202155May 25, 202197

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 5 assets, with an effective number of assets of 4.94, reflecting the diversification based on asset allocation. This number of effective assets suggests a highly concentrated portfolio, where a few assets dominate the allocation, potentially increasing the portfolio's risk due to lack of diversification.

Asset Correlations Table

The table below displays the correlation coefficients between the individual components of the portfolio, the entire portfolio, and the chosen benchmark.

BenchmarkDBMFGLDMVGLTVTTAILPortfolio
Benchmark1.000.180.08-0.060.96-0.680.30
DBMF0.181.000.15-0.200.20-0.230.30
GLDM0.080.151.000.270.150.150.75
VGLT-0.06-0.200.271.00-0.050.530.59
VT0.960.200.15-0.051.00-0.650.37
TAIL-0.68-0.230.150.53-0.651.000.21
Portfolio0.300.300.750.590.370.211.00
The correlation results are calculated based on daily price changes starting from May 9, 2019