Danna-03
Третий портфель - тут использую активы из первого портфеля, потому как они имеют более продолжительную историческую доходность. Но, рекомендую использовать активы из второго портфеля, поскольку, они имеют более низкую комиссию и при этом идентичны активам первого портфеля. К активам первого портфеля, здесь мы добавляем самый известный индекс на акции широкого рынка США куда, снова, попадают технологи, как в первом портфеле, тут же присутсвуют энергетические компании, которые можно отдельно добавлять через ETF - VDE и будут, как альтенатива технологам. Понимаем, что тут мы добавляем лучшие компании США из всех секторов, но, нет уверенности, что в такой портфель мы добавляем доходности. Каждое добавление актива усредняет доходность между всеми из них. Фонд, который мы добавляем, сразу скажу, имеет одну из самых низких комиссий из аналогичных фондов, при этом с самой высокой репутацией управляющей компании.
Asset Allocation
| Position | Category/Sector | Target Weight |
|---|---|---|
BNDW Vanguard Total World Bond ETF | Total Bond Market | 30% |
QQQ Invesco QQQ | Large Cap Blend Equities | 35% |
VOO Vanguard S&P 500 ETF | Large Cap Growth Equities | 35% |
Performance
Performance Chart
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The earliest data available for this chart is Sep 6, 2018, corresponding to the inception date of BNDW
Returns By Period
| YTD | 1M | 6M | 1Y | 5Y* | 10Y* | |
|---|---|---|---|---|---|---|
^GSPC S&P 500 | 1.00% | 12.45% | 0.40% | 11.91% | 15.04% | 10.82% |
| Danna-03 | 1.79% | 10.18% | 2.27% | 11.64% | 12.32% | N/A |
| Portfolio components: | ||||||
QQQ Invesco QQQ | 1.92% | 17.15% | 3.66% | 15.07% | 18.59% | 17.68% |
BNDW Vanguard Total World Bond ETF | 1.40% | -0.18% | 1.40% | 4.90% | -0.52% | N/A |
VOO Vanguard S&P 500 ETF | 1.48% | 12.60% | 1.07% | 13.35% | 16.77% | 12.78% |
Monthly Returns
The table below presents the monthly returns of Danna-03, 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 | 1.81% | -0.91% | -4.75% | 0.51% | 5.39% | 1.79% | |||||||
| 2024 | 1.06% | 3.43% | 1.91% | -3.50% | 4.19% | 3.77% | 0.48% | 1.54% | 2.07% | -1.14% | 4.35% | -1.01% | 18.17% |
| 2023 | 6.78% | -1.62% | 5.50% | 0.86% | 2.79% | 4.49% | 2.46% | -1.15% | -4.08% | -1.74% | 8.16% | 4.62% | 29.67% |
| 2022 | -5.41% | -2.92% | 2.09% | -8.87% | -0.41% | -6.38% | 8.42% | -4.25% | -8.04% | 4.08% | 4.87% | -5.74% | -21.76% |
| 2021 | -0.49% | 0.40% | 2.11% | 4.00% | -0.16% | 3.23% | 2.24% | 2.41% | -3.96% | 5.13% | 0.65% | 1.87% | 18.52% |
| 2020 | 1.63% | -4.59% | -7.27% | 10.24% | 4.27% | 3.11% | 5.00% | 6.17% | -3.37% | -2.01% | 7.98% | 3.16% | 25.30% |
| 2019 | 6.26% | 2.25% | 2.63% | 3.34% | -4.73% | 5.49% | 1.54% | -0.52% | 0.83% | 2.27% | 2.67% | 2.40% | 26.82% |
| 2018 | 1.15% | -5.50% | 0.73% | -5.50% | -9.01% |
Expense Ratio
Danna-03 has an expense ratio of 0.10%, 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
The current rank of Danna-03 is 51, indicating average performance compared to other portfolios on our website. Here’s 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 | |
|---|---|---|---|---|---|
QQQ Invesco QQQ | 0.60 | 1.03 | 1.14 | 0.69 | 2.26 |
BNDW Vanguard Total World Bond ETF | 1.16 | 1.58 | 1.19 | 0.44 | 3.91 |
VOO Vanguard S&P 500 ETF | 0.69 | 1.10 | 1.16 | 0.73 | 2.79 |
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Dividends
Dividend yield
Danna-03 provided a 1.85% dividend yield over the last twelve months.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Portfolio | 1.85% | 1.80% | 1.85% | 1.48% | 1.36% | 1.20% | 1.83% | 1.54% | 0.92% | 1.08% | 1.08% | 1.14% |
| Portfolio components: | ||||||||||||
QQQ Invesco QQQ | 0.57% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% | 1.41% |
BNDW Vanguard Total World Bond ETF | 4.02% | 3.90% | 3.73% | 2.02% | 2.58% | 1.56% | 3.05% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% |
VOO Vanguard S&P 500 ETF | 1.28% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% |
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 Danna-03. 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 Danna-03 was 25.44%, occurring on Oct 14, 2022. Recovery took 296 trading sessions.
The current Danna-03 drawdown is 1.85%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -25.44% | Dec 28, 2021 | 202 | Oct 14, 2022 | 296 | Dec 19, 2023 | 498 |
| -22.83% | Feb 20, 2020 | 23 | Mar 23, 2020 | 53 | Jun 8, 2020 | 76 |
| -14.68% | Feb 20, 2025 | 34 | Apr 8, 2025 | — | — | — |
| -14.28% | Oct 2, 2018 | 58 | Dec 24, 2018 | 59 | Mar 21, 2019 | 117 |
| -8.23% | Sep 3, 2020 | 14 | Sep 23, 2020 | 46 | Nov 27, 2020 | 60 |
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 3 assets, with an effective number of assets of 2.99, 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
| ^GSPC | BNDW | QQQ | VOO | Portfolio | |
|---|---|---|---|---|---|
| ^GSPC | 1.00 | 0.07 | 0.92 | 1.00 | 0.96 |
| BNDW | 0.07 | 1.00 | 0.09 | 0.07 | 0.18 |
| QQQ | 0.92 | 0.09 | 1.00 | 0.92 | 0.98 |
| VOO | 1.00 | 0.07 | 0.92 | 1.00 | 0.96 |
| Portfolio | 0.96 | 0.18 | 0.98 | 0.96 | 1.00 |